SECTION I-A This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969, and before January 1, 1985. Debt instruments which matured or were entirely called before 2007 are not included. See Section I-B for corporate discount debt instruments issued after 1984. CAUTION: The following OID information supersedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2007 1st 2007 2nd 2008 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period 2008 1st Period 2007 2008 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Allied Corp. 019087BA2 08/15/84 08/01/07 6.113 0.000 872.02 0.315326 66.85 Allied Corp. 019087BB0 08/03/84 08/01/09 6.136 0.000 689.38 0.231663 0.258323 0.289632 88.58 99.27 Empire Incorporated 291737AB0 06/07/83 12/31/07 59.000 9.000 353.36 0.143179 0.165022 56.64 Fannie Mae 313586QR3 07/05/84 07/05/14 3.625 0.000 400.43 0.132258 0.147318 0.164994 50.98 57.10 Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 253.09 0.078841 0.086751 0.095978 29.44 32.53 Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750 7.000 406.33 0.043135 0.043135 15.74 15.79 GMAC LLC 36186CAC7 04/01/81 04/01/11 44.510 6.000 476.35 0.050643 0.050643 18.48 18.54 General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624 7.000 411.92 0.044183 0.044183 16.13 16.17 GMAC 370424CF8 04/01/81 04/01/11 44.510 6.000 476.35 0.050643 0.050643 18.48 18.54 Honeywell Intl, Inc. 438516AH9 08/15/84 08/01/07 6.113 0.000 872.02 0.315326 66.85 Honeywell Intl, Inc. 438516AJ5 08/03/84 08/01/09 6.136 0.000 689.38 0.231663 0.258323 0.289632 88.58 99.27 ITT Corporation 450679BP9 05/06/81 05/01/11 41.890 6.500 497.21 0.053059 0.053059 19.37 19.42 ITT Corporation 450680AM5 05/06/81 05/01/11 41.890 6.500 497.21 0.053059 0.053059 19.37 19.42 ITT Corporation 460470AM9 07/01/81 07/01/11 50.218 7.500 423.22 0.045434 0.045434 16.58 16.63 Pepsico Cap Resources 713440AW5 04/14/82 04/01/07 4.310 0.000 947.46 0.104946 9.45 Pepsico Cap Resources 713440AX3 04/14/82 04/01/08 3.894 0.000 914.85 0.101335 0.101335 36.99 9.22 Pepsico Cap Resources 713440AY1 04/14/82 04/01/09 3.525 0.000 884.33 0.097954 0.097954 35.75 35.85 Pepsico Cap Resources 713440AZ8 04/14/82 04/01/10 3.196 0.000 855.64 0.094776 0.094776 34.59 34.69 Pepsico Cap Resources 713440BA2 04/14/82 04/01/11 2.904 0.000 828.61 0.091782 0.091782 33.50 33.59 Pepsico Cap Resources 713440BB0 04/14/82 04/01/12 2.643 0.000 803.05 0.088951 0.088951 32.47 32.56 Rapid-American Corp. 753329BB6 03/01/84 03/01/07 4.449 0.000 935.05 0.346763 20.46 Sallie Mae 863871AL3 08/15/84 05/15/14 3.900 0.000 409.05 0.135451 0.150640 0.168452 51.55 57.61 Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 197.73 0.059799 0.065561 0.072272 22.35 24.60 Tennessee Gas Pipeline 880451AJ8 12/15/81 12/15/11 40.783 6.000 494.35 0.054831 0.054831 19.74 19.74 Transamerica Finl Corp 893502AM6 08/18/82 09/01/07 3.816 0.000 936.28 0.105177 25.56 Transamerica Finl Corp 893502AN4 08/18/82 03/01/10 2.753 0.000 860.79 0.096696 0.096696 35.29 35.39 Transamerica Finl Corp 893502AP9 08/18/82 09/01/12 1.986 0.000 795.22 0.089331 0.089331 32.61 32.70 SECTION I-B This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984. Debt instruments which matured or were entirely called before 2007 are not included. See Section I-A for corporate discount debt instruments issued before 1985. CAUTION: The following OID information supersedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00078UAE0 11/30/06 11/30/10 100.000 0.000 4.8420 0.134501 0.137757 0.141092 0.144508 0.148007 49.21 51.62 ABN Amro Bank N.V. 00078UER7 03/15/07 03/13/12 100.000 0.000 4.8108 0.133634 0.136813 0.140104 0.143474 38.56 50.56 ABN Amro Bank N.V. 00078UKZ2 05/16/07 05/14/10 100.000 0.000 4.9938 0.138717 0.142143 0.145692 0.149330 31.37 52.15 ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 4.1274 0.129599 0.132274 0.135004 0.137790 0.140633 48.03 50.03 ABN Amro Bank N.V. 00079FBM3 08/13/03 11/13/13 100.000 0.000 4.3128 0.137632 0.140599 0.143631 0.146729 0.149893 50.37 52.57 ABN Amro Bank N.V. 00079FBR2 09/10/03 09/10/13 100.000 0.000 5.0200 0.161808 0.165870 0.170033 0.174301 0.178676 59.89 62.94 ABN Amro Bank N.V. 00079FBX9 10/08/03 10/08/13 100.000 0.000 5.1600 0.167004 0.171312 0.175732 0.180266 0.184917 61.62 64.84 ABN Amro Bank N.V. 00079FCY6 03/10/04 12/10/13 100.000 0.000 4.7792 0.151180 0.154793 0.158492 0.162279 0.166157 55.23 57.90 ABN Amro Bank N.V. 00079FDB5 03/24/04 12/24/13 100.000 0.000 4.7792 0.151180 0.154793 0.158492 0.162279 0.166157 55.13 57.79 ABN Amro Bank N.V. 00079FED0 06/23/04 12/23/09 100.000 0.000 4.0499 0.124361 0.126879 0.129449 0.132070 0.134744 45.26 47.12 ABN Amro Bank N.V. 00079FEK4 07/21/04 01/21/10 100.000 0.000 4.0700 0.122545 0.125039 0.127584 0.130180 0.132829 45.37 47.24 ABN Amro Bank N.V. 00079FEN8 08/04/04 02/04/10 100.000 0.000 3.9600 0.118977 0.121332 0.123735 0.126185 0.128683 43.96 45.71 ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500 0.128062 0.128124 0.128187 0.128609 0.129042 46.13 46.37 ABN Amro Bank N.V. 00079FHT2 01/21/05 01/21/20 100.000 VARIES 4.7448 0.126832 0.125096 0.123319 0.121500 0.119637 44.78 43.48 ABN Amro Bank N.V. 00079FHV7 01/28/05 01/28/20 100.000 VARIES 4.6673 0.125005 0.123384 0.121726 0.120029 0.118292 44.21 42.99 ABN Amro Bank N.V. 00079FJD5 02/15/05 02/15/20 100.000 VARIES 4.6374 0.124148 0.122518 0.120850 0.119143 0.117397 43.95 42.73 ABN Amro Bank N.V. 00079FLN0 07/20/05 04/20/09 100.000 0.000 3.9485 0.115183 0.117457 0.119776 0.122140 0.124552 42.20 43.88 ABN Amro Bank N.V. 00079FMR0 09/30/05 10/03/20 100.000 7.500 4.4483 0.119720 0.117749 0.115734 0.113675 0.111570 42.39 40.93 ABN Amro Bank N.V. 00079FMS8 10/03/05 10/03/20 100.000 VARIES 4.4457 0.120303 0.118655 0.116971 0.115248 0.113488 42.72 41.49 ABN Amro Bank N.V. 00079FNF5 11/15/05 11/15/20 100.000 VARIES 5.2985 0.142363 0.137992 0.137382 0.133730 0.133693 50.92 49.44 ABN Amro Bank N.V. 00079FNM0 12/21/05 12/21/10 100.000 VARIES 4.5200 0.123261 0.122707 0.122830 0.122946 0.123741 44.88 44.99 ABN Amro Bank N.V. 00079FQY1 06/28/06 06/29/09 100.000 0.000 5.2501 0.149687 0.153617 0.157649 0.161788 0.166035 54.61 57.52 ABN Amro Bank N.V. 00079FRK0 07/05/06 07/05/08 100.000 VARIES 5.2997 0.147215 0.146705 0.146423 0.146851 52.77 27.02 ABN Amro Bank N.V. 00079FRU8 08/09/06 02/09/10 100.000 0.000 4.9028 0.136192 0.139530 0.142951 0.146455 0.150045 50.59 53.10 ABN Amro Bank N.V. 00079FSN3 08/31/06 08/31/10 100.000 0.000 5.1472 0.142188 0.143470 0.148779 0.150949 0.157400 52.95 55.91 ABN Amro Bank N.V. 00079FSU7 09/29/06 03/29/11 100.000 0.000 4.9533 0.137594 0.141002 0.144494 0.148073 0.151740 50.78 53.33 ABN Amro Bank N.V. 00079FTU6 10/31/06 10/29/10 100.000 0.000 4.9534 0.137595 0.140984 0.144475 0.148054 0.151720 50.57 53.10 AIG FP Private Funding 001378AC2 06/19/06 05/19/08 100.000 0.000 5.3068 0.149831 0.151299 0.157021 55.27 21.83 AIG FP Private Funding 001378AD0 06/12/06 05/12/08 100.000 0.000 5.3042 0.150598 0.154592 0.158692 55.33 20.79 AIG FP Private Funding 001378AE8 06/12/06 05/12/08 100.000 0.000 5.3042 0.150598 0.154592 0.158692 55.33 20.79 AIG FP Private Funding 001378AF5 06/19/06 05/19/08 100.000 0.000 5.3068 0.149831 0.151299 0.157021 55.27 21.83 AIG FP Private Funding 001378AG3 07/31/06 07/31/08 100.000 0.000 5.4390 0.151085 0.155194 0.159415 0.163750 56.39 34.10 AIG FP Private Funding 001378AH1 07/31/06 07/31/08 100.000 0.000 5.4390 0.151085 0.155194 0.159415 0.163750 56.39 34.10 AIG FP Private Funding 001378AJ7 10/04/06 10/06/08 100.000 0.000 5.0499 0.140317 0.143860 0.147492 0.151217 51.76 41.23 AIG FP Private Funding 001378AK4 10/04/06 10/06/08 100.000 0.000 5.0499 0.140317 0.143860 0.147492 0.151217 51.76 41.23 AIG FP Private Funding 001378AL2 10/04/06 10/05/09 100.000 0.000 4.9866 0.138536 0.141991 0.145531 0.149159 0.152878 51.10 53.68 AIG FP Private Funding 001378AM0 10/04/06 10/05/09 100.000 0.000 4.9866 0.138536 0.141991 0.145531 0.149159 0.152878 51.10 53.68 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ AIG FP Private Funding 001378AN8 11/03/06 11/05/09 100.000 0.000 4.8876 0.135806 0.139125 0.142525 0.146008 0.149576 49.86 52.33 AIP FP Private Funding 001378AP3 11/03/06 11/05/09 100.000 0.000 4.8876 0.135806 0.139125 0.142525 0.146008 0.149576 49.86 52.33 AIG FP Private Funding 001378AQ1 12/13/06 12/16/09 100.000 0.000 4.8418 0.134549 0.137806 0.141142 0.144559 0.148059 49.12 51.53 AIG FP Private Funding 001378AR9 12/13/06 12/16/09 100.000 0.000 4.8418 0.134549 0.137806 0.141142 0.144559 0.148059 49.12 51.53 AIG FP Private Funding 001378AY4 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001378AZ1 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001378BA5 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001378BB3 11/27/06 10/01/08 100.000 0.000 4.9879 0.138555 0.140936 0.144451 0.148053 50.84 39.65 AIG FP Private Funding 001379AB2 05/22/06 06/02/08 100.000 0.000 5.2898 0.151048 0.155043 0.159144 55.33 24.03 AIG FP Private Funding 001379AC0 05/22/06 06/02/08 100.000 0.000 5.2898 0.151048 0.155043 0.159144 55.33 24.03 AIG FP Private Funding 001379AD8 09/01/06 09/01/11 100.000 0.000 5.1471 0.142975 0.146655 0.150429 0.154300 0.158271 53.03 55.79 AIG FP Private Funding 001379AE6 09/01/06 09/01/11 100.000 0.000 5.1471 0.142975 0.146655 0.150429 0.154300 0.158271 53.03 55.79 AIG FP Private Funding 001379AH9 01/02/07 06/27/08 100.000 0.000 5.1305 0.142516 0.146070 0.149817 51.83 26.37 AIG FP Private Funding 001379AJ5 01/02/07 06/27/08 100.000 0.000 5.1305 0.142516 0.146070 0.149817 51.83 26.37 AMR Corporation 001765AZ9 09/23/03 09/23/23 98.000 4.250 4.7035 0.011479 0.011749 0.012026 0.012308 4.23 3.20 AMR Corporation 001765BA3 09/23/03 09/23/23 98.000 4.250 4.7035 0.011479 0.011749 0.012026 0.012308 4.23 3.20 AMR Corporation 001765BB1 02/13/04 02/15/24 98.500 4.500 4.8410 0.008405 0.008608 0.008817 0.009030 0.009249 3.12 3.27 APP Finance VI 00202NAA3 11/18/97 11/18/12 20.424 0.000 10.8751 332.37 0.160025 0.168726 0.177901 0.187574 0.197774 59.94 66.64 ASG Consolidated LLC 00210VAA5 10/19/04 11/01/11 63.700 VARIES 11.4983 0.255413 0.270098 0.285626 0.302047 0.319412 96.40 107.81 ASG Consolidated LLC 00210VAB3 10/19/04 11/01/11 63.700 VARIES 11.4983 0.255413 0.270098 0.285626 0.302047 0.319412 96.40 107.81 AB Svensk Exportkredit 00254EBD3 05/22/06 05/22/08 100.000 0.000 5.3056 0.150452 0.151925 0.157669 55.47 22.39 Adams & Hancock Cntys IL 005495AY2 05/24/05 12/01/07 106.710 VARIES 4.0579 0.115720 0.114235 37.92 Community Unit SD # 1 005770BQ4 06/03/03 02/01/07 104.499 VARIES 3.3316 0.093124 2.79 Community Unit SD # 1 005770BR2 06/03/03 02/01/08 103.613 VARIES 3.7831 0.106327 0.105921 0.105508 38.08 3.17 Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES 7.7883 0.241450 0.248148 0.255107 0.262337 0.269849 90.39 95.59 Advanced Medical Optics 00763MAG3 06/22/04 07/15/24 100.000 VARIES 7.7883 0.241450 0.248148 0.255107 0.262337 0.269849 90.39 95.59 Advanced Medical Optics 00763MAH1 07/18/05 07/01/25 100.000 VARIES 6.9000 0.207572 0.213415 0.219461 0.225714 75.78 80.13 Advanced Medical Optics 00763MAJ7 07/18/05 07/01/25 100.000 VARIES 6.9000 0.207572 0.213415 0.219461 0.225714 75.78 80.13 Adv Med Opts Inc 00763MAK4 06/13/06 08/01/26 100.000 VARIES 7.9988 0.223597 0.228929 0.234475 0.240242 0.246239 83.09 87.21 Adv Med Opts Inc 00763MAL2 06/13/06 08/01/26 100.000 VARIES 7.9988 0.223597 0.228929 0.234475 0.240242 0.246239 83.09 87.21 Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES 15.0505 0.398704 0.394111 0.400516 0.398369 0.407383 144.90 147.03 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 8.0020 9.93 0.006803 0.007075 0.007358 0.007653 0.007959 2.58 2.79 Alameda, CA 010781AW2 03/14/02 02/01/10 97.388 7.500 7.9523 13.97 0.009564 0.009944 0.010340 0.010751 0.011178 3.63 3.92 Alaska Communications 011679AD9 08/26/03 08/15/11* 96.687 9.875 10.4987 10.75 0.010388 0.010933 2.43* Alaska Communications 011679AE7 08/26/03 08/15/11* 96.687 9.875 10.4987 10.75 0.010388 0.010933 2.43* Alaska Communications 011679AF4 08/26/03 08/15/11* 96.687 9.875 10.4987 10.75 0.010388 0.010933 2.43* Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10 83.687 8.000 N/A 0.090386 0.087299 0.086522 0.082415 0.080354 32.42 30.91 Alliance One Intl Inc 018772AE3 05/13/05 11/15/12 90.000 12.750 15.0159 13.61 0.026403 0.028385 0.030516 0.032808 0.035271 10.05 11.62 Alliance One Intl Inc 018772AF0 05/13/05 11/15/12 90.000 12.750 15.0159 13.61 0.026403 0.028385 0.030516 0.032808 0.035271 10.05 11.62 Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES 9.5812 0.371510 0.385980 0.401145 0.417035 0.433687 140.38 151.70 Alliant Energy Resources 018803304 02/15/00 02/15/30 100.000 VARIES 9.5812 0.371510 0.385980 0.401145 0.417035 0.433687 140.38 151.70 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Alliant Energy Resources 018803403 02/15/00 02/15/30 100.000 VARIES 9.5812 0.371510 0.385980 0.401145 0.417035 0.433687 140.38 151.70 Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24 100.000 VARIES 6.1250 0.185273 0.188608 0.192045 0.195587 0.199237 68.22 70.75 Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24 100.000 VARIES 6.1250 0.185273 0.188608 0.192045 0.195587 0.199237 68.22 70.75 Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24 100.000 VARIES 6.9757 0.210053 0.214472 0.219046 0.223780 0.228678 77.64 81.02 Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24 100.000 VARIES 6.9757 0.210053 0.214472 0.219046 0.223780 0.228678 77.64 81.02 Alltel Corporation 020039798 05/06/02 05/17/07 100.000 VARIES 7.1463 0.199788 27.17 Alltel Corporation 020039DF7 05/06/02 05/17/07 100.000 VARIES 7.1463 0.199788 27.17 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 5.2499 322.00 0.096340 0.098869 0.101464 0.104128 0.106861 35.99 37.91 AAM Hldg, Inc. 024061AA1 02/11/04 02/15/24 100.000 2.000 4.5774 0.135770 0.137606 0.139484 0.141405 0.143369 49.71 51.09 AAM Hldg, Inc. 024061AB9 02/11/04 02/15/24 100.000 2.000 4.5774 0.135770 0.137606 0.139484 0.141405 0.143369 49.71 51.09 Amer Elec Pwr Co Inc 025537AC5 06/11/02 08/16/07 100.000 VARIES 6.7031 0.188781 0.187511 42.25 Amer Med Sys Hldgs Inc 02744MAA6 06/27/06 07/01/36 100.000 VARIES 9.1005 0.260359 0.268098 0.276190 0.284649 95.12 100.95 AmerUs Group Co. 03072M504 05/16/06 05/16/11 102.760 6.583 5.9369 0.169069 0.168659 0.168238 0.167804 0.167357 60.75 60.45 Amgen Inc. 031162AC4 03/01/02 03/01/32 71.423 VARIES N/A 0.096852 0.099018 0.101233 0.103497 0.105811 35.78 37.40 Amgen Inc. 031162AD2 03/01/02 03/01/32 71.423 VARIES N/A 0.096852 0.099018 0.101233 0.103497 0.105811 35.78 37.40 Amgen Inc. 031162AE0 03/01/02 03/01/32 71.423 VARIES N/A 0.096852 0.099018 0.101233 0.103497 0.105811 35.78 37.40 Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4729 0.096854 0.099020 0.101235 0.103499 0.105814 35.78 37.40 Amgen Inc. 031162AL4 03/01/05 03/01/32 72.947 VARIES 4.4729 0.096854 0.099020 0.101235 0.103499 0.105814 35.78 37.40 Anixter International 035290AD7 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AE5 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AF2 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AG0 07/07/03 07/07/33 38.016 VARIES 7.3003 0.095593 0.099082 0.102699 0.106448 0.110333 36.28 38.97 Anixter International 035290AH8 02/16/07 02/15/13 70.400 1.000 7.1568 0.112177 0.116169 0.120326 0.124632 35.88 43.72 Anixter International 035290AJ4 02/16/07 02/15/13 70.400 1.000 7.1568 0.112177 0.116169 0.120326 0.124632 35.88 43.72 Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08 3.000 VARIES N/A 1.000915 1.678524 2.990356 780.72 89.71 Aon Corporation 037389AQ6 11/07/02 11/15/12 100.000 VARIES 9.0983 0.319637 0.329754 0.340333 0.351392 0.359424 117.84 125.39 Aon Corporation 037389AT0 11/07/02 11/15/12 100.000 VARIES 9.0983 0.319637 0.329754 0.340333 0.351392 0.359424 117.84 125.39 Apria Healthcare Group 037933AA6 08/20/03 09/01/33 100.000 VARIES 8.6241 0.282089 0.290211 0.298682 0.307519 0.316737 105.01 111.28 Apria Healthcare Group 037933AB4 08/20/03 09/01/33 100.000 VARIES 8.6241 0.282089 0.290211 0.298682 0.307519 0.316737 105.01 111.28 Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A 0.025192 0.025191 0.025190 0.025189 0.025187 9.07 9.07 Republic of Argentina 040114GA2 06/15/00 06/15/15 91.700 11.750 13.0226 18.91 0.012097 0.012885 0.013724 0.014618 0.015569 4.52 5.13 Republic of Argentina 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8669 5.96 0.003645 0.003880 0.004130 0.004395 0.004678 1.43 1.62 Republic of Argentina 040114GF1 06/19/01 12/19/08 77.800 VARIES N/A 0.167844 0.126179 0.084327 0.042273 51.92 21.78 Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A 0.639684 0.638410 0.640797 0.643363 0.649672 233.27 235.12 Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 12.000 N/A 0.594275 0.591305 0.591603 0.591921 0.595517 216.33 216.64 Arlngtn Sport Fac Auth 04184EAA7 02/17/93 12/31/08 28.800 0.000 7.9988 567.01 0.189933 0.197530 0.205430 0.213646 69.76 75.23 Armor Holdings, Inc. 042260AC3 10/29/04 11/01/24 99.000 VARIES 7.0025 0.212852 0.218360 0.224060 0.229960 0.236066 78.29 82.44 Armstrong Cnty Ind Dev 04233KAB2 07/29/99 08/20/34 6.955 0.000 7.7498 52.77 0.025609 0.026601 0.027632 0.028703 0.029815 9.66 10.43 Aubrey ISD 050195HA7 08/07/03 02/15/07 88.833 0.000 3.3900 107.60 0.092600 4.07 Aubrey ISD 050195HB5 08/07/03 02/15/08 84.421 0.000 3.7800 114.67 0.099266 0.101142 0.103053 36.59 4.53 Aubrey ISD 050195HC3 08/07/03 02/15/09 79.705 0.000 4.1500 119.51 0.104028 0.106187 0.108390 0.110640 0.112935 38.43 40.04 Aubrey ISD 050195HD1 08/07/03 02/15/10 74.664 0.000 4.5300 122.88 0.107574 0.110011 0.112502 0.115051 0.117657 39.84 41.66 Avnet, Inc. 053807AL7 03/05/04 03/15/34 100.000 VARIES 7.8752 0.254100 0.261918 0.270043 0.278489 0.287267 94.57 100.56 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Azusa Calif Redev Agy 05502MAB9 06/16/92 12/01/12 16.502 0.000 9.0030 428.96 0.147440 0.154077 0.161013 0.168261 0.175835 54.68 59.71 Banco Macro S.A. 05963GAA6 12/18/06 12/18/16 100.000 9.750 9.7499 0.270833 0.270833 0.270833 0.270833 0.270833 97.50 97.50 Banco Macro S.A. 05963GAB4 12/18/06 12/18/16 100.000 9.750 9.7499 0.270833 0.270833 0.270833 0.270833 0.270833 97.50 97.50 Bank of America Corp. 060505AT1 10/29/02 03/01/07 94.733 0.000 3.6047 0.108806 6.53 Bank of America Corp. 060505CZ5 02/15/07 02/15/12 100.000 0.250 5.2599 0.146109 0.149769 0.153525 0.157380 46.67 55.63 Bank of America Corp. 06050MAW7 11/10/00 11/10/07 110.000 0.250 7.7500 0.369687 0.383743 116.76 Bank of America Corp. 06050MBV8 06/28/02 07/02/07 100.000 0.000 4.7591 0.159648 0.163447 29.58 Bank of America Corp. 06050MBY2 11/27/02 11/29/07 100.000 0.000 3.9953 0.130040 0.132638 43.12 Bank of America Corp. 06050MCB1 02/20/03 02/20/08 100.000 0.000 3.6499 0.115072 0.117172 0.119310 42.36 5.85 Bank of America Corp. 06050MCH8 04/25/03 04/29/08 100.000 0.000 3.5419 0.111297 0.113268 0.115274 40.67 13.60 Bank of America Corp. 06050MCK1 05/30/03 06/03/08 100.000 0.000 2.8951 0.088955 0.090242 0.091549 32.33 13.92 Bank of America Corp. 06050MCM7 06/04/03 06/04/07 100.000 0.000 2.3999 0.072472 11.09 Bank of America Corp. 06050MCN5 05/29/03 05/29/08 100.000 0.000 2.9999 0.092487 0.093874 0.095282 33.63 14.10 Bank of America Corp. 06050MCP0 06/25/03 06/25/10 100.000 0.000 3.5500 0.111536 0.113516 0.115531 0.117581 0.119668 40.53 41.98 Bank of America Corp. 06050MCQ8 07/25/03 07/29/08 100.000 0.000 3.4570 0.106468 0.108309 0.110181 0.112085 39.22 23.26 Bank of America Corp. 06050MCS4 11/12/03 11/13/08 100.000 0.000 3.9410 0.123085 0.125511 0.127984 0.130506 44.98 40.38 Bank of America Corp. 06050MCV7 12/19/03 12/23/08 100.000 0.000 3.6364 0.112592 0.114639 0.116724 0.118846 40.93 41.47 Bank of America Corp. 06050MCY1 01/30/04 02/03/09 100.000 0.000 3.4992 0.106040 0.107895 0.109783 0.111704 0.113658 39.06 40.44 Bank of America Corp. 06050MDA2 03/02/04 03/04/09 100.000 0.000 3.5091 0.106353 0.108219 0.110118 0.112050 0.114016 39.06 40.45 Bank of America Corp. 06050MDC8 03/25/04 03/27/09 100.000 0.000 3.3125 0.099910 0.101565 0.103247 0.104957 0.106696 36.58 37.80 Bank of America Corp. 06050MDE4 05/28/04 06/01/10 100.000 0.000 4.7926 0.149925 0.153517 0.157196 0.160963 0.164820 54.84 57.50 Bank of America Corp. 06050MDG9 06/09/04 06/09/08 99.000 11.000 3.6001 0.096533 0.098270 0.100039 35.14 15.81 Bank of America Corp. 06050MDH7 06/25/04 06/28/10 100.000 0.000 4.7147 0.147204 0.150674 0.154226 0.157861 0.161583 53.64 56.20 Bank of America Corp. 06050MDJ3 06/24/04 06/24/10 100.000 0.000 4.7242 0.147478 0.150961 0.154527 0.158177 0.161914 53.77 56.34 Bank of America Corp. 06050MDK0 06/28/04 06/28/08 99.000 11.000 3.8500 0.103891 0.105891 0.107929 37.77 19.10 Bank of America Corp. 06050MDM6 07/30/04 08/02/10 100.000 0.000 4.5676 0.138910 0.142082 0.145327 0.148646 0.152041 51.53 53.92 Bank of America Corp. 06050MDN4 08/26/04 08/28/09 100.000 0.000 4.2830 0.129529 0.132303 0.135136 0.138030 0.140986 47.82 49.89 Bank of America Corp. 06050MDR5 09/23/04 09/25/09 100.000 0.000 3.8427 0.115212 0.117425 0.119681 0.121981 0.124325 42.30 43.94 Bank of America Corp. 06050MEC7 11/26/04 11/26/10 100.000 1.500 4.2768 0.125613 0.127408 0.129241 0.131114 0.133027 45.67 47.00 Bank of America Corp. 06050MED5 11/15/04 11/13/09 100.000 0.000 3.9639 0.119077 0.121437 0.123844 0.126298 0.128801 43.52 45.26 Bank of America Corp. 06050MEF0 11/29/04 11/29/10 100.000 0.000 3.9607 0.119000 0.121357 0.123760 0.126211 0.128710 43.42 45.15 Bank of America Corp. 06050MEG8 12/27/04 06/28/10 100.000 0.000 4.0825 0.122964 0.125474 0.128036 0.130649 0.133316 44.73 46.58 Bank of America Corp. 06050MEH6 12/28/04 12/28/10 100.000 1.000 4.2553 0.126150 0.128243 0.130380 0.132563 0.134793 45.80 47.34 Bank of America Corp. 06050MEK9 01/27/05 01/28/11 100.000 0.000 4.3233 0.128066 0.130834 0.133662 0.136551 0.139503 47.46 49.53 Bank of America Corp. 06050MEL7 01/28/05 01/28/11 100.000 1.000 4.3662 0.127543 0.129721 0.131947 0.134221 0.136545 46.98 48.61 Bank of America Corp. 06050MEM5 01/26/05 01/26/10 100.000 0.250 4.0650 0.119512 0.121800 0.124135 0.126517 0.128947 44.15 45.86 Bank of America Corp. 06050MEP8 02/24/05 02/24/10 100.000 1.250 4.3096 0.125325 0.127277 0.129271 0.131309 0.133390 45.97 47.43 Bank of America Corp. 06050MER4 03/24/05 03/27/09 100.000 0.000 4.4897 0.133355 0.136349 0.139409 0.142539 0.145739 49.12 51.35 Bank of America Corp. 06050MEU7 04/28/05 04/30/09 100.000 1.750 4.3698 0.126278 0.127975 0.129709 0.131481 0.133292 45.97 47.23 Bank of America Corp. 06050MEW3 05/27/05 05/27/10 100.000 1.000 4.3093 0.125776 0.127888 0.130045 0.132248 0.134499 45.80 47.36 Bank of America Corp. 06050MEY9 06/24/05 06/25/10 100.000 0.000 4.7416 0.141323 0.144674 0.148103 0.151615 0.155209 51.52 53.99 Bank of America Corp. 06050MEZ6 07/29/05 07/29/11 100.000 1.500 4.5615 0.130633 0.132662 0.134737 0.136860 0.139031 48.02 49.54 Bank of America Corp. 06050MFA0 08/25/05 08/25/10 100.000 1.250 4.5105 0.129425 0.131561 0.133745 0.135978 0.138262 47.52 49.12 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MFB8 08/26/05 08/28/09 100.000 0.000 4.4018 0.127745 0.130556 0.133430 0.136367 0.139368 47.19 49.29 Bank of America Corp. 06050MFC6 10/28/05 10/28/10 100.000 2.000 4.8533 0.138709 0.140727 0.142794 0.144911 0.147079 50.56 52.06 Bank of America Corp. 06050MFE2 09/28/05 09/29/10 100.000 0.000 4.5189 0.131280 0.134246 0.137280 0.140382 0.143553 48.35 50.56 Bank of America Corp. 06050MFG7 11/21/05 11/24/10 100.000 0.000 4.8973 0.142840 0.146338 0.149921 0.153592 0.157353 52.31 54.91 Bank of America Corp. 06050MFJ1 12/27/05 12/27/10 100.000 1.250 5.0014 0.144205 0.146943 0.149750 0.152626 0.155574 52.43 54.45 Bank of America Corp. 06050MFK8 12/28/05 12/28/11 100.000 1.500 5.0510 0.145353 0.147972 0.150657 0.153409 0.156232 52.81 54.75 Bank of America Corp. 06050MFL6 03/24/06 03/25/11 100.000 0.000 5.1630 0.147143 0.150941 0.154838 0.158835 0.162936 54.39 57.24 Bank of America Corp. 06050MFP7 04/28/06 04/28/11 100.000 1.750 5.5388 0.156770 0.159766 0.162844 0.166008 0.169259 57.36 59.60 Bank of America Corp. 06050MFR3 03/27/06 03/27/09 100.000 0.750 5.1969 0.147568 0.150862 0.154240 0.157707 0.161263 54.34 56.81 Bank of America Corp. 06050MFS1 05/26/06 08/26/10 100.000 0.000 5.4111 0.152344 0.156466 0.160699 0.165047 0.169512 56.63 59.74 Bank of America Corp. 06050MFT9 05/25/06 05/25/10 100.000 2.000 5.4394 0.153694 0.156363 0.159104 0.161921 0.164813 56.00 57.99 Bank of America Corp. 06050MFV4 06/27/06 06/27/11 100.000 0.000 5.6598 0.161667 0.166243 0.170947 0.175785 0.180759 59.06 62.45 Bank of America Corp. 06050MFW2 07/28/06 01/28/11 100.000 0.000 5.5354 0.153763 0.158019 0.162392 0.166887 0.171506 57.44 60.66 Bank of America Corp. 06050MFX0 07/28/06 07/29/10 100.000 0.000 5.4654 0.151842 0.155991 0.160254 0.164633 0.169132 56.69 59.83 Bank of America Corp. 06050MFZ5 08/24/06 08/26/10 100.000 0.000 5.2025 0.144556 0.148316 0.152174 0.156133 0.160194 53.67 56.50 Bank of America Corp. 06050MGB7 09/29/06 10/03/11 100.000 0.000 4.9679 0.138075 0.141504 0.145019 0.148622 0.152313 50.94 53.50 Bank of America Corp. 06050MGD3 09/18/06 09/19/11 100.000 0.000 5.1632 0.143444 0.147147 0.150946 0.154843 0.158840 53.07 55.85 Bank of America Corp. 06050MGF8 10/27/06 10/27/11 100.000 0.000 5.2609 0.146136 0.149980 0.153926 0.157974 0.162130 53.80 56.67 Bank of America Corp. 06050MGM3 12/22/06 12/27/11 100.000 0.000 4.9879 0.138651 0.142109 0.145653 0.149285 0.153009 50.56 53.12 Bank of America Corp. 06050MGN1 12/29/06 12/29/11 100.000 0.000 4.9680 0.138001 0.141429 0.144942 0.148542 0.152232 50.31 52.84 Bank of America Corp. 06050MGP6 02/23/07 02/23/12 100.000 0.000 5.2024 0.144511 0.148270 0.152127 0.156084 44.99 55.07 Bank of America Corp. 06050MGQ4 01/26/07 01/27/12 100.000 0.000 5.1926 0.144238 0.144260 0.148006 0.151849 0.155791 48.90 55.17 Bank of America Corp. 06050MGU5 02/23/07 11/23/11 100.000 0.000 5.1129 0.142025 0.143841 0.147518 0.151289 0.155157 44.28 54.08 Bank of America Corp. 06050MGV3 02/23/07 02/24/12 100.000 0.000 5.1048 0.141800 0.141822 0.145442 0.149154 0.152961 44.14 53.98 Bank of America Corp. 06050MGW1 02/20/07 02/19/10 100.000 0.000 5.1731 0.143699 0.147395 0.151208 0.155119 45.18 54.77 Bank of America Corp. 06050MGY7 03/30/07 03/30/10 100.000 0.000 4.9975 0.138821 0.142289 0.145845 0.149489 37.94 52.52 Bank of America Corp. 06050MGZ4 03/29/07 03/29/12 100.000 2.000 5.0300 0.139723 0.141840 0.144010 0.146235 38.20 51.86 Bank of America Corp. 06050MHB6 03/30/07 03/30/12 100.000 0.000 4.9829 0.138415 0.141864 0.145398 0.149021 37.82 52.36 Bank of America Corp. 06050MHC4 04/27/07 04/27/09 100.000 0.000 4.8413 0.134482 0.137737 0.141072 0.144486 33.02 50.62 Bank of America Corp. 06050MHF7 05/25/07 02/27/12 100.000 0.000 5.2687 0.146354 0.148325 0.152232 0.156242 31.86 55.08 Bank of America Corp. 06050MHP5 07/27/07 07/28/11 100.000 0.000 5.3581 0.148836 0.148859 0.152847 0.156942 22.92 55.54 Bank of America Corp. 06050MHT7 08/30/07 09/01/11 100.000 0.000 5.1144 0.142067 0.142089 0.145722 0.149449 17.19 52.69 Bank of America Corp. 06050MHU4 08/31/07 09/02/11 100.000 0.000 5.0622 0.140618 0.140658 0.144218 0.147869 17.02 52.14 Bank of America Corp. 06050MHV2 09/28/07 03/28/13 100.000 0.000 5.2121 0.144782 0.148555 0.152426 13.46 53.51 Bank of America Corp. 06050MHW0 09/27/07 09/29/10 100.000 0.000 4.9389 0.137193 0.137230 0.140619 0.144092 12.90 50.64 Bank of America Corp. 06050MHY6 11/30/07 11/30/12 100.000 1.250 4.9200 0.136669 0.139177 0.141746 4.24 49.81 Bank of America Corp. 06050MJB4 11/29/07 12/01/11 100.000 0.000 4.6068 0.127967 0.128000 0.130948 0.133964 4.10 46.79 Bank of America Corp. 06050MJC2 11/30/07 11/30/09 100.000 0.000 4.2646 0.118462 0.120988 0.123568 3.67 43.26 Bank of America Corp. 06050MJD0 11/30/07 11/30/10 100.000 0.000 4.4308 0.123080 0.125807 0.128594 3.82 44.97 Baxter International,Inc 071813604 12/17/02 02/16/08 100.000 VARIES 4.3864 0.123830 0.123183 0.122522 44.29 5.51 Baxter International,Inc 071813AV1 12/17/02 02/16/08 100.000 VARIES 4.3864 0.123830 0.123183 0.122522 44.29 5.51 Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 5.2947 0.186017 0.190941 0.195996 0.201185 0.206511 68.18 71.84 Bayerische Landesbank 0727G0CJ7 11/26/04 02/26/09 100.000 0.000 3.8824 0.115359 0.117598 0.119881 0.122208 0.124580 42.50 44.16 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bayerische Landesbank 0727G0CR9 02/23/05 02/23/07 100.000 0.000 3.5768 0.104785 5.45 Bayerische Landesbank 0727G0DQ0 07/13/05 07/13/07 100.000 0.000 3.7203 0.107225 0.109220 20.95 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 5.9698 51.27 0.066176 0.068151 0.070185 0.072280 24.18 25.64 Bear Stearns Co., Inc. 073928JS3 06/03/99 06/30/11 46.328 0.000 6.4740 287.58 0.135007 0.139377 0.143889 0.148546 0.153355 49.40 52.65 Bear Stearns Co., Inc. 073928WN9 02/27/02 08/15/13 49.000 0.000 6.3184 172.41 0.111084 0.116492 0.118213 0.123288 0.125801 42.52 45.24 Bear Stearns Co., Inc. 073928Y64 10/11/07 10/11/11 79.721 0.000 5.7469 0.127265 0.130922 0.134684 10.18 47.07 Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24 17.103 0.000 7.0298 119.61 0.056304 0.058283 0.060331 0.062452 0.064647 20.79 22.28 BellSouth Telecomm 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500 0.100767 0.104218 0.107788 0.111480 0.115298 37.01 39.59 Bexar Cnty Hsg Fin Corp 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7500 29.05 0.066338 0.068245 0.070207 0.072226 0.074302 24.57 26.01 Bond & Fayette County,IL 097850CF6 04/01/03 12/01/07 105.533 VARIES 3.5638 0.100283 0.099645 32.98 Bond & Fayette County,IL 097850CG4 04/01/03 12/01/08 105.035 VARIES 3.8666 0.109523 0.109009 0.108485 0.107951 39.30 35.70 Brill Media Company 109492AC2 12/30/97 12/15/07 89.963 VARIES 12.4296 0.134089 0.134003 46.64 Brill Newspapers, Inc. 109492AH1 12/30/97 12/15/07 92.200 VARIES N/A 0.133865 0.135627 46.91 Burlington Coat Factory 121577AA8 04/13/06 10/15/14 75.522 VARIES 14.4995 0.326491 0.350160 0.375546 0.402773 0.402772 125.53 142.17 Burlington Coat Factory 121577AB6 04/13/06 10/15/14 75.522 VARIES 14.4995 0.326491 0.350160 0.375546 0.402773 0.402772 125.53 142.17 Butler Cnty Dev Auth 12359RAT9 01/15/97 05/01/07 45.174 0.000 7.8682 523.02 0.210290 25.23 Butler Cnty Dev Auth 12359RAU6 01/15/97 11/01/07 43.373 0.000 7.8884 503.99 0.202810 0.210809 62.28 Butler Cnty Dev Auth 12359RAV4 01/15/97 05/01/08 41.546 0.000 7.9285 486.21 0.195991 0.203761 0.211838 72.91 25.42 Butler Cnty Dev Auth 12359RAW2 01/15/97 11/01/08 39.917 0.000 7.9383 467.97 0.188717 0.196208 0.203995 0.212092 70.20 62.66 Butler Cnty Dev Auth 12359RAX0 01/15/97 05/01/09 38.166 0.000 7.9885 451.44 0.182439 0.189726 0.197304 0.205185 0.213381 67.88 73.41 Butler Cnty Dev Auth 12359RAY8 01/15/97 11/01/09 36.700 0.000 7.9885 434.10 0.175432 0.182439 0.189727 0.197305 0.205186 65.27 70.59 Butler Cnty Dev Auth 12359RAZ5 01/15/97 05/01/10 35.110 0.000 8.0286 418.24 0.169312 0.176109 0.183178 0.190532 0.198180 63.01 68.17 Butler Cnty Dev Auth 12359RBA9 01/15/97 11/01/10 33.621 0.000 8.0586 402.63 0.163197 0.169773 0.176614 0.183730 0.191133 60.74 65.73 Butler Cnty Dev Auth 12359RBB7 01/15/97 05/01/11 32.274 0.000 8.0687 387.18 0.157004 0.163338 0.169928 0.176783 0.183915 58.44 63.25 CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.257370 0.265045 0.273065 0.281446 0.290205 94.51 100.33 CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.257370 0.265045 0.273065 0.281446 0.290205 94.51 100.33 Harrah's Oper Co Inc 127687AA9 06/13/05 04/15/24 127.250 VARIES 6.1985 0.228473 0.232020 0.235678 0.239234 0.242900 83.44 86.03 Harrah's Oper Co Inc 127687AB7 06/13/05 04/15/24 127.250 VARIES 6.1985 0.228473 0.232020 0.235678 0.239234 0.242900 83.44 86.03 CapitalSource Inc. 14055XAC6 07/07/04 07/15/34 100.000 VARIES 8.2001 0.250828 0.257126 0.263682 0.270507 0.277612 93.57 98.47 CapitalSource Inc. 14055XAD4 07/07/04 07/15/34 100.000 VARIES 8.2001 0.250828 0.257126 0.263682 0.270507 0.277612 93.57 98.47 Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15 100.000 9.500 9.4999 0.260989 0.259563 0.259563 0.259563 0.260989 69.05 95.11 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000 9.8183 0.479710 0.500532 0.522377 0.545294 0.569336 180.97 197.16 Century Commun Corp 156503AK0 11/13/97 11/15/17* 93.375 8.375 9.1001 16.85 0.007568 .32* Century Commun Corp 156503AM6 01/15/98 01/15/08* 41.266 0.000 9.0500 499.62 0.215350 0.228825 9.65* Century Commun Corp 156503AN4 01/15/98 01/15/08* 41.266 0.000 9.0500 499.62 0.215350 0.228825 9.65* CenturyTel, Inc. 156700AD8 05/06/02 05/15/07 100.000 VARIES 7.4272 0.208314 27.91 CenturyTel, Inc. 156700AE6 06/26/02 08/01/32* 100.000 VARIES N/A 0.299941 0.307476 0.315349 68.44* CenturyTel, Inc. 156700AH9 06/26/02 08/01/32* 100.000 VARIES N/A 0.299941 0.307476 0.315349 68.44* Champaign County, IL 158199AR0 03/29/07 12/01/08 102.070 0.000 5.2811 0.149736 0.151098 0.155088 0.159183 41.13 51.92 Champaign County, IL 158199AS8 03/29/07 12/01/09 102.940 VARIES 5.3606 0.153285 0.154701 0.158847 0.163105 0.150538 42.12 57.70 Chesapeake Energy Corp. 165167BZ9 05/15/07 05/15/37 100.000 VARIES 6.7505 0.187517 0.191502 0.195622 0.199881 42.56 70.07 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Chesapeake Energy Corp. 165167CA3 08/14/07 05/15/37 97.625 VARIES 8.0008 0.216968 0.219951 0.225972 0.232234 29.86 80.83 Chiron Corporation 170040AF6 07/30/03 08/01/33 100.000 1.625 6.1446 0.195706 0.200332 0.205100 0.210015 0.215080 72.70 76.22 Chiron Corporation 170040AG4 07/30/03 08/01/33 100.000 1.625 6.1446 0.195706 0.200332 0.205100 0.210015 0.215080 72.70 76.22 Chiron Corporation 170040AH2 06/22/04 06/30/34 100.000 2.750 6.5761 0.201514 0.205628 0.209877 0.214266 0.218800 73.29 76.35 Chiron Corporation 170040AJ8 06/22/04 06/30/34 100.000 2.750 6.5761 0.201514 0.205628 0.209877 0.214266 0.218800 73.29 76.35 The Chubb Corporation 171232AG6 12/02/02 11/16/07 100.000 VARIES 4.7980 0.134653 0.133974 42.29 The Chubb Corporation 171232AK7 06/24/03 08/16/08 100.000 VARIES 3.1054 0.088227 0.087747 0.087260 0.086765 31.54 19.54 Chukchansi Econ Dev Auth 171276AA6 10/08/02 06/15/09 91.476 14.500 16.6607 43.12 0.040231 0.043582 0.047213 0.051146 0.055406 15.20 17.84 Chukchansi Econ Dev Auth 171276AB4 10/08/02 06/15/09 91.476 14.500 16.6607 43.12 0.040231 0.043582 0.047213 0.051146 0.055406 15.20 17.84 Cinemark, Inc. 17243RAA9 03/31/04 03/15/14 62.373 VARIES 9.7491 0.213466 0.223871 0.234784 0.246229 0.258231 80.98 89.07 Cinemark, Inc. 17243RAB7 03/31/04 03/15/14 62.373 VARIES 9.7491 0.213466 0.223871 0.234784 0.246229 0.258231 80.98 89.07 Citigroup Global Markets 17307EBE2 07/01/04 09/07/16 51.400 0.000 5.5371 75.31 0.089080 0.091546 0.094080 0.096685 0.099362 33.08 34.94 Citigroup Funding, Inc. 17308CKY1 08/24/07 08/31/12 100.000 1.080 5.0702 0.137780 0.139400 0.140636 0.145835 18.11 52.04 Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3199 5.36 0.024387 0.025279 0.026204 0.027163 0.028158 9.02 9.70 Citigroup Funding, Inc. 1730T0AN9 05/19/06 05/19/08 100.000 0.000 5.3749 0.153316 0.157436 0.161667 56.29 22.31 Citigroup Funding, Inc. 1730T0AT6 07/25/06 07/25/08 100.000 0.000 5.5902 0.155284 0.159624 0.164086 0.168672 58.06 34.30 Citigroup Funding, Inc. 1730T0AV1 09/06/06 09/05/08 100.000 0.000 5.2226 0.145074 0.148842 0.152728 0.156717 53.79 37.98 Citigroup Funding, Inc. 1730T0AW9 09/07/06 09/07/11 100.000 0.125 5.2915 0.146989 0.150786 0.154683 0.158684 0.162791 54.48 57.33 Citigroup Funding, Inc. 1730T0AY5 09/26/06 09/26/08 100.000 0.000 5.2584 0.146068 0.149909 0.153850 0.157895 54.02 41.50 Citigroup Funding, Inc. 1730T0BD0 11/13/06 11/17/09 100.000 0.000 5.2643 0.146319 0.150170 0.154123 0.158180 0.162343 53.71 56.58 Citigroup Funding, Inc. 1730T0BE8 11/20/06 11/21/07 100.000 0.000 5.3216 0.147844 0.151778 48.02 Citigroup Funding, Inc. 1730T0BF5 11/22/06 11/26/07 100.000 0.000 5.3305 0.148158 0.152107 48.86 Citigroup Funding, Inc. 1730T0BK4 12/19/06 12/19/08 100.000 0.000 5.0518 0.140329 0.143874 0.147508 0.151234 51.24 52.00 Citigroup Funding, Inc. 1730T0BM0 12/19/06 12/20/07 100.000 0.000 5.1836 0.144012 0.147744 50.93 Citigroup Funding, Inc. 1730T0BQ1 01/26/07 01/26/17 100.000 5.420 5.4199 0.150556 0.150556 0.150556 0.150556 50.44 54.20 Citigroup Funding, Inc. 1730T0BS7 02/07/07 08/07/09 100.000 0.000 5.2644 0.146236 0.150085 0.154036 0.158091 47.93 55.89 Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES 5.8403 0.162233 0.159127 0.155930 0.155972 51.00 56.28 Citigroup Funding, Inc. 1730T0BU2 02/12/07 02/13/08 100.000 0.000 5.3730 0.149251 0.149275 0.153285 48.17 6.44 Citigroup Funding, Inc. 1730T0CH0 03/28/07 03/28/37 100.000 VARIES 5.6199 0.156110 0.153198 0.150205 0.150247 42.35 54.34 Citigroup Funding, Inc. 1730T0CJ6 03/29/07 03/29/09 100.000 VARIES 5.0798 0.141107 0.144691 0.140182 0.143742 38.71 51.19 Citigroup Funding, Inc. 1730T0CQ0 04/27/07 10/27/08 100.000 0.000 5.0805 0.141125 0.144710 0.148386 34.66 43.50 Citigroup Funding, Inc. 1730T0CR8 05/25/07 05/25/22 100.000 VARIES 5.6847 0.157909 0.154502 0.150998 0.147395 33.99 54.73 Citigroup Funding, Inc. 1730T0CU1 05/25/07 05/25/22 100.000 VARIES 5.6847 0.157909 0.154502 0.150998 0.147395 33.99 54.73 Citigroup Funding, Inc. 1730T0CV9 05/22/07 05/22/09 100.000 VARIES 5.1300 0.142503 0.146158 0.141357 0.144983 31.35 51.71 Citigroup Funding, Inc. 1730T0DB2 05/29/07 06/01/10 100.000 0.000 5.2381 0.145504 0.145546 0.149358 0.153270 0.157284 30.97 54.71 Citigroup Funding, Inc. 1730T0EA3 10/25/07 10/25/09 100.000 0.000 4.7496 0.131934 0.135067 0.138274 8.71 48.48 Citigroup Funding, Inc. 1730T0EC9 09/27/07 09/27/09 100.000 0.000 5.0202 0.139453 0.142953 0.146541 13.11 51.50 Citigroup Funding, Inc. 1730T0ED7 10/29/07 10/29/09 100.000 VARIES 4.6501 0.129170 0.132174 0.129434 8.01 47.06 Citigroup Funding, Inc. 1730T0EF2 10/22/07 10/22/22 100.000 5.430 5.4299 0.150833 0.150833 0.150833 10.41 54.30 Citigroup Funding, Inc. 1730T0EJ4 10/29/07 10/29/19 100.000 VARIES 5.6410 0.156695 0.155238 0.153741 9.72 55.96 Citigroup Funding, Inc. 1730T0EL9 10/26/07 06/26/09 100.000 0.000 4.6597 0.129439 0.130444 0.133483 0.136593 8.42 47.54 Citigroup Funding, Inc. 1730T0EM7 10/30/07 06/26/09 100.000 0.000 4.6297 0.128604 0.129531 0.132529 0.135597 7.85 47.20 Citigroup Funding, Inc. 1730T0EN5 10/30/07 06/26/09 100.000 0.000 4.6297 0.128604 0.129531 0.132529 0.135597 7.85 47.20 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0ER6 11/13/07 11/13/09 100.000 0.000 4.7001 0.130561 0.133629 0.136770 6.27 47.85 Citigroup Funding, Inc. 17311G540 08/24/07 08/31/12 100.000 2.800 5.0771 0.137965 0.139542 0.139598 0.143550 18.13 51.58 Citigroup Funding, Inc. 17311GBD3 10/10/07 10/10/14 100.000 0.000 5.1599 0.143333 0.147031 0.150824 11.61 52.87 Clinton & Wash Cntys IL 187327AP6 05/13/04 12/01/07 105.447 VARIES 3.7025 0.104497 0.103680 34.34 Clinton & Wash Cntys IL 187327AQ4 05/13/04 12/01/08 105.302 VARIES 4.2055 0.119693 0.118997 0.118287 0.117561 42.92 38.90 Cogent Communications 19239VAA2 06/11/07 06/15/14 97.750 1.000 1.3372 0.008498 0.008534 0.008591 0.008649 0.008706 1.71 3.10 Cogent Communications 19239VAB0 06/11/07 06/15/14 97.750 1.000 1.3372 0.008498 0.008534 0.008591 0.008649 0.008706 1.71 3.10 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154 0.540240 0.565724 0.592547 0.620780 0.650498 203.05 222.80 Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3810 0.528349 0.552890 0.578704 0.605859 0.634422 196.94 215.78 Compass Minerals Intl 20451NAA9 12/20/02 12/15/12 53.995 VARIES 12.7492 0.312981 0.332933 0.354156 0.354155 0.354155 116.92 127.50 CompuCredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES 9.1300 0.274136 0.277480 0.288790 0.294194 0.308151 101.14 107.31 CompuCredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES 9.1300 0.274136 0.277480 0.288790 0.294194 0.308151 101.14 107.31 CompuCredit Corporation 20478NAC4 11/23/05 01/31/36 100.000 5.875 N/A 0.250901 0.259249 0.259330 0.266731 0.268537 94.39 97.68 CompuCredit Corporation 20478NAD2 11/23/05 01/31/36 100.000 5.875 N/A 0.250901 0.259249 0.259330 0.266731 0.268537 94.39 97.68 Connetics Corporation 208192AC8 03/23/05 03/30/15* 100.000 2.000 N/A 0.209743 7.76* Connetics Corporation 208192AD6 03/23/05 03/30/15* 100.000 2.000 N/A 0.209743 7.76* Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 7.3752 0.211798 0.216023 0.220404 0.224947 0.229657 77.79 81.01 Conseco, Inc. 208464BH9 08/15/05 09/30/35 99.000 3.500 7.3752 0.211798 0.216023 0.220404 0.224947 0.229657 77.79 81.01 Convergent Communication 211914AC0 04/02/98 04/01/08 95.696 13.000 13.8065 34.09 0.018338 0.019604 0.020957 7.07 1.89 Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 5.5696 51.05 0.089319 0.091806 0.094363 0.096991 0.099692 32.75 34.60 Cook County, Illinois 213309KS5 04/28/05 12/01/17 49.824 0.000 5.6095 48.44 0.084788 0.087166 0.089611 0.092124 0.094708 31.10 32.87 Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396 46.13 0.080848 0.083168 0.085555 0.088010 0.090536 29.66 31.39 Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697 43.64 0.076509 0.078716 0.080987 0.083324 0.085727 28.07 29.72 Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197 41.28 0.072411 0.074518 0.076686 0.078918 0.081214 26.58 28.14 Cook County, Illinois 213314DE4 09/16/03 12/01/08 79.030 0.000 4.5687 126.79 0.115947 0.118596 0.121305 0.124076 42.38 40.53 Cook County, IL SD #89 214201FV2 09/07/05 12/01/10 78.217 0.000 4.7487 49.95 0.109332 0.111928 0.114586 0.117307 0.120092 39.98 41.91 Cook County, IL SD #89 214201FW0 09/07/05 12/01/11 73.907 0.000 4.9088 48.82 0.106996 0.109622 0.112313 0.115070 0.117894 39.15 41.10 Cook County, IL SD #89 214201FX8 09/07/05 12/01/12 70.159 0.000 4.9590 46.83 0.102672 0.105218 0.107827 0.110500 0.113240 37.57 39.46 Cook County, IL SD #89 214201FY6 09/07/05 12/01/13 66.377 0.000 5.0390 45.04 0.098799 0.101289 0.103841 0.106457 0.109139 36.17 38.01 Cook County, IL SD #89 214201FZ3 09/07/05 12/01/14 62.531 0.000 5.1492 43.37 0.095236 0.097688 0.100203 0.102783 0.105429 34.88 36.69 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7496 78.28 0.063775 0.066246 0.068813 0.071479 0.074249 23.55 25.42 Cook County, IL SD #104 214471JS4 02/08/07 12/01/10 81.913 0.000 5.2980 0.120550 0.122555 0.125802 0.129134 0.132555 39.46 46.09 Cook County, IL SD #104 214471JT2 02/08/07 12/01/11 77.556 0.000 5.3485 0.115222 0.117159 0.120292 0.123509 0.126812 37.72 44.08 Cook County, IL SD #104 214471JU9 02/08/07 12/01/12 73.485 0.000 5.3685 0.109584 0.111433 0.114424 0.117495 0.120649 35.87 41.93 Cook County, IL SD #104 214471JV7 02/08/07 12/01/13 69.553 0.000 5.3989 0.104305 0.106076 0.108940 0.111880 0.114901 34.15 39.93 Cook County, IL SD #123 214651JV4 10/15/07 12/01/13 71.288 0.000 5.5988 0.110868 0.111662 0.114788 0.118002 8.45 40.95 Cook County, IL SD #123 214651JW2 10/15/07 12/01/14 66.759 0.000 5.7491 0.106611 0.107396 0.110483 0.113659 8.13 39.41 Cook County, IL SD #123 214651JX0 10/15/07 12/01/15 62.337 0.000 5.8991 0.102138 0.102919 0.105954 0.109079 7.79 37.78 Cook County, IL SD #123 214651JY8 10/15/07 12/01/16 58.297 0.000 5.9991 0.097140 0.097892 0.100829 0.103853 7.41 35.95 Cook County, IL SD #123 214651JZ5 10/15/07 12/01/17 54.681 0.000 6.0492 0.091876 0.092593 0.095393 0.098279 7.00 34.01 Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992 0.086807 0.087489 0.090157 0.092906 6.62 32.14 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1392 0.081893 0.082542 0.085076 0.087688 6.24 30.33 Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294 0.077325 0.077949 0.080377 0.082880 5.90 28.65 Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2694 0.072790 0.073382 0.075682 0.078055 5.55 26.97 Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794 0.068443 0.068999 0.071165 0.073399 5.22 25.36 Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895 0.064342 0.064864 0.066904 0.069008 4.91 23.84 Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995 0.060476 0.060966 0.062886 0.064867 4.61 22.41 Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3095 0.056830 0.057290 0.059098 0.060962 4.33 21.06 Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195 0.053388 0.053826 0.055526 0.057281 4.07 19.79 Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3295 0.051737 0.052161 0.053812 0.055515 3.94 19.18 Cook County, IL SD #127 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794 34.07 0.074943 0.076959 0.079029 0.081155 0.083337 27.46 28.96 Cook County, IL SD #127 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4494 32.40 0.071310 0.073253 0.075249 0.077299 0.079406 26.14 27.58 Cook County, IL SD #127 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5194 30.77 0.067749 0.069619 0.071540 0.073515 0.075544 24.84 26.23 Cook County, IL SD #127 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5794 29.17 0.064254 0.066046 0.067889 0.069783 0.071729 23.56 24.90 Cook County, IL SD #127 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6395 27.62 0.060861 0.062577 0.064341 0.066156 0.068021 22.32 23.60 Cook County, IL SD #127 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895 26.11 0.057572 0.059210 0.060895 0.062627 0.064409 21.12 22.34 Cook County, IL SD #127 214723DC9 09/07/05 12/01/13 66.537 0.000 5.0090 44.87 0.098413 0.100878 0.103404 0.105994 0.108649 36.02 37.85 Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 5.2494 105.39 0.106853 0.109657 0.112536 0.115489 0.118520 39.14 41.22 Cook County, Illinois 215030CP0 01/08/04 12/01/13 58.732 0.000 5.4494 102.15 0.103896 0.106727 0.109635 0.112622 0.115691 38.08 40.19 Cook County, Illinois 215030CQ8 01/08/04 12/01/14 54.489 0.000 5.6495 98.50 0.100496 0.103334 0.106253 0.109255 0.112341 36.86 38.97 Cook County, Illinois 215030CR6 01/08/04 12/01/15 50.650 0.000 5.7994 94.17 0.096301 0.099093 0.101967 0.104924 0.107966 35.34 37.42 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 4.9998 113.99 0.098293 0.100751 0.103269 0.105851 0.108497 35.98 37.80 Cook County, Illinois 215093EW1 06/17/03 12/01/14 55.539 0.000 5.1998 110.69 0.095793 0.098284 0.100839 0.103461 0.106151 35.09 36.93 Cook County, Illinois 215093EX9 06/17/03 12/01/15 51.495 0.000 5.3998 106.90 0.092857 0.095364 0.097939 0.100583 0.103299 34.03 35.89 Cook County, Illinois 215183FW9 12/10/03 12/01/12 60.122 0.000 5.7499 113.87 0.113669 0.116937 0.120299 0.123758 0.127316 41.71 44.14 Cook County, Illinois 215183FX7 12/10/03 12/01/13 55.449 0.000 5.9998 109.94 0.110185 0.113490 0.116895 0.120402 0.124014 40.46 42.93 Cook County, Illinois 215183FY5 12/10/03 12/01/14 51.438 0.000 6.1497 104.74 0.105223 0.108459 0.111794 0.115231 0.118774 38.66 41.07 Cook County, Illinois 215183FZ2 12/10/03 12/01/15 47.578 0.000 6.2999 99.44 0.100136 0.103290 0.106544 0.109900 0.113361 36.81 39.16 Cook County, IL SD #155 215219DY9 02/01/01 12/01/07 63.741 0.000 6.6983 304.05 0.174201 0.180035 58.54 Cook County, IL SD #155 215219DZ6 02/01/01 12/01/08 59.225 0.000 6.7985 287.55 0.165213 0.170829 0.176636 0.182640 60.83 59.37 Cook County, IL SD #155 215219EA0 02/01/01 12/01/09 55.158 0.000 6.8487 270.16 0.155443 0.160766 0.166271 0.171964 0.177853 57.24 61.23 Cook County, IL SD #155 215219EB8 02/01/01 12/01/10 51.321 0.000 6.8987 253.56 0.146099 0.151138 0.156352 0.161745 0.167324 53.81 57.59 Cook County, IL SD #155 215219EG7 02/01/01 12/01/14 37.337 0.000 7.2490 195.76 0.113914 0.118043 0.122322 0.126755 0.131350 42.00 45.10 Cook County, IL SD #155 215219EH5 02/01/01 12/01/15 34.277 0.000 7.3490 182.71 0.106618 0.110536 0.114597 0.118808 0.123174 39.33 42.27 Cook County, Illinois 215219FB7 06/30/03 12/01/07 84.673 0.000 3.7996 119.38 0.101648 0.103579 33.89 Cook County, Illinois 215219FC5 06/30/03 12/01/08 81.113 0.000 3.8995 117.54 0.100270 0.102225 0.104218 0.106250 36.57 34.76 Cook County, Illinois 215219FD3 06/30/03 12/01/09 76.100 0.000 4.2996 122.34 0.105126 0.107386 0.109694 0.112053 0.114462 38.39 40.06 Cook County, Illinois 215219FE1 06/30/03 12/01/10 71.619 0.000 4.5496 122.29 0.105566 0.107968 0.110424 0.112936 0.115505 38.58 40.36 Cook County, Illinois 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998 89.81 0.078587 0.080670 0.082807 0.085002 0.087254 28.79 30.34 Cook County, IL SD #155 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998 85.59 0.075033 0.077059 0.079140 0.081277 0.083471 27.50 29.00 Cook County, IL SD #155 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498 81.27 0.071311 0.073254 0.075250 0.077301 0.079407 26.14 27.58 Cook County, IL SD #155 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497 77.15 0.067821 0.069702 0.071637 0.073624 0.075667 24.87 26.27 Cook County, IL SD #155 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497 73.08 0.064355 0.066173 0.068043 0.069965 0.071941 23.61 24.96 Cook County, IL SD #155 215219GA8 06/02/05 12/01/15 59.242 0.000 5.0500 48.62 0.089548 0.091810 0.094128 0.096505 0.098941 32.78 34.46 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #155 215219GB6 06/02/05 12/01/16 55.669 0.000 5.1601 46.71 0.086119 0.088341 0.090620 0.092958 0.095356 31.54 33.19 Cook County, IL SD #155 215219GC4 06/02/05 12/01/17 52.327 0.000 5.2501 44.69 0.082469 0.084634 0.086856 0.089136 0.091476 30.21 31.82 Cook County, IL SD #155 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3100 42.60 0.078645 0.080733 0.082877 0.085077 0.087336 28.82 30.37 Cook County, IL SD #155 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3600 40.53 0.074857 0.076863 0.078923 0.081038 0.083210 27.43 28.92 Cook County, IL SD #155 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801 38.47 0.071071 0.072983 0.074946 0.076963 0.079033 26.05 27.47 Cook County, IL SD #155 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700 36.58 0.067629 0.069479 0.071379 0.073331 0.075337 24.79 26.17 Cook County, IL SD #155 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000 34.67 0.064127 0.065891 0.067703 0.069564 0.071477 23.51 24.82 Cook County, IL SD #155 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5600 32.86 0.060797 0.062487 0.064224 0.066009 0.067845 22.29 23.55 Cook County, IL SD #155 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6100 31.09 0.057564 0.059178 0.060838 0.062545 0.064299 21.11 22.31 Cook County, IL SD #155 215219GX8 06/29/06 12/01/07 92.317 0.000 5.6969 26.69 0.149604 0.153865 50.14 Cook County, IL SD #155 215219GY6 06/29/06 12/01/08 87.231 0.000 5.7179 25.32 0.141896 0.145952 0.150125 0.154417 52.06 50.31 Cook County, IL SD #155 215219GZ3 06/29/06 12/01/09 82.420 0.000 5.7285 23.96 0.134325 0.138173 0.142130 0.146201 0.150389 49.28 52.15 Cook County, IL SD #155 215219HA7 06/29/06 12/01/10 77.826 0.000 5.7488 22.71 0.127297 0.130956 0.134721 0.138593 0.142577 46.71 49.43 Cook County, IL SD #155 215219HB5 06/29/06 12/01/16 54.002 0.000 5.9995 16.45 0.092276 0.095045 0.097896 0.100832 0.103857 33.89 35.95 Cook County, IL SD #155 215219HC3 06/29/06 12/01/17 50.621 0.000 6.0495 15.55 0.087237 0.089876 0.092595 0.095396 0.098281 32.04 34.01 Cook County, IL SD #155 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996 14.68 0.082389 0.084901 0.087491 0.090159 0.092909 30.27 32.14 Cook County, IL SD #155 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1196 13.83 0.077643 0.080018 0.082467 0.084990 0.087591 28.52 30.30 Cook County, IL SD #155 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1496 13.03 0.073160 0.075410 0.077728 0.080119 0.082582 26.88 28.56 Cook County, IL SD #155 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1696 12.27 0.068884 0.071009 0.073199 0.075457 0.077785 25.31 26.90 Cook County, IL SD #155 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1996 11.55 0.064835 0.066845 0.068917 0.071053 0.073256 23.82 25.32 Cook County, IL SD #155 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2197 10.86 0.060990 0.062887 0.064843 0.066859 0.068939 22.41 23.83 Cook County, IL SD #155 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498 10.21 0.057342 0.059134 0.060982 0.062888 0.064853 21.07 22.41 Cook County, IL SD #155 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697 9.60 0.053894 0.055583 0.057326 0.059123 0.060976 19.81 21.07 Cook County, IL SD #155 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2996 9.30 0.052209 0.053853 0.055549 0.057299 0.059104 19.19 20.42 Cook County, IL SD #155 215219JA5 06/29/06 12/01/07 92.317 0.000 5.6969 26.69 0.149604 0.153865 50.14 Cook County, IL SD #155 215219JB3 06/29/06 12/01/08 87.231 0.000 5.7179 25.32 0.141896 0.145952 0.150125 0.154417 52.06 50.31 Cook County, IL SD #155 215219JC1 06/29/06 12/01/09 82.420 0.000 5.7285 23.96 0.134325 0.138173 0.142130 0.146201 0.150389 49.28 52.15 Cook County, IL SD #155 215219JD9 06/29/06 12/01/10 77.826 0.000 5.7488 22.71 0.127297 0.130956 0.134721 0.138593 0.142577 46.71 49.43 Cook County, IL SD #155 215219JE7 06/29/06 12/01/11 73.537 0.000 5.7490 21.46 0.120286 0.123743 0.127300 0.130960 0.134724 44.14 46.71 Cook County, IL SD #155 215219JF4 06/29/06 12/01/12 69.397 0.000 5.7692 20.32 0.113924 0.117210 0.120591 0.124070 0.127649 41.80 44.25 Cook County, IL SD #155 215219JG2 06/29/06 12/01/13 65.418 0.000 5.7993 19.26 0.107965 0.111095 0.114317 0.117632 0.121042 39.62 41.95 Cook County, IL SD #155 215219JH0 06/29/06 12/01/14 61.530 0.000 5.8495 18.27 0.102447 0.105443 0.108527 0.111701 0.114968 37.60 39.83 Cook County, IL SD #155 215219JJ6 06/29/06 12/01/15 57.818 0.000 5.8994 17.31 0.097108 0.099972 0.102921 0.105957 0.109082 35.65 37.78 Cook County, IL SD #155 215219JK3 06/29/06 12/01/16 54.002 0.000 5.9995 16.45 0.092276 0.095045 0.097896 0.100832 0.103857 33.89 35.95 Cook County, IL SD #155 215219JL1 06/29/06 12/01/17 50.621 0.000 6.0495 15.55 0.087237 0.089876 0.092595 0.095396 0.098281 32.04 34.01 Cook County, IL SD #155 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996 14.68 0.082389 0.084901 0.087491 0.090159 0.092909 30.27 32.14 Cook County, IL SD #155 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1196 13.83 0.077643 0.080018 0.082467 0.084990 0.087591 28.52 30.30 Cook County, Illinois 215255EW6 06/30/04 12/01/11 66.619 0.000 5.5494 97.89 0.117242 0.120495 0.123839 0.127275 0.130807 42.99 45.41 Cook County, Illinois 215255EX4 06/30/04 12/01/12 62.198 0.000 5.7195 94.36 0.113269 0.116508 0.119840 0.123267 0.126792 41.56 43.97 Cook County, Illinois 215255EY2 06/30/04 12/01/13 57.985 0.000 5.8696 90.41 0.108752 0.111943 0.115229 0.118611 0.122092 39.92 42.30 Cook County, Illinois 215255EZ9 06/30/04 12/01/14 53.847 0.000 6.0295 86.39 0.104134 0.107273 0.110507 0.113839 0.117271 38.24 40.59 Cook County, Illinois 215255FA3 06/30/04 12/01/15 50.015 0.000 6.1596 82.08 0.099112 0.102165 0.105311 0.108555 0.111898 36.42 38.69 Cook County, Illinois 215381HP2 08/07/03 12/01/07 86.272 0.000 3.4494 106.44 0.092596 0.094193 30.84 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 215381HQ0 08/07/03 12/01/12 61.760 0.000 5.2392 118.82 0.106709 0.109504 0.112373 0.115316 0.118337 39.09 41.16 Cook County, Illinois 215381HR8 08/07/03 12/01/13 57.537 0.000 5.4293 115.04 0.103655 0.106469 0.109359 0.112328 0.115377 37.99 40.08 Cook County, Illinois 215381HS6 08/07/03 12/01/14 53.466 0.000 5.6091 110.73 0.100092 0.102899 0.105785 0.108751 0.111802 36.71 38.80 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 4.9998 113.99 0.098293 0.100751 0.103269 0.105851 0.108497 35.98 37.80 Cook County, Illinois 215903EW1 06/17/03 12/01/14 55.539 0.000 5.1998 110.69 0.095793 0.098284 0.100839 0.103461 0.106151 35.09 36.93 Cook County, Illinois 215903EX9 06/17/03 12/01/15 51.495 0.000 5.3998 106.90 0.092857 0.095364 0.097939 0.100583 0.103299 34.03 35.89 Corvallie, Benton County 2208855C7 03/12/02 01/01/08 72.008 0.000 5.7383 224.91 0.150631 0.154953 55.01 Corvallie, Benton County 2208855D5 03/12/02 01/01/09 67.064 0.000 5.9584 218.56 0.147175 0.151559 0.156074 0.160724 53.77 57.02 Corvallie, Benton County 2208855E3 03/12/02 01/01/10 62.052 0.000 6.2087 211.89 0.143561 0.148018 0.152613 0.157351 52.48 55.79 Corvallie, Benton County 2208855F0 03/12/02 01/01/11 57.678 0.000 6.3487 202.02 0.137344 0.141704 0.146202 0.150843 50.23 53.47 Corvallie, Benton County 2208855G8 03/12/02 01/01/12 53.670 0.000 6.4489 191.37 0.130424 0.134630 0.138971 0.143452 47.71 50.84 Corvallie, Benton County 2208855H6 03/12/02 01/01/13 49.793 0.000 6.5588 181.01 0.123697 0.127754 0.131944 0.136271 45.26 48.28 Corvallie, Benton County 2208855J2 03/12/02 01/01/14 46.414 0.000 6.6090 170.21 0.116457 0.120306 0.124281 0.128388 42.62 45.48 Corvallie, Benton County 2208855K9 03/12/02 01/01/15 43.223 0.000 6.6591 159.88 0.109527 0.113174 0.116942 0.120836 40.09 42.80 Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 6.7591 150.31 0.103220 0.106709 0.110315 0.114043 37.79 40.38 Corvallie, Benton County 2208855M5 03/12/02 01/01/17 37.109 0.000 6.8092 140.83 0.096827 0.100124 0.103533 0.107057 35.45 37.91 Carvallie, Benton County 2208855N3 03/12/02 01/01/18 34.442 0.000 6.8591 131.81 0.090737 0.093849 0.097067 0.100396 33.23 35.54 Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9091 123.24 0.084943 0.087878 0.090914 0.094054 31.11 33.29 Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592 115.12 0.079439 0.082203 0.085063 0.088023 29.10 31.16 Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9893 107.45 0.074205 0.076798 0.079482 0.082259 27.18 29.11 Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0193 100.24 0.069273 0.071705 0.074221 0.076826 25.38 27.19 Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594 93.42 0.064623 0.066904 0.069265 0.071710 23.67 25.38 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 3.5000 191.88 0.066376 0.067537 0.068719 0.069922 0.071145 24.41 25.28 Costco Companies, Inc. 22160QAB8 08/19/97 08/19/17 49.960 0.000 3.5000 191.88 0.066376 0.067537 0.068719 0.069922 0.071145 24.41 25.28 Costco Companies, Inc. 22160QAC6 08/19/97 08/19/17 49.960 0.000 3.5000 191.88 0.066376 0.067537 0.068719 0.069922 0.071145 24.41 25.28 Covad Communications 222814AD7 03/11/98 03/15/08 50.666 VARIES 13.8062 0.379853 0.374130 0.378749 137.47 28.03 Covad Communications 222814AG0 03/11/98 03/15/08 50.666 VARIES 13.8062 0.379853 0.374130 0.378749 137.47 28.03 Covad Communications 222814AH8 03/11/98 03/15/08 50.666 VARIES 13.8062 0.379853 0.374130 0.378749 137.47 28.03 Cox Communications, Inc. 224044BB2 02/23/01 02/23/21 69.503 0.348 2.2500 75.65 0.038196 0.038625 0.039060 0.039499 0.039943 13.94 14.25 Credit Suisse USA, Inc. 22541FDM5 04/28/06 10/30/09 100.000 0.000 5.4114 0.154432 0.158611 0.162902 0.167310 0.171837 56.86 59.98 Credit Suisse USA, Inc. 22541FDN3 02/28/06 08/31/10 100.000 0.000 5.1563 0.146112 0.147435 0.152899 0.155136 0.161773 54.41 57.46 Credit Suisse USA, Inc. 22541FDP8 02/02/06 08/17/09 100.000 0.000 5.0482 0.144071 0.147708 0.151436 0.155258 0.159177 53.51 56.24 Credit Suisse USA, Inc. 22541FDQ6 03/22/06 09/30/09 100.000 0.000 5.1196 0.146041 0.149779 0.153613 0.157545 0.161578 53.94 56.73 Credit Suisse USA, Inc. 22541FDR4 04/28/06 04/29/13 100.000 0.000 5.5223 0.157659 0.162013 0.166486 0.171083 0.175807 58.09 61.34 Credit Suisse USA, Inc. 22541FDS2 04/28/06 07/28/10 100.000 0.000 5.4196 0.152585 0.156720 0.160967 0.165329 0.169809 56.96 60.09 Credit Suisse USA, Inc. 22541FDT0 05/26/06 05/26/09 100.000 0.000 5.4700 0.156102 0.160371 0.164757 0.169264 0.173893 57.27 60.44 Credit Suisse USA, Inc. 22541FDU7 05/31/06 08/31/10 100.000 0.000 5.4966 0.153928 0.155580 0.161613 0.164250 0.171561 57.43 60.86 Credit Suisse USA, Inc. 22541FDV5 07/28/06 07/28/10 100.000 0.000 5.5850 0.155140 0.159473 0.163926 0.168504 0.173209 57.97 61.26 Credit Suisse USA, Inc. 22541FDW3 07/31/06 01/29/10 100.000 0.000 5.5553 0.154316 0.158578 0.162983 0.167510 0.172163 57.64 60.88 Credit Suisse USA, Inc. 22541FDZ6 09/29/06 06/30/10 100.000 0.000 5.0745 0.142788 0.146411 0.150126 0.153935 0.157841 52.06 54.74 Credit Suisse USA, Inc. 22541FEA0 09/29/06 09/30/10 100.000 0.000 5.0769 0.141047 0.144627 0.148299 0.152063 0.155923 52.08 54.76 Credit Suisse USA, Inc. 22541FEB8 10/27/06 04/30/10 100.000 0.000 5.3259 0.148030 0.151972 0.156019 0.160174 0.164440 54.49 57.43 Credit Suisse USA, Inc. 22541FEC6 09/28/06 09/28/21 100.000 VARIES 5.4728 0.152023 0.146872 0.141580 0.141833 0.142092 52.83 51.06 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Credit Suisse USA, Inc. 22541FEE2 10/31/06 10/29/10 100.000 0.000 5.1407 0.142798 0.146448 0.150213 0.154074 0.158034 52.52 55.26 Credit Suisse USA, Inc. 22541FEG7 11/29/06 11/30/10 100.000 0.000 4.9761 0.138245 0.141684 0.145209 0.148822 0.152525 50.60 53.15 Credit Suisse USA, Inc. 22541FEH5 10/31/06 10/29/10 100.000 0.000 5.3405 0.148348 0.152287 0.156354 0.160529 0.164815 54.61 57.56 Credit Suisse USA, Inc. 22541FEJ1 12/28/06 01/14/11 100.000 0.000 4.9860 0.138502 0.138809 0.142270 0.145817 0.149452 50.55 53.05 Credit Suisse USA, Inc. 22541FEM4 01/31/07 07/29/08 100.000 0.000 5.3183 0.147732 0.151639 0.155671 49.49 32.27 Credit Suisse USA, Inc. 22541FEN2 01/31/07 01/31/11 100.000 0.000 5.2714 0.146429 0.150289 0.154250 0.158316 49.05 56.03 Credit Suisse USA, Inc. 22541FEP7 01/31/07 01/30/09 100.000 0.000 5.3522 0.147853 0.149313 0.154994 0.157412 49.76 56.94 Credit Suisse USA, Inc. 22541FEQ5 02/27/07 08/29/08 100.000 0.000 5.3005 0.144820 0.145639 0.147874 0.153461 45.14 36.65 Credit Suisse USA, Inc. 22541FER3 02/28/07 11/30/11 100.000 0.000 5.0891 0.141365 0.143163 0.146806 0.150542 0.154373 43.04 53.76 Credit Suisse USA, Inc. 22541HAL6 02/08/06 02/09/09 100.000 0.000 5.0871 0.144925 0.148612 0.152392 0.156268 0.160243 53.90 56.67 Credit Suisse USA, Inc. 22541HAN2 03/28/06 03/23/11 100.000 1.000 5.2042 0.147517 0.150633 0.153830 0.157110 0.160475 54.29 56.62 Credit Suisse USA, Inc. 22541HBF8 09/01/06 08/26/13 100.000 1.000 5.3576 0.148824 0.151976 0.155303 0.158719 0.162227 54.95 57.39 Credit Suisse USA, Inc. 22541HBK7 10/18/06 10/11/11 100.000 0.250 5.3153 0.147649 0.151243 0.155078 0.159015 0.163056 54.39 57.17 Credit Suisse USA, Inc. 22541HBQ4 02/13/07 02/07/14 100.000 2.000 5.2240 0.145114 0.147375 0.149774 0.152235 46.47 54.19 Credit Suisse USA, Inc. 22541HBU5 04/27/07 04/21/14 100.000 0.250 5.0791 0.141087 0.144380 0.147870 0.151449 34.66 53.10 Credit Suisse USA, Inc. 22541HBV3 05/11/07 05/05/14 100.000 1.750 5.1032 0.141757 0.144054 0.146490 0.148987 32.73 52.57 Credit Suisse USA, Inc. 2254C0GB7 02/23/06 02/25/08 100.000 0.000 5.1724 0.147437 0.151250 0.155162 54.74 8.38 Credit Suisse USA, Inc. 2254C0GR2 03/30/06 03/31/08 100.000 0.000 5.2704 0.150260 0.154220 0.158284 55.54 14.09 Credit Suisse USA, Inc. 2254C0HJ9 05/16/06 05/16/16 100.000 0.000 5.7188 0.163398 0.168071 0.172876 0.177820 0.182904 60.09 63.58 Credit Suisse USA, Inc. 2254C0HM2 05/31/06 08/31/09 100.000 0.000 5.4674 0.155679 0.158158 0.163389 0.166924 0.173414 57.42 60.67 Credit Suisse USA, Inc. 2254C0HN0 06/16/06 09/30/09 100.000 0.000 5.4959 0.155089 0.159350 0.163729 0.168229 0.172851 57.39 60.58 Credit Suisse USA, Inc. 2254C0HY6 07/19/06 07/31/09 100.000 0.000 5.6243 0.156524 0.160925 0.165451 0.170104 0.174887 58.49 61.82 Credit Suisse USA, Inc. 2254C0KC0 10/13/06 10/13/09 100.000 0.000 5.2653 0.146260 0.150111 0.154063 0.158119 0.162282 53.96 56.83 Credit Suisse USA, Inc. 2254C0KL0 11/24/06 11/30/10 100.000 0.000 5.0169 0.139477 0.142976 0.146562 0.150239 0.154008 51.06 53.66 Credit Suisse USA, Inc. 2254C0KN6 11/30/06 11/28/08 100.000 0.000 5.0696 0.140823 0.144353 0.148012 0.151764 51.57 49.08 Credit Suisse USA, Inc. 2254C0KX4 02/20/07 08/20/08 100.000 0.000 5.2452 0.145701 0.149522 0.153444 45.81 34.95 Credit Suisse USA, Inc. 2254C0LZ8 02/28/07 02/26/10 100.000 0.000 5.0235 0.138773 0.139901 0.144992 0.147018 42.75 53.04 Credit Suisse USA, Inc. 2254C0MG9 02/28/07 03/31/08 100.000 0.000 5.4164 0.150458 0.151137 0.155230 45.84 13.82 Credit Suisse USA, Inc. 2254C0MP9 03/30/07 09/30/11 100.000 0.000 4.9795 0.138320 0.141764 0.145293 0.148911 37.80 52.32 Credit Suisse USA, Inc. 2254C0MW4 04/27/07 10/31/11 100.000 0.000 4.9514 0.137541 0.137598 0.141005 0.144496 0.148073 33.78 51.82 Credit Suisse USA, Inc. 2254C0NA1 04/30/07 07/29/11 100.000 0.000 4.9688 0.138023 0.139718 0.143190 0.146747 33.52 51.99 Credit Suisse USA, Inc. 2254C0NJ2 05/04/07 05/03/12 100.000 0.000 5.0627 0.140631 0.144171 0.147821 0.151562 33.53 52.99 Credit Suisse USA, Inc. 2254C0NP8 05/17/07 05/17/12 100.000 0.000 5.0303 0.139732 0.143246 0.146849 0.150542 31.45 52.54 Crum & Forster Hldgs 228800AA6 06/05/03 06/15/13 96.985 10.375 10.8761 7.33 0.006994 0.007375 0.007776 0.008198 0.008644 2.60 2.89 Crum & Forster Hldgs 228800AB4 06/05/03 06/15/13 96.985 10.375 10.8761 7.33 0.006994 0.007375 0.007776 0.008198 0.008644 2.60 2.89 Crum & Forster Hldgs 228800AC2 06/05/03 06/15/13 96.985 10.375 10.8761 7.33 0.006994 0.007375 0.007776 0.008198 0.008644 2.60 2.89 Cytyc Corporation 232946AA1 03/22/04 03/15/24 100.000 VARIES 6.7499 0.209879 0.214853 0.219994 0.225310 0.230805 77.52 81.30 Cytyc Corporation 232946AB9 03/22/04 03/15/24 100.000 VARIES 6.7499 0.209879 0.214853 0.219994 0.225310 0.230805 77.52 81.30 DST Systems, Inc. 233326AA5 08/12/03 08/15/23 100.000 VARIES 8.4000 0.266692 0.273081 0.279738 0.286674 0.293902 98.93 103.88 DST Systems, Inc. 233326AB3 08/12/03 08/15/23 100.000 VARIES 8.4000 0.266692 0.273081 0.279738 0.286674 0.293902 98.93 103.88 DST Systems, Inc. 233326AC1 08/12/03 08/15/23 100.000 3.625 8.4000 0.270593 0.277729 0.285164 0.292912 0.300985 100.68 106.21 DST Systems, Inc. 233326AD9 08/12/03 08/15/23 100.000 3.625 8.4000 0.270593 0.277729 0.285164 0.292912 0.300985 100.68 106.21 DTE Energy Company 233331AL1 06/25/02 08/16/07 100.000 VARIES 5.5039 0.154836 0.153874 34.66 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Danka Business Systems 236277AC3 06/29/01 04/01/08* 28.000 10.000 N/A 0.538070 0.656894 124.63* Dayton Superior Corp. 240028AB6 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AC4 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AD2 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AE0 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AF7 06/16/00 06/15/09 95.575 13.000 13.8760 26.54 0.017400 0.018607 0.019898 0.021278 0.022755 6.52 7.46 Dayton Superior Corp. 240028AG5 03/15/03 09/15/08 98.088 10.750 11.2252 11.94 0.010612 0.011208 0.011837 0.012501 4.06 3.13 Dayton Superior Corp. 240028AH3 03/15/03 09/15/08 98.088 10.750 11.2252 11.94 0.010612 0.011208 0.011837 0.012501 4.06 3.13 Delta Air Lines, Inc. 247361YQ5 09/04/03 08/15/08* 85.000 10.000 14.3353 89.27 0.091299 0.097844 11.36* Delta Air Lines, Inc. 247361YT9 09/04/03 08/15/08* 85.000 10.000 14.3353 89.27 0.091299 0.097844 11.36* Delta Air Lines, Inc. 247361YX0 11/24/04 12/15/07 66.000 8.000 24.4023 207.55 0.361917 0.406075 132.45 Details Capital Corp. 25063TAA5 11/18/97 11/15/07 54.595 VARIES 12.4995 0.347211 0.347210 109.02 Deutsche Bank AG 251525AE1 01/29/03 01/31/08 100.000 0.000 3.3426 0.104292 0.106035 0.107807 38.39 3.13 Deutsche Bank AG 251525AH4 03/31/03 04/02/08 100.000 0.000 3.3554 0.104738 0.106495 0.108282 38.34 9.85 Deutsche Bank AG 25152AAB6 10/28/04 10/28/11 100.000 VARIES 4.4042 0.126822 0.127675 0.129256 0.130166 0.131817 46.60 47.64 Deutsche Bank AG 25152AAC4 11/15/04 11/15/16 100.000 VARIES 5.0434 0.131895 0.129522 0.127089 0.125303 0.123471 46.83 45.26 Deutsche Bank AG 25152AAD2 03/22/05 03/22/10 100.000 VARIES 4.1450 0.116005 0.115945 0.115830 0.115665 0.115558 41.73 41.64 Deutsche Bank AG 25152AAE0 04/26/05 04/26/10 100.000 4.760 4.7599 0.132222 0.132222 0.132222 0.132222 0.132222 47.60 47.60 Deutsche Bank AG 25152AAF7 06/28/05 06/28/07 100.000 0.000 3.8038 0.111805 19.79 Deutsche Bank AG 25152AAH3 08/17/05 08/17/07 100.000 0.000 4.2938 0.124451 0.127123 28.61 Deutsche Bank AG 25152AAR1 03/24/06 03/25/08 100.000 0.000 5.0294 0.143239 0.146841 0.150534 52.91 12.64 Deutsche Bank AG 25152ABF6 08/10/06 08/10/09 100.000 VARIES 5.3285 0.148014 0.146888 0.146441 0.146655 0.146930 52.86 52.83 Deutsche Bank AG 25152ABG4 08/30/06 08/30/11* 100.000 VARIES 5.3076 0.145813 0.143554 34.73* Deutsche Bank AG 25152C296 06/29/07 06/30/09 100.000 0.000 5.1756 0.142973 0.140664 0.145890 0.148038 0.154386 26.17 53.80 Deutsche Bank AG 25152C304 12/29/06 06/30/08 100.000 0.000 5.1143 0.142105 0.145739 0.149466 51.82 26.75 Deutsche Bank AG 25152C312 06/29/07 12/31/08 100.000 0.000 5.1499 0.143053 0.143075 0.146759 0.150538 26.04 53.37 Deutsche Bank AG 25152C338 06/29/07 06/30/11 100.000 0.000 5.3500 0.148611 0.148634 0.152610 0.156693 0.160884 27.06 55.68 Deutsche Bank AG 25152C395 05/31/07 05/29/09 100.000 0.000 5.0502 0.137235 0.142209 0.144215 0.150307 29.67 52.68 Deutsche Bank AG 25152C411 05/31/07 05/31/11 100.000 0.000 5.2220 0.145056 0.148844 0.152730 0.156718 30.72 54.53 Deutsche Bank AG 25152C478 05/31/07 11/28/08 100.000 0.000 5.2799 0.146666 0.150495 0.154468 31.07 49.93 Deutsche Bank AG 25152C486 04/30/07 04/30/09 100.000 0.000 4.8692 0.135258 0.138551 0.141924 0.145379 32.80 50.90 Deutsche Bank AG 25152C502 01/31/07 07/31/08 100.000 0.000 5.2604 0.146123 0.149966 0.153911 48.95 32.05 Deutsche Bank AG 25152C551 04/30/07 04/29/11 100.000 0.000 4.9528 0.137579 0.140968 0.144459 0.148036 33.37 51.81 Deutsche Bank AG 25152C569 04/30/07 10/31/08 100.000 0.000 5.0703 0.140844 0.144414 0.148075 34.16 43.84 Deutsche Bank AG 25152C601 01/31/07 01/31/11 100.000 0.000 5.1384 0.142734 0.146401 0.150162 0.154020 47.80 54.53 Deutsche Bank AG 25152C643 03/30/07 09/30/08 100.000 0.000 5.1337 0.142604 0.146265 0.150019 38.98 40.02 Deutsche Bank AG 25152C791 02/28/07 02/28/12 100.000 0.000 5.0466 0.137137 0.142142 0.144145 0.150232 42.72 53.39 Deutsche Bank AG 25152C817 02/28/07 08/29/08 100.000 0.000 5.2604 0.146123 0.149966 0.153911 44.60 36.40 Deutsche Bank AG 25152CAA4 03/21/03 03/26/08 100.000 0.000 3.4054 0.106514 0.108328 0.110172 39.02 9.36 Deutsche Bank AG 25152CAC0 06/25/03 06/27/08 100.000 0.000 2.6192 0.079707 0.080751 0.081809 28.89 14.40 Deutsche Bank AG 25152CAD8 07/02/03 07/07/08 100.000 0.000 2.8456 0.086071 0.087296 0.088538 0.089798 31.64 16.69 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152CAE6 09/02/03 03/06/07 100.000 0.000 3.2959 0.101024 6.57 Deutsche Bank AG 25152CAF3 08/05/03 02/07/07 100.000 0.000 3.1280 0.095388 3.43 Deutsche Bank AG 25152CAH9 09/17/03 09/19/07 100.000 0.000 3.1247 0.095276 0.096764 24.85 Deutsche Bank AG 25152CAL0 10/03/03 10/07/08 100.000 VARIES 3.2878 0.090506 0.090707 0.090911 0.091119 32.65 25.13 Deutsche Bank AG 25152CAQ9 11/14/03 05/08/07 100.000 0.000 3.1290 0.095353 12.11 Deutsche Bank AG 25152CAS5 11/14/03 05/08/07 100.000 0.000 3.1290 0.095353 12.11 Deutsche Bank AG 25152CAT3 11/14/03 05/08/07 100.000 0.000 3.1290 0.095353 12.11 Deutsche Bank AG 25152CAU0 11/28/03 11/24/08 100.000 VARIES 3.5818 0.098768 0.098945 0.099126 0.099310 35.60 32.05 Deutsche Bank AG 25152CAY2 02/12/04 02/16/07 100.000 0.000 2.6922 0.079980 3.60 Deutsche Bank AG 25152CBE5 03/12/04 03/16/07 100.000 0.000 2.3298 0.068594 5.14 Deutsche Bank AG 25152CBF2 03/24/04 03/26/07 100.000 0.000 2.3473 0.069129 5.88 Deutsche Bank AG 25152CBJ4 04/29/04 05/04/09 100.000 VARIES 3.9589 0.110790 0.110795 0.110662 0.110527 0.110251 39.88 39.79 Deutsche Bank AG 25152CBL9 05/24/04 05/26/09 100.000 VARIES 4.3473 0.121492 0.121494 0.121376 0.121255 0.121010 43.73 43.66 Deutsche Bank AG 25152CBM7 06/03/04 06/04/09 100.000 VARIES 4.2210 0.118122 0.118128 0.117988 0.117844 0.117551 42.52 42.44 Deutsche Bank AG 25152CBN5 06/03/04 06/04/09 100.000 0.000 4.2445 0.130974 0.133754 0.136593 0.139492 0.142452 47.80 49.85 Deutsche Bank AG 25152CBP0 06/30/04 07/06/11 100.000 VARIES 4.2057 0.114767 0.114213 0.113647 0.113602 0.113557 41.02 40.89 Deutsche Bank AG 25152CBW5 09/23/04 09/27/07 100.000 0.000 3.1957 0.094615 0.096127 25.44 Deutsche Bank AG 25152CBX3 09/30/04 10/05/09 100.000 VARIES 3.6803 0.102990 0.102993 0.102997 0.102874 0.102748 37.08 37.04 Deutsche Bank AG 25152CCC8 12/22/04 12/24/09 100.000 0.000 3.9655 0.119179 0.121542 0.123952 0.126410 0.128916 43.36 45.10 Deutsche Bank AG 25152CCG9 02/03/05 02/03/12 100.000 0.000 4.3481 0.128834 0.131635 0.134496 0.137421 0.140408 47.72 49.82 Deutsche Bank AG 25152CCM6 02/28/05 03/02/10 100.000 0.000 4.2482 0.125023 0.125597 0.129674 0.130989 0.135989 46.30 48.47 Deutsche Bank AG 25152CCN4 02/28/05 03/02/10 100.000 0.000 4.2482 0.125023 0.125597 0.129674 0.130989 0.135989 46.30 48.47 Deutsche Bank AG 25152CCQ7 03/03/05 03/03/10 100.000 0.000 4.2953 0.127170 0.129901 0.132691 0.135541 0.138452 46.92 48.96 Deutsche Bank AG 25152CCS3 04/08/05 04/12/10 100.000 0.000 4.5917 0.136607 0.139743 0.142951 0.146233 0.149591 50.24 52.58 Deutsche Bank AG 25152CCU8 04/20/05 04/22/10 100.000 0.000 4.3177 0.127904 0.130665 0.133486 0.136368 0.139312 46.93 48.98 Deutsche Bank AG 25152CDF0 07/29/05 08/03/10 100.000 0.000 4.5289 0.131631 0.134612 0.137660 0.140777 0.143965 48.82 51.05 Deutsche Bank AG 25152CDG8 07/29/05 02/02/09 100.000 0.000 4.4256 0.128484 0.131327 0.134234 0.137204 0.140240 47.62 49.75 Deutsche Bank AG 25152CDN3 08/30/05 09/02/11 100.000 VARIES 4.5019 0.125807 0.126038 0.126274 0.126359 0.126445 45.39 45.49 Deutsche Bank AG 25152CEL6 12/29/05 12/30/10 100.000 0.000 4.8963 0.142770 0.146265 0.149846 0.153515 0.157273 52.03 54.61 Deutsche Bank AG 25152CER3 01/31/06 02/02/11 100.000 0.000 4.9465 0.140840 0.144324 0.147893 0.151551 0.155299 52.38 55.00 Deutsche Bank AG 25152CFF8 05/02/06 05/04/09 100.000 0.000 5.3947 0.153941 0.158094 0.162358 0.166737 0.171235 56.65 59.74 Deutsche Bank AG 25152CFK7 05/31/06 12/03/09 100.000 0.000 5.3632 0.153044 0.157148 0.161362 0.165689 0.170132 56.07 59.11 Deutsche Bank AG 25152CFM3 05/31/06 10/02/08 100.000 0.000 5.3749 0.152025 0.156110 0.160306 0.164614 56.20 44.22 Deutsche Bank AG 25152CGM2 07/31/06 08/03/09 100.000 0.000 5.3098 0.147560 0.151478 0.155499 0.159628 0.163866 55.00 57.96 Deutsche Bank AG 25152CGU4 09/22/06 09/28/09 100.000 0.000 4.9549 0.137752 0.141165 0.144662 0.148246 0.151919 50.85 53.40 Deutsche Bank AG 25152CHU3 12/28/06 12/30/09 100.000 0.000 4.9398 0.137257 0.140647 0.144121 0.147680 0.151328 50.03 52.53 Deutsche Bank AG 25152CHY5 01/05/07 01/06/12 100.000 0.000 5.0371 0.139919 0.139940 0.143464 0.147077 0.150782 50.44 53.58 Deutsche Bank AG 25153EBK6 05/15/00 05/15/07 100.000 1.250 7.6865 0.324839 43.53 Deutsche Bank AG 25153EBM2 11/15/00 11/15/07 100.000 0.250 6.8281 0.280321 0.289654 89.70 Deutsche Bank AG 25153EBR1 02/08/01 02/08/08 100.000 2.750 5.7690 0.186896 0.193283 0.193460 70.33 7.35 Deutsche Bank AG 25153Q146 07/26/07 04/28/10 100.000 0.000 5.1490 0.143030 0.144912 0.148643 0.152470 22.29 53.32 Deutsche Bank AG 25153Q849 08/31/07 08/31/09 100.000 0.000 4.6950 0.128985 0.130578 0.135859 15.87 48.35 Deutsche Bank AG 25153Q856 08/31/07 08/31/10 100.000 0.000 4.7048 0.129253 0.130856 0.136154 15.90 48.45 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 2515A0AF0 01/23/07 01/23/17 100.000 VARIES 5.2638 0.146217 0.143851 0.141423 0.141439 49.05 50.97 Deutsche Bank AG 2515A0AJ2 01/31/07 01/31/17 100.000 VARIES 5.3777 0.149382 0.147162 0.144882 0.144718 49.11 52.20 Deutsche Bank AG 2515A0AV5 02/22/07 02/22/22 100.000 VARIES 5.2821 0.146726 0.144732 0.142686 0.141195 45.08 51.28 Deutsche Bank AG 2515A0AX1 02/28/07 02/28/22 100.000 VARIES 5.2812 0.143513 0.143299 0.139923 0.140345 44.03 51.46 Deutsche Bank AG 2515A0AY9 02/20/07 02/20/22 100.000 VARIES 5.3403 0.148343 0.146741 0.145097 0.143650 45.92 52.13 Deutsche Bank AG 2515A0BA0 02/28/07 02/28/22 100.000 VARIES 5.2810 0.143507 0.142850 0.139030 0.138969 43.98 51.10 Deutsche Bank AG 2515A0BJ1 03/21/07 03/24/08 100.000 0.000 5.1166 0.142130 0.142191 0.145829 40.17 12.10 Deutsche Bank AG 2515A0BS1 03/29/07 09/29/08 100.000 0.000 4.9193 0.136648 0.140009 0.143453 37.48 38.14 Deutsche Bank AG 2515A0BY8 04/03/07 04/03/17 100.000 VARIES 5.1530 0.143141 0.138845 0.133738 0.129250 37.98 48.22 Deutsche Bank AG 2515A0CV3 05/31/07 08/31/10 100.000 0.000 5.2089 0.141549 0.144968 0.147127 0.153461 30.85 54.50 Deutsche Bank AG 2515A0EN9 09/05/07 09/05/17 100.000 VARIES 5.2125 0.144793 0.141689 0.138504 16.80 50.84 Deutsche Bank AG 2515A0FC2 09/05/07 09/05/17 100.000 VARIES 5.2125 0.144794 0.142776 0.140705 16.80 51.29 Deutsche Bank AG 2515A0HA4 10/30/07 10/30/22 100.000 VARIES 5.1205 0.142236 0.138766 0.135207 8.68 50.15 Deutsche Bank AG 2515A0HB2 10/30/07 10/30/22 100.000 VARIES 5.1185 0.142183 0.138713 0.135154 8.67 50.13 Deutsche Bank AG 2515A0HC0 11/06/07 11/06/22 100.000 VARIES 5.1456 0.142934 0.139464 0.135906 7.86 50.45 Devon Energy 25179MAA1 08/02/98 08/15/08 97.500 4.900 7.4487 0.254234 0.258634 0.263197 0.267930 93.54 59.81 Devon Energy 25179MAB9 08/02/98 08/15/08 96.562 4.950 7.4488 0.249637 0.253814 0.258146 0.262639 91.78 58.63 Dex Media, Inc. 25212EAD2 11/10/03 11/15/13 64.314 VARIES 8.9997 0.209637 0.219071 0.228928 0.239230 0.249995 78.05 85.24 Dex Media, Inc. 25212EAE0 11/10/03 11/15/13 64.314 VARIES 8.9997 0.209637 0.219071 0.228928 0.239230 0.249995 78.05 85.24 Dex Media, Inc. 25212EAF7 11/10/03 11/15/13 64.314 VARIES 8.9997 0.209637 0.219071 0.228928 0.239230 0.249995 78.05 85.24 Dex Media, Inc. 25212EAG5 02/11/04 11/15/13 69.384 VARIES 8.3689 0.202317 0.210783 0.219604 0.228793 0.238367 75.15 81.57 Dex Media, Inc. 25212EAH3 02/11/04 11/15/13 69.384 VARIES 8.3689 0.202317 0.210783 0.219604 0.228793 0.238367 75.15 81.57 Domtar Corporation 257559AB0 11/19/07 12/01/13 93.400 5.375 6.7237 0.025134 0.025194 0.026041 0.026916 1.06 9.27 DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000 6.7986 206.90 0.139786 0.144538 0.149451 0.154531 0.159784 52.63 56.27 Duarte, Calif Redev Agy 263594AB9 06/16/92 12/01/12 16.484 0.000 9.0085 428.96 0.147484 0.154127 0.161069 0.168324 0.175906 54.70 59.74 Duke Energy Corporation 264399EJ1 05/07/03 05/15/23 100.000 VARIES 6.0300 0.195177 0.199596 0.204149 0.208838 0.213669 71.47 74.78 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 6.4698 79.81 0.066983 0.069150 0.071387 0.073696 0.076080 24.90 26.54 East Orange NJ 274137WU8 04/14/03 04/01/23 27.886 0.000 6.4999 74.83 0.062840 0.064883 0.066991 0.069169 0.071417 23.36 24.91 East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 6.5100 70.17 0.058937 0.060856 0.062837 0.064882 0.066994 21.91 23.36 East Orange NJ 274137WW4 04/14/03 04/01/25 24.381 0.000 6.5300 65.76 0.055251 0.057055 0.058918 0.060842 0.062829 20.55 21.91 East Orange NJ 274137WX2 04/14/03 04/01/26 22.763 0.000 6.5498 61.61 0.051776 0.053472 0.055223 0.057031 0.058899 19.25 20.54 East Orange NJ 274137WY0 04/14/03 04/01/27 21.292 0.000 6.5600 57.72 0.048522 0.050113 0.051757 0.053455 0.055208 18.05 19.25 East Orange NJ 274137WZ7 04/14/03 04/01/28 19.913 0.000 6.5699 54.08 0.045463 0.046957 0.048499 0.050093 0.051738 16.91 18.04 Edwards Lifesciences 28176EAA6 05/09/03 05/15/33 100.000 VARIES 4.8509 0.139720 0.140498 0.141294 0.142109 0.142945 50.51 51.09 Edwards Lifesciences 28176EAB4 05/09/03 05/15/33 100.000 VARIES 4.8509 0.139720 0.140498 0.141294 0.142109 0.142945 50.51 51.09 Eksportfinans ASA 282645AR1 05/04/07 05/25/10 100.000 0.000 4.7576 0.132158 0.132525 0.135677 0.138905 0.142209 31.51 49.66 Eksportfinans ASA 28264QAQ7 02/22/05 02/22/07 100.000 0.000 3.6393 0.106714 5.44 Eksportfinans ASA 28264QAV6 07/19/05 07/19/07 100.000 0.000 3.9862 0.115188 0.117484 23.22 Eksportfinans ASA 28264QBR4 04/19/06 10/19/09 100.000 0.000 5.1373 0.146368 0.150128 0.153984 0.157940 0.161997 53.92 56.72 Eksportfinans ASA 28264QBX1 04/18/06 04/18/12 100.000 2.000 5.0935 0.143676 0.145920 0.148221 0.150581 0.153001 52.46 54.13 Eksportfinans ASA 28264QCD4 05/30/06 11/30/07 100.000 0.000 5.3016 0.151171 0.155178 50.46 Eksportfinans ASA 28264QCV4 08/04/06 11/30/07 100.000 0.000 5.4191 0.153161 0.157311 51.14 Eksportfinans ASA 28264QDX9 12/06/06 12/06/10 100.000 0.000 4.5670 0.126863 0.129760 0.132723 0.135754 0.138854 46.34 48.48 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Eksportfinans ASA 28264QEE0 12/28/06 12/28/16 100.000 VARIES 5.4135 0.150376 0.149183 0.147958 0.147791 0.147619 53.91 53.23 El Paso Corporation 28336LAA7 02/28/01 02/28/21 45.289 0.000 4.0000 117.88 0.062222 0.062432 0.064380 0.064954 0.067352 23.02 24.03 El Paso Corporation 28336LAC3 02/28/01 02/28/21 45.289 0.000 4.0000 117.88 0.062222 0.062432 0.064380 0.064954 0.067352 23.02 24.03 El Paso Corporation 28336LAG4 06/26/02 08/16/07 100.000 VARIES 7.0517 0.198482 0.197205 44.43 El Paso Corporation 28336LAH2 06/26/02 08/16/07 100.000 VARIES 7.0517 0.198482 0.197205 44.43 Electronics for Imaging 284745AA4 06/04/03 06/01/23 100.000 VARIES 7.9030 0.274813 0.284025 0.293602 0.303558 0.313906 101.15 108.10 Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21 77.941 VARIES 5.3200 0.148112 0.151221 0.155244 0.158949 0.163647 55.22 58.19 Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23 100.000 VARIES 5.7999 0.171269 0.173115 0.175013 0.176967 0.178978 62.61 64.01 Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23 100.000 VARIES 5.7999 0.171269 0.173115 0.175013 0.176967 0.178978 62.61 64.01 Enbridge U.S. Inc. 292502AA9 06/20/07 06/20/22 43.706 0.000 5.5947 0.067923 0.069823 0.071776 0.073784 12.99 25.53 Enbridge Energy Partners 29250RAJ5 08/29/07 08/28/22 45.249 0.000 5.3580 0.067345 0.069141 0.070993 8.22 25.02 Entergy Corporation 29364G202 12/20/05 02/17/11 100.000 VARIES 5.8649 0.163040 0.163137 0.163237 0.163340 0.163447 58.74 58.81 Entergy Corporation 29364GAD5 12/20/05 02/17/11 100.000 VARIES 5.8649 0.163040 0.163137 0.163237 0.163340 0.163447 58.74 58.81 Essex Cnty Util Auth 296816AY7 03/30/99 04/01/12 60.121 0.000 3.9516 213.12 0.088512 0.090261 0.092045 0.093863 0.095718 32.50 33.79 Euronet Worldwide, Inc. 298736AC3 12/15/04 12/15/24 100.000 VARIES 9.0521 0.291414 0.302561 0.314212 0.326391 0.339121 107.28 115.71 Euronet Worldwide, Inc. 298736AD1 12/15/04 12/15/24 100.000 VARIES 9.0521 0.291414 0.302561 0.314212 0.326391 0.339121 107.28 115.71 Euronet Worldwide, Inc. 298736AE9 10/04/05 10/15/25 100.000 VARIES 8.5029 0.245870 0.250857 0.257457 0.264337 0.273001 91.56 96.70 Euronet Worldwide, Inc. 298736AF6 10/04/05 10/15/25 100.000 VARIES 8.5029 0.245870 0.250857 0.257457 0.264337 0.273001 91.56 96.70 European Investment Bank 298785DW3 03/10/06 03/10/21 44.672 0.000 5.4449 19.87 0.069405 0.071295 0.073236 0.075230 0.077278 25.75 27.17 First Citizens Bancorp 30244CAC0 03/24/98 03/15/28 100.000 8.250 8.2499 0.229167 0.229167 0.229167 0.229167 0.229167 82.50 82.50 Freddie Mac 3128X02Z1 03/28/03 03/28/33 15.782 0.000 6.2500 41.09 0.033985 0.035047 0.036142 0.037272 0.038436 12.63 13.43 Freddie Mac 3128X03C1 04/01/03 04/01/33 15.108 0.000 6.4000 40.28 0.033485 0.034557 0.035662 0.036804 0.037981 12.44 13.25 Freddie Mac 3128X03L1 04/14/03 04/14/33 13.648 0.000 6.7499 38.18 0.032283 0.033373 0.034499 0.035664 0.036867 11.99 12.81 Freddie Mac 3128X04L0 04/21/03 04/21/33 14.464 0.000 6.5499 38.91 0.032976 0.034056 0.035171 0.036323 0.037512 12.22 13.03 Freddie Mac 3128X04V8 04/29/03 04/29/33 14.152 0.000 6.6250 38.29 0.032717 0.033801 0.034921 0.036078 0.037273 12.11 12.93 Freddie Mac 3128X0AQ2 10/03/02 12/30/07 83.710 0.000 3.4205 129.64 0.091846 0.093417 33.26 Freddie Mac 3128X0AR0 10/03/02 12/30/09 75.410 0.000 3.9348 135.67 0.097243 0.099156 0.101107 0.103096 0.105125 35.36 36.76 Freddie Mac 3128X0AS8 10/03/02 01/02/13 63.710 0.000 4.4476 130.83 0.092822 0.094886 0.096996 0.099153 0.101358 34.53 36.09 Freddie Mac 3128X0AT6 10/03/02 01/02/22 36.810 0.000 5.2599 90.79 0.065340 0.067058 0.068822 0.070632 0.072490 24.45 25.76 Freddie Mac 3128X0AU3 10/03/02 01/02/30 23.710 0.000 5.3523 59.61 0.042970 0.044120 0.045301 0.046513 0.047758 16.09 16.97 Freddie Mac 3128X0AV1 10/03/02 04/15/32 21.010 0.000 5.3530 52.84 0.038661 0.039695 0.040758 0.041849 0.042969 14.26 15.04 Freddie Mac 3128X0AW9 10/03/02 06/15/32 20.810 0.000 5.3554 52.36 0.038655 0.039690 0.040753 0.041844 0.042965 14.14 14.90 Freddie Mac 3128X0AX7 10/03/02 09/15/32 20.510 0.000 5.3601 51.66 0.037635 0.038644 0.039679 0.040743 0.041835 13.95 14.70 Freddie Mac 3128X0AY5 10/03/02 12/15/32 20.210 0.000 5.3650 50.95 0.037623 0.038632 0.039668 0.040732 0.041825 13.76 14.51 Freddie Mac 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 5.3582 48.23 0.034770 0.035701 0.036658 0.037640 0.038648 13.02 13.73 Freddie Mac 3128X0DS5 11/05/02 11/05/32 14.675 0.000 6.5001 44.71 0.034223 0.035336 0.036484 0.037670 0.038894 12.65 13.48 Freddie Mac 3128X0L23 03/04/03 03/04/33 14.890 0.000 6.4500 40.95 0.033316 0.034391 0.035500 0.036645 0.037826 12.44 13.26 Freddie Mac 3128X0S91 04/07/03 04/07/33 15.108 0.000 6.4000 40.08 0.033485 0.034557 0.035662 0.036804 0.037981 12.43 13.24 Freddie Mac 3128X0TU3 12/27/02 12/27/17 100.000 VARIES 5.3942 0.038309 0.037844 0.037366 0.037025 0.036675 13.70 13.39 Freddie Mac 3128X0V48 03/24/03 03/24/23 30.359 0.000 6.0500 76.52 0.062856 0.064757 0.066716 0.068735 0.070814 23.34 24.78 Freddie Mac 3128X0W47 04/07/03 04/07/33 14.676 0.000 6.4999 39.61 0.033147 0.034224 0.035336 0.036485 0.037670 12.31 13.12 Freddie Mac 3128X0WW5 01/28/03 01/28/33 14.675 0.000 6.5001 41.90 0.033146 0.034223 0.035336 0.036484 0.037670 12.46 13.28 Freddie Mac 3128X0Z69 04/14/03 04/14/33 14.152 0.000 6.6250 38.78 0.032717 0.033801 0.034921 0.036078 0.037273 12.14 12.96 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X0Z93 04/01/03 04/01/33 13.847 0.000 6.7001 38.84 0.032457 0.033545 0.034668 0.035830 0.037030 12.08 12.90 Freddie Mac 3128X12R7 11/05/03 11/05/14 54.324 0.000 5.6249 103.98 0.100250 0.103069 0.105968 0.108948 0.112013 36.92 39.02 Freddie Mac 3128X1BK2 05/12/03 05/12/33 15.108 0.000 6.4000 38.91 0.033485 0.034557 0.035662 0.036804 0.037981 12.35 13.16 Freddie Mac 3128X1BY2 05/20/03 05/20/33 15.727 0.000 6.2620 39.27 0.033945 0.035008 0.036104 0.037235 0.038401 12.50 13.30 Freddie Mac 3128X1CN5 05/27/03 05/27/33 15.419 0.000 6.3300 38.73 0.033720 0.034787 0.035888 0.037024 0.038196 12.40 13.20 Freddie Mac 3128X1DB0 05/27/03 05/27/33 15.285 0.000 6.3600 38.59 0.033620 0.034689 0.035792 0.036930 0.038104 12.37 13.17 Freddie Mac 3128X1GZ4 06/17/03 06/17/33 18.796 0.000 5.6500 40.97 0.035852 0.036865 0.037906 0.038977 0.040078 13.12 13.87 Freddie Mac 3128X1HA8 06/23/03 06/23/33 16.728 0.000 6.0499 39.08 0.034633 0.035681 0.036760 0.037872 0.039018 12.67 13.45 Freddie Mac 3128X1HB6 06/13/03 06/13/33 17.732 0.000 5.8499 40.29 0.035257 0.036289 0.037350 0.038443 0.039567 12.92 13.68 Freddie Mac 3128X1HD2 06/23/03 06/23/33 16.728 0.000 6.0499 39.08 0.034633 0.035681 0.036760 0.037872 0.039018 12.67 13.45 Freddie Mac 3128X1HZ3 06/17/03 06/17/33 16.925 0.000 6.0097 39.46 0.034761 0.035805 0.036881 0.037990 0.039131 12.73 13.51 Freddie Mac 3128X1JE8 06/20/03 06/20/28 23.542 0.000 5.8700 53.36 0.047003 0.048382 0.049802 0.051264 0.052769 17.20 18.22 Freddie Mac 3128X1MD6 06/30/03 06/30/33 16.631 0.000 6.0699 38.75 0.034570 0.035619 0.036700 0.037814 0.038961 12.64 13.41 Freddie Mac 3128X1MS3 06/30/03 06/30/33 17.222 0.000 5.9500 39.26 0.034948 0.035988 0.037059 0.038161 0.039297 12.77 13.54 Freddie Mac 3128X1NP8 07/07/03 07/07/33 17.680 0.000 5.8599 39.40 0.034224 0.035227 0.036259 0.037321 0.038415 12.86 13.62 Freddie Mac 3128X1NV5 07/07/03 07/07/33 17.475 0.000 5.9000 39.24 0.034098 0.035104 0.036139 0.037205 0.038303 12.81 13.58 Freddie Mac 3128X1PP6 07/07/03 07/07/33 16.728 0.000 6.0499 38.60 0.033616 0.034633 0.035681 0.036760 0.037872 12.64 13.42 Freddie Mac 3128X1QB6 07/07/03 07/07/33 16.201 0.000 6.1599 38.13 0.033255 0.034280 0.035336 0.036424 0.037546 12.52 13.30 Freddie Mac 3128X1QT7 06/30/03 06/30/33 16.679 0.000 6.0600 38.79 0.034601 0.035650 0.036730 0.037843 0.038989 12.65 13.43 Freddie Mac 3128X1RP4 07/16/03 07/16/33 14.890 0.000 6.4500 36.56 0.032275 0.033316 0.034391 0.035500 0.036645 12.16 12.95 Freddie Mac 3128X1RQ2 07/03/03 06/26/08 87.646 0.000 2.6651 84.96 0.071149 0.072097 0.073057 25.79 12.79 Freddie Mac 3128X1TM9 07/28/03 07/28/33 14.676 0.000 6.4999 35.96 0.032103 0.033147 0.034224 0.035336 0.036485 12.07 12.87 Freddie Mac 3128X1Y76 10/21/03 10/21/33 14.152 0.000 6.6250 32.78 0.031668 0.032717 0.033801 0.034921 0.036078 11.74 12.53 Freddie Mac 3128X23Z6 04/27/05 04/27/35 14.152 0.000 6.6250 16.37 0.028719 0.029670 0.030653 0.031668 0.032717 10.63 11.35 Freddie Mac 3128X24W2 04/15/04 04/15/19 42.355 0.000 5.8100 71.20 0.078879 0.081171 0.083529 0.085955 0.088452 29.16 30.88 Freddie Mac 3128X26L4 04/28/04 04/28/34 15.108 0.000 6.4000 27.75 0.031441 0.032447 0.033485 0.034557 0.035662 11.63 12.38 Freddie Mac 3128X2GG4 12/30/03 12/30/19 100.000 VARIES 5.6824 0.044150 0.043431 0.042771 0.042170 0.041632 15.76 15.29 Freddie Mac 3128X2KD6 12/29/03 06/29/07 98.050 2.455 3.0466 16.62 0.016187 2.88 Freddie Mac 3128X2KE4 12/24/03 12/24/07 98.050 2.810 3.3347 14.48 0.014103 0.014338 5.02 Freddie Mac 3128X2KW4 12/30/03 12/22/08 83.523 0.000 3.6498 95.83 0.094308 0.096029 0.097782 0.099566 34.29 34.64 Freddie Mac 3128X2RW7 01/30/04 10/01/07 90.198 0.000 2.8306 77.18 0.076450 0.077532 20.84 Freddie Mac 3128X2RX5 01/30/04 04/01/08 88.056 0.000 3.0734 82.06 0.081556 0.082809 0.084081 29.81 7.57 Freddie Mac 3128X2RY3 01/30/04 10/01/08 85.870 0.000 3.2884 85.85 0.085578 0.086985 0.088416 0.089869 31.32 24.13 Freddie Mac 3128X2RZ0 01/30/04 04/01/09 83.646 0.000 3.4838 88.81 0.088767 0.090313 0.091887 0.093487 0.095116 32.52 33.66 Freddie Mac 3128X2S48 04/07/04 04/07/34 15.782 0.000 6.2500 28.93 0.031957 0.032955 0.033985 0.035047 0.036142 11.85 12.61 Freddie Mac 3128X2S97 04/08/04 04/08/19 42.727 0.000 5.7500 71.58 0.078636 0.080897 0.083222 0.085615 0.088076 29.10 30.79 Freddie Mac 3128X2SA4 01/30/04 10/01/09 81.441 0.000 3.6533 90.86 0.091037 0.092700 0.094393 0.096117 0.097873 33.37 34.61 Freddie Mac 3128X2SB2 01/30/04 04/01/10 79.227 0.000 3.8094 92.35 0.092726 0.094492 0.096292 0.098126 0.099995 34.02 35.33 Freddie Mac 3128X2SC0 01/30/04 10/01/10 77.037 0.000 3.9494 93.26 0.093820 0.095673 0.097562 0.099489 0.101454 34.45 35.82 Freddie Mac 3128X2SD8 01/30/04 04/01/11 74.840 0.000 4.0828 93.81 0.094553 0.096483 0.098453 0.100463 0.102514 34.74 36.17 Freddie Mac 3128X2SE6 01/30/04 10/01/11 72.645 0.000 4.2100 94.04 0.094954 0.096953 0.098994 0.101078 0.103206 34.91 36.39 Freddie Mac 3128X2SF3 01/30/04 04/01/12 70.491 0.000 4.3258 93.90 0.094961 0.097015 0.099113 0.101257 0.103447 34.93 36.46 Freddie Mac 3128X2SG1 01/30/04 10/01/12 68.379 0.000 4.4321 93.45 0.094642 0.096740 0.098883 0.101075 0.103315 34.83 36.39 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X2SH9 01/30/04 04/01/13 66.275 0.000 4.5362 92.82 0.094139 0.096274 0.098458 0.100691 0.102975 34.66 36.25 Freddie Mac 3128X2SJ5 01/30/04 10/01/13 64.227 0.000 4.6310 91.94 0.093367 0.095529 0.097741 0.100004 0.102320 34.39 36.01 Freddie Mac 3128X2SK2 01/30/04 04/01/14 62.210 0.000 4.7217 90.90 0.092425 0.094607 0.096841 0.099127 0.101467 34.06 35.69 Freddie Mac 3128X2SL0 01/30/04 10/01/14 60.256 0.000 4.8040 89.67 0.091278 0.093471 0.095716 0.098015 0.100369 33.65 35.29 Freddie Mac 3128X2SM8 01/30/04 04/01/15 58.361 0.000 4.8793 88.29 0.089971 0.092166 0.094414 0.096718 0.099077 33.18 34.82 Freddie Mac 3128X2SN6 01/30/04 10/01/15 56.535 0.000 4.9468 86.78 0.088516 0.090706 0.092949 0.095248 0.097604 32.66 34.29 Freddie Mac 3128X2SP1 01/30/04 04/01/16 54.741 0.000 5.0126 85.22 0.086996 0.089177 0.091412 0.093703 0.096051 32.11 33.74 Freddie Mac 3128X2SQ9 01/30/04 10/01/16 52.987 0.000 5.0758 83.59 0.085411 0.087579 0.089801 0.092080 0.094417 31.53 33.15 Freddie Mac 3128X2SR7 01/30/04 04/01/17 51.299 0.000 5.1327 81.89 0.083742 0.085891 0.088095 0.090356 0.092675 30.93 32.53 Freddie Mac 3128X2SS5 01/30/04 10/01/17 49.661 0.000 5.1861 80.16 0.082025 0.084151 0.086334 0.088572 0.090869 30.30 31.89 Freddie Mac 3128X2ST3 01/30/04 04/01/18 48.064 0.000 5.2374 78.40 0.080279 0.082382 0.084539 0.086753 0.089025 29.66 31.24 Freddie Mac 3128X2SU0 01/30/04 10/01/18 46.530 0.000 5.2834 76.60 0.078495 0.080569 0.082697 0.084882 0.087124 29.01 30.56 Freddie Mac 3128X2SV8 01/30/04 04/01/19 45.040 0.000 5.3272 74.81 0.076698 0.078741 0.080839 0.082992 0.085203 28.35 29.88 Freddie Mac 3128X2SW6 01/30/04 10/01/19 43.600 0.000 5.3679 73.00 0.074892 0.076902 0.078966 0.081086 0.083262 27.69 29.20 Freddie Mac 3128X2SX4 01/30/04 04/01/20 42.215 0.000 5.4047 71.20 0.073080 0.075055 0.077083 0.079166 0.081306 27.02 28.50 Freddie Mac 3128X2SY2 01/30/04 10/01/20 40.880 0.000 5.4384 69.41 0.071273 0.073211 0.075202 0.077246 0.079347 26.36 27.81 Freddie Mac 3128X2SZ9 01/30/04 04/01/07 92.208 0.000 2.5754 71.56 0.070629 6.36 Freddie Mac 3128X2U94 04/08/04 04/08/19 42.727 0.000 5.7500 71.58 0.078636 0.080897 0.083222 0.085615 0.088076 29.10 30.79 Freddie Mac 3128X2V28 04/08/04 04/08/19 42.727 0.000 5.7500 71.58 0.078636 0.080897 0.083222 0.085615 0.088076 29.10 30.79 Freddie Mac 3128X2V36 04/07/04 04/07/34 15.329 0.000 6.3501 28.59 0.031613 0.032617 0.033653 0.034721 0.035823 11.73 12.49 Freddie Mac 3128X2V85 03/17/04 03/17/34 15.782 0.000 6.2500 29.57 0.031957 0.032955 0.033985 0.035047 0.036142 11.90 12.65 Freddie Mac 3128X2ZJ7 03/04/04 03/04/19 41.198 0.000 6.0001 74.93 0.079601 0.081989 0.084449 0.086983 0.089592 29.65 31.46 Freddie Mac 3128X32B8 12/29/04 12/29/34 16.486 0.000 6.1000 21.12 0.031502 0.032463 0.033453 0.034473 0.035525 11.52 12.23 Freddie Mac 3128X32G7 01/19/05 01/19/35 13.948 0.000 6.6750 19.06 0.028539 0.029492 0.030476 0.031493 0.032544 10.76 11.49 Freddie Mac 3128X32J1 01/19/05 01/19/35 14.463 0.000 6.5502 19.38 0.028987 0.029936 0.030917 0.031929 0.032975 10.92 11.65 Freddie Mac 3128X33A9 01/19/05 01/19/35 14.152 0.000 6.6250 19.19 0.028719 0.029670 0.030653 0.031668 0.032717 10.82 11.55 Freddie Mac 3128X33L5 02/01/05 02/01/07 93.204 0.000 3.5501 65.05 0.096894 2.91 Freddie Mac 3128X33P6 01/26/05 01/26/35 15.152 0.000 6.3900 19.57 0.029556 0.030501 0.031475 0.032481 0.033519 11.11 11.83 Freddie Mac 3128X33R2 01/26/05 01/26/35 15.374 0.000 6.3400 19.70 0.029733 0.030676 0.031648 0.032651 0.033686 11.17 11.89 Freddie Mac 3128X33S0 02/01/05 02/01/35 15.108 0.000 6.4000 19.40 0.029521 0.030466 0.031441 0.032447 0.033485 11.09 11.81 Freddie Mac 3128X33V3 02/01/05 02/01/35 14.675 0.000 6.5001 19.15 0.029166 0.030113 0.031092 0.032103 0.033146 10.96 11.68 Freddie Mac 3128X33Y7 02/14/05 02/14/25 30.359 0.000 6.0500 36.04 0.055792 0.057480 0.059219 0.061010 0.062856 20.86 22.14 Freddie Mac 3128X34B6 02/16/05 02/16/35 14.890 0.000 6.4500 18.84 0.029344 0.030290 0.031267 0.032275 0.033316 10.99 11.71 Freddie Mac 3128X34E0 03/01/05 03/28/13 70.400 0.000 4.3936 58.46 0.092010 0.094032 0.096097 0.098209 0.100366 33.87 35.37 Freddie Mac 3128X34J9 02/14/05 02/14/35 16.154 0.000 6.1699 19.57 0.030328 0.031264 0.032228 0.033222 0.034247 11.35 12.06 Freddie Mac 3128X34N0 02/16/05 02/16/35 15.644 0.000 6.2801 19.25 0.029943 0.030884 0.031853 0.032854 0.033885 11.21 11.92 Freddie Mac 3128X35C3 02/28/05 02/28/35 15.463 0.000 6.3202 18.77 0.029638 0.030076 0.031368 0.032007 0.033566 11.11 11.87 Freddie Mac 3128X35M1 02/28/05 02/28/35 15.329 0.000 6.3501 18.70 0.029533 0.029974 0.031266 0.031908 0.033467 11.07 11.83 Freddie Mac 3128X35S8 02/28/05 02/28/35 14.890 0.000 6.4500 18.47 0.029181 0.029631 0.030923 0.031574 0.033132 10.95 11.71 Freddie Mac 3128X36B4 03/23/05 03/23/35 15.782 0.000 6.2500 18.21 0.030049 0.030988 0.031957 0.032955 0.033985 11.17 11.88 Freddie Mac 3128X36K4 03/28/05 03/28/35 14.847 0.000 6.4600 17.58 0.029308 0.030255 0.031232 0.032241 0.033282 10.90 11.62 Freddie Mac 3128X36W8 04/06/05 04/06/35 14.675 0.000 6.5001 17.26 0.029166 0.030113 0.031092 0.032103 0.033146 10.83 11.55 Freddie Mac 3128X37C1 03/30/05 03/30/35 14.463 0.000 6.5502 17.32 0.028987 0.029936 0.030917 0.031929 0.032975 10.78 11.50 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X37F4 03/28/05 03/28/35 14.255 0.000 6.6001 17.26 0.028808 0.029759 0.030741 0.031756 0.032803 10.72 11.44 Freddie Mac 3128X3A37 10/20/04 10/20/34 14.049 0.000 6.6502 21.74 0.029580 0.030564 0.031580 0.032630 0.033715 10.97 11.71 Freddie Mac 3128X3D59 10/27/04 10/27/34 14.463 0.000 6.5502 21.81 0.029936 0.030917 0.031929 0.032975 0.034055 11.08 11.82 Freddie Mac 3128X3DR1 04/26/04 04/21/09 82.475 0.000 3.9017 90.05 0.098401 0.100320 0.102277 0.104273 0.106307 36.04 37.46 Freddie Mac 3128X3E90 11/03/04 11/03/34 14.675 0.000 6.5001 21.77 0.030113 0.031092 0.032103 0.033146 0.034223 11.13 11.87 Freddie Mac 3128X3K36 11/15/04 11/15/34 14.675 0.000 6.5001 21.41 0.030113 0.031092 0.032103 0.033146 0.034223 11.11 11.84 Freddie Mac 3128X3QY2 07/02/04 03/30/07 90.817 0.000 3.5393 83.23 0.096605 8.60 Freddie Mac 3128X3QZ9 07/02/04 06/29/07 89.742 0.000 3.6505 84.85 0.099587 17.73 Freddie Mac 3128X3R39 12/06/04 12/06/34 14.464 0.000 6.5499 20.65 0.029937 0.030917 0.031930 0.032976 0.034056 11.00 11.74 Freddie Mac 3128X3RA3 07/06/04 07/06/09 80.880 0.000 4.2894 90.01 0.104906 0.107156 0.109454 0.111802 0.114200 38.97 40.66 Freddie Mac 3128X3TY9 08/26/04 08/26/24 29.204 0.000 6.2499 45.42 0.057342 0.059134 0.060982 0.062888 0.064853 21.42 22.78 Freddie Mac 3128X3V42 12/13/04 12/13/34 15.218 0.000 6.3751 20.90 0.030553 0.031527 0.032532 0.033569 0.034639 11.21 11.94 Freddie Mac 3128X3V75 12/22/04 12/22/34 14.569 0.000 6.5250 20.23 0.030025 0.031005 0.032016 0.033061 0.034140 11.00 11.73 Freddie Mac 3128X3W25 12/22/04 12/22/34 14.463 0.000 6.5502 20.17 0.029936 0.030917 0.031929 0.032975 0.034055 10.97 11.70 Freddie Mac 3128X3W66 12/28/04 12/28/34 14.675 0.000 6.5001 20.12 0.030113 0.031092 0.032103 0.033146 0.034223 11.02 11.75 Freddie Mac 3128X3W74 12/06/04 12/06/34 14.463 0.000 6.5502 20.65 0.029936 0.030917 0.031929 0.032975 0.034055 11.00 11.74 Freddie Mac 3128X3X57 12/22/04 12/22/34 14.675 0.000 6.5001 20.30 0.030113 0.031092 0.032103 0.033146 0.034223 11.03 11.76 Freddie Mac 3128X3Y72 12/29/04 12/29/34 14.890 0.000 6.4500 20.22 0.030290 0.031267 0.032275 0.033316 0.034391 11.08 11.81 Freddie Mac 3128X3YB3 10/20/04 10/20/34 14.890 0.000 6.4500 22.31 0.030290 0.031267 0.032275 0.033316 0.034391 11.22 11.96 Freddie Mac 3128X3Z63 12/29/04 12/29/34 14.675 0.000 6.5001 20.09 0.030113 0.031092 0.032103 0.033146 0.034223 11.02 11.75 Freddie Mac 3128X42F7 04/25/06 04/25/36* 11.979 0.000 7.1999 5.95 0.024820 2.83* Freddie Mac 3128X42G5 04/25/06 04/25/36* 12.083 0.000 7.1701 5.98 0.024928 2.84* Freddie Mac 3128X42Q3 04/17/06 05/03/07 100.000 0.000 5.1257 0.146364 17.86 Freddie Mac 3128X42V2 04/10/06 05/01/07 100.000 0.000 5.1230 0.146388 17.57 Freddie Mac 3128X43J8 04/18/06 05/18/07 100.000 0.000 5.1190 0.146458 20.06 Freddie Mac 3128X43L3 04/20/06 05/18/07 100.000 0.000 5.1297 0.146730 20.10 Freddie Mac 3128X43N9 04/21/06 05/21/07 100.000 0.000 5.1384 0.147030 20.58 Freddie Mac 3128X44B4 05/05/06 06/05/07 100.000 0.000 5.1675 0.147887 22.77 Freddie Mac 3128X44C2 05/05/06 06/05/07 100.000 0.000 5.1675 0.147887 22.77 Freddie Mac 3128X44F5 04/24/06 05/24/07 100.000 0.000 5.1772 0.148171 21.19 Freddie Mac 3128X44Z1 04/20/06 06/28/12 72.625 0.000 5.2343 26.70 0.109431 0.112295 0.115234 0.118250 0.121345 39.93 42.05 Freddie Mac 3128X45Y3 05/15/06 06/15/07 100.000 0.000 5.2160 0.149315 24.49 Freddie Mac 3128X46A4 05/15/06 06/15/07 100.000 0.000 5.2160 0.149315 24.49 Freddie Mac 3128X46C0 05/19/06 06/19/07 100.000 0.000 5.2160 0.149315 25.08 Freddie Mac 3128X46T3 05/22/06 05/22/26* 25.257 0.000 7.0000 10.82 0.050830 7.17* Freddie Mac 3128X46X4 05/18/06 06/20/07 100.000 0.000 5.2150 0.149329 25.24 Freddie Mac 3128X47F2 05/30/06 05/30/36 12.048 0.000 7.1801 5.10 0.024892 0.025786 0.026712 0.027670 0.028664 9.18 9.85 Freddie Mac 3128X4AC5 04/19/05 04/15/14 65.973 0.000 4.6809 54.04 0.091901 0.094052 0.096253 0.098506 0.100812 33.80 35.40 Freddie Mac 3128X4AD3 04/19/05 12/15/14 63.722 0.000 4.7214 52.67 0.090290 0.092421 0.094603 0.096836 0.099122 32.96 34.53 Freddie Mac 3128X4AE1 04/19/05 04/15/17 56.285 0.000 4.8518 47.84 0.081470 0.083446 0.085470 0.087544 0.089668 29.99 31.46 Freddie Mac 3128X4AG6 05/18/05 05/18/35 14.675 0.000 6.5001 16.03 0.029166 0.030113 0.031092 0.032103 0.033146 10.75 11.46 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X4AU5 05/18/05 05/18/35 15.108 0.000 6.4000 16.24 0.029521 0.030466 0.031441 0.032447 0.033485 10.88 11.59 Freddie Mac 3128X4B59 01/26/06 08/31/10 81.134 0.000 4.6074 35.14 0.107864 0.109122 0.112260 0.114208 0.118152 39.59 41.48 Freddie Mac 3128X4BN0 06/15/05 06/15/35 15.329 0.000 6.3501 15.54 0.029697 0.030640 0.031613 0.032617 0.033653 10.89 11.59 Freddie Mac 3128X4C33 01/27/06 02/26/07 100.000 0.000 4.8041 0.137184 7.55 Freddie Mac 3128X4CH2 06/29/05 06/29/35 16.874 0.000 6.0201 15.76 0.030843 0.031772 0.032728 0.033713 0.034728 11.27 11.96 Freddie Mac 3128X4D81 02/01/06 02/28/07 100.000 0.000 4.8506 0.137742 7.99 Freddie Mac 3128X4DN8 07/06/05 07/06/35 15.966 0.000 6.2101 15.19 0.029279 0.030188 0.031126 0.032092 0.033089 11.03 11.72 Freddie Mac 3128X4ES6 08/10/05 08/10/35 15.509 0.000 6.3099 14.02 0.028926 0.029839 0.030780 0.031751 0.032753 10.84 11.53 Freddie Mac 3128X4EY3 08/10/05 08/10/35 15.782 0.000 6.2500 14.13 0.029139 0.030049 0.030988 0.031957 0.032955 10.91 11.61 Freddie Mac 3128X4FC0 08/10/05 08/10/35 15.419 0.000 6.3300 13.98 0.028855 0.029768 0.030711 0.031683 0.032685 10.81 11.51 Freddie Mac 3128X4FV8 08/04/05 06/01/11 77.489 0.000 4.4255 49.35 0.100954 0.103187 0.105471 0.107805 0.110190 36.88 38.53 Freddie Mac 3128X4FX4 08/04/05 06/01/07 92.716 0.000 4.1845 55.76 0.113856 17.08 Freddie Mac 3128X4FY2 08/04/05 12/01/07 90.774 0.000 4.2048 54.86 0.112039 0.114395 37.40 Freddie Mac 3128X4FZ9 08/04/05 06/01/08 88.800 0.000 4.2474 54.23 0.110775 0.113128 0.115530 40.45 17.33 Freddie Mac 3128X4G39 02/22/06 02/22/36* 12.693 0.000 7.0001 7.74 0.025545 1.30* Freddie Mac 3128X4GA3 08/04/05 12/01/11 75.722 0.000 4.4446 48.43 0.099101 0.101303 0.103555 0.105856 0.108209 36.21 37.83 Freddie Mac 3128X4GB1 08/04/05 12/01/08 86.894 0.000 4.2683 53.33 0.108962 0.111288 0.113663 0.116089 39.79 37.95 Freddie Mac 3128X4GC9 08/24/05 08/24/35 15.108 0.000 6.4000 13.46 0.028606 0.029521 0.030466 0.031441 0.032447 10.70 11.39 Freddie Mac 3128X4GD7 08/04/05 06/01/12 73.943 0.000 4.4715 47.59 0.097392 0.099569 0.101795 0.104071 0.106398 35.59 37.19 Freddie Mac 3128X4GE5 08/04/05 06/01/09 84.918 0.000 4.3187 52.74 0.107810 0.110138 0.112517 0.114946 0.117428 39.37 41.09 Freddie Mac 3128X4GF2 08/04/05 12/01/09 83.027 0.000 4.3460 51.90 0.106114 0.108420 0.110775 0.113183 0.115642 38.76 40.46 Freddie Mac 3128X4GG0 08/04/05 12/01/12 72.215 0.000 4.4929 46.70 0.095598 0.097746 0.099941 0.102187 0.104482 34.93 36.52 Freddie Mac 3128X4GH8 08/04/05 06/01/10 81.144 0.000 4.3765 51.09 0.104477 0.106764 0.109100 0.111487 0.113927 38.16 39.85 Freddie Mac 3128X4GJ4 08/04/05 12/01/10 79.323 0.000 4.3967 50.18 0.102630 0.104886 0.107192 0.109548 0.111957 37.49 39.16 Freddie Mac 3128X4GK1 08/04/05 06/01/13 70.468 0.000 4.5226 45.88 0.093938 0.096062 0.098235 0.100456 0.102728 34.33 35.90 Freddie Mac 3128X4H46 02/10/06 03/07/07 100.000 0.000 4.9264 0.140734 9.29 Freddie Mac 3128X4H61 02/08/06 03/07/07* 100.000 0.000 N/A 0.141315 5.23* Freddie Mac 3128X4HU8 08/12/05 01/10/13 71.011 0.000 4.6724 46.99 0.096130 0.098376 0.100674 0.103026 0.105433 35.79 37.48 Freddie Mac 3128X4HY0 09/06/05 09/06/35 14.675 0.000 6.5001 12.94 0.028247 0.029166 0.030113 0.031092 0.032103 10.55 11.25 Freddie Mac 3128X4J28 02/09/06 06/09/08 89.458 0.000 4.8289 39.09 0.124873 0.127889 0.130976 45.63 20.69 Freddie Mac 3128X4JH5 09/06/05 09/06/35 15.196 0.000 6.3801 13.15 0.028677 0.029592 0.030536 0.031510 0.032515 10.70 11.40 Freddie Mac 3128X4KK6 10/05/05 10/05/35 15.329 0.000 6.3501 12.36 0.028784 0.029697 0.030640 0.031613 0.032617 10.69 11.38 Freddie Mac 3128X4L66 03/07/06 03/07/36* 12.693 0.000 7.0001 7.35 0.025545 1.69* Freddie Mac 3128X4ML2 09/28/05 09/28/35 15.374 0.000 6.3400 12.58 0.028819 0.029733 0.030676 0.031648 0.032651 10.71 11.40 Freddie Mac 3128X4MR9 09/28/05 09/28/35 15.196 0.000 6.3801 12.52 0.028677 0.029592 0.030536 0.031510 0.032515 10.66 11.35 Freddie Mac 3128X4MY4 09/30/05 09/30/30 22.810 0.000 6.0001 17.56 0.040333 0.041543 0.042789 0.044073 0.045395 14.96 15.87 Freddie Mac 3128X4NC1 09/28/05 09/28/35 15.285 0.000 6.3600 12.55 0.028748 0.029663 0.030606 0.031579 0.032583 10.69 11.38 Freddie Mac 3128X4NH0 10/05/05 10/05/35 15.329 0.000 6.3501 12.36 0.028784 0.029697 0.030640 0.031613 0.032617 10.69 11.38 Freddie Mac 3128X4NP2 10/05/05 10/05/35 14.977 0.000 6.4300 12.24 0.028499 0.029415 0.030360 0.031337 0.032344 10.58 11.28 Freddie Mac 3128X4PQ8 10/05/05 10/05/35 15.064 0.000 6.4101 12.27 0.028570 0.029485 0.030430 0.031406 0.032412 10.61 11.30 Freddie Mac 3128X4QQ7 10/18/05 10/18/35 14.675 0.000 6.5001 11.76 0.028247 0.029166 0.030113 0.031092 0.032103 10.47 11.16 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X4QW4 10/24/05 10/24/35 14.675 0.000 6.5001 11.59 0.028247 0.029166 0.030113 0.031092 0.032103 10.46 11.15 Freddie Mac 3128X4RH6 10/24/05 10/24/35 14.675 0.000 6.5001 11.59 0.028247 0.029166 0.030113 0.031092 0.032103 10.46 11.15 Freddie Mac 3128X4S77 03/24/06 06/20/16 59.540 0.000 5.1280 23.72 0.088053 0.090311 0.092627 0.095002 0.097438 32.16 33.83 Freddie Mac 3128X4S85 03/14/06 03/15/07 100.000 0.000 4.9678 0.141442 10.47 Freddie Mac 3128X4SE2 11/02/05 11/02/35 14.255 0.000 6.6001 11.21 0.027888 0.028808 0.029759 0.030741 0.031756 10.32 11.01 Freddie Mac 3128X4T92 04/04/06 04/04/36 12.693 0.000 7.0001 6.67 0.025545 0.026439 0.027365 0.028322 0.029314 9.52 10.19 Freddie Mac 3128X4TD3 11/16/05 11/16/35 13.928 0.000 6.6800 10.70 0.027600 0.028521 0.029474 0.030458 0.031476 10.19 10.88 Freddie Mac 3128X4TJ0 11/21/05 11/21/35 13.847 0.000 6.7001 10.53 0.027527 0.028449 0.029402 0.030387 0.031405 10.15 10.84 Freddie Mac 3128X4TT8 11/01/05 06/10/08 88.755 0.000 4.6243 48.69 0.119941 0.122715 0.125552 43.80 19.96 Freddie Mac 3128X4U41 03/28/06 04/09/14 66.671 0.000 5.1122 26.08 0.097249 0.099735 0.102284 0.104899 0.107580 35.87 37.73 Freddie Mac 3128X4UG4 11/30/05 11/30/35* 12.693 0.000 7.0001 9.86 0.026439 3.94* Freddie Mac 3128X4W56 04/04/06 04/04/36 14.255 0.000 6.6001 7.05 0.026997 0.027888 0.028808 0.029759 0.030741 10.04 10.71 Freddie Mac 3128X4XP1 01/11/06 01/11/36 13.219 0.000 6.8600 8.96 0.026054 0.026948 0.027872 0.028828 0.029817 9.85 10.54 Freddie Mac 3128X4XQ9 12/21/05 06/04/10 81.270 0.000 4.7117 39.89 0.111196 0.113816 0.116497 0.119242 0.122051 40.65 42.58 Freddie Mac 3128X4XZ9 01/18/06 01/18/36 13.529 0.000 6.7801 8.88 0.026344 0.027237 0.028161 0.029115 0.030102 9.94 10.63 Freddie Mac 3128X4YT2 01/30/06 01/30/36 13.807 0.000 6.7100 8.65 0.026599 0.027491 0.028413 0.029367 0.030352 10.01 10.69 Freddie Mac 3128X52H0 04/03/07 04/02/37 21.177 0.000 5.2421 0.030837 0.031641 0.032470 0.033321 8.34 11.69 Freddie Mac 3128X52U1 04/04/07 07/31/14 70.210 0.000 4.8862 0.095294 0.096808 0.099173 0.101596 25.77 36.00 Freddie Mac 3128X52W7 04/05/07 01/10/12 79.775 0.000 4.7983 0.106327 0.107677 0.110260 0.112906 28.51 40.12 Freddie Mac 3128X53Z9 04/13/07 04/30/13 74.533 0.000 4.9196 0.101847 0.102091 0.104603 0.107176 0.109812 26.49 38.44 Freddie Mac 3128X54N5 04/18/07 12/30/14 68.522 0.000 4.9690 0.094579 0.095521 0.097894 0.100326 0.102819 24.10 35.68 Freddie Mac 3128X54W5 04/30/07 04/30/37 14.548 0.000 6.5300 0.026389 0.027250 0.028140 0.029059 6.41 10.08 Freddie Mac 3128X55E4 05/04/07 05/04/37 16.728 0.000 6.0499 0.028112 0.028963 0.029839 0.030741 6.71 10.69 Freddie Mac 3128X55H7 04/27/07 11/30/12 76.622 0.000 4.8161 0.102493 0.102972 0.105452 0.107991 0.110592 25.29 38.58 Freddie Mac 3128X55L8 05/01/07 05/10/12 78.630 0.000 4.8418 0.105713 0.105881 0.108445 0.111070 0.113759 25.54 39.78 Freddie Mac 3128X56M5 05/22/07 05/22/37 14.676 0.000 6.4999 0.026498 0.027359 0.028248 0.029166 5.84 10.08 Freddie Mac 3128X57F9 05/17/07 02/26/10 87.508 0.000 4.8642 0.118233 0.119822 0.122736 0.125721 26.68 44.40 Freddie Mac 3128X57G7 05/17/07 12/31/09 88.200 0.000 4.8493 0.118803 0.119498 0.122395 0.125363 0.128402 26.74 44.60 Freddie Mac 3128X5CM8 06/13/06 07/13/07 100.000 0.000 5.2644 0.146875 0.150741 28.90 Freddie Mac 3128X5CP1 06/06/06 07/06/07 100.000 0.000 5.2644 0.146875 0.150741 27.87 Freddie Mac 3128X5CR7 06/12/06 07/12/07 100.000 0.000 5.2886 0.147554 0.151456 28.89 Freddie Mac 3128X5CS5 06/13/06 07/13/07 100.000 0.000 5.2934 0.147689 0.151598 29.06 Freddie Mac 3128X5CU0 06/20/06 07/20/07 100.000 0.000 5.2886 0.147554 0.151456 30.07 Freddie Mac 3128X5DU9 07/11/06 08/15/12 72.660 0.000 5.3088 18.29 0.107688 0.110546 0.113481 0.116493 0.119585 40.07 42.23 Freddie Mac 3128X5DV7 07/11/06 05/15/12 73.645 0.000 5.3020 18.53 0.110445 0.113373 0.116379 0.119464 0.122631 40.56 42.74 Freddie Mac 3128X5EQ7 06/30/06 06/30/36 12.330 0.000 7.1002 4.40 0.025182 0.026076 0.027001 0.027960 0.028953 9.23 9.89 Freddie Mac 3128X5ES3 06/29/06 06/29/12 72.129 0.000 5.5200 20.14 0.113651 0.116788 0.120011 0.123324 0.126727 41.49 43.81 Freddie Mac 3128X5EZ7 07/12/06 04/10/08 91.050 0.000 5.4424 23.41 0.139479 0.143275 0.147174 51.52 14.57 Freddie Mac 3128X5F37 02/15/07 03/14/08 100.000 0.000 5.0031 0.138977 0.139537 0.143028 44.45 10.44 Freddie Mac 3128X5FD5 07/13/06 12/28/12 70.884 0.000 5.3995 17.87 0.108949 0.111890 0.114911 0.118013 0.121200 39.77 41.95 Freddie Mac 3128X5FH6 07/19/06 12/31/12 71.004 0.000 5.3796 17.30 0.108673 0.111596 0.114598 0.117680 0.120846 39.65 41.82 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X5FS2 07/21/06 06/28/13 69.242 0.000 5.3695 16.53 0.105695 0.108533 0.111447 0.114439 0.117511 38.58 40.68 Freddie Mac 3128X5FT0 07/21/06 05/29/09 86.149 0.000 5.2873 20.32 0.128907 0.132314 0.135812 0.139403 0.143088 47.24 49.77 Freddie Mac 3128X5G69 02/27/07 05/29/09 89.466 0.000 4.9929 0.124076 0.125666 0.128803 0.132019 0.135314 38.16 47.16 Freddie Mac 3128X5HF8 08/10/06 01/31/11 79.500 0.000 5.1924 16.17 0.114666 0.117495 0.120546 0.123675 0.126886 42.68 44.92 Freddie Mac 3128X5HG6 08/10/06 10/31/12 72.515 0.000 5.2285 15.03 0.106558 0.109343 0.112202 0.115135 0.118145 39.21 41.28 Freddie Mac 3128X5HX9 08/24/06 02/26/10 84.132 0.000 4.9899 14.81 0.116648 0.119558 0.122541 0.125599 0.128732 43.25 45.44 Freddie Mac 3128X5JC3 08/25/06 08/10/09 86.407 0.000 4.9993 15.12 0.119990 0.122743 0.125811 0.128956 0.132179 44.51 46.76 Freddie Mac 3128X5JD1 08/25/06 07/31/09 86.441 0.000 5.0282 15.21 0.120735 0.123367 0.126468 0.129648 0.132908 44.80 47.07 Freddie Mac 3128X5JX7 09/19/06 09/19/36 12.693 0.000 7.0001 2.52 0.024681 0.025545 0.026439 0.027365 0.028322 9.22 9.88 Freddie Mac 3128X5LH9 09/29/06 02/29/12 77.393 0.000 4.7840 0.102279 0.102633 0.106242 0.107601 0.112001 37.88 39.84 Freddie Mac 3128X5LK2 10/02/06 10/02/34 24.784 0.000 5.0446 3.09 0.034729 0.035605 0.036503 0.037424 0.038368 12.82 13.47 Freddie Mac 3128X5MX3 10/20/06 05/28/10 83.869 0.000 4.9375 8.19 0.115629 0.118484 0.121409 0.124407 0.127478 42.33 44.45 Freddie Mac 3128X5MY1 10/25/06 05/30/14 68.360 0.000 5.0693 6.37 0.096737 0.099189 0.101703 0.104280 0.106924 35.42 37.24 Freddie Mac 3128X5MZ8 10/26/06 10/31/08 90.425 0.000 5.0602 8.39 0.127194 0.130412 0.133712 0.137095 46.77 40.59 Freddie Mac 3128X5ND6 11/01/06 03/10/09 89.333 0.000 4.8381 7.20 0.120052 0.122139 0.125093 0.128119 0.131219 44.15 46.26 Freddie Mac 3128X5P69 03/09/07 09/15/15 66.760 0.000 4.8010 0.089013 0.089104 0.091243 0.093433 0.095676 26.24 33.71 Freddie Mac 3128X5PN2 11/14/06 05/30/08 92.725 0.000 4.9492 6.00 0.127757 0.130919 0.134159 46.76 19.99 Freddie Mac 3128X5Q43 03/14/07 12/01/12 76.253 0.000 4.8003 0.101674 0.102721 0.105187 0.107711 0.110297 29.47 38.47 Freddie Mac 3128X5Q50 03/14/07 06/01/08 94.213 0.000 4.9653 0.129941 0.131326 0.134586 37.68 20.19 Freddie Mac 3128X5Q68 03/14/07 12/01/08 92.106 0.000 4.8516 0.124128 0.125418 0.128461 0.131577 35.99 42.95 Freddie Mac 3128X5Q76 03/14/07 06/01/12 78.159 0.000 4.7812 0.103799 0.104867 0.107374 0.109941 0.112569 30.09 39.27 Freddie Mac 3128X5Q84 03/14/07 12/01/11 80.074 0.000 4.7686 0.106062 0.107150 0.109705 0.112320 0.114998 30.74 40.12 Freddie Mac 3128X5Q92 03/14/07 06/01/11 82.025 0.000 4.7562 0.108369 0.109473 0.112076 0.114742 0.117471 31.41 40.99 Freddie Mac 3128X5QQ4 11/22/06 04/12/10 85.169 0.000 4.7921 4.42 0.113372 0.115485 0.118252 0.121085 0.123987 41.58 43.53 Freddie Mac 3128X5R26 03/14/07 06/01/13 74.414 0.000 4.8117 0.099454 0.100485 0.102903 0.105378 0.107914 28.83 37.64 Freddie Mac 3128X5R34 03/14/07 06/01/09 90.056 0.000 4.7842 0.119669 0.120904 0.123796 0.126758 0.129790 34.69 45.28 Freddie Mac 3128X5R42 03/14/07 12/01/09 88.010 0.000 4.7594 0.116345 0.117539 0.120336 0.123199 0.126131 33.73 44.01 Freddie Mac 3128X5R59 03/14/07 06/01/10 85.999 0.000 4.7465 0.113385 0.114540 0.117258 0.120041 0.122890 32.87 42.88 Freddie Mac 3128X5R67 03/14/07 12/01/10 83.993 0.000 4.7505 0.110838 0.111964 0.114624 0.117347 0.120134 32.13 41.92 Freddie Mac 3128X5RJ9 12/01/06 04/30/09 89.288 0.000 4.7476 3.53 0.117752 0.120066 0.122916 0.125834 0.128821 43.12 45.14 Freddie Mac 3128X5SF6 12/22/06 12/22/36 14.804 0.000 6.4700 .24 0.026606 0.027467 0.028355 0.029273 0.030220 9.75 10.39 Freddie Mac 3128X5T24 03/13/07 06/30/09 89.760 0.000 4.7554 0.118567 0.120245 0.123104 0.126031 0.129027 34.45 44.85 Freddie Mac 3128X5T32 03/13/07 07/31/09 89.470 0.000 4.7213 0.117335 0.119463 0.122283 0.125170 34.23 44.38 Freddie Mac 3128X5UN6 12/19/06 11/28/12 75.500 0.000 4.7858 1.20 0.100367 0.102491 0.104943 0.107455 0.110026 36.67 38.40 Freddie Mac 3128X5XD5 01/17/07 01/17/12 100.000 VARIES 5.1899 0.144165 0.143364 0.142544 0.142729 49.46 51.36 Freddie Mac 3128X5Y93 03/28/07 11/10/09 88.508 0.000 4.7183 0.115988 0.116641 0.119392 0.122209 0.125092 31.96 43.78 Freddie Mac 3128X5YP7 02/09/07 02/09/37 14.675 0.000 6.5001 0.026497 0.027358 0.028247 0.029166 8.65 10.27 Freddie Mac 3128X5Z43 04/03/07 04/03/37 14.675 0.000 6.5001 0.026497 0.027358 0.028247 0.029166 7.18 10.17 Freddie Mac 3128X5ZD3 01/26/07 06/09/10 84.810 0.000 4.9482 0.116572 0.118704 0.121640 0.124650 0.127734 39.55 44.47 Freddie Mac 3128X6AX4 05/24/07 09/30/14 69.050 0.000 5.1017 0.097848 0.099601 0.102141 0.104747 21.39 36.78 Freddie Mac 3128X6BB1 05/25/07 06/10/08 94.817 0.000 5.1726 0.136220 0.136530 0.140061 29.56 22.27 Freddie Mac 3128X6BZ8 06/07/07 06/07/28 26.771 0.000 6.3749 0.047407 0.048918 0.050477 0.052086 9.71 17.97 Freddie Mac 3128X6CP9 06/19/07 06/19/37 13.648 0.000 6.7499 0.025590 0.026454 0.027346 0.028269 4.92 9.71 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X6DK9 06/15/07 06/15/37 13.258 0.000 6.8499 0.025227 0.026091 0.026984 0.027909 4.96 9.58 Freddie Mac 3128X6EC6 06/14/07 08/31/12 75.547 0.000 5.4515 0.111906 0.114451 0.116293 0.121443 22.81 43.09 Freddie Mac 3128X6JJ6 07/31/07 08/01/08 95.010 0.000 5.1702 0.134910 0.133503 0.138460 20.56 29.34 Freddie Mac 3128X6JK3 07/31/07 07/31/09 90.400 0.000 5.1104 0.128330 0.131609 0.134972 19.38 47.79 Freddie Mac 3128X6JL1 07/31/07 07/30/10 85.850 0.000 5.1555 0.120270 0.124711 0.126535 18.52 45.80 Freddie Mac 3128X6JM9 07/31/07 08/01/11 81.360 0.000 5.2205 0.117970 0.118001 0.121081 0.124241 17.82 43.97 Freddie Mac 3128X6JN7 07/31/07 08/01/12 77.040 0.000 5.2825 0.112470 0.113063 0.116049 0.119114 17.07 42.15 Freddie Mac 3128X6JY3 08/03/07 09/01/11 81.672 0.000 5.0260 0.114020 0.114470 0.117347 0.120296 16.93 42.43 Freddie Mac 3128X6JZ0 08/03/07 10/06/11 81.295 0.000 5.0204 0.113361 0.114367 0.117238 0.120181 16.86 42.18 Freddie Mac 3128X6KX3 08/22/07 02/28/12 80.662 0.000 4.8063 0.105308 0.106633 0.108009 0.112438 14.06 39.99 Freddie Mac 3128X6NN2 10/02/07 05/10/13 77.376 0.000 4.6276 0.099448 0.099949 0.102262 0.104628 8.88 36.64 Freddie Mac 3128X6PP5 10/11/07 07/02/15 68.530 0.000 4.9512 0.094250 0.095302 0.097661 7.54 34.73 Freddie Mac 3128X6QB5 10/19/07 08/31/15 68.362 0.000 4.8939 0.091908 0.092539 0.096375 6.80 34.30 Freddie Mac 3128X6QE9 10/19/07 08/30/13 76.143 0.000 4.7019 0.097818 0.099491 0.102390 7.24 36.67 Freddie Mac 3128X6QQ2 11/01/07 06/28/13 77.875 0.000 4.4676 0.096633 0.097328 0.099502 0.101724 5.80 35.44 Freddie Mac 3128X6RD0 11/20/07 11/20/37 14.463 0.000 6.5502 0.026316 0.027177 0.028068 1.08 9.70 Freddie Mac 3128X6RF5 12/18/07 02/15/12 84.080 0.000 4.2125 0.098374 0.099044 0.101130 1.28 35.91 Freddie Mac 3129023V9 10/30/00 05/15/07 67.060 0.000 6.2019 307.01 0.167094 22.39 Freddie Mac 3129026G9 12/06/00 03/30/10 56.100 0.000 6.3003 256.66 0.140854 0.145291 0.149868 0.154589 0.159459 52.33 55.68 Freddie Mac 312902FT1 10/12/99 07/01/07 60.216 0.000 6.6781 365.53 0.179511 32.31 Freddie Mac 312902FU8 10/12/99 08/01/08 55.888 0.000 6.7184 341.85 0.163519 0.169011 0.174689 0.180557 61.53 37.74 Freddie Mac 312902FY0 10/12/99 06/01/07 60.546 0.000 6.6786 367.61 0.179523 26.93 Freddie Mac 312902FZ7 10/12/99 07/01/08 56.244 0.000 6.7083 343.33 0.168784 0.174445 0.180296 61.78 32.45 Freddie Mac 312902LX5 12/17/99 12/17/29 14.255 0.000 6.6001 82.61 0.041174 0.042533 0.043936 0.045386 0.046884 15.11 16.12 Freddie Mac 312902VG1 04/25/00 01/04/21 25.643 0.000 6.6857 141.60 0.071567 0.073959 0.076432 0.078987 0.081627 27.06 28.89 Freddie Mac 312902VH9 04/25/00 01/04/22 24.042 0.000 6.6795 132.61 0.067012 0.069250 0.071563 0.073953 0.076423 25.33 27.05 Freddie Mac 312902VJ5 04/25/00 01/04/23 22.536 0.000 6.6749 124.19 0.062753 0.064848 0.067012 0.069248 0.071560 23.72 25.33 Freddie Mac 312902VK2 04/25/00 01/04/24 21.145 0.000 6.6664 116.35 0.058775 0.060734 0.062759 0.064850 0.067012 22.22 23.72 Freddie Mac 312902VL0 04/25/00 01/04/25 20.007 0.000 6.6235 109.23 0.055112 0.056937 0.058823 0.060771 0.062783 20.83 22.23 Freddie Mac 312902VM8 04/25/00 01/04/26 18.780 0.000 6.6160 102.39 0.051650 0.053358 0.055123 0.056947 0.058831 19.52 20.83 Freddie Mac 312902VN6 04/25/00 01/04/27 17.654 0.000 6.6033 96.03 0.048424 0.050023 0.051674 0.053380 0.055143 18.30 19.52 Freddie Mac 312902VS5 04/25/00 01/04/12 46.161 0.000 6.7212 256.54 0.129789 0.134151 0.138659 0.143319 0.148136 49.08 52.43 Freddie Mac 312902VT3 04/25/00 01/04/13 43.203 0.000 6.7221 240.14 0.121497 0.125580 0.129801 0.134164 0.138673 45.94 49.08 Freddie Mac 312902VU0 04/25/00 01/04/14 40.436 0.000 6.7227 224.78 0.113728 0.117551 0.121503 0.125587 0.129808 43.01 45.95 Freddie Mac 312902VV8 04/25/00 01/04/18 31.141 0.000 6.7034 172.51 0.087235 0.090158 0.093180 0.096303 0.099531 32.98 35.23 Freddie Mac 312902VW6 04/25/00 01/04/19 29.163 0.000 6.7017 161.50 0.081664 0.084401 0.087229 0.090152 0.093173 30.88 32.98 Freddie Mac 312902VX4 04/25/00 01/04/20 27.313 0.000 6.6997 151.20 0.076452 0.079013 0.081660 0.084395 0.087222 28.91 30.87 Freddie Mac 312902WE5 04/25/00 01/04/07 64.216 0.000 6.7276 357.30 0.180798 .54 Freddie Mac 312902WF2 04/25/00 01/04/08 59.995 0.000 6.7521 335.29 0.169777 0.175509 0.181434 64.21 .54 Freddie Mac 312902WG0 04/25/00 01/04/09 56.172 0.000 6.7454 313.55 0.158737 0.164091 0.169625 0.175346 0.181260 60.04 64.15 Freddie Mac 312902WH8 04/25/00 01/04/10 52.605 0.000 6.7376 293.22 0.148415 0.153414 0.158583 0.163925 0.169447 56.13 59.97 Freddie Mac 312902WJ4 04/25/00 01/04/11 49.272 0.000 6.7297 274.25 0.138784 0.143454 0.148281 0.153271 0.158428 52.48 56.08 Freddie Mac 312902WK1 04/25/00 01/04/15 37.975 0.000 6.6992 210.21 0.106285 0.109846 0.113525 0.117328 0.121258 40.18 42.92 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 312902WL9 04/25/00 01/04/16 35.607 0.000 6.6893 196.74 0.099451 0.102777 0.106215 0.109767 0.113438 37.60 40.16 Freddie Mac 312902WM7 04/25/00 01/04/17 33.256 0.000 6.7048 184.27 0.093187 0.096311 0.099539 0.102876 0.106325 35.23 37.64 Freddie Mac 312923CN3 01/10/01 08/17/12 61.750 1.000 5.5038 167.09 0.090324 0.092810 0.095364 0.097988 0.100685 33.64 35.52 Freddie Mac 312924TN3 11/19/01 11/19/20 100.000 5.881 N/A 0.183442 0.188836 0.163363 0.168166 0.173111 66.17 60.08 Freddie Mac 3129255S5 09/19/02 09/14/07 84.361 0.000 3.4399 132.74 0.092350 0.093938 23.65 Freddie Mac 312925UB4 06/21/02 06/21/32 12.693 0.000 7.0001 46.40 0.033638 0.034816 0.036034 0.037295 0.038601 12.35 13.22 Freddie Mac 312925ZY9 07/26/02 01/26/07 83.786 0.000 3.9700 159.44 0.108134 2.70 Federal Home Loan Banks 31339X6F6 06/12/03 06/12/23 100.000 VARIES 3.1248 0.082422 0.081757 0.081081 0.080395 0.079698 29.53 29.04 Federal Home Loan Banks 31339XA53 06/09/03 06/09/28 22.811 0.000 5.9999 53.46 0.046757 0.048160 0.049605 0.051093 0.052626 17.15 18.19 Federal Home Loan Banks 31339XAF1 06/09/03 06/09/33 15.782 0.000 6.2500 38.68 0.033985 0.035047 0.036142 0.037272 0.038436 12.47 13.26 Federal Home Loan Banks 31339XBL7 06/10/03 06/10/33 15.108 0.000 6.4000 37.97 0.033485 0.034557 0.035662 0.036804 0.037981 12.29 13.09 Federal Home Loan Banks 31339XDQ4 06/16/03 06/16/33 15.554 0.000 6.3000 38.22 0.033820 0.034885 0.035984 0.037117 0.038286 12.40 13.19 Federal Home Loan Banks 31339XGE8 06/16/03 06/16/33 15.967 0.000 6.2099 38.62 0.034117 0.035176 0.036268 0.037394 0.038555 12.50 13.29 Federal Home Loan Banks 31339XKS2 06/23/03 06/23/28 23.714 0.000 5.8400 53.31 0.047056 0.048430 0.049845 0.051300 0.052798 17.21 18.23 Federal Home Loan Banks 31339XKT0 06/19/03 06/19/18 100.000 VARIES 3.1035 0.083217 0.082762 0.082301 0.081832 0.081356 29.87 29.53 Federal Home Loan Banks 31339XMN1 06/18/03 06/18/18 44.966 0.000 5.4000 93.25 0.081278 0.083472 0.085726 0.088041 0.090418 29.71 31.34 Federal Home Loan Banks 31339XMW1 06/26/03 06/26/23 31.870 0.000 5.8000 70.92 0.062722 0.064541 0.066412 0.068338 0.070320 22.93 24.27 Federal Home Loan Banks 31339XN42 06/26/03 06/26/08 100.000 VARIES 3.0378 0.085871 0.085515 0.085010 30.85 14.88 Federal Home Loan Banks 31339XQ72 07/03/03 07/03/23 32.181 0.000 5.7500 70.50 0.060930 0.062682 0.064484 0.066338 0.068245 22.88 24.22 Federal Home Loan Banks 31339XRT3 06/30/03 06/30/23 33.134 0.000 5.6000 70.72 0.062534 0.064285 0.066084 0.067935 0.069837 22.83 24.13 Federal Home Loan Banks 31339XSM7 07/02/03 07/02/18 100.000 VARIES 2.9907 0.080337 0.079856 0.079368 0.078872 0.078369 28.66 28.30 Federal Home Loan Banks 31339XUQ5 06/30/03 07/02/18 46.694 0.000 5.1400 90.85 0.077656 0.079652 0.081699 0.083798 0.085952 29.04 30.55 Federal Home Loan Banks 31339Y4A7 07/16/03 07/16/18 100.000 VARIES 2.9616 0.079608 0.079141 0.078668 0.078188 0.077700 28.42 28.07 Federal Home Loan Banks 31339YBR2 07/07/03 07/07/23 32.181 0.000 5.7500 70.26 0.060930 0.062682 0.064484 0.066338 0.068245 22.87 24.20 Federal Home Loan Banks 31339YMR0 07/28/03 07/28/23 30.656 0.000 5.9999 68.82 0.061008 0.062838 0.064723 0.066665 0.068664 22.86 24.25 Federal Home Loan Banks 31339YPD8 07/29/03 07/29/19 39.750 0.000 5.8499 86.74 0.076791 0.079037 0.081349 0.083728 0.086177 28.74 30.45 Federal Home Loan Banks 31339YQP0 08/07/03 08/07/08 100.000 VARIES 2.7564 0.036721 0.036653 0.036584 0.035748 13.15 7.75 Federal Home Loan Banks 3133M2JB4 12/18/97 12/18/12 33.623 0.000 7.4000 312.13 0.132918 0.137836 0.142936 0.148225 0.153709 48.87 52.55 Federal Home Loan Banks 3133M4JQ7 06/05/98 06/05/28 12.678 0.000 7.0041 101.98 0.044284 0.045834 0.047440 0.049101 0.050820 16.30 17.47 Federal Home Loan Banks 3133M4T86 07/07/98 07/07/28 13.648 0.000 6.7499 103.22 0.043523 0.044992 0.046510 0.048080 0.049703 16.45 17.58 Federal Home Loan Banks 3133M5ER7 09/08/98 09/08/28 13.727 0.000 6.7301 100.76 0.043579 0.045045 0.046561 0.048128 0.049747 16.29 17.40 Federal Home Loan Banks 3133M5LN8 09/18/98 09/18/28 13.928 0.000 6.6800 100.83 0.043718 0.045178 0.046687 0.048247 0.049858 16.31 17.41 Federal Home Loan Banks 3133M5QZ6 09/29/98 09/29/28 14.934 0.000 6.4399 102.71 0.044358 0.045787 0.047261 0.048783 0.050354 16.49 17.57 Federal Home Loan Banks 3133M95W8 07/13/99 07/13/29 12.331 0.000 7.0999 84.30 0.039633 0.041040 0.042496 0.044005 0.045567 15.00 16.09 Federal Home Loan Banks 3133M9CD2 08/17/99 08/17/29 11.806 0.000 7.2501 81.55 0.039144 0.040562 0.042033 0.043557 0.045136 14.73 15.82 Federal Home Loan Banks 3133MCF83 10/27/00 04/27/10 79.882 0.000 N/A 0.026309 0.019697 0.020324 0.016004 0.016513 7.90 6.30 Federal Home Loan Banks 3133MLRW7 02/22/02 02/22/07 100.000 VARIES 4.7828 0.134297 6.85 Federal Home Loan Banks 3133MQDM3 08/05/02 08/05/08* 100.000 VARIES 4.1772 0.119011 0.118560 14.72* Federal Home Loan Banks 3133MS3B4 09/19/02 09/14/07 84.850 0.000 3.3220 128.64 0.089289 0.090772 22.86 Federal Home Loan Banks 3133MSHD5 10/17/02 10/19/09 76.775 0.000 3.8083 132.04 0.094468 0.096267 0.098100 0.099968 0.101871 34.59 35.92 Federal Home Loan Banks 3133MSHE3 10/17/02 10/19/09 76.745 0.000 3.8140 132.20 0.094593 0.096397 0.098235 0.100109 0.102018 34.64 35.97 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133MSRX0 10/15/02 10/05/07 85.446 0.000 3.1883 121.78 0.085806 0.087174 23.76 Federal Home Loan Banks 3133MSYC8 11/05/02 11/05/32 14.255 0.000 6.6001 44.18 0.033886 0.035004 0.036159 0.037353 0.038585 12.53 13.37 Federal Home Loan Banks 3133MTES3 11/15/02 11/15/32 13.648 0.000 6.7499 43.04 0.033373 0.034499 0.035664 0.036867 0.038112 12.32 13.17 Federal Home Loan Banks 3133MUP74 12/27/02 12/27/32 15.241 0.000 6.3699 43.59 0.034656 0.035760 0.036899 0.038074 0.039287 12.68 13.50 Federal Home Loan Banks 3133MUSN6 01/13/03 01/13/33 14.675 0.000 6.5001 42.39 0.033146 0.034223 0.035336 0.036484 0.037670 12.49 13.32 Federal Home Loan Banks 3133MW7G0 03/03/03 03/03/08 100.000 VARIES 3.2123 0.090717 0.090362 0.089860 32.49 5.57 Federal Home Loan Banks 3133MWGF2 03/05/03 03/05/07 100.000 VARIES 3.2164 0.090072 5.76 Federal Home Loan Banks 3133MWU90 03/24/03 03/24/08 100.000 VARIES 3.6243 0.102771 0.102272 0.101563 36.79 8.43 Federal Home Loan Banks 3133MXEJ4 04/01/03 04/01/33 14.977 0.000 6.4300 40.14 0.033384 0.034457 0.035565 0.036708 0.037889 12.41 13.22 Federal Home Loan Banks 3133MXWJ4 04/14/03 04/14/15 55.287 0.000 5.0000 111.35 0.091278 0.093560 0.095899 0.098297 0.100754 33.63 35.33 Federal Home Loan Banks 3133X16J1 09/29/03 09/29/10 100.000 VARIES 4.5679 0.073098 0.073202 0.073065 0.072683 0.072050 26.34 26.15 Federal Home Loan Banks 3133X1BR7 09/17/03 09/12/08 84.441 0.000 3.4206 99.68 0.088785 0.090304 0.091848 0.093419 32.57 23.34 Federal Home Loan Banks 3133X1DT1 10/06/03 10/06/08* 100.000 VARIES 3.4569 0.098098 0.097849 18.13* Federal Home Loan Banks 3133X4UM1 03/30/04 03/30/11* 100.000 VARIES 5.0004 0.135253 12.04* Federal Home Loan Banks 3133X4UW9 03/11/04 03/11/11* 100.000 VARIES 5.0058 0.135418 9.48* Federal Home Loan Banks 3133X4V65 03/10/04 03/10/08 100.000 VARIES 3.2987 0.050681 0.050302 0.049695 17.76 3.42 Federal Home Loan Banks 3133X4V81 03/09/04 01/23/09 100.000 1.560 N/A 0.050179 0.050035 0.049715 0.049214 0.048725 17.99 17.68 Federal Home Loan Banks 3133X5BL1 04/08/04 10/08/09* 100.000 VARIES 2.7208 0.075037 7.28* Federal Home Loan Banks 3133X5C30 04/08/04 04/08/09* 100.000 VARIES 2.6580 0.073186 7.10* Federal Home Loan Banks 3133X5FD5 03/18/04 03/18/09 100.000 VARIES 2.7977 0.077172 0.077059 0.077220 0.077383 0.077548 27.77 27.86 Federal Home Loan Banks 3133X5GD4 04/14/04 10/14/09* 100.000 VARIES 2.5545 0.070331 7.24* Federal Home Loan Banks 3133X5GW2 04/14/04 10/14/09* 100.000 VARIES 2.5677 0.070718 7.28* Federal Home Loan Banks 3133X5HB7 04/16/04 10/16/09* 100.000 VARIES 2.5545 0.070331 7.38* Federal Home Loan Banks 3133X5HN1 04/16/04 10/16/09* 100.000 VARIES 2.6111 0.071808 7.54* Federal Home Loan Banks 3133X5JF6 04/08/04 10/08/09* 100.000 VARIES 2.7339 0.075425 7.32* Federal Home Loan Banks 3133X5KQ0 03/25/04 03/25/09 100.000 VARIES 2.7853 0.076846 0.076736 0.076892 0.077050 0.077210 27.65 27.74 Federal Home Loan Banks 3133X5MR6 04/21/04 04/21/14* 100.000 VARIES 2.4268 0.066423 7.31* Federal Home Loan Banks 3133X5PZ5 04/23/04 04/23/13 100.000 VARIES 3.5104 0.096277 0.096017 0.095752 0.095482 0.095208 34.58 34.39 Federal Home Loan Banks 3133X5R59 04/22/04 10/22/09* 100.000 VARIES 2.6243 0.072195 8.01* Federal Home Loan Banks 3133X5SZ2 04/06/04 04/06/09 100.000 VARIES 2.6889 0.074002 0.073858 0.074063 0.074270 0.074481 26.62 26.74 Federal Home Loan Banks 3133X5VL9 04/23/04 04/23/14 100.000 VARIES 3.6511 0.100504 0.100310 0.100113 0.099913 0.099708 36.12 35.98 Federal Home Loan Banks 3133X5YM4 04/23/04 10/23/09* 100.000 VARIES 2.7166 0.074612 8.36* Federal Home Loan Banks 3133X63U8 04/26/04 10/26/09* 100.000 VARIES 2.7832 0.076325 8.78* Federal Home Loan Banks 3133X64C7 04/30/04 10/30/09* 100.000 VARIES 2.8800 0.078827 9.38* Federal Home Loan Banks 3133X64S2 04/30/04 10/30/09* 100.000 VARIES 2.8957 0.079250 9.43* Federal Home Loan Banks 3133X64Y9 04/15/04 04/15/09 100.000 VARIES 2.9488 0.080857 0.080636 0.080948 0.081265 0.081587 29.08 29.25 Federal Home Loan Banks 3133X65D4 04/28/04 04/28/09 100.000 VARIES 3.0683 0.084380 0.084545 0.084713 0.084884 0.085056 30.43 30.55 Federal Home Loan Banks 3133X6DJ2 04/23/04 10/23/09* 100.000 VARIES 2.9243 0.079985 8.96* Federal Home Loan Banks 3133X6P42 05/12/04 05/12/14* 100.000 VARIES 3.4919 0.095409 12.50* Federal Home Loan Banks 3133X8C75 09/03/04 03/03/10* 100.000 VARIES 3.4593 0.094988 0.094700 22.94* Federal Home Loan Banks 3133X8FZ0 09/03/04 09/03/13* 61.428 0.000 5.4884 82.57 0.104362 0.107226 25.77* ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133X8G22 09/09/04 03/09/10* 100.000 VARIES 3.4514 0.094991 0.094761 23.52* Federal Home Loan Banks 3133X9GW4 11/18/04 05/18/10 100.000 VARIES 3.6949 0.101993 0.101825 0.101653 0.101843 0.102036 36.67 36.65 Federal Home Loan Banks 3133X9HG8 11/24/04 05/24/10 100.000 VARIES 3.6376 0.100501 0.100359 0.100214 0.100374 0.100538 36.14 36.12 Federal Home Loan Banks 3133XAD95 01/12/05 01/12/07 93.670 0.000 3.2964 62.31 0.090084 .99 Federal Home Loan Banks 3133XBNM3 04/29/05 04/29/15 100.000 VARIES 4.6920 0.129620 0.129370 0.129114 0.128852 0.128584 46.59 46.40 Federal Home Loan Banks 3133XC6C2 06/30/05 06/30/20 100.000 VARIES 4.9759 0.051863 0.050907 0.050100 0.049273 0.048598 18.50 17.89 Federal Home Loan Banks 3133XEQJ1 02/24/06 02/24/11 100.000 VARIES 5.3280 0.147504 0.146994 0.146470 0.146672 0.146879 52.88 52.82 Federal Home Loan Banks 3133XERA9 02/23/06 03/07/07 100.000 0.000 4.8592 0.138519 9.14 Federal Home Loan Banks 3133XEYQ6 03/29/06 03/29/11 100.000 VARIES 5.4106 0.149664 0.149016 0.148351 0.148607 0.148870 53.64 53.50 Federal Home Loan Banks 3133XEZB8 03/28/06 03/28/11 100.000 VARIES 5.3280 0.147504 0.146994 0.146470 0.146672 0.146879 52.91 52.80 Federal Home Loan Banks 3133XF6G6 03/29/06 04/02/07 100.000 0.000 4.9745 0.141679 12.89 Federal Home Loan Banks 3133XFAB2 04/03/06 04/30/07 100.000 0.000 5.1495 0.147293 17.53 Federal Home Loan Banks 3133XFBZ8 04/18/06 05/18/07 100.000 0.000 5.1199 0.146485 20.07 Federal Home Loan Banks 3133XFD52 04/21/06 05/21/07 100.000 0.000 5.1384 0.147030 20.58 Federal Home Loan Banks 3133XFE51 05/05/06 06/05/07 100.000 0.000 5.1675 0.147887 22.77 Federal Home Loan Banks 3133XFET9 05/08/06 06/05/07 100.000 0.000 5.2174 0.149292 22.99 Federal Home Loan Banks 3133XFVN3 06/12/06 06/15/07 100.000 0.000 5.3272 0.151988 24.93 Federal Home Loan Banks 3133XFVP8 06/12/06 09/14/07 100.000 0.000 5.3154 0.149658 0.153636 38.58 Federal Home Loan Banks 3133XFWE2 06/29/06 06/29/26 25.257 0.000 7.0000 8.94 0.050830 0.052609 0.054451 0.056356 0.058329 18.63 19.95 Federal Home Loan Banks 3133XFXP6 07/07/06 08/07/07 100.000 0.000 5.4096 0.150945 0.155027 33.34 Federal Home Loan Banks 3133XGDT8 07/28/06 08/30/07 100.000 0.000 5.5439 0.156497 0.159048 37.55 Federal Home Loan Banks 3133XGGN8 08/14/06 08/14/36 12.331 0.000 7.0999 3.33 0.024319 0.025183 0.026077 0.027002 0.027961 9.15 9.81 Federal Home Loan Banks 3133XGND2 08/30/06 09/28/07 100.000 0.000 5.3719 0.149845 0.153870 40.73 Federal Home Loan Banks 3133XGNN0 08/30/06 09/04/07 100.000 0.000 5.3266 0.148051 0.151994 36.69 Federal Home Loan Banks 3133XH2J0 09/28/06 11/15/07 100.000 0.000 5.1599 0.144298 0.148021 45.98 Federal Home Loan Banks 3133XHAL6 09/29/06 10/26/07 100.000 0.000 5.3143 0.148209 0.152147 44.43 Federal Home Loan Banks 3133XHB68 09/29/06 10/26/07 100.000 0.000 5.3143 0.148209 0.152147 44.43 Federal Home Loan Banks 3133XJ3E6 12/12/06 02/01/08 100.000 0.000 4.9619 0.137832 0.138763 0.142205 50.44 4.27 Federal Home Loan Banks 3133XJDZ8 12/19/06 01/15/08 100.000 0.000 5.2760 0.146558 0.147116 0.150997 53.60 2.11 Federal Home Loan Banks 3133XJE20 12/21/06 01/15/08* 100.000 0.000 N/A 0.145777 0.146287 24.86* Federal Home Loan Banks 3133XJKZ0 01/09/07 04/09/08 100.000 0.000 5.0474 0.140207 0.141976 0.145559 50.11 14.26 Federal Home Loan Banks 3133XJNF1 01/19/07 02/12/08* 100.000 0.000 N/A 0.147004 0.147501 0.151404 40.08* Federal Home Loan Banks 3133XJNN4 01/17/07 02/13/08 100.000 0.000 5.3148 0.147635 0.148202 0.152140 51.51 6.39 Federal Home Loan Banks 3133XJTY4 02/02/07 02/29/08* 100.000 0.000 N/A 0.146206 0.144369 0.149818 39.80* Federal Home Loan Banks 3133XJYH5 02/21/07 03/17/08* 100.000 VARIES 5.3145 0.147627 0.148193 12.88* Federal Home Loan Banks 3133XJZW1 03/15/07 08/28/08 100.000 0.000 5.1125 0.142015 0.145303 0.149017 41.02 35.11 Federal Home Loan Banks 3133XK4D4 03/06/07 04/11/08 100.000 0.000 4.9376 0.137156 0.137814 0.141216 40.90 14.12 Federal Home Loan Banks 3133XK6Y6 03/14/07 04/09/08 100.000 0.000 5.2959 0.147110 0.147651 0.151561 42.68 14.85 Federal Home Loan Banks 3133XK7E9 03/14/07 04/09/08 100.000 0.000 5.3153 0.147649 0.148194 0.152132 42.84 14.91 Federal Home Loan Banks 3133XKFP5 04/27/07 04/27/22 100.000 VARIES 5.4093 0.150259 0.149045 0.147798 0.146518 36.59 53.27 Federal Home Loan Banks 3133XKGN9 04/10/07 04/30/08* 100.000 0.000 N/A 0.143678 0.144091 25.93* ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133XKGY5 04/11/07 05/05/08* 100.000 0.000 N/A 0.146989 0.147508 26.54* Federal Home Loan Banks 3133XKLH6 04/19/07 05/19/08 100.000 0.000 5.1288 0.142468 0.143077 0.146746 36.19 20.25 Federal Home Loan Banks 3133XKLW3 05/01/07 05/30/08 100.000 0.000 5.0477 0.140216 0.140786 0.144340 33.88 21.51 Federal Home Loan Banks 3133XKSN6 05/17/07 05/29/08 100.000 0.000 5.0937 0.141494 0.141734 0.145344 31.86 21.51 Federal Home Loan Banks 3133XKZL2 05/25/07 06/02/08 100.000 0.000 5.2033 0.144539 0.144685 0.148449 31.36 22.42 Federal Home Loan Banks 3133XL3U5 05/29/07 06/02/08 100.000 0.000 5.1958 0.144328 0.144391 0.148142 30.72 22.37 Federal Home Loan Banks 3133XL4J9 05/29/07 06/02/08 100.000 0.000 5.2006 0.144462 0.144525 0.148283 30.75 22.39 Federal Home Loan Banks 3133XLCW1 06/18/07 12/18/08 100.000 0.000 5.2129 0.144804 0.148578 0.152451 28.00 52.25 Federal Home Loan Banks 3133XLEC3 06/13/07 06/10/11 79.498 0.000 5.8311 0.128764 0.132460 0.136322 0.140296 25.57 48.55 Federal Home Loan Banks 3133XLGA5 06/18/07 07/18/08 100.000 0.000 5.2838 0.146772 0.147419 0.151313 28.43 29.74 Federal Home Loan Banks 3133XLGC1 06/18/07 07/18/08 100.000 0.000 5.2860 0.146025 0.144273 0.149714 28.47 29.70 Federal Home Loan Banks 3133XLSB0 07/27/07 07/27/37 12.331 0.000 7.0999 0.024319 0.025183 0.026077 3.75 9.18 Federal Home Loan Banks 3133XLTU7 07/30/07 07/30/37 11.807 0.000 7.2499 0.023778 0.024640 0.025533 3.59 8.98 Federal Home Loan Banks 3133XLUT8 08/07/07 08/15/08 100.000 0.000 5.1405 0.142793 0.142956 0.146631 20.58 32.68 Federal Home Loan Banks 3133XLV26 08/09/07 08/11/08 100.000 0.000 5.1622 0.143397 0.143438 0.147141 20.37 32.22 Federal Home Loan Banks 3133XMBZ3 09/11/07 03/11/10 100.000 VARIES 5.3243 0.147899 0.147562 0.147216 16.27 53.11 Federal Home Loan Banks 3133XMC25 09/17/07 03/17/10 100.000 VARIES 5.3326 0.148130 0.147784 0.147429 15.41 53.19 Federal Home Loan Banks 3133XMCN9 09/24/07 10/08/08 100.000 0.000 4.7375 0.131598 0.131840 0.134963 12.79 37.08 Federal Home Loan Banks 3133XMK26 10/02/07 10/28/08 100.000 0.000 4.7080 0.130779 0.131224 0.134313 11.67 39.53 Federal Home Loan Banks 3133XMKX8 10/16/07 10/28/08 100.000 0.000 4.7140 0.130945 0.131151 0.134242 9.83 39.51 Federal Home Loan Banks 3133XMTG6 10/30/07 10/28/11 100.000 VARIES 4.5881 0.127449 0.127001 0.126537 7.77 45.74 Federal Home Loan Banks 3133XMUN9 11/01/07 11/28/08 100.000 0.000 4.5181 0.125503 0.125929 0.128773 7.54 41.69 Federal Home Loan Banks 3133XMUU3 11/05/07 11/28/08 100.000 0.000 4.5097 0.125272 0.125633 0.128466 7.03 41.59 Federal Home Loan Banks 3133XMVF5 11/02/07 11/28/08 100.000 0.000 4.5087 0.125244 0.125652 0.128485 7.40 41.60 Federal Home Loan Banks 3133XMVJ7 11/05/07 11/28/08 100.000 0.000 4.5098 0.125274 0.125635 0.128468 7.03 41.59 Federal Home Loan Banks 3133XMW56 11/07/07 11/28/08 100.000 0.000 4.5106 0.125295 0.125625 0.128458 6.78 41.59 Federal Home Loan Banks 3133XMXA4 11/09/07 12/02/08 100.000 0.000 4.5098 0.125274 0.125635 0.128468 6.52 42.10 Federal Home Loan Banks 3133XMZ53 11/08/07 11/28/08 100.000 0.000 4.4914 0.124761 0.125073 0.127882 6.62 41.40 Federal Home Loan Banks 3133XN4Y2 11/23/07 12/08/08 100.000 0.000 4.4445 0.123461 0.123690 0.126438 4.70 42.18 Federal Home Loan Banks 3133XNAN9 11/27/07 12/15/08 100.000 0.000 4.4142 0.122617 0.122888 0.125600 4.17 42.76 Freddie Mac 3134A12K5 02/04/98 02/04/28 13.067 0.000 6.8999 108.47 0.044580 0.046118 0.047709 0.049355 0.051057 16.79 17.96 Freddie Mac 3134A1BU3 09/25/96 06/01/16 23.214 0.000 7.5580 265.19 0.103759 0.107680 0.111749 0.115972 0.120355 38.30 41.25 Freddie Mac 3134A1CT5 10/21/96 09/15/16 23.550 0.000 7.3996 258.58 0.099391 0.103068 0.106882 0.110836 0.114937 37.24 40.04 Freddie Mac 3134A1DL1 11/01/96 02/01/16 25.038 0.000 7.3237 269.97 0.102723 0.106485 0.110384 0.114426 0.118616 38.81 41.70 Freddie Mac 3134A1FK1 11/20/96 09/03/19 20.641 0.000 7.0454 209.49 0.079557 0.082359 0.085261 0.088264 0.091373 29.82 31.96 Freddie Mac 3134A1H60 10/22/97 06/03/24 16.813 0.000 6.8126 143.15 0.058596 0.060592 0.062655 0.064790 0.066997 21.57 23.06 Freddie Mac 3134A1HH6 12/23/96 12/01/15 26.483 0.000 7.1396 270.20 0.105482 0.109247 0.113147 0.117186 0.121370 38.88 41.71 Freddie Mac 3134A1HU7 12/27/96 12/02/19 19.720 0.000 7.2067 203.48 0.079747 0.082621 0.085598 0.088682 0.091878 29.40 31.55 Freddie Mac 3134A1JD3 12/31/96 12/01/14 28.804 0.000 7.0673 289.05 0.112629 0.116609 0.120729 0.124995 0.129412 41.51 44.49 Freddie Mac 3134A1MX5 02/12/97 02/01/14 30.030 0.000 7.2159 304.99 0.117786 0.122036 0.126439 0.131001 0.135727 44.47 47.73 Freddie Mac 3134A1MY3 02/12/97 02/01/20 19.238 0.000 7.3061 198.74 0.077031 0.079845 0.082762 0.085785 0.088919 29.10 31.26 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134A1MZ0 02/12/97 03/01/16 25.716 0.000 7.2560 263.21 0.102407 0.106123 0.109973 0.113963 0.118097 38.44 41.28 Freddie Mac 3134A1NA4 02/12/97 01/02/19 20.877 0.000 7.2857 214.84 0.082734 0.085748 0.088872 0.092109 0.095465 31.43 33.76 Freddie Mac 3134A1X39 12/11/97 06/01/15 33.207 0.000 6.4099 255.97 0.104146 0.107483 0.110928 0.114483 0.118152 38.30 40.79 Freddie Mac 3134A2EX2 05/22/98 05/22/28 12.511 0.000 7.0499 102.07 0.044151 0.045708 0.047319 0.048987 0.050714 16.30 17.47 Freddie Mac 3134A2FE3 06/02/98 06/02/28 12.879 0.000 6.9499 102.69 0.044439 0.045983 0.047581 0.049234 0.050945 16.37 17.52 Freddie Mac 3134A2FR4 06/09/98 06/09/28 12.602 0.000 7.0249 101.58 0.044224 0.045777 0.047385 0.049049 0.050772 16.27 17.43 Freddie Mac 3134A2G77 12/28/98 11/15/28 20.230 0.000 5.4198 108.19 0.046424 0.047682 0.048974 0.050301 0.051664 17.06 17.99 Freddie Mac 3134A2GC6 06/05/98 06/05/28 12.804 0.000 6.9700 102.34 0.044381 0.045928 0.047529 0.049185 0.050899 16.34 17.50 Freddie Mac 3134A2GJ1 06/12/98 06/12/28 12.712 0.000 6.9949 101.77 0.044310 0.045860 0.047464 0.049124 0.050842 16.29 17.45 Freddie Mac 3134A2HF8 06/30/98 11/24/14 38.078 0.000 5.9744 247.46 0.103625 0.106720 0.109908 0.113191 0.116573 38.09 40.40 Freddie Mac 3134A2HG6 06/30/98 12/11/25 19.896 0.000 5.9699 129.16 0.054233 0.055852 0.057519 0.059236 0.061004 19.88 21.09 Freddie Mac 3134A2NQ7 07/30/98 08/15/14 37.992 0.000 6.1246 251.52 0.104998 0.108213 0.111527 0.114943 0.118463 39.27 41.71 Freddie Mac 3134A2QA9 09/08/98 09/08/28 14.152 0.000 6.6250 101.82 0.043869 0.045322 0.046823 0.048374 0.049977 16.39 17.49 Freddie Mac 3134A2QP6 09/18/98 09/18/28 14.078 0.000 6.6431 101.20 0.043819 0.045275 0.046779 0.048333 0.049938 16.34 17.45 Freddie Mac 3134A3D29 09/09/99 08/15/27 14.928 0.000 6.9258 96.34 0.046048 0.047643 0.049293 0.051000 0.052766 17.31 18.52 Freddie Mac 3134A3ZJ8 09/14/99 09/14/29 12.656 0.000 7.0101 82.71 0.039920 0.041319 0.042767 0.044266 0.045818 14.93 15.99 Freddie Mac 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 6.2410 89.32 0.042177 0.043493 0.044851 0.046250 0.047694 15.47 16.45 Fannie Mae 31359MEL3 01/29/99 06/01/17 34.790 0.000 5.8405 201.12 0.088640 0.091229 0.093893 0.096635 0.099457 32.53 34.46 Fannie Mae 31359MZQ9 12/21/05 03/21/10 83.248 0.000 N/A 0.109876 0.109655 0.109429 0.109198 39.52 39.35 Fannie Mae 31364KF21 12/21/00 12/28/07 78.513 0.000 N/A 0.048315 0.048492 17.28 Fannie Mae 31364KSS0 08/17/00 08/17/12 60.070 2.000 6.9636 171.47 0.091438 0.094622 0.097916 0.101326 0.104854 34.36 36.79 Fannie Mae 3136F12V1 06/21/02 06/15/07 80.050 0.000 4.5153 179.38 0.122656 20.12 Fannie Mae 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 6.2082 60.10 0.038560 0.039757 0.040991 0.042264 0.043576 14.35 15.25 Fannie Mae 3136F1KN9 01/29/02 02/01/09 87.729 0.000 N/A 0.017063 0.017042 0.013724 0.013706 0.010236 5.64 4.41 Fannie Mae 3136F1MG2 02/08/02 01/31/07 78.566 0.000 4.9023 210.48 0.132919 3.85 Fannie Mae 3136F2B31 12/20/02 12/30/32 19.252 0.000 5.5626 47.65 0.037106 0.038138 0.039198 0.040289 0.041409 13.55 14.31 Fannie Mae 3136F2B49 12/20/02 12/28/07 84.684 0.000 3.3375 120.87 0.089692 0.091189 32.29 Fannie Mae 3136F2C63 12/24/02 12/30/09 76.570 0.000 3.8410 126.53 0.095187 0.097015 0.098878 0.100778 0.102713 34.60 35.94 Fannie Mae 3136F2C71 12/24/02 12/28/07 85.056 0.000 3.2561 117.92 0.087575 0.089001 31.52 Fannie Mae 3136F2FZ6 09/04/02 09/15/07 85.596 0.000 N/A 0.074434 0.072900 18.63 Fannie Mae 3136F2KY3 09/19/02 09/14/07 84.258 0.000 3.4648 133.60 0.092996 0.094607 23.82 Fannie Mae 3136F2NT1 10/15/02 10/05/07 85.661 0.000 3.1369 120.01 0.084467 0.085792 23.38 Fannie Mae 3136F2W20 01/30/03 01/22/08 84.961 0.000 3.3009 116.35 0.087299 0.088739 0.090204 32.15 1.89 Fannie Mae 3136F3LA2 04/04/03 10/03/33 20.285 0.000 5.2999 43.88 0.035858 0.036809 0.037784 0.038785 0.039813 13.25 13.96 Fannie Mae 3136F3QM1 04/28/03 04/22/08 85.266 0.000 3.2241 106.39 0.085365 0.086741 0.088140 31.17 9.78 Fannie Mae 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 N/A 0.037347 0.038245 0.039164 0.040105 0.041069 13.64 14.30 Fannie Mae 3136F4R55 01/07/04 12/15/34 18.268 0.000 5.5708 32.55 0.033224 0.034150 0.035101 0.036079 0.037084 12.16 12.84 Fannie Mae 3136F5NZ0 04/01/04 04/01/07 93.380 0.000 2.2961 60.52 0.063059 5.68 Fannie Mae 3136F5XH9 05/04/04 05/04/07 90.900 0.000 3.2057 80.22 0.087644 10.78 Fannie Mae 3136F66E4 05/13/05 02/15/09 98.144 3.600 4.1385 7.73 0.013503 0.013782 0.014067 0.014358 0.014656 4.99 5.20 Fannie Mae 3136F6E62 03/01/05 05/01/10 92.689 0.000 N/A 0.037382 0.035377 0.026555 0.026329 0.026063 12.45 9.49 Fannie Mae 3136F6G86 02/24/05 02/15/15 63.549 0.000 4.5968 55.87 0.086773 0.088768 0.090808 0.092895 0.095030 32.15 33.64 Fannie Mae 3136F6GT0 10/05/04 12/28/07 90.250 0.000 3.1998 66.51 0.086108 0.087485 30.99 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 3136F75Q6 11/14/06 11/14/36 12.693 0.000 7.0001 1.16 0.024681 0.025545 0.026439 0.027365 0.028322 9.12 9.77 Fannie Mae 3136F75W3 11/03/06 12/01/11 78.531 0.000 4.8158 6.10 0.105447 0.107986 0.110586 0.113249 0.115976 38.57 40.45 Fannie Mae 3136F7B55 05/09/06 11/28/08 87.740 0.000 5.1884 29.52 0.130090 0.133465 0.136927 0.140480 47.67 45.41 Fannie Mae 3136F7DC8 06/29/05 12/01/10 87.017 0.000 N/A 0.096499 0.087252 0.069080 0.063759 0.053487 32.25 23.44 Fannie Mae 3136F7H75 06/27/06 06/27/36 11.469 0.000 7.3502 4.31 0.024277 0.025170 0.026095 0.027054 0.028048 8.91 9.57 Fannie Mae 3136F7J24 06/27/06 06/27/36 11.807 0.000 7.2499 4.38 0.024640 0.025533 0.026458 0.027417 0.028411 9.04 9.71 Fannie Mae 3136F7J73 06/16/06 07/10/11 84.228 0.000 N/A 0.119539 0.112553 0.105431 0.098174 0.090722 39.36 34.13 Fannie Mae 3136F7M53 06/30/06 06/30/36 11.637 0.000 7.3000 4.27 0.024459 0.025351 0.026277 0.027236 0.028230 8.97 9.63 Fannie Mae 3136F7M61 07/10/06 07/10/36 10.982 0.000 7.5002 3.91 0.022880 0.023738 0.024628 0.025552 0.026510 8.69 9.35 Fannie Mae 3136F7MB0 11/17/05 06/07/12 73.724 0.000 4.7041 39.54 0.101185 0.103565 0.106001 0.108495 0.111047 36.97 38.73 Fannie Mae 3136F7NJ2 11/15/05 02/28/14 67.000 0.000 4.8887 37.67 0.094009 0.094736 0.098119 0.099424 0.103543 34.95 36.82 Fannie Mae 3136F7NM5 11/15/05 11/15/30 26.938 0.000 5.3159 16.44 0.041921 0.043035 0.044179 0.045353 0.046559 15.40 16.23 Fannie Mae 3136F7NQ6 11/17/05 03/10/10 81.307 0.000 4.8534 45.07 0.113986 0.116752 0.119586 0.122488 0.125460 42.15 44.23 Fannie Mae 3136F7P35 07/03/06 05/30/08 90.240 0.000 5.4516 24.42 0.139698 0.143506 0.147417 51.22 21.97 Fannie Mae 3136F7PA9 11/28/05 06/10/08 88.990 0.000 4.6571 45.91 0.120734 0.123546 0.126423 44.09 20.10 Fannie Mae 3136F7PG6 12/05/05 06/10/10 80.940 0.000 4.7398 41.72 0.111752 0.114400 0.117111 0.119887 0.122728 40.82 42.78 Fannie Mae 3136F7Q34 07/14/06 10/31/14 63.950 0.000 5.4603 16.39 0.098571 0.101262 0.104027 0.106867 0.109784 36.30 38.31 Fannie Mae 3136F7QP5 12/22/05 10/31/07 91.770 0.000 4.6794 44.67 0.124110 0.127014 37.63 Fannie Mae 3136F7QX8 01/06/06 10/10/13 69.750 0.000 4.6951 32.76 0.094246 0.096458 0.098723 0.101040 0.103412 34.69 36.34 Fannie Mae 3136F7UM7 02/22/06 10/01/12 96.825 4.318 4.8859 3.58 0.011808 0.012097 0.012392 0.012695 0.013005 4.36 4.57 Fannie Mae 3136F8BF1 12/12/06 12/12/36 14.464 0.000 6.5499 .50 0.026316 0.027178 0.028068 0.028988 0.029937 9.66 10.31 Fannie Mae 3136F8JD8 03/16/07 05/31/13 74.650 0.000 4.7639 0.098777 0.099765 0.102142 0.104575 0.107066 28.53 37.36 Fannie Mae 3136F8JY2 03/30/07 04/10/13 75.160 0.000 4.7935 0.100037 0.100212 0.102614 0.105073 0.107592 27.35 37.79 Fannie Mae 3136F8KC8 04/02/07 01/29/10 87.515 0.000 4.7745 0.116066 0.117870 0.120683 0.123565 31.50 43.81 Fannie Mae 3136F8LJ2 05/16/07 10/01/29 60.778 0.000 N/A 0.085692 0.082848 0.082804 0.080367 19.02 29.59 Fannie Mae 3136F8LW3 05/03/07 06/01/15 75.398 0.000 N/A 0.104245 0.098768 0.098609 0.095305 0.095123 23.66 34.80 Fannie Mae 3136F8MZ5 05/22/07 07/15/08 94.320 0.000 5.1478 0.134126 0.132955 0.137876 29.85 26.95 Fannie Mae 3136F8NZ4 06/11/07 12/10/14 66.600 0.000 5.4956 0.101667 0.104448 0.107318 0.110267 20.39 38.24 Fannie Mae 3136F8QH1 07/11/07 02/28/14 69.767 0.000 5.4960 0.104185 0.106143 0.107875 0.112676 18.37 39.97 Fannie Mae 3136F8QL2 07/19/07 10/29/10 84.360 0.000 5.2540 0.123115 0.124918 0.128199 0.131567 20.06 45.97 Fannie Mae 3136F8QM0 07/30/07 07/30/37 12.693 0.000 7.0001 0.024681 0.025545 0.026439 3.73 9.31 Fannie Mae 3136F8RD9 08/09/07 04/10/12 79.420 0.000 4.9945 0.110172 0.111117 0.113892 0.116736 15.72 40.96 Fannie Mae 3136F8SE6 08/29/07 06/30/10 87.435 0.000 4.7840 0.116188 0.118075 0.120900 0.123792 14.29 43.02 Fannie Mae 3136F8SH9 09/07/07 07/31/09 91.845 0.000 4.5334 0.113139 0.116445 0.117790 13.12 42.73 Fannie Mae 3136F8UT0 11/06/07 05/01/14 95.257 0.000 N/A 0.119275 0.026563 0.026527 6.56 12.95 Fannie Mae 3136F8XP5 11/20/07 07/10/12 82.235 0.000 4.2600 0.097300 0.097889 0.099974 3.99 35.59 Fannie Mae 3136F8YZ2 12/13/07 02/15/12 85.070 0.000 3.9122 0.092438 0.093072 0.094893 1.66 33.73 Financial Federal Corp 317492AE6 04/12/04 04/15/34 100.000 VARIES 7.3755 0.234628 0.241232 0.248079 0.255179 0.262541 86.68 91.69 Financial Federal Corp 317492AF3 04/12/04 04/15/34 100.000 VARIES 7.3755 0.234628 0.241232 0.248079 0.255179 0.262541 86.68 91.69 The Finova Group Inc. 317928AA7 08/22/01 11/15/09 76.270 7.500 N/A 0.164294 0.160758 0.164972 0.174297 0.179451 58.54 61.73 First Data Corporation 319963AN4 10/24/07 09/24/15 94.796 9.875 10.8718 0.011974 0.012517 0.013197 .80 4.53 First Data Corporation 319963AP9 10/24/07 09/24/15 94.796 9.875 10.8718 0.011974 0.012517 0.013197 .80 4.53 First Hrzn Pharma Corp. 32051KAA4 03/08/04 03/08/24 100.000 VARIES 9.1500 0.305691 0.317453 0.329752 0.342614 0.356065 114.88 124.00 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ First Hrzn Pharma Corp. 32051KAB2 03/08/04 03/08/24 100.000 VARIES 9.1500 0.305691 0.317453 0.329752 0.342614 0.356065 114.88 124.00 First Hrzn Pharma Corp. 32051KAC0 03/08/04 03/08/24 100.000 VARIES 9.1500 0.305691 0.317453 0.329752 0.342614 0.356065 114.88 124.00 Frnkln & Hamltn HSD #103 35241RAE5 03/15/06 11/01/10 76.493 0.000 5.8733 36.14 0.129426 0.133227 0.137139 0.141167 0.145312 47.74 50.59 Frnkln & Hamltn HSD #103 35241RAF2 03/15/06 11/01/11 71.698 0.000 5.9985 34.60 0.123995 0.127714 0.131544 0.135490 0.139554 45.76 48.55 Franklin Cnty SD #47 352730CF0 02/15/07 12/01/13 68.938 0.000 5.5487 0.106256 0.107992 0.110988 0.114067 0.117232 34.03 40.70 Franklin Cnty SD #47 352730CG8 02/15/07 12/01/14 65.167 0.000 5.5688 0.100806 0.102459 0.105312 0.108245 0.111259 32.29 38.62 Franklin Cnty SD #47 352730CH6 02/15/07 12/01/15 61.525 0.000 5.5989 0.095683 0.097266 0.099989 0.102788 0.105666 30.65 36.67 Franklin Cnty SD #47 352730CJ2 02/15/07 12/01/16 57.942 0.000 5.6491 0.090920 0.092436 0.095047 0.097731 0.100492 29.13 34.86 Fremont Genl Fin I 356905208 03/06/96 03/31/26 100.000 9.000 8.9999 0.247253 0.245902 0.245902 0.245902 0.247253 89.87 90.13 Community College 534 IL 360395DF1 06/13/05 12/01/07 103.900 VARIES 4.2735 0.120637 0.119683 39.64 GGP Limited Partnership 36170XAA3 04/16/07 04/15/12 98.000 3.980 4.4305 0.009889 0.010107 0.010331 0.010618 2.59 3.78 Gabelli Asset Management 36239YAA0 02/06/02 02/17/07 100.000 VARIES 6.8583 0.191574 8.81 GATX Financial Corp. 36804PAC0 10/25/04 06/15/11 95.703 6.273 7.0956 12.01 0.016697 0.017290 0.017903 0.018538 0.019196 6.14 6.58 GATX Financial Corp. 36804PAD8 10/25/04 06/15/11 95.703 6.273 7.0956 12.01 0.016697 0.017290 0.017903 0.018538 0.019196 6.14 6.58 GATX Financial Corp. 36804PAE6 10/25/04 06/15/11 95.703 6.273 7.0956 12.01 0.016697 0.017290 0.017903 0.018538 0.019196 6.14 6.58 General Electric Capital 36962FTF3 04/14/94 04/01/08 99.800 VARIES 7.2406 0.203616 0.202816 0.201988 73.01 18.18 General Mills, Inc. 370334AT1 10/28/02 10/28/22* 67.165 VARIES N/A 0.163625 18.65* General Mills, Inc. 370334AU8 10/28/02 10/28/22* 67.165 VARIES N/A 0.163625 18.65* GMAC 37042FDA3 01/16/97 01/15/07 50.115 0.000 7.0311 496.21 0.188677 2.64 GMAC 37042FDC9 01/16/97 01/15/12 34.258 0.000 7.2720 355.18 0.136375 0.141334 0.146473 0.151799 0.157318 51.66 55.49 GMAC 37042FMH8 09/30/97 09/15/07 52.157 0.000 6.6439 433.49 0.172877 0.178620 44.94 General Motors Corp. 370442AT2 03/20/96 03/15/36 19.874 VARIES 8.0787 0.102331 0.106464 0.110765 0.115239 0.119894 38.48 41.65 Globe Holdings, Inc. 379432AA5 08/06/98 08/01/09 49.672 VARIES 14.2895 0.394205 0.394585 0.394992 0.395428 0.395895 142.10 142.41 Globe Holdings, Inc. 379432AB3 08/06/98 08/01/09 49.672 VARIES 14.2895 0.394205 0.394585 0.394992 0.395428 0.395895 142.10 142.41 Globe Holdings, Inc. 379432AC1 08/06/98 08/01/09 49.672 VARIES 14.2895 0.394205 0.394585 0.394992 0.395428 0.395895 142.10 142.41 Globe Holdings, Inc. 379432AD9 08/06/98 08/01/09 49.672 VARIES 14.2895 0.394205 0.394585 0.394992 0.395428 0.395895 142.10 142.41 Globe Holdings, Inc. 379432AE7 08/06/98 08/01/09 49.672 VARIES 14.2895 0.394205 0.394585 0.394992 0.395428 0.395895 142.10 142.41 Globe Holdings, Inc. 379432AF4 08/06/98 08/01/09 49.672 VARIES 14.2895 0.394205 0.394585 0.394992 0.395428 0.395895 142.10 142.41 Goldman Sachs Group,Inc. 38141G310 04/21/03 04/18/08 100.000 0.000 3.7499 0.118595 0.120819 0.123084 43.42 13.17 Goldman Sachs Group,Inc. 38141GAJ3 01/13/00 01/13/07 100.000 0.500 7.6799 0.339398 4.07 Goldman Sachs Group,Inc. 38141GAM6 03/22/00 03/22/07 99.000 0.250 7.8629 0.352452 28.55 Goldman Sachs Group,Inc. 38141GAS3 07/25/01 10/26/07 90.813 VARIES 6.1001 0.205568 0.211414 61.69 Goldman Sachs Group,Inc. 38141GAX2 01/12/01 01/12/08 100.000 0.250 6.6999 0.264382 0.273006 0.281919 99.69 3.10 Goldman Sachs Group,Inc. 38141GAY0 01/16/01 01/16/08 100.000 0.250 6.9299 0.276844 0.286196 0.295872 104.49 4.44 Goldman Sachs Group,Inc. 38141GBB9 02/23/01 02/23/08 100.000 1.000 6.7050 0.255541 0.263177 0.271069 95.36 14.10 Goldman Sachs Group,Inc. 38141GBC7 05/17/01 05/17/08 100.000 0.000 6.5499 0.259350 0.267844 0.276615 95.65 37.62 Goldman Sachs Group,Inc. 38141GBD5 05/24/01 05/24/08 100.000 1.000 6.6499 0.252686 0.260164 0.267891 92.88 38.31 Goldman Sachs Group,Inc. 38141GBF0 07/12/01 07/12/08 100.000 3.500 6.6000 0.216364 0.220295 0.224357 0.228552 79.95 43.61 Goldman Sachs Group,Inc. 38141GBH6 09/04/01 09/04/08 100.000 3.500 6.3349 0.204789 0.208197 0.211712 0.215338 75.15 52.10 Goldman Sachs Group,Inc. 38141GBJ2 10/05/01 10/05/08 100.000 3.000 5.7949 0.186639 0.189633 0.192713 0.195882 68.25 53.37 Goldman Sachs Group,Inc. 38141GBK9 10/05/01 10/05/08 100.000 2.000 5.7949 0.195823 0.199887 0.204069 0.208372 71.94 56.69 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GBL7 10/16/01 09/04/08 100.000 VARIES 5.7699 0.193335 0.197310 0.201400 0.205607 71.26 49.70 Goldman Sachs Group,Inc. 38141GBN3 10/30/01 10/05/08 101.920 2.000 5.6336 0.192255 0.196106 0.200065 0.204135 70.58 55.55 Goldman Sachs Group,Inc. 38141GBP8 11/09/01 11/09/08 100.000 1.250 5.7999 0.202936 0.207814 0.212834 0.217999 74.45 66.48 Goldman Sachs Group,Inc. 38141GBQ6 11/09/01 11/09/08 100.000 0.000 5.7999 0.214427 0.220645 0.227044 0.233628 78.97 71.11 Goldman Sachs Group,Inc. 38141GBV5 01/15/02 01/15/09 100.000 3.500 5.9499 0.185825 0.188461 0.191176 0.193971 0.196849 68.26 70.27 Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12 100.000 0.000 6.6999 0.250361 0.258748 0.267416 0.276375 0.285633 94.20 100.61 Goldman Sachs Group,Inc. 38141GBX1 01/22/02 09/04/08 102.800 2.000 6.0249 0.208787 0.213403 0.218158 0.223056 77.09 53.89 Goldman Sachs Group,Inc. 38141GBY9 02/08/02 02/08/09 100.000 1.000 6.0499 0.211209 0.216757 0.222474 0.228364 0.234431 78.64 82.86 Goldman Sachs Group,Inc. 38141GBZ6 02/12/02 02/12/09 100.000 2.000 6.2499 0.211282 0.216148 0.221167 0.226342 0.231679 78.31 82.01 Goldman Sachs Group,Inc. 38141GCA0 03/08/02 03/08/09 100.000 2.000 6.4250 0.218937 0.224185 0.229603 0.235194 0.240965 80.97 84.95 Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12 100.000 2.000 6.6499 0.228936 0.234700 0.240657 0.246812 0.253171 84.43 88.78 Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12 100.000 2.500 6.7200 0.227272 0.232575 0.238056 0.243721 0.249577 83.65 87.65 Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12 100.000 3.500 6.8099 0.221502 0.225733 0.230109 0.234634 0.239313 81.04 84.22 Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12 100.000 3.000 6.3397 0.202411 0.206186 0.210080 0.214098 0.218243 74.91 77.80 Goldman Sachs Group,Inc. 38141GCH5 08/27/02 08/27/09 100.000 0.000 5.1749 0.176345 0.180908 0.185589 0.190391 0.195317 65.45 68.88 Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12 100.000 2.500 5.5999 0.176844 0.179851 0.182943 0.186121 0.189388 64.85 67.11 Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12 100.000 3.000 5.7299 0.178394 0.181118 0.183919 0.186801 0.189765 65.06 67.10 Goldman Sachs Group,Inc. 38141GCL6 10/30/02 10/30/07 100.000 1.000 4.1999 0.132745 0.134949 40.09 Goldman Sachs Group,Inc. 38141GCT9 02/11/03 02/11/10 100.000 0.500 4.7499 0.153026 0.156331 0.159714 0.163177 0.166722 56.62 59.10 Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13 100.000 0.000 5.1699 0.170753 0.172311 0.178708 0.181335 0.189105 63.59 67.17 Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13 100.000 0.500 5.1499 0.168216 0.172189 0.176266 0.180447 0.184736 62.27 65.26 Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13 100.000 0.000 5.0499 0.167031 0.171249 0.175573 0.180006 0.184551 61.88 65.05 Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13 100.000 0.000 5.1500 0.170850 0.175249 0.179762 0.184390 0.189138 62.95 66.23 Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13 100.000 2.250 5.1500 0.158747 0.161225 0.163767 0.166375 0.169050 57.95 59.80 Goldman Sachs Group,Inc. 38141GDD3 05/09/03 05/09/10 100.000 2.500 4.1499 0.122364 0.123462 0.124583 0.125727 0.126895 44.36 45.18 Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13 100.000 0.000 4.6300 0.150957 0.154452 0.158027 0.161686 0.165429 55.19 57.78 Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13 100.000 3.000 4.2499 0.123561 0.124416 0.125289 0.126180 0.127091 44.67 45.30 Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13 100.000 0.250 4.3500 0.139347 0.142226 0.145169 0.148175 0.151247 50.75 52.87 Goldman Sachs Group,Inc. 38141GDJ0 07/08/03 07/08/10 100.000 0.000 4.1500 0.130395 0.133101 0.135863 0.138682 0.141560 48.38 50.40 Goldman Sachs Group,Inc. 38141GDL5 08/07/03 08/07/11 100.000 0.000 5.0600 0.163288 0.167419 0.171655 0.175998 0.180450 60.73 63.84 Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10 100.000 0.000 5.0799 0.164029 0.168196 0.172468 0.176848 0.181340 61.04 64.18 Goldman Sachs Group,Inc. 38141GDN1 08/25/03 08/25/10 100.000 1.000 4.8700 0.151971 0.154996 0.158093 0.161266 0.164517 56.03 58.29 Goldman Sachs Group,Inc. 38141GDP6 08/28/03 08/28/10 100.000 1.500 4.9500 0.152642 0.155388 0.158203 0.161087 0.164043 56.13 58.19 Goldman Sachs Group,Inc. 38141GDR2 01/21/04 04/06/10 100.000 0.000 3.9420 0.121717 0.124116 0.126562 0.129057 0.131600 44.66 46.44 Goldman Sachs Group,Inc. 38141GDS0 04/13/04 06/13/11 100.000 0.000 4.6749 0.146901 0.150334 0.153848 0.157445 0.161125 53.63 56.16 Goldman Sachs Group,Inc. 38141GDT8 04/16/04 04/16/09 100.000 0.250 4.0750 0.124469 0.126864 0.129307 0.131800 0.134344 45.60 47.38 Goldman Sachs Group,Inc. 38141GDW1 11/23/04 11/23/11 100.000 2.000 4.5999 0.134655 0.136474 0.138335 0.140239 0.142187 48.94 50.29 Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12 100.000 1.000 4.7300 0.138916 0.141544 0.144234 0.146989 0.149808 51.39 53.37 Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12 100.000 2.000 4.5499 0.131334 0.133058 0.134821 0.136625 0.138469 48.06 49.36 Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12 100.000 1.000 4.6499 0.136404 0.138930 0.141514 0.144158 0.146864 49.57 51.43 Goldman Sachs Group,Inc. 38141GED2 08/30/05 08/30/08 100.000 0.250 4.3049 0.123116 0.124932 0.127474 0.130071 45.81 31.32 Goldman Sachs Group,Inc. 38141GEH3 04/13/06 04/13/10 100.000 0.000 5.5399 0.158151 0.162532 0.167034 0.171661 0.176416 58.42 61.70 Goldman Sachs Group,Inc. 38141GEN0 06/28/06 06/28/11 100.000 0.125 5.8999 0.168621 0.173493 0.178509 0.183672 0.188988 61.61 65.22 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GEY6 02/21/07 02/29/08 100.000 0.000 5.3223 0.147025 0.144777 0.150263 46.15 8.87 Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11 100.000 0.000 4.7359 0.147887 0.151389 0.154974 0.158644 0.162400 54.40 57.01 Goldman Sachs Group,Inc. 38143U648 02/05/04 02/05/09 100.000 0.000 3.7999 0.115972 0.118175 0.120420 0.122708 0.125040 42.80 44.44 Goldman Sachs Group,Inc. 38143U739 12/24/03 12/24/07 100.000 0.000 3.4700 0.106869 0.108723 38.06 Goldman Sachs Group,Inc. 38143U812 11/28/03 11/29/07 100.000 0.000 3.5999 0.111307 0.113311 36.87 Goldman Sachs Group,Inc. 38143UAD3 03/09/04 03/09/09 100.000 2.000 3.3500 0.096303 0.096986 0.097680 0.098385 0.099103 34.95 35.45 Goldman Sachs Group,Inc. 38143UAF8 04/08/04 04/08/09 100.000 1.250 3.9200 0.116448 0.118050 0.119683 0.121348 0.123046 42.48 43.66 Goldman Sachs Group,Inc. 38143UAG6 04/08/04 04/08/09 100.000 0.250 3.9199 0.119279 0.121480 0.123725 0.126014 0.128348 43.71 45.34 Goldman Sachs Group,Inc. 38143UAH4 04/12/04 04/12/09 100.000 0.750 3.8700 0.116216 0.118062 0.119943 0.121861 0.123816 42.46 43.83 Goldman Sachs Group,Inc. 38143UAJ0 04/12/04 04/12/09* 100.000 0.250 N/A 0.117613 0.119754 29.96* Goldman Sachs Group,Inc. 38143UAK7 09/21/04 09/21/09 100.000 VARIES 3.9198 0.114159 0.114363 0.114288 0.113963 0.113406 41.15 41.00 Goldman Sachs Group,Inc. 38143UAL5 05/20/04 05/20/14 100.000 VARIES 5.9515 0.185693 0.188636 0.191667 0.194395 0.197205 67.62 69.72 Goldman Sachs Group,Inc. 38143UAM3 06/11/04 06/11/09 100.000 0.000 4.8500 0.151869 0.155552 0.159324 0.163188 0.167145 55.48 58.21 Goldman Sachs Group,Inc. 38143UAN1 07/22/04 07/22/09 100.000 1.500 4.5000 0.132757 0.134807 0.136902 0.139045 0.141236 48.82 50.36 Goldman Sachs Group,Inc. 38143UAQ4 09/10/04 09/10/11 100.000 VARIES 4.5701 0.131585 0.132986 0.134381 0.135782 0.137196 47.93 48.94 Goldman Sachs Group,Inc. 38143UAR2 09/01/04 09/01/09 100.000 1.000 4.0499 0.119574 0.121433 0.123329 0.125264 0.127238 43.83 45.22 Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12 100.000 0.500 4.7699 0.144227 0.147335 0.150518 0.153777 0.157113 53.18 55.51 Goldman Sachs Group,Inc. 38143UAT8 09/20/04 09/20/11 100.000 VARIES 4.4505 0.130823 0.131365 0.131578 0.131563 0.131304 47.27 47.34 Goldman Sachs Group,Inc. 38143UAU5 09/28/04 09/28/09 100.000 VARIES 3.9299 0.114454 0.114761 0.114817 0.114653 0.114275 41.29 41.25 Goldman Sachs Group,Inc. 38143UAX9 10/08/04 10/08/11 100.000 1.500 4.5499 0.134366 0.136474 0.138631 0.140837 0.143093 49.11 50.67 Goldman Sachs Group,Inc. 38143UAZ4 12/15/04 12/15/09 120.000 0.000 4.0399 0.145882 0.148829 0.151835 0.154902 0.158031 53.14 55.31 Goldman Sachs Group,Inc. 38143UBA8 02/02/05 02/02/12 100.000 2.000 4.6199 0.133494 0.135295 0.137137 0.139021 0.140949 48.92 50.28 Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12 100.000 1.000 5.0399 0.148699 0.151747 0.154871 0.158073 0.161357 54.73 57.01 Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12 100.000 0.500 4.9999 0.148500 0.151865 0.155315 0.158850 0.162474 54.60 57.11 Goldman Sachs Group,Inc. 38143UBF7 08/18/05 08/18/11 100.000 0.000 4.8399 0.141030 0.144443 0.147938 0.151519 0.155185 52.30 54.87 Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12 100.000 1.000 5.0999 0.147549 0.150603 0.153735 0.156947 0.160241 54.21 56.50 Goldman Sachs Group,Inc. 38143UBJ9 10/17/05 10/17/10 100.000 0.000 5.0229 0.146624 0.150307 0.154081 0.157951 0.161918 54.00 56.75 Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14 100.000 0.000 5.7599 0.160000 0.164608 0.169349 0.174226 46.08 61.12 Goldman Sachs Group,Inc. 38143UBU4 05/04/07 11/04/08 100.000 0.000 5.3599 0.148887 0.152877 0.156974 35.51 47.06 Goldman Sachs Group,Inc. 38143UCE9 10/03/07 10/03/10 100.000 0.000 5.0199 0.139444 0.142944 0.146532 12.27 51.45 Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15 100.000 0.000 5.8199 0.161666 0.161771 0.166479 0.171323 13.26 59.83 Goldman Sachs Group,Inc. 38143Y145 04/07/06 01/07/09 100.000 0.000 5.3774 0.151382 0.155453 0.159632 0.163925 0.168332 56.67 59.75 Goldman Sachs Group,Inc. 38143YAA1 03/07/05 03/07/11 100.000 0.000 4.6499 0.138387 0.141605 0.144897 0.148266 0.151713 51.14 53.55 Goldman Sachs Group,Inc. 38144X203 09/28/05 06/18/08 100.000 0.000 4.5765 0.134362 0.137437 0.140582 49.00 23.48 Great Lakes Carbon Corp. 390559AC6 05/22/98 05/15/09 53.092 VARIES 13.1241 0.364566 0.364565 0.364564 0.364563 0.364562 131.24 131.24 Great Plains Energy,Inc. 391164605 06/14/04 02/16/09* 100.000 VARIES 5.0136 0.141677 6.38* Great Plains Energy,Inc. 391164AA8 06/14/04 02/16/09 100.000 VARIES 5.0136 0.141677 0.142269 0.141546 0.140805 0.140046 51.09 50.62 Greater Peoria Airport 392298KM6 11/22/06 12/01/07 103.332 0.000 4.2215 0.121301 0.123862 40.49 Greater Peoria Airport 392298KQ7 10/11/07 12/01/08 102.889 0.000 5.1593 0.147456 0.148513 0.152344 11.83 49.70 Grey Global Group, Inc. 39787MAA6 03/07/05 10/15/33 100.000 VARIES 5.6502 0.158642 0.159200 0.159774 0.160364 0.160970 57.30 57.72 Grey Global Group, Inc. 39787MAB4 03/07/05 10/15/33 100.000 VARIES 5.6502 0.158642 0.159200 0.159774 0.160364 0.160970 57.30 57.72 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES 8.5003 0.271585 0.278405 0.285515 0.292928 0.300655 101.27 106.59 Griffon Corporation 398433AB8 07/18/03 07/18/23 100.000 VARIES 8.5003 0.271585 0.278405 0.285515 0.292928 0.300655 101.27 106.59 HCA Inc. 404119AY5 11/17/06 11/15/16 100.000 9.625 9.6249 0.267361 0.267361 0.267361 0.267361 0.267361 96.25 96.25 HCA Inc. 404119AZ2 11/17/06 11/15/16 100.000 9.625 9.6249 0.267361 0.267361 0.267361 0.267361 0.267361 96.25 96.25 HCA Inc. 404119BA6 11/17/06 11/15/16 100.000 9.625 9.6249 0.267361 0.267361 0.267361 0.267361 0.267361 96.25 96.25 HM Publishing Corp. 40425LAA4 10/03/03 10/15/13* 56.960 VARIES 11.4990 0.255424 10.47* HM Publishing Corp. 40425LAB2 10/03/03 10/15/13* 56.960 VARIES 11.4990 0.255424 10.47* HM Publishing Corp. 40425LAC0 10/03/03 10/15/13* 56.960 VARIES 11.4990 0.255424 10.47* HSBC USA, Inc. 40428HCU4 07/27/06 01/27/10 100.000 0.000 5.4266 0.150740 0.154830 0.159031 0.163346 0.167778 56.28 59.37 John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15 50.000 0.000 5.6403 130.68 0.097650 0.100404 0.103235 0.106147 0.109140 36.07 38.14 Harrisburg, PA 414738NN0 12/28/95 04/01/07 47.774 0.000 6.6688 506.13 0.179268 16.13 Harrisburg, PA 414738NP5 12/28/95 04/01/08 44.423 0.000 6.7288 476.50 0.169249 0.174943 0.180829 63.00 16.27 Harrisburg, PA 414738NQ3 12/28/95 04/01/09 41.259 0.000 6.7889 448.05 0.159593 0.165010 0.170611 0.176403 0.182391 59.42 63.52 Harrisburg, PA 414738NR1 12/28/95 04/01/10 38.328 0.000 6.8391 420.51 0.150135 0.155269 0.160578 0.166069 0.171748 55.91 59.80 Harrisburg, PA 414738NS9 12/28/95 04/01/11 35.259 0.000 6.9490 395.54 0.141945 0.146877 0.151981 0.157261 0.162725 52.89 56.63 Harrisburg, PA 414738NT7 12/28/95 04/01/12 32.621 0.000 7.0092 370.40 0.133294 0.137965 0.142800 0.147805 0.152985 49.68 53.23 Harrisburg, PA 414738NU4 12/28/95 04/01/13 30.247 0.000 7.0491 346.20 0.124816 0.129215 0.133770 0.138484 0.143365 46.53 49.87 Harrisburg, PA 414738NV2 12/28/95 04/01/14 27.925 0.000 7.1092 323.46 0.116944 0.121101 0.125406 0.129864 0.134480 43.61 46.77 Harrisburg, PA 414738NW0 12/28/95 04/01/15 25.992 0.000 7.1193 301.67 0.109118 0.113002 0.117025 0.121190 0.125504 40.69 43.64 Harrisburg, PA 414738NX8 12/28/95 04/01/16 24.047 0.000 7.1593 281.31 0.101942 0.105591 0.109371 0.113286 0.117342 38.02 40.80 Harrisburg, PA 414738NY6 12/28/95 04/01/17 22.322 0.000 7.1792 262.16 0.095090 0.098504 0.102039 0.105702 0.109497 35.47 38.06 Harrisburg, PA 414738NZ3 12/28/95 04/01/18 20.535 0.000 7.2393 244.03 0.088762 0.091975 0.095304 0.098753 0.102328 33.12 35.56 Harrisburg, PA 414738PA6 12/28/95 04/01/19 19.125 0.000 7.2394 227.28 0.082669 0.085661 0.088762 0.091975 0.095304 30.85 33.12 Town of Harrison, NJ 415342KR4 01/09/07 06/01/09 88.217 0.000 5.3025 0.129934 0.132656 0.136173 0.139784 0.143490 46.41 49.89 Town of Harrison, NJ 415342KS2 01/09/07 06/01/10 83.578 0.000 5.3535 0.124284 0.126912 0.130309 0.133797 0.137379 44.40 47.75 Town of Harrison, NJ 415342KY9 01/09/07 06/01/09 88.217 0.000 5.3025 0.129934 0.132656 0.136173 0.139784 0.143490 46.41 49.89 Town of Harrison, NJ 415342KZ6 01/09/07 06/01/10 83.578 0.000 5.3535 0.124284 0.126912 0.130309 0.133797 0.137379 44.40 47.75 Hartford Life Insurance 416515AH7 05/23/03 08/16/08 100.000 VARIES 3.5845 0.102407 0.101716 0.101014 0.100298 36.55 22.60 Hartford Life Insurance 41659LAS0 08/16/07 08/16/17 100.000 0.000 5.7021 0.158392 0.162908 0.167553 21.38 59.07 Hartford Life Insurance 4165X2AA4 12/22/06 12/22/11 100.000 0.000 4.8221 0.133948 0.137177 0.140485 0.143872 0.147341 48.86 51.25 Hartford Life Insurance 4165X2AB2 12/22/06 12/22/11 100.000 2.000 4.8220 0.133947 0.135837 0.137772 0.139754 0.141785 48.60 49.99 Hartford Life Insurance 4165X2AC0 01/23/07 01/23/13 100.000 0.000 4.9060 0.136279 0.139622 0.143047 0.146556 46.59 51.98 Hartford Life Insurance 4165X2AE6 02/06/07 02/06/13 100.000 0.000 4.9496 0.137490 0.140893 0.144380 0.147953 45.18 52.37 Hartford Life Insurance 4165X2AG1 02/20/07 02/20/13 100.000 0.000 4.8472 0.134645 0.137908 0.141251 0.144674 42.30 51.13 Hartford Life Insurance 4165X2AJ5 03/05/07 03/05/13 100.000 0.000 4.6977 0.130494 0.133560 0.136697 0.139908 38.98 49.38 Hartford Life Insurance 4165X2AL0 03/06/07 09/20/12 100.000 0.000 4.6360 0.128780 0.129012 0.132002 0.135062 0.138193 38.36 48.70 Hartford Life Insurance 4165X2AM8 03/19/07 03/19/13 100.000 0.000 4.8023 0.133398 0.136601 0.139881 0.143240 37.95 50.44 Hartford Life Insurance 4165X2AP1 04/23/07 04/23/14 100.000 0.000 4.5737 0.127048 0.129953 0.132925 0.135965 31.71 47.73 Hartford Life Insurance 4165X2AQ9 04/23/07 04/23/12 100.000 0.000 4.5578 0.126606 0.129491 0.132442 0.135461 31.59 47.55 Hartford Life Insurance 4165X2AR7 05/07/07 05/07/13 100.000 0.000 4.6205 0.128349 0.131314 0.134348 0.137452 30.19 48.15 Hartford Life Insurance 4165X2AT3 06/11/07 06/11/14 100.000 0.000 5.0297 0.139716 0.143230 0.146832 0.150525 28.01 52.36 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Hartford Life Insurance 4165X2AU0 07/02/07 07/02/14 100.000 0.000 5.2090 0.144696 0.148464 0.152331 25.90 54.14 Hartford Life Insurance 4165X2AW6 08/13/07 08/13/14 100.000 0.000 5.1603 0.143344 0.147043 0.150837 19.78 53.30 Hartford Life Insurance 4165X2AX4 09/04/07 09/04/14 100.000 0.000 5.1515 0.143099 0.146785 0.150566 16.74 53.05 Hartford Life Insurance 4165X2AZ9 10/29/07 10/29/12 100.000 0.000 4.3252 0.120146 0.122744 0.125399 7.45 44.05 Hartford Life Insurance 4165X2BA3 11/19/07 11/19/12 100.000 0.000 4.3476 0.120769 0.123394 0.126077 5.07 44.17 Hartford Life Insurance 4165X2BB1 12/10/07 12/10/12 100.000 0.000 4.1902 0.116396 0.118834 0.121324 2.44 42.44 Hasbro, Inc. 418056AM9 11/30/01 12/01/21 100.000 VARIES 8.2395 0.304593 0.313906 0.323603 0.333700 0.344212 111.90 118.93 Hasbro, Inc. 418056AN7 11/30/01 12/01/21 100.000 VARIES 8.2395 0.304593 0.313906 0.323603 0.333700 0.344212 111.90 118.93 Headwaters, Inc. 42210PAA0 06/01/04 06/01/16 100.000 VARIES 7.9999 0.253064 0.259993 0.267198 0.274691 0.282484 92.77 98.00 Headwaters, Inc. 42210PAB8 06/01/04 06/01/16 100.000 VARIES 7.9999 0.253064 0.259993 0.267198 0.274691 0.282484 92.77 98.00 City of Hoboken 434110QH8 08/28/03 04/01/27 19.107 0.000 7.1397 50.54 0.047077 0.048758 0.050498 0.052301 0.054168 17.56 18.83 City of Hoboken 434110QJ4 08/28/03 04/01/28 17.813 0.000 7.1396 47.11 0.043888 0.045455 0.047077 0.048758 0.050498 16.37 17.56 City of Hoboken 434110QK1 08/28/03 04/01/29 16.606 0.000 7.1397 43.92 0.040914 0.042375 0.043888 0.045454 0.047077 15.26 16.37 City of Hoboken 434110QL9 08/28/03 04/01/30 15.481 0.000 7.1397 40.95 0.038143 0.039504 0.040914 0.042375 0.043888 14.23 15.26 City of Hoboken 434110QM7 08/28/03 04/01/31 14.432 0.000 7.1397 38.17 0.035558 0.036828 0.038142 0.039504 0.040914 13.26 14.23 City of Hoboken 434110QN5 08/28/03 04/01/32 13.454 0.000 7.1398 35.59 0.033149 0.034332 0.035558 0.036827 0.038142 12.36 13.26 City of Hoboken 434110QP0 08/28/03 04/01/33 12.543 0.000 7.1396 33.18 0.030904 0.032007 0.033150 0.034333 0.035559 11.53 12.36 Horace Mann Educ Corp 440327AF1 05/14/02 05/14/32* 47.500 1.426 6.8882 0.109156 14.52* Horace Mann Educ Corp 440327AG9 05/14/02 05/14/32* 47.500 1.426 6.8882 0.109156 14.52* Host Marriott Corp. 441079209 12/02/96 12/02/26 100.000 6.750 6.7499 0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50 Host Marriott Corp. 441079308 12/02/96 12/02/26 100.000 6.750 6.7499 0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50 Houghton Mifflin, LLC 441577AA1 05/15/06 05/15/11* 99.000 VARIES 12.7933 0.372254 7.07* Houghton Mifflin, LLC 441577AB9 05/15/06 05/15/11* 99.000 VARIES 12.7933 0.372254 7.07* Household Finance Corp. 441815AQ0 10/30/02 02/15/08 94.200 VARIES 11.0028 0.304470 0.304838 0.305226 109.78 13.43 Hynix Semiconductor, Inc 449130AD5 07/05/05 07/01/12 97.000 9.875 10.4913 4.73 0.009756 0.010268 0.010807 0.011374 3.60 3.99 Hynix Semiconductor, Inc 449130AE3 07/05/05 07/01/12 97.000 9.875 10.4913 4.73 0.009756 0.010268 0.010807 0.011374 3.60 3.99 Insilco Holdings Co. 457661AA4 08/17/98 08/15/08 49.411 VARIES 14.3566 0.396398 0.396937 0.397514 0.398133 142.95 89.15 Insilco Holdings Co. 457661AB2 08/17/98 08/15/08 49.411 VARIES 14.3566 0.396398 0.396937 0.397514 0.398133 142.95 89.15 Insilco Holdings Co. 457661AC0 08/17/98 08/15/08 49.411 VARIES 14.3566 0.396398 0.396937 0.397514 0.398133 142.95 89.15 Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500 6.4999 0.178571 0.177596 0.177596 0.177596 0.178571 64.91 65.09 Innophos Holdings Inc. 45773DAA9 02/10/05 02/15/15* 100.000 10.770 N/A 0.371617 0.371179 50.50* Innophos Holdings Inc. 45773DAB7 02/10/05 02/15/15* 100.000 10.770 N/A 0.371617 0.371179 50.50* Innophos Holdings Inc. 45773DAC5 02/10/05 02/15/15* 100.000 10.770 N/A 0.371617 0.371179 50.50* Intrmedia Commun Inc 458801BA4 02/24/99 03/01/09 55.057 VARIES 12.2493 0.340265 0.340264 0.340263 0.340262 0.340261 122.50 122.49 Intl Bnk for Reconstr 459056GE1 03/06/85 02/15/07 8.423 0.000 11.5963 902.37 0.297848 13.40 Intl Bnk for Reconstr 459056GF8 03/06/85 08/15/07 7.962 0.000 11.5959 852.91 0.281517 0.302776 67.47 Intl Bnk for Reconstr 459056GG6 03/06/85 02/15/08 7.690 0.000 11.4964 805.45 0.264177 0.283993 0.295421 104.35 13.29 Intl Bnk for Reconstr 459056GH4 03/06/85 08/15/08 7.272 0.000 11.4964 761.67 0.249817 0.268556 0.279363 0.298667 98.68 66.93 Intl Bnk for Reconstr 459056GJ0 03/06/85 02/15/09 6.955 0.000 11.4464 720.27 0.235489 0.253093 0.263215 0.281338 0.294206 92.99 103.94 Intl Bnk for Reconstr 459056GK7 03/06/85 08/15/09 6.732 0.000 11.3467 681.59 0.221426 0.237867 0.247264 0.264163 0.276116 87.39 97.58 Intl Bnk for Reconstr 459056GL5 03/06/85 02/15/10 6.446 0.000 11.2968 645.29 0.208963 0.224425 0.233236 0.249118 0.260328 82.44 92.02 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Intl Bnk for Reconstr 459056GM3 03/06/85 08/15/10 6.175 0.000 11.2470 611.20 0.197291 0.211839 0.220104 0.235036 0.245555 77.82 86.81 Intl Bnk for Reconstr 459056GN1 03/06/85 02/15/11 5.992 0.000 11.1468 579.70 0.185914 0.199529 0.207215 0.221169 0.230957 73.28 81.68 Intl Bnk for Reconstr 459056GP6 03/06/85 08/15/11 5.676 0.000 11.1466 549.09 0.176098 0.188994 0.196274 0.209490 0.218761 69.41 77.37 Intl Bnk for Reconstr 459056GQ4 03/06/85 02/15/12 5.445 0.000 11.0969 520.81 0.166488 0.178639 0.185476 0.197918 0.206629 65.61 73.09 Intl Bnk for Reconstr 459056GR2 03/06/85 08/15/12 5.159 0.000 11.0967 493.43 0.157735 0.169247 0.175725 0.187513 0.195765 62.16 69.25 Intl Bnk for Reconstr 459056GS0 03/06/85 02/15/13 5.019 0.000 10.9967 469.18 0.149012 0.159811 0.165849 0.176891 0.184589 58.68 65.32 Intl Bnk for Reconstr 459056GT8 03/06/85 08/15/13 4.757 0.000 10.9970 444.72 0.141247 0.151483 0.157207 0.167674 0.174971 55.63 61.91 Intl Bnk for Reconstr 459056GU5 03/06/85 02/15/14 4.634 0.000 10.8975 423.44 0.133616 0.143231 0.148573 0.158390 0.165205 52.59 58.48 Intl Bnk for Reconstr 459056GV3 03/06/85 08/15/14 4.395 0.000 10.8971 401.57 0.126711 0.135829 0.140895 0.150204 0.156667 49.87 55.45 Intl Bnk for Reconstr 459056GW1 03/06/85 02/15/15 4.349 0.000 10.7474 383.91 0.119952 0.128493 0.133190 0.141890 0.147890 47.17 52.37 Intl Bnk for Reconstr 459056HY6 01/07/86 02/15/16 5.299 0.000 9.9989 357.73 0.107535 0.114783 0.118556 0.125852 0.130707 42.09 46.41 Intl Bnk for Reconstr 459056JE8 01/07/86 02/15/07 11.305 0.000 10.5986 874.64 0.273513 12.31 Intl Bnk for Reconstr 459056JF5 01/07/86 02/15/08 10.303 0.000 10.5488 788.22 0.245691 0.262937 0.272292 96.50 12.25 Intl Bnk for Reconstr 459056JG3 01/07/86 02/15/09 9.297 0.000 10.5486 711.22 0.221684 0.237245 0.245686 0.261486 0.272286 87.07 96.49 Intl Bnk for Reconstr 459056JH1 01/07/86 02/15/10 8.388 0.000 10.5490 641.73 0.200033 0.214074 0.221691 0.235948 0.245694 78.56 87.07 Intl Bnk for Reconstr 459056JJ7 01/07/86 02/15/11 7.569 0.000 10.5487 579.04 0.180488 0.193157 0.200030 0.212894 0.221687 70.89 78.56 Intl Bnk for Reconstr 459056JK4 01/07/86 02/15/12 6.915 0.000 10.4986 523.06 0.162507 0.173873 0.180016 0.191548 0.199411 63.81 70.68 Intl Bnk for Reconstr 459056JL2 01/07/86 02/15/13 6.323 0.000 10.4488 472.93 0.146455 0.156661 0.162158 0.172505 0.179544 57.49 63.65 Intl Bnk for Reconstr 459056JM0 01/07/86 02/15/14 5.865 0.000 10.3490 428.87 0.131945 0.141073 0.145954 0.155193 0.161450 51.76 57.25 Intl Bnk for Reconstr 459056JN8 01/07/86 02/15/15 5.604 0.000 10.1490 391.55 0.118883 0.126987 0.131255 0.139431 0.144914 46.58 51.43 Intl Fin Corp 45950K209 12/08/03 12/08/10 100.000 0.000 3.9408 0.123064 0.125488 0.127961 0.130482 0.133053 44.85 46.64 International Game Tech 459902AK8 01/29/03 01/29/33* 59.291 0.000 N/A 0.166558 1.50* International Game Tech 459902AL6 01/29/03 01/29/33* 59.291 0.000 N/A 0.166558 1.50* International Game Tech 459902AM4 01/29/03 01/29/33* 59.291 0.000 N/A 0.166558 1.50* International Game Tech 459902AN2 12/20/06 12/15/36 98.625 VARIES 6.5404 0.179180 0.182581 0.186190 0.189917 0.193766 65.23 67.82 International Game Tech 459902AP7 12/20/06 12/15/36 98.625 VARIES 6.5404 0.179180 0.182581 0.186190 0.189917 0.193766 65.23 67.82 Ionica, PLC. 462213AK5 03/19/97 05/01/07 47.688 VARIES 14.9992 0.416646 50.00 Ionica, PLC. 462213AL3 03/19/97 05/01/07 47.688 VARIES 14.9992 0.416646 50.00 Irvington Township, NJ 464080JN1 12/21/06 07/15/11 79.066 0.000 5.2093 1.14 0.114382 0.114809 0.117800 0.120868 0.124016 41.82 43.99 Irvington Township, NJ 464080JP6 12/21/06 07/15/12 75.184 0.000 5.1894 1.08 0.108359 0.108753 0.111575 0.114470 0.117440 39.61 41.66 Irvington Township, NJ 464080JQ4 12/21/06 07/15/13 71.337 0.000 5.2095 1.03 0.103230 0.103591 0.106289 0.109058 0.111899 37.74 39.69 Irvington Township, NJ 464080JR2 12/21/06 07/15/14 67.412 0.000 5.2795 .99 0.098843 0.099211 0.101830 0.104518 0.107278 36.15 38.05 Irvington Township, NJ 464080JS0 12/21/06 07/15/15 63.882 0.000 5.2996 .94 0.094040 0.094375 0.096875 0.099442 0.102078 34.39 36.20 Irvington Township, NJ 464080JT8 12/21/06 07/15/16 60.176 0.000 5.3796 .90 0.089913 0.090247 0.092674 0.095167 0.097727 32.89 34.65 Irvington Township, NJ 464080JU5 12/21/06 07/15/17 56.947 0.000 5.3997 .85 0.085397 0.085724 0.088039 0.090415 0.092857 31.24 32.92 Irvington Township, NJ 464080JV3 12/21/06 07/15/18 53.750 0.000 5.4396 .81 0.081207 0.081512 0.083729 0.086006 0.088345 29.71 31.32 Irvington Township, NJ 464080JY7 12/21/06 07/15/10 83.153 0.000 5.2389 1.21 0.120988 0.121431 0.124612 0.127876 0.131226 44.24 46.55 Itron Inc. 465741AJ5 08/04/06 08/01/26 100.000 VARIES 7.3789 0.204969 0.209886 0.215068 0.220440 0.226011 76.19 80.03 Ivax Corporation 465823AH5 03/03/04 03/01/24 100.000 VARIES 7.0001 0.223055 0.229404 0.235975 0.242776 0.249815 82.99 87.84 Ivax Corporation 465823AJ1 03/03/04 03/01/24 100.000 VARIES 7.0001 0.223055 0.229404 0.235975 0.242776 0.249815 82.99 87.84 Ivax Corporation 465823AK8 12/22/04 12/15/24 98.500 VARIES 5.7510 0.169866 0.173253 0.176737 0.180322 0.184009 61.87 64.39 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Ivax Corporation 465823AL6 03/03/04 03/01/24 100.000 VARIES 7.0001 0.223055 0.229404 0.235975 0.242776 0.249815 82.99 87.84 Ivax Corporation 465823AM4 03/03/04 03/01/24 100.000 VARIES 7.0001 0.223055 0.229404 0.235975 0.242776 0.249815 82.99 87.84 Ivax Corporation 465823AN2 12/22/04 12/15/24 98.500 VARIES 5.7510 0.169866 0.173253 0.176737 0.180322 0.184009 61.87 64.39 Ivax Corporation 465823AP7 05/09/05 05/15/25 100.000 VARIES 6.9833 0.210696 0.216598 0.222706 0.229027 0.235569 77.47 81.90 Ivax Corporation 465823AQ5 05/09/05 05/15/25 100.000 VARIES 6.9833 0.210696 0.216598 0.222706 0.229027 0.235569 77.47 81.90 JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10 98.000 0.000 0.2871 8.95 0.007884 0.007896 0.007907 0.007918 0.007930 2.84 2.85 JDS Uniphase Corporation 46612JAB7 10/31/03 11/15/10 98.000 0.000 0.2871 8.95 0.007884 0.007896 0.007907 0.007918 0.007930 2.84 2.85 JL French Automotive 46620QAC9 12/27/02 12/31/07 97.410 12.000 N/A 0.725573 0.753613 265.53 JP Morgan Chase & Co. 46623EBY4 11/01/04 11/01/11 100.000 VARIES 4.4004 0.122382 0.122238 0.122201 0.122223 0.122228 44.02 44.00 JP Morgan Chase & Co. 46625HAQ3 11/26/02 11/26/07 100.000 0.000 3.6399 0.116804 0.118930 38.34 JP Morgan Chase & Co. 46625HAU4 03/12/03 03/12/08 100.000 0.000 3.2111 0.099720 0.101321 0.102948 36.54 7.31 JP Morgan Chase & Co. 46625HAY6 09/18/03 09/22/08 100.000 0.000 3.8017 0.118286 0.120534 0.122825 0.125160 43.44 32.48 JP Morgan Chase & Co. 46625HAZ3 10/30/03 10/30/08 100.000 0.000 3.7816 0.117541 0.119764 0.122028 0.124336 42.99 36.90 JP Morgan Chase & Co. 46625HBB5 12/17/03 01/21/09 100.000 0.000 3.8081 0.116661 0.118882 0.121146 0.123452 0.125803 43.12 44.77 JP Morgan Chase & Co. 46625HBG4 03/31/04 03/31/09 100.000 0.000 3.3591 0.101415 0.103118 0.104850 0.106611 0.108402 37.13 38.39 JP Morgan Chase & Co. 46625HBT6 06/25/04 07/07/09 100.000 0.000 4.7504 0.145178 0.148626 0.152156 0.155770 0.159470 54.10 56.70 JP Morgan Chase & Co. 46625HBU3 09/21/04 09/21/09 100.000 0.000 4.0042 0.120409 0.122820 0.125279 0.127787 0.130345 44.27 46.06 JP Morgan Chase & Co. 46625HBW9 09/30/04 09/30/10 100.000 0.000 4.1218 0.124230 0.126790 0.129403 0.132070 0.134792 45.65 47.56 JP Morgan Chase & Co. 46625HBZ2 10/29/04 10/29/10 100.000 0.000 4.1314 0.124542 0.127114 0.129740 0.132420 0.135156 45.62 47.52 JP Morgan Chase & Co. 46625HCB4 01/31/05 01/29/10 100.000 VARIES 4.2977 0.117262 0.117199 0.117437 0.117679 0.118046 42.23 42.41 JP Morgan Chase & Co. 46625HCF5 03/23/05 03/22/12 100.000 0.000 4.9619 0.148328 0.152008 0.155780 0.159645 0.163605 54.80 57.55 JP Morgan Chase & Co. 46625HCG3 03/31/05 04/02/08 100.000 0.000 4.6146 0.137300 0.140468 0.143709 50.57 13.08 JP Morgan Chase & Co. 46625HCH1 04/29/05 05/01/08 100.000 0.000 4.3834 0.129977 0.132825 0.135736 47.65 16.29 JP Morgan Chase & Co. 46625HCJ7 04/27/05 04/27/10 100.000 0.000 4.5824 0.136242 0.139364 0.142557 0.145823 0.149165 50.01 52.33 JP Morgan Chase & Co. 46625HCL2 05/31/05 05/31/12 100.000 0.000 4.6009 0.136829 0.139976 0.143197 0.146491 0.149861 50.02 52.35 JP Morgan Chase & Co. 46625HCN8 05/25/05 05/24/07 100.000 0.000 4.2732 0.125761 17.98 JP Morgan Chase & Co. 46625HCQ1 06/22/05 06/22/11 100.000 0.000 4.6504 0.138403 0.141621 0.144914 0.148284 0.151731 50.46 52.84 JP Morgan Chase & CO 46625HCZ1 09/26/05 09/24/10 100.000 0.000 4.5627 0.132558 0.135583 0.138676 0.141839 0.145075 48.86 51.11 JP Morgan Chase & CO. 46625HDP2 11/29/05 11/29/11 100.000 0.000 5.1216 0.149649 0.153481 0.157412 0.161443 0.165577 54.81 57.66 JP Morgan Chase & Co. 46625HFT2 04/28/06 04/28/11 100.000 0.000 5.6132 0.160301 0.164800 0.169425 0.174181 0.179069 59.09 62.46 JP Morgan Chase & Co. 46625HFU9 04/26/06 04/26/13 100.000 0.000 5.6025 0.159986 0.164467 0.169074 0.173811 0.178679 58.99 62.34 JP Morgan Chase & Co. 46625HGC8 05/31/06 05/28/10 100.000 0.000 5.5328 0.157896 0.162264 0.166753 0.171366 0.176107 57.92 61.17 JP Morgan Chase & Co. 46625HGD6 05/31/06 11/28/08 100.000 0.000 5.4437 0.155285 0.159512 0.163854 0.168314 56.95 54.38 JP Morgan Chase & Co. 4662A0NW7 08/08/05 09/03/10 100.000 0.000 4.7413 0.138479 0.141762 0.145122 0.148563 0.152085 51.23 53.68 JP Morgan Chase & Co. 4662A0RR4 12/02/05 12/12/07 100.000 0.000 4.7790 0.139356 0.142686 48.12 JP Morgan Chase & Co. 4662A0VA6 04/04/06 07/11/07 100.000 0.000 5.1588 0.145292 0.149040 28.28 JP Morgan Chase & Co. 4662A0VF5 04/05/06 08/29/07 100.000 0.000 5.1876 0.144688 0.149256 35.56 Jackson, TN 468826GP1 07/09/98 07/01/12 40.347 0.000 6.5999 296.21 0.128273 0.132506 0.136879 0.141396 46.94 50.09 Community College 521,IL 474070FZ7 11/30/07 12/01/08 102.532 0.000 4.6480 0.132381 0.132399 0.135476 4.10 44.25 Community College 521,IL 474070GA1 11/30/07 12/01/09 103.928 VARIES 4.6992 0.135660 0.135679 0.138867 0.132867 4.21 49.33 Community College 521,IL 474070GB9 11/30/07 12/01/10 105.367 VARIES 4.7158 0.138026 0.138046 0.141301 0.135408 4.28 50.20 Community College 521,IL 474070GC7 11/30/07 12/01/11 106.275 VARIES 4.8730 0.143854 0.143875 0.147381 0.141440 4.46 52.35 Community College 521,IL 474070GD5 11/30/07 12/01/12 106.872 VARIES 4.9279 0.146293 0.146315 0.149920 0.144123 4.54 53.26 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Community College 521,IL 474070GE3 11/30/07 12/01/13 107.171 VARIES 5.0310 0.149771 0.149793 0.153561 0.147811 4.64 54.54 Community College 521,IL 474070GF0 11/30/07 12/01/14 105.427 VARIES 5.1337 0.150343 0.150366 0.154226 0.148915 4.66 54.78 Jersey & Greene Counties 476538CR2 06/26/03 02/01/07 100.000 0.000 3.2493 0.099738 2.99 Jersey & Greene Counties 476538CS0 06/26/03 02/01/08 100.000 0.000 3.7993 0.118589 0.120842 0.123137 43.78 3.69 Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000 6.5496 144.86 0.092476 0.095505 0.098632 0.101862 0.105198 34.02 36.29 Josephine County, OR 480890AB8 10/30/01 06/01/18 33.518 0.000 6.6996 136.11 0.087222 0.090144 0.093163 0.096284 0.099510 32.10 34.29 Josephine County, OR 480890AG7 10/30/01 06/01/07 74.256 0.000 5.3991 235.53 0.146033 21.90 Josephine County, OR 480890AH5 10/30/01 06/01/08 69.953 0.000 5.4992 226.54 0.140818 0.144689 0.148668 51.63 22.30 Josephine County, OR 480890AJ1 10/30/01 06/01/09 65.529 0.000 5.6493 218.79 0.136523 0.140379 0.144345 0.148422 0.152614 50.08 52.95 Josephine County, OR 480890AK8 10/30/01 06/01/10 61.462 0.000 5.7494 209.36 0.130968 0.134733 0.138606 0.142590 0.146689 48.06 50.86 Josephine County, OR 480890AL6 10/30/01 06/01/11 57.805 0.000 5.7994 198.85 0.124554 0.128166 0.131882 0.135706 0.139642 45.71 48.40 Josephine County, OR 480890AM4 10/30/01 06/01/12 54.034 0.000 5.8995 189.54 0.119024 0.122535 0.126150 0.129871 0.133702 43.69 46.31 Josephine County, OR 480890AN2 10/30/01 06/01/13 50.411 0.000 5.9995 180.26 0.113487 0.116892 0.120398 0.124010 0.127730 41.68 44.21 Josephine County, OR 480890AP7 10/30/01 06/01/14 46.941 0.000 6.0994 171.06 0.107966 0.111259 0.114652 0.118148 0.121752 39.66 42.12 Josephine County, OR 480890AQ5 10/30/01 06/01/15 43.624 0.000 6.1996 161.97 0.102489 0.105666 0.108942 0.112319 0.115800 37.66 40.03 Josephine County, OR 480890AR3 10/30/01 06/01/16 40.464 0.000 6.2995 153.03 0.097076 0.100133 0.103287 0.106541 0.109896 35.68 37.97 Jostens Holding Corp. 481086AA4 12/02/03 12/01/13 60.682 VARIES 10.2499 0.233129 0.245077 0.257637 0.270841 0.284721 86.81 95.94 Jostens Holding Corp. 481086AB2 12/02/03 12/01/13 60.682 VARIES 10.2499 0.233129 0.245077 0.257637 0.270841 0.284721 86.81 95.94 Jostens Holding Corp. 481086AC0 12/02/03 12/01/13 60.682 VARIES 10.2499 0.233129 0.245077 0.257637 0.270841 0.284721 86.81 95.94 JP Morgan Chase & Co. 48123JBA6 06/30/06 06/28/11 100.000 0.000 5.8597 0.167486 0.172393 0.177444 0.182643 0.187994 61.21 64.85 JP Morgan Chase & Co. 48123JBH1 06/30/06 06/30/09 100.000 0.000 5.7900 0.165492 0.170283 0.175212 0.180285 0.185504 60.45 64.00 JP Morgan Chase & Co. 48123JDG1 08/31/06 02/26/10 100.000 0.000 5.3940 0.149835 0.153786 0.157934 0.162194 0.166568 55.66 58.70 JP Morgan Chase & Co. 48123JDR7 08/31/06 08/28/09 100.000 0.000 5.3334 0.148152 0.152059 0.156114 0.160277 0.164551 55.02 57.99 JP Morgan Chase & Co. 48123JEW5 09/29/06 09/30/09 100.000 0.000 5.0954 0.141559 0.145166 0.148864 0.152657 0.156546 52.28 54.97 JP Morgan Chase & Co. 48123JEX3 09/29/06 03/31/10 100.000 0.000 5.1046 0.141817 0.145436 0.149148 0.152955 0.156859 52.37 55.08 JP Morgan Chase & Co. 48123JEY1 09/29/06 09/30/13 100.000 0.000 5.3723 0.149255 0.153264 0.157381 0.161609 0.165950 55.19 58.20 JP Morgan Chase & Co. 48123JGD5 10/31/06 10/31/11 100.000 0.000 5.2930 0.147028 0.150920 0.154914 0.159013 0.163222 54.11 57.01 JP Morgan Chase & Co. 48123JGS2 10/31/06 04/30/14 100.000 0.000 5.3122 0.147562 0.151481 0.155505 0.159635 0.163875 54.31 57.24 JP Morgan Chase & Co. 48123JHL6 11/30/06 11/28/08 100.000 0.000 5.1347 0.142632 0.146253 0.150008 0.153859 52.24 49.75 JP Morgan Chase & Co. 48123JHM4 11/30/06 05/28/10 100.000 0.000 5.0425 0.140072 0.143564 0.147184 0.150895 0.154699 51.29 53.90 JP Morgan Chase & Co. 48123JHN2 11/30/06 11/29/13 100.000 0.000 5.2614 0.146152 0.149976 0.153921 0.157970 0.162126 53.55 56.40 JP Morgan Chase & Co. 48123JHP7 11/30/06 11/30/11 100.000 0.000 5.0819 0.141165 0.144752 0.148430 0.152201 0.156069 51.69 54.35 JP Morgan Chase & Co. 48123JJK6 11/30/06 05/30/08 100.000 0.000 5.1457 0.142939 0.146617 0.150389 52.35 22.41 JP Morgan Chase & Co. 48123JJU4 11/16/06 11/16/09 100.000 0.000 5.1839 0.143998 0.147730 0.151559 0.155488 0.159518 52.85 55.63 JP Morgan Chase & Co. 48123JJV2 12/13/06 12/11/08 100.000 0.000 5.0728 0.140914 0.144448 0.148112 0.151869 51.51 51.03 JP Morgan Chase & Co. 48123JKP3 12/29/06 06/30/08 100.000 0.000 5.1402 0.142824 0.146495 0.150260 52.08 26.90 JP Morgan Chase & Co. 48123JKQ1 12/29/06 05/31/10 100.000 0.000 5.0786 0.139524 0.141724 0.145323 0.149013 0.153637 51.51 54.13 JP Morgan Chase & Co. 48123JKR9 12/29/06 05/30/14 100.000 0.000 5.2900 0.146946 0.150206 0.154179 0.158257 0.162443 53.71 56.49 JP Morgan Chase & Co. 48123JKS7 12/29/06 12/31/08 100.000 0.000 5.0726 0.140947 0.144522 0.148187 0.151946 51.39 53.88 JP Morgan Chase & Co. 48123JKT5 12/29/06 12/30/11 100.000 0.000 5.1198 0.142238 0.145879 0.149613 0.153443 0.157371 51.87 54.56 JP Morgan Chase & Co. 48123JKV0 12/29/06 06/29/12 100.000 0.000 5.1597 0.143327 0.147025 0.150818 0.154709 0.158700 52.28 55.01 JP Morgan Chase & Co. 48123JML0 01/31/07 07/30/10 100.000 0.000 5.3770 0.148537 0.150022 0.155748 0.158197 49.99 57.22 JP Morgan Chase & Co. 48123JMM8 01/31/07 01/30/15 100.000 0.000 5.6332 0.155614 0.157364 0.163574 0.166354 52.40 60.12 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123JMP1 01/31/07 07/31/08 100.000 0.000 5.3970 0.149918 0.153964 0.158118 50.23 32.93 JP Morgan Chase & Co. 48123JMQ9 01/31/07 07/31/12 100.000 0.000 5.4520 0.151447 0.155576 0.159817 0.164174 50.75 58.07 KFW 48245AAH4 05/05/06 05/06/08 100.000 0.000 5.2163 0.148699 0.152577 0.156556 54.66 19.57 KFW 48245ABB6 06/22/07 06/22/37 12.693 0.000 7.0001 0.024681 0.025545 0.026439 0.027365 4.67 9.37 KI Holdings, Inc. 48247EAA9 11/18/04 11/15/14 61.808 VARIES 9.8747 0.205422 0.215564 0.226207 0.237376 0.249096 76.73 84.50 KI Holdings, Inc. 48247EAB7 11/18/04 11/15/14 61.808 VARIES 9.8747 0.205422 0.215564 0.226207 0.237376 0.249096 76.73 84.50 KI Holdings, Inc. 48247EAC5 11/18/04 11/15/14 61.808 VARIES 9.8747 0.205422 0.215564 0.226207 0.237376 0.249096 76.73 84.50 Kaydon Corporation 486587AA6 05/23/03 05/23/23 100.000 VARIES 8.5032 0.278532 0.285650 0.293070 0.300807 0.308872 102.11 107.50 Kaydon Corporation 486587AB4 05/23/03 05/23/23 100.000 VARIES 8.5032 0.278532 0.285650 0.293070 0.300807 0.308872 102.11 107.50 Kendall, Kane & Will IL 488764NN7 04/22/03 10/01/08 105.843 VARIES 3.7947 0.107835 0.107246 0.106646 0.106034 38.61 28.68 Kendall, Kane & Will IL 488764NP2 04/22/03 10/01/09 105.260 VARIES 4.0565 0.115657 0.115186 0.114705 0.114215 0.113715 41.47 41.12 Kendall, Kane & Will IL 488764NQ0 04/22/03 10/01/10 100.839 VARIES 4.3594 0.121714 0.121643 0.121570 0.121495 0.121418 43.79 43.74 Kendall, Kane & Will IL 488764NR8 04/22/03 10/01/11 106.125 VARIES 4.6066 0.133016 0.132561 0.132096 0.131619 0.131132 47.72 47.38 Kendall, Kane & Will IL 488764NS6 04/22/03 10/01/12 100.093 VARIES 4.7793 0.132902 0.132892 0.132881 0.132870 0.132859 47.84 47.83 Kendall, Kane & Will IL 488764NT4 04/22/03 10/01/13 100.778 VARIES 4.8954 0.136820 0.136769 0.136717 0.136664 0.136609 49.24 49.20 Keyspan Corporation 49337WAE0 05/06/02 05/16/08 100.000 VARIES 5.6455 0.158499 0.157955 0.157395 56.91 21.25 KFW 500769BR4 04/19/06 04/18/36 19.778 0.000 5.4761 7.64 0.030904 0.031751 0.032620 0.033513 0.034431 11.40 12.04 KFW 500769CH5 06/29/07 06/29/37 18.097 0.000 5.7800 0.029056 0.029896 0.030760 0.031649 5.29 10.92 L-3 Commun Hldgs, Inc 502413AW7 07/29/05 08/01/35 100.000 VARIES 6.3295 0.181803 0.184920 0.188135 0.191451 0.194873 66.96 69.34 L-3 Commun Hldgs, Inc 502424AE4 07/29/05 08/01/35 100.000 VARIES 6.3295 0.181803 0.184920 0.188135 0.191451 0.194873 66.96 69.34 LaSalle County, IL 504570DC3 04/01/04 12/01/07 104.125 VARIES 3.0655 0.086183 0.085673 28.35 LaSalle Cnty, IL SD #141 504588EA8 05/12/06 12/01/07 102.832 0.000 5.4064 0.159060 0.163360 53.26 LaSalle Cnty, IL SD #141 504588EB6 05/12/06 12/01/08 104.303 VARIES 5.5244 0.164960 0.169516 0.156219 0.154856 59.94 51.31 LaSalle Cnty, IL SD #141 504588EC4 05/12/06 12/01/09 105.939 VARIES 5.5982 0.169855 0.174609 0.161030 0.159706 0.158345 61.74 57.65 LaSalle Cnty, IL SD #141 504588ED2 05/12/06 12/01/10 107.147 VARIES 5.6677 0.173988 0.178919 0.165294 0.164074 0.162820 63.26 59.21 LaSalle County, IL 504597AS4 11/17/03 12/01/07 105.602 VARIES 3.9327 0.110801 0.110030 36.43 LaSalle County, IL 504597AT2 11/17/03 12/01/08 105.395 VARIES 4.3341 0.123055 0.122411 0.121753 0.121080 44.14 40.06 Lake County IL SD #187 509262CS8 04/09/03 01/01/08 83.406 0.000 3.8740 128.30 0.103561 0.105567 37.64 Lake County IL SD #187 509262CT6 04/09/03 01/01/09 78.814 0.000 4.1991 132.11 0.107340 0.109593 0.111894 0.114243 39.05 40.70 Lake County IL SD #187 509262CU3 04/09/03 01/01/10 74.126 0.000 4.4992 133.78 0.109361 0.111822 0.114337 0.116909 39.81 41.62 Lake County IL SD #187 509262CV1 04/09/03 01/01/21 35.244 0.000 5.9694 86.45 0.072777 0.074949 0.077186 0.079490 26.59 28.20 Lamar Media Corporation. 513075AN1 08/17/06 08/15/15 92.809 6.625 7.7500 2.11 0.015770 0.016375 0.017009 0.017669 0.018353 5.95 6.42 Lamar Media Corporation. 513075AP6 08/17/06 08/15/15 92.809 6.625 7.7500 2.11 0.015770 0.016375 0.017009 0.017669 0.018353 5.95 6.42 Lamar Media Corporation. 513075AQ4 08/17/06 08/15/15 92.809 6.625 7.7500 2.11 0.015770 0.016375 0.017009 0.017669 0.018353 5.95 6.42 Language Ln Hldgs II Inc 515860AA2 06/11/04 06/15/13 50.460 VARIES 14.1249 0.278932 0.298632 0.319722 0.342303 0.366478 104.61 119.91 Language Ln Hldgs II Inc 515860AB0 06/11/04 06/15/13 50.460 VARIES 14.1249 0.278932 0.298632 0.319722 0.342303 0.366478 104.61 119.91 Language Ln Hldgs II Inc 515860AC8 06/11/04 06/15/13 50.460 VARIES 14.1249 0.278932 0.298632 0.319722 0.342303 0.366478 104.61 119.91 Language Ln Hldgs II Inc 515861AA0 06/11/04 06/15/12 97.432 11.125 11.6262 5.84 0.007479 0.007914 0.008374 0.008861 0.009376 2.78 3.12 Language Ln Hldgs II Inc 515861AB8 06/11/04 06/15/12 97.432 11.125 11.6262 5.84 0.007479 0.007914 0.008374 0.008861 0.009376 2.78 3.12 Language Ln Hldgs II Inc 515861AC6 06/11/04 06/15/12 97.432 11.125 11.6262 5.84 0.007479 0.007914 0.008374 0.008861 0.009376 2.78 3.12 Lee & Ogle Counties, IL 523372AE0 07/02/03 04/01/07 100.510 VARIES 3.3831 0.094029 8.46 Lee & Ogle Counties, IL 523372AF7 07/02/03 04/01/08 100.396 VARIES 3.8822 0.107945 0.107911 0.107876 38.85 9.71 Lee & Ogle Counties, IL 523372AG5 07/02/03 04/01/09 100.704 VARIES 4.2319 0.117881 0.117818 0.117754 0.117689 0.117623 42.41 42.37 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lee & Ogle Counties, IL 523372AH3 07/02/03 04/01/10 101.077 VARIES 4.4821 0.125175 0.125086 0.124994 0.124901 0.124805 45.03 44.96 Lee & Ogle Counties, IL 523372AT7 06/09/05 04/01/07 88.783 0.000 6.6710 96.03 0.179325 16.14 Lee & Ogle Counties, IL 523372AU4 06/09/05 04/01/08 83.138 0.000 6.6736 89.96 0.167995 0.173601 0.179393 62.51 16.15 Lee & Ogle Counties, IL 523372AV2 06/09/05 04/01/09 77.853 0.000 6.6745 84.25 0.157338 0.162589 0.168015 0.173622 0.179416 58.55 62.52 Lee & Ogle Counties, IL 523372AW0 06/09/05 04/01/10 72.903 0.000 6.6753 78.91 0.147353 0.152271 0.157354 0.162605 0.168033 54.83 58.55 Lee & Ogle Counties, IL 523372AX8 06/09/05 04/01/11 68.268 0.000 6.6757 73.90 0.137995 0.142601 0.147361 0.152280 0.157362 51.35 54.84 Lehman Bros Hldgs Inc 524908779 02/05/02 02/05/07 100.000 0.000 5.6499 0.201666 6.86 Lehman Bros Hldgs Inc 524908CH1 02/24/00 02/24/07 100.000 0.250 8.1500 0.375777 19.92 Lehman Bros Hldgs Inc 524908CS7 11/14/00 11/14/07 100.000 0.250 7.7500 0.335717 0.348457 107.37 Lehman Bros Hldgs Inc 524908CT5 11/14/00 11/14/07 100.000 0.250 7.7500 0.335717 0.348457 107.37 Lehman Bros Hldgs Inc 524908DH0 06/01/01 06/01/08 100.000 0.250 6.7534 0.267255 0.276045 0.285132 98.33 42.77 Lehman Bros Hldgs Inc 524908EF3 06/19/02 06/19/09 100.000 0.250 4.6000 0.155220 0.158630 0.162119 0.165688 0.169339 56.58 59.09 Lehman Bros Hldgs Inc 524908EK2 08/05/02 08/05/07 100.000 0.000 4.9999 0.169220 0.173450 36.97 Lehman Bros Hldgs Inc 524908EN6 08/05/02 08/05/08 100.000 0.000 5.2499 0.179423 0.184133 0.188967 0.193927 66.83 41.33 Lehman Bros Hldgs Inc 524908EP1 09/27/02 09/27/07 100.000 0.000 3.9999 0.130182 0.132785 35.10 Lehman Bros Hldgs Inc 524908ES5 10/02/02 10/02/07 100.000 0.250 2.9999 0.092994 0.094285 25.43 Lehman Bros Hldgs Inc 524908FJ4 04/29/03 04/29/10 100.000 0.000 4.4000 0.142335 0.145467 0.148667 0.151938 0.155280 52.20 54.52 Lehman Bros Hldgs Inc 524908FL9 05/01/03 05/01/10 100.000 0.250 4.3999 0.141190 0.144144 0.147162 0.150247 0.153400 51.72 53.91 Lehman Bros Hldgs Inc 524908FN5 05/08/03 05/08/10 100.000 0.250 4.2499 0.135674 0.138409 0.141203 0.144056 0.146970 49.63 51.65 Lehman Bros Hldgs Inc 524908FP0 05/13/03 05/13/10 100.000 0.250 4.1999 0.133847 0.136512 0.139233 0.142011 0.144847 48.92 50.89 Lehman Bros Hldgs Inc 524908FR6 05/27/03 05/27/08 100.000 0.250 3.0600 0.093754 0.095082 0.096431 34.08 14.08 Lehman Bros Hldgs Inc 524908JE1 09/10/03 06/10/10 100.000 0.000 4.5589 0.146629 0.149971 0.153390 0.156886 0.160462 53.53 56.00 Lehman Bros Hldgs Inc 524908JJ0 10/09/03 10/09/10 100.000 1.600 4.3099 0.129994 0.131837 0.133720 0.135644 0.137610 47.44 48.80 Lehman Bros Hldgs Inc 524908JK7 11/06/03 11/06/09 100.000 0.000 4.2300 0.133223 0.136041 0.138918 0.141856 0.144857 48.78 50.87 Lehman Bros Hldgs Inc 524908LS7 02/11/04 02/11/11 100.000 0.750 4.3200 0.131184 0.133568 0.136003 0.138491 0.141032 48.33 50.11 Lehman Bros Hldgs Inc 524908MJ6 10/06/04 10/06/11 100.000 0.250 4.4000 0.132707 0.135474 0.138301 0.141191 0.144145 48.75 50.81 Lehman Bros Hldgs Inc 524908NL0 06/21/05 06/21/10 100.000 0.750 4.4580 0.130878 0.133331 0.135838 0.138402 0.141022 47.61 49.41 Lehman Bros Hldgs Inc 524908NM8 06/29/05 06/29/12 100.000 0.250 4.4344 0.131084 0.133836 0.136650 0.139526 0.142465 47.70 49.72 Lehman Bros Hldgs Inc 524908NW6 09/26/05 09/26/08 107.550 0.250 4.3840 0.136470 0.139310 0.142211 0.145176 50.19 38.22 Lehman Bros Hldgs Inc 524908NX4 10/13/05 10/13/15 100.000 5.175 5.1749 0.143750 0.143750 0.143750 0.143750 0.143750 51.75 51.75 Lehman Bros Hldgs Inc 524908NY2 10/28/05 10/28/12 100.000 3.000 4.9995 0.141688 0.143147 0.144642 0.146175 0.147745 51.46 52.54 Lehman Bros Hldgs Inc 524908PA2 11/17/05 11/17/12 100.000 3.000 5.2215 0.148306 0.150003 0.151743 0.153529 0.155362 53.85 55.11 Lehman Bros Hldgs Inc 524908PG9 01/06/06 01/06/12 100.000 0.250 5.0450 0.143499 0.146944 0.150475 0.154096 0.157807 53.50 56.11 Lehman Bros Hldgs Inc 524908PK0 03/08/06 03/03/09 100.000 2.000 5.1001 0.143805 0.146056 0.148363 0.150730 0.153157 52.71 54.40 Lehman Bros Hldgs Inc 524908PL8 03/23/06 03/23/09 100.000 1.000 5.0091 0.141931 0.144790 0.147721 0.150725 0.153804 52.18 54.32 Lehman Bros Hldgs Inc 524908PN4 03/29/06 03/29/13 100.000 1.500 5.4019 0.152983 0.155989 0.159077 0.162249 0.165505 56.18 58.43 Lehman Bros Hldgs Inc 524908SH4 08/01/06 08/01/13 100.000 2.000 5.4200 0.150556 0.153130 0.155775 0.158490 0.161280 55.45 57.39 Lehman Bros Hldgs Inc 524908SK7 08/09/06 08/09/09 100.000 0.000 5.4269 0.150748 0.154839 0.159040 0.163356 0.167788 56.18 59.27 Lehman Bros Hldgs Inc 524908TX8 10/12/06 10/12/11 100.000 0.250 5.5099 0.153055 0.157081 0.161217 0.165467 0.169835 56.47 59.48 Lehman Bros Hldgs Inc 524908TZ3 10/17/06 10/17/13 100.000 1.000 5.3799 0.149445 0.152717 0.156078 0.159530 0.163074 54.88 57.33 Lehman Bros Hldgs Inc 524908UC2 12/12/06 12/12/13 100.000 0.250 5.0399 0.140000 0.143353 0.146790 0.150315 0.153928 51.13 53.61 Lehman Bros Hldgs Inc 524908UE8 12/11/06 12/11/11 104.625 0.000 5.0399 0.146475 0.150166 0.153950 0.157830 0.161807 53.54 56.28 Lehman Bros Hldgs Inc 524908UH1 12/21/06 12/21/11 100.000 0.000 5.2200 0.145001 0.148785 0.152669 0.156653 0.160742 52.96 55.76 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 524908UL2 12/27/06 12/27/13 100.000 0.450 5.1200 0.142222 0.145543 0.148949 0.152442 0.156025 51.82 54.28 Lehman Bros Hldgs Inc 524908UU2 02/06/07 02/06/14 100.000 1.250 5.5630 0.154528 0.157860 0.161286 0.164806 50.70 58.45 Lehman Bros Hldgs Inc 524908UY4 02/16/07 02/16/12 100.000 0.250 5.3845 0.149570 0.153410 0.157353 0.161402 47.63 57.02 Lehman Bros Hldgs Inc 524908VU1 03/29/07 03/29/14 100.000 1.000 5.6108 0.155857 0.159450 0.163144 0.166942 42.72 58.76 Lehman Bros Hldgs Inc 52517P2J9 05/24/07 05/24/24 100.000 VARIES 5.5681 0.154671 0.150954 0.147133 0.143205 33.43 53.37 Lehman Bros Hldgs Inc 52517P3N9 10/02/07 04/02/09 100.000 0.000 5.4000 0.150000 0.154050 0.158210 13.35 55.46 Lehman Bros Hldgs Inc 52517P4H1 09/28/07 09/28/09 100.000 0.000 5.3300 0.148056 0.152002 0.156053 13.77 54.75 Lehman Bros Hldgs Inc 52517P4P3 08/31/07 03/05/09 100.000 0.000 5.6999 0.158332 0.158458 0.162974 0.167619 19.17 58.92 Lehman Bros Hldgs Inc 52517P4Q1 08/31/07 08/31/10 100.000 0.000 6.2200 0.170879 0.174278 0.182677 21.02 64.62 Lehman Bros Hldgs Inc 52517P4T5 08/29/07 08/29/22 100.000 VARIES 6.2092 0.168728 0.166497 0.161397 21.09 60.43 Lehman Bros Hldgs Inc 52517P4W8 08/31/07 08/31/10 100.000 0.000 6.2200 0.170879 0.174278 0.182677 21.02 64.62 Lehman Bros Hldgs Inc 52517P4X6 08/21/07 08/21/37 100.000 VARIES 7.1259 0.197942 0.194276 0.190480 25.73 69.63 Lehman Bros Hldgs Inc 52517P5M9 10/02/07 10/04/10 100.000 0.000 5.4599 0.151666 0.151712 0.155854 0.160109 13.50 56.09 Lehman Bros Hldgs Inc 52517P5P2 10/02/07 10/04/10 100.000 0.000 5.4599 0.151666 0.151712 0.155854 0.160109 13.50 56.09 Lehman Bros Hldgs Inc 52517P5Q0 09/27/07 09/28/09 100.000 0.000 5.3299 0.148054 0.148077 0.152024 0.156075 13.92 54.76 Lehman Bros Hldgs Inc 52517P5R8 09/28/07 09/28/22 100.000 VARIES 5.5817 0.155048 0.150072 0.146121 14.42 54.09 Lehman Bros Hldgs Inc 52517P5S6 09/26/07 09/26/22 100.000 VARIES 5.7211 0.158922 0.154330 0.149607 15.10 55.50 Lehman Bros Hldgs Inc 52517P6Q9 10/12/07 10/13/09 100.000 0.000 5.4700 0.151943 0.151968 0.156124 0.160394 12.01 56.11 Lehman Bros Hldgs Inc 52517P6Y2 10/12/07 10/13/09 100.000 0.000 5.4700 0.151943 0.151968 0.156124 0.160394 12.01 56.11 Lehman Bros Hldgs Inc 52517P7A3 10/11/07 10/11/11 80.899 0.000 5.3700 0.120675 0.123916 0.127243 9.65 44.55 Lehman Bros Hldgs Inc 52517PAE1 10/15/93 10/15/23 100.000 VARIES 6.9789 0.208223 0.207996 0.207761 0.207518 0.207267 74.88 74.71 Lehman Bros Hldgs Inc 52517PB26 08/31/05 08/31/07 100.000 0.000 4.2018 0.121001 0.121529 29.38 Lehman Bros Hldgs Inc 52517PB91 09/30/05 10/01/07 100.000 0.000 4.1916 0.121382 0.123926 33.23 Lehman Bros Hldgs Inc 52517PC25 10/20/05 10/20/20 100.000 VARIES 5.2456 0.141549 0.139452 0.138093 0.136699 0.136011 51.03 50.13 Lehman Bros Hldgs Inc 52517PC90 11/25/05 11/26/07 100.000 0.000 4.7882 0.139471 0.142810 45.93 Lehman Bros Hldgs Inc 52517PD73 12/21/05 12/20/09 82.123 0.000 4.9883 0.119526 0.122507 0.125562 0.128694 0.131904 43.63 45.84 Lehman Bros Hldgs Inc 52517PE56 02/22/06 02/22/13 100.000 VARIES 5.1644 0.141781 0.140062 0.140092 0.140123 0.140155 50.51 50.45 Lehman Bros Hldgs Inc 52517PE64 02/07/06 08/07/07 100.000 0.000 4.7883 0.136193 0.139454 30.00 Lehman Bros Hldgs Inc 52517PE80 03/07/06 09/07/07 100.000 0.000 4.9806 0.141795 0.145327 35.52 Lehman Bros Hldgs Inc 52517PE98 03/15/06 03/15/11 100.000 0.000 5.2946 0.150966 0.154962 0.159065 0.163276 0.167598 55.93 58.93 Lehman Bros Hldgs Inc 52517PF22 03/22/06 03/24/08 100.000 0.000 5.0310 0.143306 0.146911 0.150607 52.95 12.50 Lehman Bros Hldgs Inc 52517PF30 03/22/06 03/24/08 100.000 0.000 5.0310 0.143306 0.146911 0.150607 52.95 12.50 Lehman Bros Hldgs Inc 52517PG62 04/25/06 04/25/07 100.000 0.000 5.0515 0.143864 16.40 Lehman Bros Hldgs Inc 52517PG70 04/20/06 04/20/07 100.000 0.000 5.0818 0.144749 15.78 Lehman Bros Hldgs Inc 52517PG88 04/24/06 04/24/08 100.000 0.000 5.1629 0.147117 0.150914 0.154810 54.16 17.49 Lehman Bros Hldgs Inc 52517PH46 05/17/06 05/17/21 100.000 VARIES 5.8803 0.161613 0.159831 0.160855 0.161909 0.162994 57.83 58.19 Lehman Bros Hldgs Inc 52517PH79 05/19/06 11/19/07 100.000 0.000 5.2642 0.150077 0.154028 48.44 Lehman Bros Hldgs Inc 52517PH87 05/19/06 11/19/07 100.000 0.000 5.2642 0.150077 0.154028 48.44 Lehman Bros Hldgs Inc 52517PJ93 06/26/06 12/27/07 100.000 0.000 5.5782 0.159299 0.163742 57.51 Lehman Bros Hldgs Inc 52517PK26 06/30/06 06/30/08 100.000 0.000 5.6797 0.162252 0.166860 0.171599 59.25 30.72 Lehman Bros Hldgs Inc 52517PK42 07/26/06 07/26/21 100.000 VARIES 4.6197 0.128326 0.124874 0.121342 0.121899 0.122469 44.49 43.96 Lehman Bros Hldgs Inc 52517PL66 09/14/06 09/14/21 95.000 VARIES 5.7713 0.152299 0.152005 0.151702 0.151390 0.151069 54.71 54.49 Lehman Bros Hldgs Inc 52517PL74 09/12/06 09/12/11 100.000 0.000 5.4399 0.151111 0.155221 0.159443 0.163780 0.168235 56.05 59.14 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 52517PM24 09/29/06 09/29/21 95.500 VARIES 5.8013 0.153898 0.153729 0.153555 0.153376 0.153192 55.34 55.21 Lehman Bros Hldgs Inc 52517PM65 10/06/06 10/08/07 100.000 0.000 5.1399 0.142816 0.146486 40.22 Lehman Bros Hldgs Inc 52517PM99 10/27/06 10/27/16 94.650 VARIES 5.6132 0.147583 0.147632 0.147683 0.147734 0.147788 53.15 53.18 Lehman Bros Hldgs Inc 52517PN64 11/07/06 11/07/16 100.000 VARIES 5.5099 0.153056 0.148854 0.144537 0.144693 0.144853 53.88 52.08 Lehman Bros Hldgs Inc 52517PN80 11/17/06 05/19/08 100.000 0.000 5.1698 0.143649 0.147362 0.151171 52.70 20.86 Lehman Bros Hldgs Inc 52517PP54 11/28/06 11/30/07 100.000 0.000 5.1399 0.142816 0.146486 47.65 Lehman Bros Hldgs Inc 52517PQ20 12/28/06 12/28/21 100.000 VARIES 5.1185 0.142182 0.141555 0.140912 0.140253 0.139577 51.07 50.61 Lehman Bros Hldgs Inc 52517PQ79 12/26/06 12/27/07 100.000 0.000 5.2300 0.145299 0.149099 52.41 Lehman Bros Hldgs Inc 52517PQ87 12/21/06 12/21/21 97.500 VARIES 5.3886 0.145944 0.143327 0.140640 0.137881 0.135047 52.02 50.08 Lehman Bros Hldgs Inc 52517PQ95 12/28/06 12/28/21 100.000 VARIES 5.1988 0.144413 0.140947 0.137390 0.137531 0.137677 51.34 49.49 Lehman Bros Hldgs Inc 52517PS93 02/05/07 02/05/17 97.100 VARIES 5.7419 0.154872 0.154533 0.154704 0.154878 50.44 55.71 Lehman Bros Hldgs Inc 52517PT27 02/15/07 02/15/22 97.500 VARIES 5.4901 0.148692 0.148198 0.147691 0.147171 46.92 53.12 Lehman Bros Hldgs Inc 52517PT43 02/28/07 08/28/08 100.000 0.000 5.3502 0.148618 0.152594 0.156676 45.52 36.90 Lehman Bros Hldgs Inc 52517PT68 02/16/07 02/16/17 100.000 VARIES 5.6999 0.158333 0.155784 0.153162 0.150466 49.53 54.89 Lehman Bros Hldgs Inc 52517PTP6 02/18/03 02/18/08 100.000 0.000 4.1715 0.130980 0.135928 0.136501 49.45 6.55 Lehman Bros Hldgs Inc 52517PU41 03/30/07 03/30/09 100.000 0.000 5.2100 0.144722 0.148492 0.152361 0.156330 39.56 54.87 Lehman Bros Hldgs Inc 52517PU66 03/07/07 03/07/22 100.000 VARIES 5.1589 0.143303 0.139834 0.136276 0.136424 41.74 49.31 Lehman Bros Hldgs Inc 52517PU74 03/30/07 03/30/09 100.000 0.000 5.2100 0.144722 0.148492 0.152361 0.156330 39.56 54.87 Lehman Bros Hldgs Inc 52517PU82 03/05/07 03/05/22 100.000 VARIES 5.5000 0.152779 0.150869 0.148907 0.146891 45.00 53.50 Lehman Bros Hldgs Inc 52517PU90 03/09/07 04/15/08 100.000 0.000 5.3000 0.147222 0.148003 0.151925 43.49 15.80 Lehman Bros Hldgs Inc 52517PUH2 06/12/03 06/12/13 100.000 VARIES 4.5976 0.114927 0.112530 0.110720 0.108868 0.107562 41.43 40.12 Lehman Bros Hldgs Inc 52517PUK5 05/23/03 05/23/13 100.000 VARIES 4.3487 0.116087 0.113575 0.113885 0.111699 0.112566 41.82 41.23 Lehman Bros Hldgs Inc 52517PUL3 06/12/03 06/12/18 100.000 VARIES 5.2471 0.140551 0.138791 0.137415 0.136002 0.135292 50.92 49.99 Lehman Bros Hldgs Inc 52517PUP4 07/03/03 07/03/18 100.000 VARIES 4.7451 0.117635 0.117507 0.113498 0.112579 0.109162 42.16 40.58 Lehman Bros Hldgs Inc 52517PUR0 07/17/03 07/17/15 100.000 VARIES 4.3972 0.108684 0.108511 0.104758 0.103858 0.100656 38.98 37.49 Lehman Bros Hldgs Inc 52517PUT6 07/16/03 01/16/09 100.000 VARIES 3.3194 0.085462 0.086028 0.085857 0.088241 0.088730 31.36 32.34 Lehman Bros Hldgs Inc 52517PUW9 07/30/03 07/30/07 100.000 VARIES 3.1498 0.082959 0.085662 17.91 Lehman Bros Hldgs Inc 52517PUX7 08/07/03 08/07/08 100.000 VARIES 4.0000 0.103982 0.104850 0.104475 0.107736 38.18 23.47 Lehman Bros Hldgs Inc 52517PV65 03/28/07 03/28/22 100.000 VARIES 5.2488 0.145802 0.142339 0.138784 0.138927 39.48 50.28 Lehman Bros Hldgs Inc 52517PVC2 08/27/03 08/27/10 100.000 0.250 4.7000 0.149042 0.152382 0.155799 0.159298 0.162878 55.09 57.60 Lehman Bros Hldgs Inc 52517PVE8 09/25/03 09/25/10 100.000 0.250 4.3900 0.137947 0.140823 0.143761 0.146764 0.149833 50.74 52.88 Lehman Bros Hldgs Inc 52517PVG3 09/30/03 09/30/10 100.000 0.250 4.3099 0.135112 0.137874 0.140695 0.143577 0.146522 49.65 51.70 Lehman Bros Hldgs Inc 52517PVN8 12/17/03 12/17/18 100.000 VARIES 6.0028 0.173980 0.174508 0.175610 0.176744 0.178890 63.62 64.53 Lehman Bros Hldgs Inc 52517PVR9 01/13/04 01/13/11 100.000 0.250 4.3800 0.134793 0.137593 0.140454 0.143378 0.146366 49.98 52.08 Lehman Bros Hldgs Inc 52517PVX6 03/16/04 03/16/07 100.000 VARIES 2.7998 0.076276 5.64 Lehman Bros Hldgs Inc 52517PW80 04/20/07 04/20/22 100.000 VARIES 5.1283 0.142455 0.141478 0.140476 0.139448 35.69 50.61 Lehman Bros Hldgs Inc 52517PW98 04/25/07 04/25/22 100.000 VARIES 5.1488 0.143025 0.139556 0.135997 0.136137 34.96 49.37 Lehman Bros Hldgs Inc 52517PWB3 04/08/04 04/08/14 100.000 VARIES 4.8469 0.119960 0.117561 0.115775 0.114607 0.114035 42.99 42.01 Lehman Bros Hldgs Inc 52517PWC1 04/08/04 04/08/11 100.000 VARIES 4.2283 0.104093 0.101987 0.100921 0.101900 0.104626 37.34 37.43 Lehman Bros Hldgs Inc 52517PWD9 04/14/04 04/14/11 100.000 VARIES 3.5801 0.097586 0.097131 0.097212 0.097294 0.097913 35.51 35.65 Lehman Bros Hldgs Inc 52517PWR8 05/13/04 09/16/10 90.250 1.000 4.8310 0.132156 0.134678 0.137260 0.139904 0.142613 48.57 50.45 Lehman Bros Hldgs Inc 52517PWX5 07/07/04 07/07/11 100.000 0.250 5.0499 0.154262 0.157982 0.161796 0.165706 0.169714 57.51 60.33 Lehman Bros Hldgs Inc 52517PWY3 07/29/04 07/29/14 100.000 VARIES 5.4675 0.140662 0.142183 0.139416 0.140483 0.138483 51.42 51.08 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 52517PX30 04/30/07 05/01/08 100.000 0.000 5.1400 0.142777 0.142799 0.146469 34.63 17.58 Lehman Bros Hldgs Inc 52517PX55 04/27/07 04/27/22 100.000 VARIES 5.3982 0.149951 0.148075 0.146149 0.144171 36.47 52.71 Lehman Bros Hldgs Inc 52517PX71 04/17/07 04/17/37 100.000 VARIES 6.2486 0.173573 0.170621 0.167577 0.167606 43.87 60.65 Lehman Bros Hldgs Inc 52517PXB2 08/20/04 08/20/09 100.000 VARIES 4.6984 0.117584 0.118122 0.116352 0.120394 0.121883 42.85 44.06 Lehman Bros Hldgs Inc 52517PXD8 08/26/04 08/26/14 100.000 VARIES 5.4872 0.140451 0.141770 0.138812 0.139665 0.137464 51.29 50.79 Lehman Bros Hldgs Inc 52517PXF3 09/15/04 09/15/14 100.000 VARIES 5.2957 0.133890 0.128359 0.126295 0.122114 0.121939 47.03 44.98 Lehman Bros Hldgs Inc 52517PXG1 09/15/04 09/15/14 100.000 VARIES 5.2957 0.133890 0.128359 0.126295 0.122114 0.121939 47.03 44.98 Lehman Bros Hldgs Inc 52517PXJ5 10/25/04 10/25/11 100.000 VARIES 4.6584 0.121048 0.119373 0.118335 0.116636 0.115529 43.69 42.81 Lehman Bros Hldgs Inc 52517PXK2 10/27/04 10/27/14 100.000 VARIES 5.1472 0.133682 0.131803 0.130624 0.129064 0.128163 48.25 47.36 Lehman Bros Hldgs Inc 52517PXL0 10/25/04 10/25/11 100.000 VARIES 4.6577 0.116072 0.113035 0.110577 0.108319 0.111451 41.44 40.12 Lehman Bros Hldgs Inc 52517PXM8 10/25/04 10/25/17 100.000 VARIES 5.2494 0.137514 0.137642 0.138544 0.139469 0.140671 50.29 51.02 Lehman Bros Hldgs Inc 52517PXQ9 11/01/04 11/01/14 100.000 VARIES 4.9383 0.134086 0.133624 0.133152 0.132324 0.131476 48.13 47.69 Lehman Bros Hldgs Inc 52517PXS5 10/29/04 10/29/19 100.000 VARIES 5.4644 0.142192 0.139307 0.137141 0.134916 0.133358 51.05 49.54 Lehman Bros Hldgs Inc 52517PXV8 11/18/04 11/18/11 100.000 VARIES 5.0706 0.131798 0.129147 0.130045 0.128104 0.129677 47.54 47.22 Lehman Bros Hldgs Inc 52517PXW6 11/22/04 11/22/19 100.000 VARIES 5.5393 0.142320 0.141243 0.144087 0.143834 0.147207 51.82 52.81 Lehman Bros Hldgs Inc 52517PXZ9 12/07/04 12/07/16 100.000 VARIES 5.2285 0.142830 0.142570 0.142303 0.141666 0.141012 51.36 51.08 Lehman Bros Hldgs Inc 52517PY88 05/23/07 05/23/22 100.000 VARIES 5.3887 0.149687 0.146235 0.142691 0.142794 32.50 51.88 Lehman Bros Hldgs Inc 52517PYC9 12/06/04 12/06/11 100.000 VARIES 4.7277 0.118670 0.114901 0.111708 0.109684 0.112894 42.44 40.55 Lehman Bros Hldgs Inc 52517PYD7 12/23/04 12/23/11 100.000 VARIES 4.7678 0.120782 0.118426 0.117016 0.115571 0.115375 43.62 42.55 Lehman Bros Hldgs Inc 52517PYE5 12/23/04 12/23/19 100.000 VARIES 5.6986 0.143980 0.144330 0.145500 0.146703 0.148190 52.63 53.50 Lehman Bros Hldgs Inc 52517PYF2 12/23/04 06/23/08 100.000 VARIES 4.0195 0.107510 0.106765 0.107661 39.11 18.73 Lehman Bros Hldgs Inc 52517PYG0 12/30/04 12/30/19 100.000 VARIES 5.5380 0.141514 0.141971 0.142441 0.142924 0.143344 51.03 51.37 Lehman Bros Hldgs Inc 52517PYH8 01/06/05 01/06/20 100.000 VARIES 5.8754 0.160373 0.159373 0.158342 0.157282 0.156190 57.20 56.44 Lehman Bros Hldgs Inc 52517PYJ4 12/30/04 12/30/19 100.000 VARIES 5.8784 0.153120 0.153538 0.153969 0.154412 0.154868 55.20 55.51 Lehman Bros Hldgs Inc 52517PYK1 12/29/04 12/29/11 100.000 VARIES 4.7878 0.121999 0.118677 0.115958 0.112520 0.114128 43.90 41.81 Lehman Bros Hldgs Inc 52517PYL9 12/29/04 12/29/14 100.000 VARIES 5.2159 0.131893 0.128536 0.125832 0.122700 0.120144 47.51 45.46 Lehman Bros Hldgs Inc 52517PYM7 01/28/05 01/28/20 100.000 VARIES 5.9154 0.161566 0.160594 0.159593 0.158562 0.157501 57.69 56.95 Lehman Bros Hldgs Inc 52517PYR6 02/02/05 02/02/17 100.000 VARIES 5.4992 0.142990 0.145749 0.143765 0.145754 0.144584 52.81 53.10 Lehman Bros Hldgs Inc 52517PYT2 02/24/05 02/24/20 100.000 VARIES 5.1276 0.127150 0.127561 0.127983 0.128416 0.128859 45.95 46.26 Lehman Bros Hldgs Inc 52517PYU9 02/24/05 02/24/20 100.000 VARIES 5.0875 0.124783 0.125308 0.125845 0.126397 0.126962 45.15 45.55 Lehman Bros Hldgs Inc 52517PYW5 03/23/05 03/23/20 100.000 VARIES 5.1879 0.130199 0.130622 0.131056 0.131502 0.131958 47.03 47.35 Lehman Bros Hldgs Inc 52517PYX3 03/17/05 03/17/20 100.000 VARIES 5.2322 0.148657 0.149821 0.151016 0.152241 0.153499 53.97 54.84 Lehman Bros Hldgs Inc 52517PZ87 05/23/07 05/23/22 100.000 VARIES 5.5672 0.154645 0.150638 0.146519 0.142285 33.56 53.17 Lehman Bros Hldgs Inc 52517PZF1 04/19/05 04/19/10 100.000 VARIES 4.9000 0.136610 0.136554 0.136497 0.136438 0.136360 49.16 49.12 Lehman Bros Hldgs Inc 52520W549 04/30/07 04/30/09 100.000 0.000 5.1300 0.142501 0.146156 0.149905 0.153750 34.57 53.75 Lehman Bros Hldgs Inc 52520W564 03/30/07 03/31/11 100.000 0.000 5.0675 0.140766 0.144333 0.147990 0.151740 38.47 53.29 Lehman Bros Hldgs Inc 52520WAC5 06/05/06 06/15/09 100.000 1.383 5.4185 0.153726 0.156850 0.160059 0.163354 0.166739 56.00 58.32 Lehman Bros Hldgs Inc 52520WAD3 06/05/06 06/15/09 100.000 3.119 5.4192 0.152365 0.154146 0.155975 0.157854 0.159784 55.23 56.55 Lehman Bros Hldgs Inc 52520WAE1 06/05/06 06/15/09 100.000 2.070 5.4187 0.153185 0.155777 0.158440 0.161175 0.163984 55.70 57.62 Lehman Bros Hldgs Inc 52520WAF8 06/09/06 06/09/09 100.000 1.000 5.3910 0.153038 0.156415 0.159882 0.163443 0.167100 55.85 58.36 Lehman Bros Hldgs Inc 52520WAG6 06/23/06 06/23/11 100.000 0.250 5.8865 0.168123 0.172867 0.177751 0.182778 0.187953 61.46 64.98 Level 3 Communications 52729NAR1 02/29/00 03/15/10* 53.308 VARIES 12.8732 0.357608 0.357606 26.82* ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 9.0689 0.373020 0.384896 0.397311 0.410289 0.423855 137.54 146.59 Liberty Media Corp. 530715AG6 11/16/99 11/15/29 100.000 4.000 9.0689 0.373020 0.384896 0.397311 0.410289 0.423855 137.54 146.59 Liberty Media Corp. 530715AK7 02/10/00 02/15/30 100.000 3.750 9.4298 0.391717 0.405274 0.419471 0.434338 0.449905 147.23 157.82 Liberty Media Corp. 530715AL5 02/10/00 02/15/30 100.000 3.750 9.4298 0.391717 0.405274 0.419471 0.434338 0.449905 147.23 157.82 Liberty Media Corp. 530715AM3 01/11/01 01/15/31 100.000 3.500 9.4998 0.375186 0.388389 0.402219 0.416706 0.431881 141.93 152.33 Liberty Media Corp. 530715AN1 01/11/01 01/15/31 100.000 3.500 9.4998 0.375186 0.388389 0.402219 0.416706 0.431881 141.93 152.33 Liberty Media Corp. 530715AP6 03/08/01 03/15/31 100.000 3.250 10.3696 0.435834 0.453751 0.472596 0.492419 0.513269 164.02 178.01 Liberty Media Corp. 530715AQ4 03/08/01 03/15/31 100.000 3.250 10.3696 0.435834 0.453751 0.472596 0.492419 0.513269 164.02 178.01 Liberty Media Corp. 530715AR2 03/08/01 03/15/31 100.000 3.250 10.3696 0.435834 0.453751 0.472596 0.492419 0.513269 164.02 178.01 Liberty Media Corp. 530718AB1 03/26/03 03/30/23 98.500 0.750 5.6006 0.181579 0.186081 0.190708 0.195465 0.200355 67.01 70.39 Liberty Media Corp. 530718AF2 03/26/03 03/30/23 98.500 0.750 5.6006 0.181579 0.186081 0.190708 0.195465 0.200355 67.01 70.39 Lithia Motors, Inc. 536797AA1 05/03/04 05/01/14 100.000 VARIES 8.9998 0.291779 0.301315 0.311281 0.321695 0.332577 107.93 115.21 Lithia Motors, Inc. 536797AB9 05/03/04 05/01/14 100.000 VARIES 8.9998 0.291779 0.301315 0.311281 0.321695 0.332577 107.93 115.21 Lockheed Martin Corp. 539830AN9 08/13/03 08/15/33 98.500 VARIES 6.5721 0.199674 0.205476 0.204658 0.209551 0.209975 74.62 76.53 Lockheed Martin Corp. 539830AP4 08/13/03 08/15/33 98.500 VARIES 6.5721 0.199674 0.205476 0.204658 0.209551 0.209975 74.62 76.53 Lowe's Companies, Inc. 548661CD7 02/16/01 02/16/21 60.841 0.000 2.5000 95.63 0.048438 0.049043 0.049656 0.050277 0.050906 17.71 18.16 Lucent Tech Cap Tr I 549462208 03/19/02 03/15/17 100.000 7.750 7.7499 0.215278 0.215278 0.215278 0.215278 0.215278 77.50 77.50 Lucent Tech Cap Tr I 549462307 03/19/02 03/15/17 100.000 7.750 7.7499 0.215278 0.215278 0.215278 0.215278 0.215278 77.50 77.50 Macoupin County IL SD #1 556003DG3 06/28/06 12/01/08 104.791 7.950 5.8042 0.167675 0.166132 0.164545 0.162911 59.99 54.01 Marion County, OR 56913RAF5 03/28/02 06/01/07 73.606 0.000 6.0081 239.64 0.162026 24.30 Marion County, OR 56913RAG3 03/28/02 06/01/08 68.057 0.000 6.3282 235.01 0.160101 0.165167 0.170393 58.86 25.56 Marion County, OR 56913RAH1 03/28/02 06/01/09 63.326 0.000 6.4683 224.21 0.153241 0.158197 0.163313 0.168595 0.174048 56.36 60.07 Marion County, OR 56913RAJ7 03/28/02 06/01/10 58.440 0.000 6.6784 214.61 0.147407 0.152329 0.157416 0.162672 0.168104 54.25 57.94 Marion County, OR 56913RAK4 03/28/02 06/01/11 53.951 0.000 6.8387 203.60 0.140364 0.145164 0.150127 0.155261 0.160570 51.69 55.28 Marion County, OR 56913RAL2 03/28/02 06/01/12 49.948 0.000 6.9388 191.67 0.132450 0.137045 0.141800 0.146719 0.151810 48.79 52.23 Marion County, OR 56913RAM0 03/28/02 06/01/13 46.303 0.000 7.0088 179.75 0.124417 0.128777 0.133290 0.137961 0.142795 45.84 49.11 Marion County, OR 56913RAN8 03/28/02 06/01/14 42.967 0.000 7.0588 168.18 0.116540 0.120653 0.124912 0.129320 0.133885 42.95 46.03 Marion County, OR 56913RAP3 03/28/02 06/01/15 39.329 0.000 7.2089 157.73 0.109682 0.113635 0.117731 0.121975 0.126372 40.44 43.41 Marion County, OR 56913RAQ1 03/28/02 06/01/16 36.142 0.000 7.3089 147.28 0.102655 0.106407 0.110295 0.114326 0.118504 37.86 40.68 Marion County, OR 56913RAR9 03/28/02 06/01/17 33.393 0.000 7.3590 137.16 0.095712 0.099234 0.102885 0.106671 0.110595 35.31 37.95 Marion County, OR 56913RAS7 03/28/02 06/01/18 31.307 0.000 7.3092 127.58 0.088926 0.092176 0.095545 0.099037 0.102656 32.80 35.24 Marion County, OR 56913RAT5 03/28/02 06/01/19 28.898 0.000 7.3592 118.70 0.082831 0.085879 0.089039 0.092316 0.095713 30.55 32.84 Marion County, OR 56913RAU2 03/28/02 06/01/20 26.649 0.000 7.4091 110.33 0.077076 0.079932 0.082893 0.085964 0.089148 28.44 30.58 Markel Corporation 570535AD6 05/23/02 08/15/07 92.756 7.200 8.9652 62.02 0.044917 0.046930 10.42 Markel Corporation 570535AE4 05/23/02 05/15/08 90.005 7.000 9.2115 72.08 0.053670 0.056142 0.058727 20.00 7.87 Marquee Holdings, Inc. 57143VAA7 08/18/04 08/15/14 55.894 VARIES 11.9996 0.234985 0.249084 0.264028 0.279870 0.296661 91.08 102.34 Marquee Holdings, Inc. 57143VAB5 08/18/04 08/15/14 55.894 VARIES 11.9996 0.234985 0.249084 0.264028 0.279870 0.296661 91.08 102.34 Marquee Holdings, Inc. 57143VAC3 08/18/04 08/15/14 55.894 VARIES 11.9996 0.234985 0.249084 0.264028 0.279870 0.296661 91.08 102.34 Masco Corporation 574599AW6 07/20/01 07/20/31 39.445 VARIES 8.1251 0.132577 0.137963 0.143568 0.149401 0.155470 50.47 54.65 Masco Corporation 574599BB1 07/20/01 07/20/31 39.445 VARIES 8.1251 0.132577 0.137963 0.143568 0.149401 0.155470 50.47 54.65 Matria Healthcare, Inc. 576817AA8 07/09/01 05/01/08* 93.500 11.000 12.4422 47.83 0.033242 0.034734 4.44* ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Matria Healthcare, Inc. 576817AB6 07/09/01 05/01/08* 93.500 11.000 12.4422 47.83 0.033242 0.034734 4.44* McCaw International LTD. 579472AC5 03/06/97 04/15/07 50.991 VARIES 13.3552 0.370361 38.52 McCaw International LTD. 579472AD3 03/06/97 04/15/07 50.991 VARIES 13.3552 0.370361 38.52 McHenry County, Illinois 581156AX4 03/11/04 12/01/07 100.444 VARIES 3.6095 0.100402 0.100334 33.12 McHenry County, Illinois 581156AY2 03/11/04 12/01/08 104.812 VARIES 4.0993 0.116363 0.115759 0.115142 0.114513 41.75 37.88 McHenry County, Illinois 581156AZ9 03/11/04 12/01/09 106.159 VARIES 4.3520 0.125092 0.124429 0.123751 0.123059 0.122352 44.87 44.38 Medicis Pharma Corp. 584690AB7 08/14/03 06/04/33 93.000 VARIES 9.1499 0.303441 0.315417 0.327941 0.341038 0.354735 112.06 121.14 Medtronic, Inc. 585055AA4 09/11/01 09/15/21 100.000 VARIES 6.7187 0.240842 0.246835 0.253029 0.259431 0.266049 89.07 93.62 Medtronic, Inc. 585055AB2 09/11/01 09/15/21 100.000 VARIES 6.7187 0.240842 0.246835 0.253029 0.259431 0.266049 89.07 93.62 Medtronic, Inc. 585055AD8 09/11/01 09/15/21 100.000 VARIES 6.7187 0.240842 0.246835 0.253029 0.259431 0.266049 89.07 93.62 Cass & Sangamon Cntys IL 586362DK8 06/10/04 12/01/07 105.112 VARIES 4.0506 0.114265 0.113401 37.55 Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14 55.131 VARIES 12.2495 0.268262 0.284692 0.302129 0.320634 0.340272 101.09 113.85 Merrill Lynch & Co.,Inc. 590188249 09/13/00 09/13/07 100.000 0.000 7.2057 0.304388 0.310213 78.69 Merrill Lynch & Co.,Inc. 590188256 08/04/00 08/03/07 100.000 0.000 7.5474 0.319829 0.337400 71.62 Merrill Lynch & Co.,Inc. 590188264 08/04/00 08/03/07 100.000 0.000 7.5474 0.319829 0.337400 71.62 Merrill Lynch & Co.,Inc. 590188272 06/29/00 06/29/07 100.000 0.000 7.7715 0.350458 62.73 Merrill Lynch & Co.,Inc. 590188280 03/30/00 03/30/07 100.000 0.000 7.4814 0.334986 29.81 Merrill Lynch & Co.,Inc. 590188298 03/03/00 03/05/07 100.000 0.000 6.6838 0.284759 18.22 Merrill Lynch & Co.,Inc. 590188A65 05/23/01 05/23/31 51.108 VARIES 6.1331 0.121385 0.125108 0.128944 0.132898 0.136974 44.66 47.44 Merrill Lynch & Co.,Inc. 590188A73 03/13/02 03/13/32 100.000 VARIES 5.7132 0.204488 0.210329 0.216338 0.222518 0.228874 75.95 80.35 Merrill Lynch & Co.,Inc. 590188P44 09/30/03 09/30/08* 100.000 0.000 N/A 0.104466 0.106242 0.108047 28.75* Merrill Lynch & Co.,Inc. 590188P51 10/03/03 10/03/08 100.000 0.000 3.6210 0.112019 0.114047 0.116112 0.118214 41.05 31.96 Merrill Lynch & Co.,Inc. 590188V70 07/30/04 07/30/07 100.000 0.000 3.1570 0.093367 0.094841 19.78 Merrill Lynch & Co.,Inc. 590188V88 08/31/04 08/31/07 100.000 0.000 2.5168 0.074323 0.074422 17.63 Merrill Lynch & Co.,Inc. 590188V96 09/27/04 09/27/07 100.000 0.000 2.5168 0.073498 0.074422 19.72 Merrill Lynch & Co.,Inc. 590188W20 10/29/04 10/29/07 100.000 0.000 2.5190 0.073565 0.074491 22.09 Merrill Lynch & Co.,Inc. 590188W38 11/30/04 11/30/07 100.000 0.000 3.1654 0.093628 0.095110 31.07 Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14 100.000 0.000 4.6291 0.137761 0.140950 0.144212 0.147550 0.150966 51.32 53.73 Merrill Lynch & Co.,Inc. 590188X86 05/05/05 05/12/10 100.000 VARIES 4.2139 0.117158 0.117149 0.117136 0.117122 0.117112 42.17 42.17 Merrill Lynch & Co.,Inc. 59018FBA9 05/16/03 05/17/10 100.000 0.250 4.0324 0.127783 0.130219 0.132704 0.135240 0.137827 46.66 48.46 Merrill Lynch & Co.,Inc. 59018SB94 03/20/98 03/20/28 12.154 0.000 7.1498 103.71 0.043858 0.045425 0.047049 0.048731 0.050474 16.39 17.59 Merrill Lynch & Co.,Inc. 59018SRZ9 02/25/97 02/25/27* 9.506 0.000 8.0000 110.83 0.044506 0.046286 2.45* Merrill Lynch & Co.,Inc. 59018YDJ7 01/12/01 01/07/08 100.000 0.250 6.3524 0.245838 0.253426 0.261255 92.55 1.57 Merrill Lynch & Co.,Inc. 59018YKD2 06/27/01 06/27/08 100.000 0.250 6.2204 0.239230 0.246455 0.253904 87.48 44.69 Merrill Lynch Bank USA 59020WA43 01/31/07 01/31/11 100.000 0.000 5.1147 0.142077 0.145710 0.149436 0.153258 47.58 54.27 Merrill Lynch Bank USA 59020WA68 01/31/07 01/31/12 100.000 0.000 5.1060 0.141834 0.145455 0.149168 0.152977 47.49 54.17 Merrill Lynch Bank USA 59020WA76 01/31/07 02/21/12 100.000 0.000 5.0982 0.141619 0.142040 0.145661 0.149374 0.153182 47.48 54.08 Merrill Lynch Bank USA 59020WA84 02/28/07 11/29/10 100.000 0.000 4.8296 0.133417 0.132817 0.137519 0.139309 0.145038 40.98 50.91 Merrill Lynch Bank USA 59020WA92 02/28/07 02/28/11 100.000 0.000 4.8250 0.131116 0.135755 0.137519 0.143171 40.82 50.92 Merrill Lynch Bank USA 59020WB42 03/15/07 03/15/13 100.000 0.000 4.8033 0.133427 0.136631 0.139913 0.143273 38.50 50.48 Merrill Lynch Bank USA 59020WC33 03/07/07 03/05/10 100.000 0.000 5.0065 0.139070 0.142513 0.146080 0.149737 41.29 52.78 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch Bank USA 59020WC66 03/30/07 03/31/11 100.000 0.000 4.8134 0.133706 0.136924 0.140220 0.143594 36.53 50.49 Merrill Lynch Bank USA 59020WC74 03/30/07 03/30/12 100.000 0.000 4.8040 0.133445 0.136651 0.139933 0.143294 36.46 50.39 Merrill Lynch Bank USA 59020WC82 03/30/07 03/31/11 100.000 0.000 4.8134 0.133706 0.136924 0.140220 0.143594 36.53 50.49 Merrill Lynch Bank USA 59020WC90 04/30/07 04/30/12 100.000 0.000 4.7640 0.132336 0.135488 0.138716 0.142020 32.09 49.76 Merrill Lynch Bank USA 59020WD24 04/30/07 04/30/12 100.000 0.000 4.8440 0.134557 0.137816 0.141154 0.144573 32.63 50.63 Merrill Lynch Bank USA 59020WD32 04/30/07 04/29/11 100.000 0.000 4.8567 0.134910 0.138168 0.141524 0.144960 32.72 50.77 Merrill Lynch Bank USA 59020WD57 04/30/07 01/28/11 100.000 0.000 4.8369 0.134360 0.135948 0.139236 0.142604 32.62 50.55 Merrill Lynch Bank USA 59020WUH2 02/28/05 03/01/10 100.000 0.000 3.9130 0.114577 0.114915 0.118450 0.119455 0.123811 42.36 44.19 Merrill Lynch Bank USA 59020WVY4 08/26/05 08/26/10 100.000 0.000 4.2933 0.124436 0.127108 0.129836 0.132623 0.135470 45.95 47.95 Merrill Lynch Bank USA 59020WWA5 09/30/05 03/30/11 100.000 0.000 4.3666 0.126651 0.129416 0.132242 0.135129 0.138079 46.60 48.66 Merrill Lynch Bank USA 59020WWC1 09/30/05 03/31/14 100.000 0.000 4.4692 0.129757 0.132657 0.135621 0.138652 0.141750 47.77 49.93 Merrill Lynch Bank USA 59020WWD9 10/28/05 04/28/11 100.000 0.000 4.6987 0.136725 0.139937 0.143224 0.146589 0.150033 50.21 52.60 Merrill Lynch Bank USA 59020WWG2 11/27/05 05/27/11 100.000 0.000 4.7139 0.137190 0.140423 0.143733 0.147121 0.150588 50.19 52.59 Merrill Lynch Bank USA 59020WWH0 11/28/05 05/27/11 100.000 0.000 4.7163 0.137245 0.140481 0.143794 0.147185 0.150656 50.21 52.61 Merrill Lynch Bank USA 59020WWP2 12/30/05 06/30/11 100.000 0.000 4.5788 0.133082 0.136128 0.139245 0.142433 0.145694 48.46 50.71 Merrill Lynch Bank USA 59020WWQ0 01/30/06 07/31/09 100.000 0.000 4.5919 0.130481 0.133477 0.136542 0.139677 0.142884 48.43 50.68 Merrill Lynch Bank USA 59020WWV9 02/28/06 02/28/11 100.000 0.000 4.8559 0.137400 0.138442 0.143361 0.145246 0.151238 51.08 53.79 Merrill Lynch Bank USA 59020WXK2 04/28/06 04/30/12 100.000 0.000 5.2512 0.149741 0.153673 0.157708 0.161849 0.166098 55.10 58.03 Merrill Lynch Bank USA 59020WXL0 04/28/06 04/29/10 100.000 0.000 5.2516 0.149732 0.153664 0.157699 0.161840 0.166089 55.11 58.04 Merrill Lynch Bank USA 59020WXM8 05/31/06 05/31/12 100.000 0.000 5.2311 0.149111 0.153011 0.157013 0.161120 0.165334 54.63 57.52 Merrill Lynch Bank USA 59020WXN6 05/31/06 05/31/10 100.000 0.000 5.2117 0.148545 0.152416 0.156388 0.160463 0.164644 54.42 57.29 Merrill Lynch Bank USA 59020WXR7 06/30/06 06/30/10 100.000 0.000 5.4416 0.155269 0.159493 0.163833 0.168291 0.172869 56.67 59.79 Merrill Lynch Bank USA 59020WXU0 06/30/06 12/30/10 100.000 0.000 5.4415 0.155266 0.159490 0.163829 0.168287 0.172866 56.66 59.79 Merrill Lynch Bank USA 59020WYB1 07/31/06 07/29/10 100.000 0.000 5.2020 0.144501 0.148239 0.152095 0.156051 0.160110 53.85 56.68 Merrill Lynch Bank USA 59020WYC9 07/31/06 07/31/09 100.000 0.000 5.2674 0.146317 0.150171 0.154126 0.158185 0.162351 54.55 57.46 Merrill Lynch Bank USA 59020WYD7 07/28/06 07/28/11 100.000 0.000 5.2152 0.144868 0.148646 0.152522 0.156499 0.160580 54.00 56.86 Merrill Lynch Bank USA 59020WYE5 08/31/06 08/31/10 100.000 0.000 5.1348 0.141847 0.143117 0.148404 0.150560 0.156985 52.81 55.77 Merrill Lynch Bank USA 59020WYF2 08/31/06 08/31/10 100.000 0.000 5.1348 0.141847 0.143117 0.148404 0.150560 0.156985 52.81 55.77 Merrill Lynch Bank USA 59020WYG0 08/31/06 08/31/11 100.000 0.000 5.1359 0.141878 0.143148 0.148438 0.150595 0.157022 52.83 55.78 Merrill Lynch Bank USA 59020WYH8 09/15/06 09/15/10 100.000 0.000 4.9635 0.137876 0.141298 0.144804 0.148398 0.152081 50.99 53.55 Merrill Lynch Bank USA 59020WYJ4 09/07/06 09/07/10 100.000 0.000 5.0131 0.139255 0.142746 0.146324 0.149992 0.153751 51.57 54.18 Merrill Lynch Bank USA 59020WYK1 09/28/06 06/30/10 100.000 0.000 4.9465 0.139160 0.142602 0.146129 0.149743 0.153447 50.72 53.26 Merrill Lynch Bank USA 59020WYM7 09/28/06 09/30/10 100.000 0.000 4.9484 0.137496 0.140898 0.144384 0.147956 0.151617 50.74 53.28 Merrill Lynch Bank USA 59020WYU9 10/31/06 07/29/10 100.000 0.000 4.8869 0.135748 0.137388 0.140745 0.144184 0.147707 49.92 52.35 Merrill Lynch Bank USA 59020WYV7 10/31/06 10/31/12 100.000 0.000 4.8867 0.135743 0.139060 0.142457 0.145938 0.149504 49.87 52.34 Merrill Lynch Bank USA 59020WYW5 10/31/06 10/31/12 100.000 0.000 4.8867 0.135743 0.139060 0.142457 0.145938 0.149504 49.87 52.34 Merrill Lynch Bank USA 59020WZD6 11/10/06 11/10/11 100.000 0.000 4.8559 0.134888 0.138164 0.141518 0.144954 0.148474 49.49 51.92 Merrill Lynch Bank USA 59020WZE4 10/30/06 04/30/12 100.000 0.000 4.9187 0.136633 0.139993 0.143436 0.146964 0.150578 50.21 52.71 Merrill Lynch Bank USA 59020WZG9 12/06/06 12/06/10 100.000 0.000 4.6787 0.129964 0.133005 0.136116 0.139300 0.142559 47.49 49.74 Merrill Lynch Bank USA 59020WZH7 11/30/06 09/01/10 100.000 0.000 4.7482 0.131896 0.133479 0.136648 0.139892 0.143213 48.34 50.57 Merrill Lynch Bank USA 59020WZJ3 11/30/06 09/01/10 100.000 0.000 4.7482 0.131896 0.133479 0.136648 0.139892 0.143213 48.34 50.57 Merrill Lynch Bank USA 59020WZK0 11/30/06 12/03/08 100.000 0.000 4.8661 0.135227 0.138517 0.141887 0.145339 49.46 47.73 Merrill Lynch Bank USA 59020WZL8 11/30/06 12/03/08 100.000 0.000 4.8661 0.135227 0.138517 0.141887 0.145339 49.46 47.73 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch Bank USA 59020WZV6 12/28/06 09/27/10 100.000 0.000 4.8737 0.135381 0.137012 0.140351 0.143771 0.147275 49.50 51.79 Merrill Lynch Bank USA 59020WZW4 12/28/06 12/28/10 100.000 0.000 4.8781 0.135503 0.138808 0.142194 0.145662 0.149215 49.40 51.84 Merrill Lynch Bank USA 59020WZX2 12/28/06 12/28/10 100.000 0.000 4.8781 0.135503 0.138808 0.142194 0.145662 0.149215 49.40 51.84 Merrill Lynch & Co.,Inc. 59021J109 10/06/00 10/05/07 100.000 0.000 7.1085 0.296902 0.305775 83.87 Merrill Lynch & Co.,Inc. 59021J141 06/03/03 06/03/10 100.000 0.000 3.5047 0.109941 0.111868 0.113828 0.115823 0.117853 40.03 41.45 Merrill Lynch & Co.,Inc. 59021J208 11/20/00 11/20/07 100.000 0.000 7.1557 0.303080 0.313924 98.63 Merrill Lynch & Co.,Inc. 59021J307 04/30/01 06/27/07 100.000 0.000 5.8990 0.227713 40.08 Merrill Lynch & Co.,Inc. 59021J315 06/03/03 09/03/08 100.000 0.000 3.0408 0.093176 0.094593 0.096031 0.097491 34.14 23.50 Merrill Lynch & Co.,Inc. 59021J471 09/04/02 09/04/09 100.000 0.000 4.9830 0.168538 0.172737 0.177041 0.181452 0.185973 62.42 65.57 Merrill Lynch & Co.,Inc. 59021J489 08/07/02 08/07/09 100.000 0.000 5.2540 0.179593 0.184311 0.189153 0.194122 0.199221 66.88 70.44 Merrill Lynch & Co.,Inc. 59021J513 06/28/02 06/29/09 100.000 0.000 5.5167 0.195796 0.201197 0.206747 0.212450 0.218310 71.48 75.48 Merrill Lynch & Co.,Inc. 59021J596 05/03/02 05/04/09 100.000 0.000 6.1464 0.224240 0.231131 0.238235 0.245556 0.253103 82.76 87.93 Merrill Lynch & Co.,Inc. 59021J679 03/28/02 03/30/09 100.000 0.000 6.2915 0.231032 0.238300 0.245796 0.253529 0.261504 85.82 91.31 Merrill Lynch & Co.,Inc. 59021J695 03/28/02 03/30/09 100.000 0.000 6.2915 0.231032 0.238300 0.245796 0.253529 0.261504 85.82 91.31 Merrill Lynch & Co.,Inc. 59021J794 01/16/02 01/16/09 100.000 0.000 5.7015 0.203968 0.209782 0.215763 0.221914 0.228240 76.42 80.84 Merrill Lynch & Co.,Inc. 59021J877 09/28/01 09/29/08 100.000 0.000 5.5124 0.200998 0.206538 0.212230 0.218080 74.39 57.93 Merrill Lynch & Co.,Inc. 59021J885 08/31/01 08/29/08 100.000 0.000 5.6510 0.203953 0.210868 0.214469 0.222952 77.02 53.23 Merrill Lynch & Co.,Inc. 59021JAA7 05/28/02 05/28/09* 100.000 1.000 N/A 0.216107 30.90* Merrill Lynch & Co.,Inc. 59021S232 10/04/05 10/04/10 100.000 4.350 4.3499 0.120833 0.120833 0.120833 0.120833 0.120833 43.50 43.50 Merrill Lynch & Co.,Inc. 59021S356 06/06/05 06/07/10 100.000 0.000 3.9710 0.117022 0.119345 0.121715 0.124132 0.126596 42.66 44.37 Merrill Lynch & Co.,Inc. 59021S414 07/06/05 07/06/10 100.000 3.860 3.8599 0.107222 0.107222 0.107222 0.107222 0.107222 38.60 38.60 Merrill Lynch & Co.,Inc. 59021S489 05/10/05 05/10/12 100.000 4.200 4.1999 0.116667 0.116667 0.116667 0.116667 0.116667 42.00 42.00 Merrill Lynch & Co.,Inc. 59021S612 04/04/05 06/04/09 100.000 0.000 4.0607 0.120619 0.123068 0.125567 0.128116 0.130718 44.00 45.80 Merrill Lynch & Co.,Inc. 59021S695 03/08/05 03/08/10 100.000 VARIES 4.7598 0.132276 0.132250 0.132225 0.132198 0.132171 47.61 47.59 Merrill Lynch & Co.,Inc. 59021S752 02/04/05 02/05/07 100.000 0.000 3.1934 0.093033 3.16 Merrill Lynch & Co.,Inc. 59021S778 02/04/05 02/04/10 100.000 3.800 3.7999 0.105556 0.105556 0.105556 0.105556 0.105556 38.00 38.00 Merrill Lynch & Co.,Inc. 59021S794 12/10/04 01/02/08 100.000 0.000 3.6215 0.106398 0.108325 0.110286 39.35 .11 Merrill Lynch & Co.,Inc. 59021S844 11/30/04 01/22/10 100.000 0.000 3.7349 0.110262 0.112321 0.114419 0.116555 0.118732 40.73 42.26 Merrill Lynch & Co.,Inc. 59021S877 11/30/04 11/30/09 100.000 VARIES 3.7116 0.103152 0.103160 0.103136 0.103144 0.103120 37.14 37.13 Merrill Lynch & Co.,Inc. 59021V193 08/09/06 02/09/10 100.000 0.000 5.4163 0.150455 0.154530 0.158715 0.163013 0.167428 56.07 59.15 Merrill Lynch & Co.,Inc. 59021V367 06/07/06 12/07/09 100.000 0.000 5.4822 0.156460 0.160749 0.165155 0.169682 0.174334 57.31 60.49 Merrill Lynch & Co.,Inc. 59021V383 06/07/06 12/07/09 100.000 5.450 5.4499 0.151389 0.151389 0.151389 0.151389 0.151389 54.50 54.50 Merrill Lynch & Co.,Inc. 59021V615 03/07/06 09/08/09 100.000 4.956 4.9559 0.137667 0.137667 0.137667 0.137667 0.137667 49.56 49.56 Merrill Lynch & Co.,Inc. 59021V748 01/04/06 01/04/11 100.000 4.510 4.5099 0.125278 0.125278 0.125278 0.125278 0.125278 45.10 45.10 Merrill Lynch & Co.,Inc. 59021V789 01/04/06 07/07/08 100.000 0.000 4.3723 0.124155 0.126869 0.129643 0.132477 46.14 24.62 Merrill Lynch & Co.,Inc. 59021V805 12/07/05 06/05/09 100.000 0.000 4.4683 0.129697 0.132595 0.135557 0.138586 0.141682 47.36 49.51 Merrill Lynch & Co.,Inc. 59021V870 12/07/05 12/07/10 100.000 4.530 4.5299 0.125833 0.125833 0.125833 0.125833 0.125833 45.30 45.30 Merrill Lynch & Co.,Inc. 59021W159 09/29/04 09/29/09 100.000 VARIES 3.9634 0.110013 0.109991 0.109969 0.109946 0.109923 39.60 39.58 Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12 100.000 0.000 3.9886 0.119889 0.122280 0.124719 0.127206 0.129743 43.89 45.65 Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11 100.000 0.000 3.9615 0.120361 0.121382 0.124477 0.126238 0.130185 44.01 45.82 Merrill Lynch & Co.,Inc. 59021W225 08/31/04 08/31/09 100.000 3.940 3.9399 0.110674 0.109444 0.110056 0.109444 0.110674 39.55 39.58 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch & Co.,Inc. 59021W290 08/04/04 08/04/09 100.000 VARIES 3.9817 0.110562 0.110551 0.110540 0.110528 0.110517 39.80 39.79 Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10 100.000 0.000 3.6451 0.112845 0.114902 0.116996 0.119128 0.121299 41.74 43.27 Merrill Lynch & Co.,Inc. 59021W324 08/02/04 08/01/08 100.000 0.000 3.9642 0.119098 0.121459 0.123866 0.126321 44.02 26.45 Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12 100.000 0.000 3.1804 0.094849 0.096357 0.097890 0.099446 0.101028 34.83 35.95 Merrill Lynch & Co.,Inc. 59021W555 07/30/04 07/29/11 100.000 0.000 4.1841 0.126248 0.128889 0.131585 0.134338 0.137149 46.74 48.71 Merrill Lynch & Co.,Inc. 59021W571 03/01/04 03/28/11 100.000 0.000 3.5813 0.109004 0.110956 0.112943 0.114965 0.117024 39.96 41.40 Merrill Lynch & Co.,Inc. 59021W613 03/30/04 03/21/07 100.000 0.000 1.8026 0.052346 4.19 Merrill Lynch & Co.,Inc. 59021W654 12/26/03 12/27/10 100.000 0.000 4.2588 0.134259 0.137118 0.140038 0.143020 0.146066 48.87 50.97 Merrill Lynch & Co.,Inc. 59021W704 08/05/03 08/05/10 100.000 0.000 4.3986 0.139221 0.142283 0.145412 0.148611 0.151879 51.57 53.87 Merrill Lynch & Co.,Inc. 59021W712 12/08/03 03/08/11 100.000 0.000 3.8789 0.119761 0.122084 0.124452 0.126865 0.129326 44.06 45.79 Merrill Lynch & Co.,Inc. 59021W795 01/30/04 01/31/11 100.000 0.000 3.6710 0.111682 0.113732 0.115819 0.117945 0.120110 41.20 42.73 Merrill Lynch & Co.,Inc. 59021W845 09/30/03 09/30/10 100.000 0.000 4.1291 0.129660 0.132337 0.135069 0.137858 0.140704 47.65 49.64 Merrill Lynch & Co.,Inc. 59021W860 09/03/03 09/03/08 100.000 0.000 3.9328 0.122787 0.125202 0.127664 0.130174 45.21 31.35 Merrill Lynch & Co.,Inc. 59021WAA8 07/15/04 07/15/11 100.000 0.000 4.1324 0.124575 0.127149 0.129776 0.132457 0.135194 46.17 48.10 Merrill Lynch & Co.,Inc. 59022C301 10/04/06 10/04/11 100.000 5.310 5.3099 0.147500 0.147500 0.147500 0.147500 0.147500 53.10 53.10 Merrill Lynch & Co.,Inc. 59022C590 12/28/06 06/28/10 100.000 0.000 5.0631 0.140642 0.144203 0.147853 0.151596 0.155434 51.29 53.92 Merrill Lynch & Co.,Inc. 59022C640 12/22/06 12/22/11 100.000 5.190 5.1899 0.144167 0.144167 0.144167 0.144167 0.144167 51.90 51.90 Merrill Lynch & Co.,Inc. 59022C806 10/05/06 04/05/10 100.000 0.000 5.0549 0.140417 0.143966 0.147604 0.151335 0.155160 51.81 54.46 United Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 9.3823 16.69 0.010604 0.011102 0.011623 0.012168 0.012739 3.91 4.28 Michaels Stores, Inc. 594087AN8 10/31/06 11/01/16 50.110 VARIES N/A 0.193136 0.206610 0.220944 0.236272 0.252664 73.62 84.20 Michaels Stores, Inc. 594087AP3 10/31/06 11/01/16 50.110 VARIES N/A 0.193136 0.206610 0.220944 0.236272 0.252664 73.62 84.20 Microcell Telecomm 59501TAL0 05/25/99 06/01/09 55.731 VARIES 11.9993 0.333320 0.333319 0.333319 0.333318 0.333317 120.00 119.99 Mississippi Home Corp. 60535JAD8 06/17/93 12/01/08 34.265 0.000 7.0509 533.05 0.170513 0.176524 0.182748 0.189191 62.83 61.47 Mississippi Home Corp. 60535JAH9 07/22/93 06/01/09 36.262 0.000 6.4993 494.22 0.153859 0.158859 0.164022 0.169352 0.174855 56.59 60.33 Mississippi Home Corp. 60535MCB3 07/21/93 09/15/16 19.775 0.000 7.1244 309.23 0.098270 0.101771 0.105396 0.109151 0.113039 36.76 39.43 J.P. Morgan & Co., Inc. 61688AAF5 02/26/97 04/15/27* 10.165 0.000 7.7315 112.97 0.045352 4.72* J.P. Morgan & Co., Inc. 61688AAG3 04/24/97 04/24/27* 8.845 0.000 8.2500 105.13 0.043691 4.94* J.P. Morgan & Co., Inc. 61688AAH1 05/21/97 05/15/27* 9.170 0.000 8.1293 105.57 0.044088 5.91* J.P. Morgan & Co., Inc. 61688AAJ7 06/18/97 06/18/27* 9.169 0.000 8.1251 104.28 0.044101 7.36* J.P. Morgan & Co., Inc. 61688AAK4 07/01/97 07/01/27* 9.644 0.000 7.9500 105.82 0.044666 8.04* J.P. Morgan & Co., Inc. 61688AAW8 06/30/98 06/30/28 12.693 0.000 7.0001 100.91 0.044295 0.045846 0.047450 0.049111 0.050830 16.23 17.38 Morgan Stanley 6174462B4 12/13/07 12/14/09 100.000 0.000 4.0707 0.113075 0.113089 0.115391 0.117739 2.04 41.21 Morgan Stanley 617446B24 12/29/06 09/29/10 100.000 0.000 4.9890 0.138584 0.140312 0.143812 0.147400 0.151076 50.68 53.09 Morgan Stanley 617446B65 01/31/07 07/31/09 100.000 0.000 5.2774 0.146596 0.150464 0.154434 0.158509 49.11 56.10 Morgan Stanley 617446C98 02/28/07 08/28/09 100.000 0.000 5.1429 0.142860 0.146534 0.150302 0.154167 43.74 54.37 Morgan Stanley 617446DZ9 07/19/00 07/30/07 100.000 0.250 7.1805 0.301553 0.312130 64.93 Morgan Stanley 617446F20 02/27/07 08/27/10 100.000 0.000 5.1430 0.142863 0.146537 0.150305 0.154170 43.89 54.38 Morgan Stanley 617446F38 03/30/07 03/30/09 100.000 0.000 4.9470 0.137417 0.140816 0.144299 0.147868 37.55 51.96 Morgan Stanley 617446F53 03/09/07 03/09/09 100.000 0.000 4.9070 0.136308 0.139652 0.143079 0.146589 40.18 51.67 Morgan Stanley 617446F61 03/09/07 03/16/09 100.000 0.000 4.9162 0.136563 0.136693 0.140054 0.143496 0.147024 40.27 51.77 Morgan Stanley 617446F79 03/30/07 12/30/10 100.000 0.000 4.9794 0.138319 0.140041 0.143528 0.147101 0.150764 37.80 52.32 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617446G52 04/30/07 04/30/09 100.000 0.000 4.9619 0.137831 0.141251 0.144755 0.148346 33.43 51.91 Morgan Stanley 617446GC7 11/17/00 11/30/07 100.000 0.250 6.8220 0.277545 0.285211 93.83 Morgan Stanley 617446GD5 11/17/00 11/30/07 100.000 0.250 6.8220 0.277545 0.285211 93.83 Morgan Stanley 617446GF0 01/24/01 01/30/08 100.000 0.250 6.0023 0.228376 0.235021 0.241866 85.45 7.01 Morgan Stanley 617446GK9 04/03/01 04/15/08 100.000 0.250 5.7767 0.217338 0.223415 0.229668 80.27 23.89 Morgan Stanley 617446GN3 05/02/01 05/30/08 100.000 0.250 5.8772 0.222888 0.229234 0.235766 81.78 35.13 Morgan Stanley 617446GQ6 05/30/01 05/30/08 100.000 0.250 5.9840 0.227234 0.233825 0.240613 83.41 35.85 Morgan Stanley 617446GR4 08/21/01 12/30/08 100.000 1.250 5.5918 0.196808 0.201339 0.205998 0.210787 71.68 74.82 Morgan Stanley 617446GT0 08/16/01 12/30/08 100.000 0.250 5.6289 0.208291 0.213958 0.219784 0.225775 76.02 79.98 Morgan Stanley 617446GU7 09/27/01 12/30/08 100.000 0.250 5.0459 0.180087 0.184455 0.188934 0.193525 65.63 68.65 Morgan Stanley 617446GV5 10/05/01 12/30/09 100.000 0.000 5.0404 0.181718 0.186298 0.190993 0.195806 0.200741 66.25 69.63 Morgan Stanley 617446GX1 11/08/01 12/30/08 100.000 0.000 4.4832 0.156448 0.159955 0.163541 0.167207 56.96 59.37 Morgan Stanley 617446GY9 12/11/01 12/30/09 92.281 0.000 5.3026 0.177076 0.181771 0.186590 0.191537 0.196616 64.60 68.07 Morgan Stanley 617446H28 04/27/07 04/27/37 100.000 VARIES 5.5782 0.154952 0.153076 0.151147 0.149165 37.69 54.51 Morgan Stanley 617446H69 05/30/07 06/26/17 100.000 0.000 5.8001 0.161114 0.161789 0.166481 0.171310 0.176278 34.14 60.85 Morgan Stanley 617446H85 05/22/07 05/22/10 100.000 0.000 5.1009 0.141692 0.145306 0.149012 0.152812 31.17 53.27 Morgan Stanley 617446HH5 08/05/02 12/15/09 100.000 1.000 5.6990 0.194569 0.199322 0.204210 0.209238 0.214409 71.05 74.58 Morgan Stanley 617446HP7 02/14/03 03/30/10 100.000 0.000 4.6889 0.154105 0.157718 0.161415 0.165200 0.169073 56.79 59.49 Morgan Stanley 617446HV4 03/12/03 03/31/08 100.000 0.000 3.6199 0.112968 0.114384 0.116454 41.82 10.48 Morgan Stanley 617446HX0 03/18/03 06/30/08 100.000 0.000 3.6414 0.115952 0.118063 0.120212 42.13 21.52 Morgan Stanley 617446HZ5 04/28/03 09/15/10 100.000 0.000 4.7477 0.154560 0.158229 0.161985 0.165831 0.169767 57.09 59.83 Morgan Stanley 617446J75 08/13/07 02/27/13 117.470 0.000 5.6319 0.183773 0.184175 0.189362 0.194694 25.41 68.54 Morgan Stanley 617446JB6 04/23/03 04/30/10 100.000 0.000 4.5948 0.149766 0.153207 0.156727 0.160328 0.164011 54.96 57.51 Morgan Stanley 617446JC4 04/25/03 04/30/08 100.000 0.000 3.8691 0.122969 0.125348 0.127773 44.99 15.20 Morgan Stanley 617446JE0 04/30/03 04/30/10 100.000 0.000 4.6430 0.151452 0.154968 0.158565 0.162246 0.166013 55.59 58.20 Morgan Stanley 617446JF7 05/28/03 12/30/10 100.000 0.000 3.9647 0.126800 0.129313 0.131877 0.134491 0.137157 46.11 47.95 Morgan Stanley 617446JG5 05/06/03 05/15/10 100.000 0.250 4.1168 0.130951 0.133503 0.136109 0.138767 0.141481 47.84 49.72 Morgan Stanley 617446JH3 05/21/03 05/30/10 100.000 0.000 3.5121 0.110298 0.112235 0.114206 0.116212 0.118252 40.18 41.60 Morgan Stanley 617446JJ9 07/10/03 06/30/08 100.000 0.000 3.3062 0.102925 0.104626 0.106356 37.36 19.04 Morgan Stanley 617446JL4 08/08/03 03/23/07 100.000 0.000 3.4662 0.107205 8.79 Morgan Stanley 617446JP5 11/25/03 12/30/10 100.000 1.500 5.3753 0.168543 0.171953 0.175455 0.179050 0.182743 61.30 63.82 Morgan Stanley 617446JQ3 12/26/03 12/30/10 100.000 2.000 4.2373 0.126067 0.127561 0.129087 0.130644 0.132235 45.66 46.75 Morgan Stanley 617446MD8 12/22/03 12/30/08 115.000 0.000 3.6113 0.128543 0.130864 0.133227 0.135633 46.70 48.26 Morgan Stanley 617446MF3 01/28/04 01/30/11 100.000 1.000 4.0908 0.122803 0.124747 0.126731 0.128755 0.130820 45.15 46.60 Morgan Stanley 617446MG1 01/21/04 07/30/11 100.000 0.300 4.1284 0.126241 0.128675 0.131159 0.133694 0.136282 46.63 48.45 Morgan Stanley 617446MH9 02/25/04 04/30/11 100.000 2.000 4.1708 0.122918 0.124322 0.125756 0.127220 0.128715 44.68 45.72 Morgan Stanley 617446MJ5 02/17/04 07/30/11 102.625 0.300 4.1929 0.131442 0.134023 0.136658 0.139349 0.142095 48.57 50.50 Morgan Stanley 617446MK2 03/29/04 06/30/11 100.000 1.500 3.7482 0.110844 0.112141 0.113462 0.114807 0.116178 40.14 41.09 Morgan Stanley 617446ML0 03/22/04 05/15/10 121.125 0.250 3.5206 0.129254 0.131407 0.133598 0.135828 0.138096 47.12 48.70 Morgan Stanley 617446MM8 03/24/04 04/01/09 100.000 0.250 3.6404 0.110086 0.111963 0.113875 0.115821 0.117803 40.31 41.70 Morgan Stanley 617446MQ9 04/08/04 04/15/09 115.000 0.750 3.7735 0.130393 0.132460 0.134567 0.136712 0.138899 47.63 49.16 Morgan Stanley 617446N47 08/31/07 02/28/11 100.000 0.000 5.1183 0.140613 0.142644 0.148719 17.30 52.84 Morgan Stanley 617446N54 07/26/07 07/26/11 100.000 0.000 5.4412 0.151146 0.155259 0.159483 23.43 56.45 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617446N88 08/10/07 11/16/10 100.000 0.000 4.9813 0.138371 0.140209 0.143701 0.147280 19.59 51.42 Morgan Stanley 617446R76 09/28/07 06/30/11 100.000 0.000 5.0267 0.139631 0.141445 0.145000 0.148644 13.13 51.57 Morgan Stanley 617446SX8 12/06/04 12/30/11 100.000 0.500 4.4990 0.135675 0.138415 0.141216 0.144080 0.147009 49.34 51.36 Morgan Stanley 617446T25 09/28/07 03/31/09 100.000 0.000 4.7592 0.132200 0.132235 0.135382 0.138603 12.30 48.75 Morgan Stanley 617446U49 11/02/07 10/30/09 100.000 0.000 4.5652 0.126812 0.129674 0.132634 7.48 46.52 Morgan Stanley 617446W70 11/30/07 12/31/10 100.000 0.000 4.2644 0.118458 0.118879 0.121414 0.124003 3.67 43.26 Morgan Stanley 617446X79 11/14/07 06/26/09 100.000 0.000 4.3579 0.121054 0.121670 0.124321 0.127030 5.69 44.31 Morgan Stanley 617446X95 11/28/07 01/07/11 100.000 0.000 4.4074 0.122430 0.123015 0.125726 4.04 44.75 Morgan Stanley 617446YM5 08/30/05 09/01/14 100.000 0.000 4.8471 0.141268 0.144691 0.148198 0.151790 0.155468 52.30 54.87 Morgan Stanley 617446Z36 11/29/07 11/30/09 100.000 0.000 4.1362 0.114894 0.114908 0.117285 0.119710 3.68 41.94 Morgan Stanley 61744Y132 07/29/02 07/30/09 100.000 0.000 4.4930 0.149100 0.152449 0.155874 0.159376 0.162956 55.30 57.81 Morgan Stanley 61744Y140 03/27/03 06/15/10 100.000 0.000 4.7690 0.157845 0.161609 0.165463 0.169408 0.173448 57.62 60.40 Morgan Stanley 61744Y173 01/28/03 12/30/09 100.000 0.000 4.5294 0.149988 0.153385 0.156859 0.160411 0.164044 54.61 57.12 Morgan Stanley 61744Y181 12/17/02 03/30/09 100.000 0.000 4.5118 0.148403 0.151751 0.155174 0.158675 0.162254 54.64 57.14 Morgan Stanley 61744Y199 11/26/02 03/30/09 100.000 0.000 4.8522 0.162076 0.166008 0.170036 0.174161 0.178386 59.78 62.72 Morgan Stanley 61744Y231 10/28/02 12/30/08 100.000 0.000 5.0504 0.172757 0.177120 0.181593 0.186178 62.99 66.02 Morgan Stanley 61744Y249 10/16/02 10/30/09 100.000 0.000 4.7893 0.161067 0.164924 0.168873 0.172917 0.177058 59.15 62.02 Morgan Stanley 61744Y264 09/26/02 06/30/09 100.000 0.000 4.7794 0.162394 0.166275 0.170248 0.174317 0.178482 59.17 62.03 Morgan Stanley 61744Y280 08/27/02 02/28/09 100.000 0.000 5.2054 0.176712 0.178356 0.185009 0.187761 0.195841 65.82 69.55 Morgan Stanley 61744Y322 06/26/02 12/30/08 100.000 0.000 4.7109 0.161446 0.165249 0.169141 0.173125 58.81 61.44 Morgan Stanley 61744Y348 06/11/02 12/30/08 100.000 0.000 4.8963 0.169525 0.173675 0.177927 0.182283 61.78 64.66 Morgan Stanley 61744Y363 05/10/02 08/30/08 100.000 0.000 5.0894 0.173614 0.177059 0.181564 0.186185 64.99 44.78 Morgan Stanley 61745ETQ4 02/28/06 03/01/11 100.000 VARIES 5.0618 0.137764 0.136383 0.137800 0.136325 0.138816 50.03 50.29 Morgan Stanley 61745EUA7 10/03/06 10/03/16 100.000 VARIES 5.5099 0.153054 0.151148 0.149190 0.149045 0.148896 54.42 53.66 Morgan Stanley 61745EUH2 02/23/07 02/23/37 100.000 VARIES 5.5058 0.152940 0.151033 0.149073 0.147060 46.86 53.51 Morgan Stanley 61746BCS3 02/09/06 02/11/13 100.000 0.000 5.3494 0.152614 0.156696 0.160888 0.165191 0.169609 56.83 59.92 Morgan Stanley 61746BCT1 02/27/06 02/27/13 100.000 0.000 5.3615 0.152923 0.157023 0.161232 0.165555 0.169993 56.82 59.91 Morgan Stanley 61746S190 01/27/04 03/30/11 100.000 1.875 4.2069 0.124494 0.126018 0.127573 0.129161 0.130782 45.37 46.50 Morgan Stanley 61746S273 10/26/04 10/30/11 100.000 0.000 4.2472 0.128386 0.131112 0.133897 0.136740 0.139644 47.05 49.07 Morgan Stanley 61746S422 09/28/04 09/30/12 100.000 1.300 4.4570 0.131912 0.134047 0.136230 0.138461 0.140742 48.27 49.85 Morgan Stanley 61746S539 08/27/04 03/30/11 100.000 0.000 4.4434 0.135317 0.138323 0.141396 0.144538 0.147749 49.81 52.05 Morgan Stanley 61746S646 07/28/04 01/30/11 100.000 0.000 4.6243 0.140790 0.144046 0.147376 0.150784 0.154270 52.26 54.71 Morgan Stanley 61746S703 02/25/04 12/30/11 100.000 0.400 4.5064 0.140618 0.143536 0.146520 0.149571 0.152691 51.15 53.30 Morgan Stanley 61746S778 04/28/04 12/30/11 100.000 0.000 4.8845 0.154367 0.158137 0.161999 0.165955 0.170008 56.26 59.04 Morgan Stanley 61746S877 03/29/04 12/30/11 100.000 0.500 4.0511 0.124051 0.126283 0.128559 0.130882 0.133252 45.06 46.70 Morgan Stanley 61746SAA7 03/10/04 03/31/09 100.000 0.000 3.7079 0.113151 0.115248 0.117385 0.119561 0.121778 41.50 43.05 Morgan Stanley 61746SAC3 04/05/04 04/15/09 100.000 0.000 3.5632 0.108222 0.110150 0.112113 0.114110 0.116143 39.60 41.03 Morgan Stanley 61746SAW9 10/12/04 10/30/09 100.000 0.250 4.0693 0.122172 0.124517 0.126909 0.129350 0.131840 44.69 46.43 Morgan Stanley 61746SBD0 11/30/04 12/30/11 100.000 0.250 4.4263 0.134036 0.136848 0.139723 0.142662 0.145666 48.76 50.84 Morgan Stanley 61746SBF5 06/30/05 01/04/07 100.000 0.000 3.9242 0.113375 .34 Morgan Stanley 61746SBG3 07/27/05 07/22/08 100.000 0.000 4.4249 0.128337 0.131176 0.134078 0.137045 47.63 27.48 Morgan Stanley 61746SBH1 07/22/05 01/22/07 100.000 0.000 4.1962 0.121504 2.55 Morgan Stanley 61746SBJ7 08/30/05 08/31/08 100.000 0.000 4.5931 0.135014 0.136580 0.140497 0.142925 49.55 33.88 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61746SBK4 10/03/05 10/03/08 100.000 0.000 4.5077 0.130925 0.133876 0.136893 0.139979 48.19 37.79 Morgan Stanley 61746SBM0 11/02/05 11/02/07 100.000 0.000 4.6635 0.135656 0.138819 41.40 Morgan Stanley 61746SBT5 12/05/05 12/05/07 100.000 0.000 4.7372 0.137898 0.141165 46.65 Morgan Stanley 61746SBU2 01/06/06 07/06/11 100.000 VARIES 5.1444 0.143376 0.144157 0.146577 0.149340 0.151251 52.32 54.08 Morgan Stanley 61746SBW8 02/03/06 02/04/08 100.000 0.000 4.8428 0.137799 0.141136 0.144554 51.20 4.77 Morgan Stanley 61746SBZ1 01/30/06 01/30/13 100.000 0.000 5.2368 0.149277 0.153186 0.157197 0.161313 0.165537 55.64 58.59 Morgan Stanley 61746SCA5 03/03/06 03/03/08 100.000 0.000 5.1570 0.146945 0.150734 0.154620 54.49 9.59 Morgan Stanley 61746SCJ6 05/03/06 11/03/09 100.000 0.000 5.4721 0.156162 0.160434 0.164824 0.169334 0.173967 57.49 60.68 Morgan Stanley 61746SCQ0 06/06/06 06/06/08 100.000 0.000 5.4713 0.156139 0.160410 0.164798 57.20 25.54 Morgan Stanley 61746SCR8 07/06/06 12/30/08 100.000 0.000 5.5252 0.157578 0.161931 0.166404 0.171002 57.52 60.57 Morgan Stanley 61746SCS6 06/30/06 12/30/08 100.000 3.100 5.7591 0.075993 0.078181 0.080432 0.082748 27.76 29.29 Morgan Stanley 61746SCT4 06/30/06 03/20/10 100.000 0.000 5.7485 0.161721 0.166369 0.171151 0.176071 0.181131 60.01 63.51 Morgan Stanley 61746SCV9 08/04/06 02/04/08 100.000 0.000 5.5726 0.154795 0.159108 0.163541 57.79 5.40 Morgan Stanley 61746SCW7 09/05/06 03/05/09 100.000 0.000 5.3142 0.147617 0.151540 0.155566 0.159700 0.163943 54.77 57.72 Morgan Stanley 61746SCX5 10/03/06 04/03/09 100.000 0.000 5.0814 0.141151 0.144737 0.148414 0.152185 0.156052 52.10 54.78 Morgan Stanley 61746SCY3 11/03/06 11/03/08 100.000 0.000 5.3101 0.147503 0.151419 0.155439 0.159566 54.27 47.69 Morgan Stanley 61746SCZ0 11/28/06 05/28/09 100.000 0.000 5.1378 0.142718 0.146384 0.150144 0.154002 0.157958 52.28 55.00 Morgan Stanley 61746SDA4 11/07/06 05/07/10 100.000 0.000 5.3445 0.148459 0.152426 0.156499 0.160681 0.164975 54.59 57.55 Morgan Stanley 61746SDC0 12/11/06 12/11/13 100.000 0.000 5.1239 0.142333 0.145980 0.149719 0.153555 0.157489 52.04 54.74 Morgan Stanley 61746Y155 08/29/05 08/30/10 100.000 0.000 4.5922 0.132039 0.134332 0.137417 0.140572 0.144590 49.28 51.76 Morgan Stanley 61746Y288 06/28/05 06/30/11 100.000 0.500 4.2966 0.126322 0.128737 0.131205 0.133725 0.136299 45.92 47.69 Morgan Stanley 61746Y361 05/26/05 12/30/08 100.000 0.000 4.2515 0.126297 0.128981 0.131723 0.134523 45.96 47.79 Morgan Stanley 61746Y478 04/27/05 10/30/10 100.000 1.000 4.5617 0.133682 0.136098 0.138568 0.141095 0.143680 48.86 50.65 Morgan Stanley 61746Y593 03/29/05 09/30/08 100.000 0.300 4.6586 0.138099 0.141121 0.144214 0.147379 50.82 39.36 Morgan Stanley 61746Y650 02/24/05 09/01/10 100.000 0.000 4.4162 0.131093 0.133988 0.136947 0.139970 0.143061 48.42 50.58 Morgan Stanley 61746Y759 01/26/05 06/30/08 100.000 0.000 3.8766 0.115960 0.118207 0.120499 42.15 21.57 Morgan Stanley 61746Y858 12/28/04 12/30/11 100.000 0.000 4.4273 0.134271 0.137243 0.140281 0.143387 0.146561 48.88 51.07 Morgan Stanley 61746YAB2 12/30/04 12/30/12 100.000 0.000 4.7234 0.144047 0.147449 0.150931 0.154496 0.158145 52.48 54.98 Morgan Stanley 617475116 11/30/07 02/20/13 100.000 0.000 4.6219 0.128387 0.129706 0.132704 3.98 47.02 Morgan Stanley 617475124 11/30/07 11/30/12 100.000 0.000 4.4317 0.123104 0.125832 0.128620 3.82 44.98 Morgan Stanley 617475173 11/16/07 05/20/09 100.000 0.000 4.4857 0.124605 0.124667 0.127463 0.130322 5.61 45.62 Morgan Stanley 617475546 10/31/07 11/07/14 100.000 4.849 4.8489 0.134694 0.134694 0.134694 0.134694 8.22 48.49 Morgan Stanley 617475579 07/31/07 07/27/12 100.000 5.518 5.5179 0.153278 0.153278 0.153278 23.14 55.18 Morgan Stanley 617475652 08/31/07 02/20/12 100.000 0.000 5.2169 0.144916 0.148487 0.152360 17.53 53.79 Morgan Stanley 617475728 08/31/07 02/20/09 100.000 0.000 5.0536 0.140378 0.143728 0.147360 16.99 52.05 Morgan Stanley 617475769 09/28/07 03/20/09 100.000 0.000 4.8553 0.134870 0.137998 0.141348 12.54 49.77 Morgan Stanley 61747MLD1 06/29/07 12/29/10 100.000 0.000 5.4252 0.150703 0.154791 0.158990 0.163302 27.44 56.50 Morgan Stanley 61747S140 06/28/06 06/30/08 100.000 0.000 5.5091 0.157294 0.161627 0.166079 57.41 29.73 Morgan Stanley 61747S264 06/29/07 12/20/08 100.000 0.000 5.3869 0.149638 0.153467 0.157600 27.28 54.30 Morgan Stanley 61747S371 06/29/07 12/20/12 100.000 5.363 5.3629 0.148972 0.148972 0.148972 0.148972 27.11 53.63 Morgan Stanley 61747S413 05/31/07 08/20/11 100.000 0.000 5.2996 0.147212 0.148945 0.152892 0.156944 31.29 55.38 Morgan Stanley 61747S538 10/17/06 10/31/08 100.000 0.000 5.2613 0.146447 0.150299 0.154253 0.158311 53.89 46.85 Morgan Stanley 61747S561 10/31/06 10/28/11 100.000 5.433 5.4329 0.150917 0.150917 0.150917 0.150917 0.150917 54.33 54.33 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61747S728 08/16/06 08/14/09 100.000 0.000 5.4258 0.150719 0.154763 0.158962 0.163274 0.167704 56.12 59.20 Morgan Stanley 61747S850 08/31/06 08/26/11 100.000 VARIES 5.4559 0.151553 0.151671 0.151681 0.151714 0.151749 54.60 54.62 Morgan Stanley 61747Y162 06/30/06 06/24/11 100.000 5.771 5.7709 0.160306 0.160306 0.160306 0.160306 0.160306 57.71 57.71 Morgan Stanley 61747Y394 02/23/06 02/23/10 100.000 0.000 5.2711 0.150279 0.154239 0.158304 0.162476 0.166759 55.84 58.82 Morgan Stanley 61747Y543 01/20/06 01/10/08 100.000 0.000 4.8823 0.138749 0.142136 0.145606 51.73 1.31 Morgan Stanley 61747Y584 02/09/06 02/17/10 100.000 0.000 5.2162 0.148846 0.152728 0.156711 0.160798 0.164992 55.34 58.26 Morgan Stanley 61747Y733 11/28/05 05/30/09 100.000 0.000 4.8574 0.141600 0.145039 0.148562 0.152170 0.155866 51.81 54.36 Morgan Stanley 61747Y808 09/28/05 12/30/09 100.000 0.000 4.5818 0.134733 0.137819 0.140977 0.144206 0.147510 49.07 51.34 Morgan Stanley 61747YAC9 02/13/07 12/30/08 131.800 0.000 5.2836 0.193441 0.197331 0.202544 0.207895 62.22 73.68 Morgan Stanley 61747YBR5 05/31/07 11/30/10 100.000 0.000 5.2745 0.146516 0.150380 0.154346 0.158416 31.03 55.10 Morgan Stanley 61747YBS3 06/29/07 06/29/10 100.000 0.000 5.4202 0.150563 0.154643 0.158834 0.163139 27.41 56.44 Morgan Stanley 61747YBT1 05/29/07 09/01/14 100.000 0.000 5.6123 0.155898 0.158134 0.162572 0.167134 33.32 58.81 Morgan Stanley 61748A114 06/24/03 06/15/10 100.000 0.000 3.8194 0.121003 0.123314 0.125669 0.128069 0.130515 44.05 45.75 Morgan Stanley 61748A122 08/22/03 08/30/09 100.000 0.000 4.5989 0.148217 0.149941 0.154245 0.156916 0.162328 54.40 56.99 Morgan Stanley 61748A221 12/29/06 12/23/11 100.000 5.081 5.0809 0.141139 0.141139 0.141139 0.141139 0.141139 50.81 50.81 Morgan Stanley 61748A296 11/06/06 11/30/11 100.000 0.000 5.4050 0.150682 0.154755 0.158937 0.163232 0.167644 55.23 58.26 Morgan Stanley 61748A353 11/30/06 05/20/10 100.000 0.000 5.3425 0.148403 0.152147 0.156212 0.160385 0.164669 54.42 57.33 Morgan Stanley 61748A460 10/31/06 07/20/10 100.000 0.000 5.3335 0.148154 0.149910 0.153908 0.158012 0.162226 54.58 57.48 Morgan Stanley 61748A486 07/24/06 07/24/09 100.000 0.000 5.6119 0.155888 0.160262 0.164759 0.169382 0.174134 58.30 61.62 Morgan Stanley 61748A494 07/31/06 07/20/10 100.000 0.000 5.5513 0.154205 0.158248 0.162640 0.167154 0.171794 57.60 60.84 Morgan Stanley 61748A528 06/29/06 06/30/09 100.000 0.000 5.7368 0.163955 0.168658 0.173496 0.178473 0.183592 59.88 63.36 Morgan Stanley 61748A585 04/28/06 04/20/10 100.000 0.000 5.4899 0.156499 0.160795 0.165208 0.169743 0.174403 57.73 60.94 Morgan Stanley 61748A742 06/01/04 03/30/12 100.000 2.800 5.2533 0.154686 0.156706 0.158779 0.160907 0.163090 56.42 57.94 Morgan Stanley 61748A775 11/25/03 12/30/10 100.000 2.000 5.9877 0.188545 0.192527 0.196627 0.200851 0.205201 68.60 71.55 Morgan Stanley 61748A874 07/29/03 12/30/09 100.000 0.000 4.3835 0.141230 0.144325 0.147489 0.150721 0.154025 51.41 53.68 Morgan Stanley 61748AAA4 09/24/03 12/30/10 100.000 0.000 5.0246 0.164151 0.168275 0.172503 0.176837 0.181279 59.85 62.89 Morgan Stanley 61748AAC0 04/30/04 12/30/11 100.000 0.000 4.8871 0.154418 0.158191 0.162057 0.166017 0.170073 56.28 59.06 Morgan Stanley 61748AAD8 04/30/04 12/30/11 100.000 0.000 4.8871 0.154418 0.158191 0.162057 0.166017 0.170073 56.28 59.06 Morgan Stanley 61748AAF3 11/29/05 11/30/12 100.000 0.000 5.2402 0.153312 0.157329 0.161451 0.165682 0.170023 56.17 59.15 Morgan Stanley 61748AAG1 11/29/05 11/30/12 100.000 0.000 5.2402 0.153312 0.157329 0.161451 0.165682 0.170023 56.17 59.15 Morgan Stanley 61748AAK2 11/15/06 05/15/09 100.000 0.000 5.2075 0.144655 0.148421 0.152286 0.156251 0.160320 53.10 55.91 Morgan Stanley 61748AAL0 12/12/06 11/30/11 100.000 0.000 4.8724 0.133860 0.136158 0.139475 0.142873 0.147158 49.46 51.92 Morgan Stanley 61748U300 04/21/06 04/19/10 100.000 0.000 5.5592 0.158669 0.163079 0.167612 0.172271 0.177060 58.56 61.86 Morgan Stanley 61750V188 05/31/07 05/25/12 100.000 5.318 5.3179 0.147722 0.147722 0.147722 0.147722 31.17 53.18 Morgan Stanley 61750V212 04/20/07 04/20/09 100.000 0.000 5.1084 0.141901 0.145525 0.149242 0.153054 35.87 53.59 Morgan Stanley 61750V220 04/20/07 04/20/11 100.000 0.000 5.1825 0.143960 0.147690 0.151517 0.155444 36.40 54.41 Morgan Stanley 61750V238 04/20/07 04/20/10 100.000 0.000 5.1064 0.141845 0.145466 0.149180 0.152989 35.86 53.57 Morgan Stanley 61750V295 04/30/07 04/27/12 100.000 5.055 5.0549 0.140417 0.140417 0.140417 0.140417 33.84 50.55 Morgan Stanley 61750V337 04/30/07 10/20/08 100.000 0.000 5.0956 0.141545 0.144951 0.148644 34.35 42.56 Morgan Stanley 61750V519 03/30/07 09/20/08 100.000 0.000 5.0736 0.140935 0.144311 0.147972 38.53 38.04 Morgan Stanley 61750V642 02/28/07 02/20/11 100.000 0.000 5.1739 0.142926 0.144072 0.149424 0.151623 44.03 54.72 Morgan Stanley 61750V733 01/30/07 07/29/11 100.000 0.000 5.3487 0.148576 0.152527 0.156606 0.160794 49.78 56.90 Morgan Stanley 61750V790 01/31/07 07/20/08 100.000 0.000 5.3397 0.148326 0.152066 0.156126 49.70 30.99 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61750V840 01/31/07 01/27/12 100.000 5.280 5.2799 0.146667 0.146667 0.146667 0.146667 48.55 52.80 Multnomah County, OR 625506HH6 12/08/99 06/01/13 36.019 0.000 7.7198 254.93 0.131064 0.136123 0.141377 0.146834 0.152502 48.40 52.21 Multnomah County, OR 625506HJ2 12/08/99 06/01/14 33.298 0.000 7.7399 236.45 0.121642 0.126350 0.131240 0.136319 0.141594 44.93 48.47 Multnomah County, OR 625506HK9 12/08/99 06/01/15 30.863 0.000 7.7399 219.16 0.112747 0.117110 0.121643 0.126350 0.131240 41.64 44.93 Multnomah County, OR 625506HL7 12/08/99 06/01/16 28.606 0.000 7.7399 203.13 0.104502 0.108546 0.112747 0.117110 0.121643 38.60 41.64 Multnomah County, OR 625506HN3 12/08/99 06/01/20 21.112 0.000 7.7400 149.92 0.077127 0.080112 0.083212 0.086432 0.089777 28.49 30.73 Multnomah County, OR 625506HP8 12/08/99 06/01/21 19.568 0.000 7.7400 138.96 0.071487 0.074253 0.077127 0.080112 0.083212 26.40 28.49 Multnomah County, OR 625506HQ6 12/08/99 06/01/22 18.137 0.000 7.7400 128.79 0.066259 0.068823 0.071487 0.074253 0.077127 24.47 26.40 Multnomah County, OR 625506HR4 12/08/99 06/01/23 16.811 0.000 7.7399 119.38 0.061414 0.063790 0.066259 0.068823 0.071487 22.68 24.47 Multnomah County, OR 625506HS2 12/08/99 06/01/24 15.582 0.000 7.7399 110.65 0.056923 0.059126 0.061414 0.063790 0.066259 21.02 22.68 Multnomah County, OR 625506HT0 12/08/99 06/01/25 14.442 0.000 7.7400 102.56 0.052760 0.054802 0.056922 0.059125 0.061413 19.49 21.02 Multnomah County, OR 625506HU7 12/08/99 06/01/26 13.386 0.000 7.7400 95.06 0.048902 0.050794 0.052760 0.054802 0.056922 18.06 19.49 Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000 7.7400 88.10 0.045325 0.047080 0.048902 0.050794 0.052760 16.74 18.06 Multnomah County, OR 625506HW3 12/08/99 06/01/28 11.500 0.000 7.7399 81.66 0.042011 0.043637 0.045326 0.047080 0.048902 15.52 16.74 Multnomah County, OR 625506HX1 12/08/99 06/01/29 10.659 0.000 7.7399 75.69 0.038939 0.040446 0.042011 0.043637 0.045326 14.38 15.52 Multnomah County, OR 625506HY9 12/08/99 06/01/30 9.879 0.000 7.7401 70.15 0.036091 0.037488 0.038938 0.040445 0.042010 13.33 14.38 Muzak Holdings Finance 62844VAC5 03/18/99 03/15/10 53.328 VARIES 12.9997 0.361107 0.361106 0.361106 0.361106 0.361105 130.00 130.00 Nabors Industries, Inc. 629568AE6 02/05/01 02/05/21 60.841 0.000 2.5000 96.16 0.048438 0.049043 0.049656 0.050277 0.050906 17.72 18.17 Nabors Industries, Inc. 629568AF3 02/05/01 02/05/21 60.841 0.000 2.5000 96.16 0.048438 0.049043 0.049656 0.050277 0.050906 17.72 18.17 Nanogen, Inc. 630075AA7 08/27/07 08/27/10 72.000 6.250 18.9017 0.378036 0.397356 0.418502 46.88 144.59 Nash Finch Company 631158AC6 03/15/05 03/15/35 46.611 VARIES 8.0045 0.110923 0.113548 0.116278 0.119117 0.122070 40.97 42.99 Nash Finch Company 631158AD4 03/15/05 03/15/35 46.611 VARIES 8.0045 0.110923 0.113548 0.116278 0.119117 0.122070 40.97 42.99 Neenah Foundry Company 640071AK2 09/30/03 09/30/10* 91.536 11.000 12.8706 30.42 0.031550 .50* Neenah Foundry Company 640071AN6 09/30/03 09/30/10* 91.536 11.000 12.8706 30.42 0.031550 .50* Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000 4.7500 202.38 0.076901 0.078727 0.080597 0.082511 0.084471 28.52 29.89 NJ Econ Dev Auth 64578JAA4 12/22/05 07/01/15 60.170 0.000 5.4048 33.82 0.095413 0.097992 0.100640 0.103360 34.81 36.72 NJ Econ Dev Auth 64578JAB2 12/22/05 07/01/16 56.811 0.000 5.4449 32.17 0.090792 0.093264 0.095803 0.098411 33.13 34.96 NJ Econ Dev Auth 64578JAC0 12/22/05 07/01/17 53.569 0.000 5.4898 30.59 0.086356 0.088726 0.091162 0.093664 31.51 33.27 NJ Econ Dev Auth 64578JAD8 12/22/05 07/01/18 50.436 0.000 5.5399 29.07 0.082088 0.084362 0.086699 0.089100 29.96 31.64 NJ Econ Dev Auth 64578JAE6 12/22/05 07/01/19 47.535 0.000 5.5748 27.57 0.077881 0.080052 0.082283 0.084577 28.43 30.03 NJ Econ Dev Auth 64578JAF3 09/07/07 07/01/15 62.947 0.000 6.0088 0.105066 0.107066 0.110283 11.98 39.12 NJ Econ Dev Auth 64578JAG1 09/07/07 07/01/16 59.024 0.000 6.0689 0.099502 0.101416 0.104494 11.34 37.06 NJ Econ Dev Auth 64578JAH9 09/07/07 07/01/17 55.019 0.000 6.1789 0.094430 0.096281 0.099255 10.77 35.20 NJ Econ Dev Auth 64578JAJ5 09/07/07 07/01/18 51.284 0.000 6.2689 0.089302 0.091077 0.093932 10.18 33.30 NJ Econ Dev Auth 64578JAK2 09/07/07 07/01/19 47.828 0.000 6.3391 0.084215 0.085909 0.088632 9.60 31.42 NJ Econ Dev Auth 64578JAL0 09/07/07 07/01/20 44.269 0.000 6.4592 0.079428 0.081053 0.083671 9.05 29.65 NJ Econ Dev Auth 64578JAM8 09/07/07 07/01/21 41.265 0.000 6.5092 0.074610 0.076150 0.078629 8.51 27.86 NJ Econ Dev Auth 64578JAN6 09/07/07 07/01/22 38.760 0.000 6.4992 0.069975 0.071416 0.073737 7.98 26.13 NJ Econ Dev Auth 64578JAP1 09/07/07 07/01/23 36.303 0.000 6.5092 0.065638 0.066994 0.069174 7.48 24.51 NJ Econ Dev Auth 645913AK0 06/30/97 02/15/07 51.069 0.000 7.1037 480.92 0.190559 8.38 NJ Econ Dev Auth 645913AL8 06/30/97 02/15/08 47.236 0.000 7.1838 451.60 0.179505 0.185953 0.192632 67.57 8.48 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ NJ Econ Dev Auth 645913AM6 06/30/97 02/15/09 43.647 0.000 7.2590 423.20 0.168718 0.174842 0.181188 0.187764 0.194579 63.54 68.23 NJ Econ Dev Auth 645913AN4 06/30/97 02/15/10 40.322 0.000 7.3241 395.72 0.158168 0.163960 0.169964 0.176188 0.182641 59.59 64.03 NJ Econ Dev Auth 645913AP9 06/30/97 02/15/11 37.204 0.000 7.3892 369.53 0.148078 0.153549 0.159222 0.165105 0.171205 55.81 60.01 NJ Econ Dev Auth 645913AQ7 06/30/97 02/15/12 34.381 0.000 7.4342 344.32 0.138223 0.143361 0.148690 0.154217 0.159949 52.11 56.05 NJ Econ Dev Auth 645913AR5 06/30/97 02/15/13 31.673 0.000 7.4942 320.70 0.129044 0.133880 0.138896 0.144101 0.149500 48.67 52.38 NJ Econ Dev Auth 645913AS3 06/30/97 02/15/14 29.262 0.000 7.5292 298.18 0.120146 0.124669 0.129362 0.134232 0.139286 45.32 48.80 NJ Econ Dev Auth 645913AT1 06/30/97 02/15/15 27.085 0.000 7.5492 277.00 0.111700 0.115916 0.120291 0.124832 0.129544 42.14 45.38 NJ Econ Dev Auth 645913AU8 06/30/97 02/15/16 25.082 0.000 7.5644 257.22 0.103786 0.107711 0.111785 0.116013 0.120401 39.16 42.18 NJ Econ Dev Auth 645913AV6 06/30/97 02/15/17 23.177 0.000 7.5895 238.77 0.096433 0.100093 0.103891 0.107834 0.111926 36.39 39.20 NJ Econ Dev Auth 645913AW4 06/30/97 02/15/18 21.450 0.000 7.6043 221.57 0.089539 0.092943 0.096477 0.100145 0.103953 33.79 36.41 NJ Econ Dev Auth 645913AX2 06/30/97 02/15/19 19.886 0.000 7.6095 205.60 0.083104 0.086266 0.089548 0.092955 0.096492 31.36 33.79 NJ Econ Dev Auth 645913AY0 06/30/97 02/15/20 18.435 0.000 7.6144 190.77 0.077124 0.080061 0.083109 0.086273 0.089557 29.11 31.37 NJ Econ Dev Auth 645913AZ7 06/30/97 02/15/21 17.088 0.000 7.6194 176.99 0.071568 0.074294 0.077125 0.080063 0.083113 27.01 29.11 NJ Econ Dev Auth 645913BA1 06/30/97 02/15/22 15.838 0.000 7.6244 164.19 0.066405 0.068937 0.071565 0.074293 0.077125 25.06 27.01 NJ Econ Dev Auth 645913BB9 06/30/97 02/15/23 14.678 0.000 7.6294 152.30 0.061609 0.063959 0.066399 0.068932 0.071562 23.25 25.06 NJ Econ Dev Auth 645913BC7 06/30/97 02/15/24 13.601 0.000 7.6346 141.26 0.057153 0.059335 0.061600 0.063952 0.066393 21.57 23.25 NJ Econ Dev Auth 645913BD5 06/30/97 02/15/25 12.602 0.000 7.6397 131.00 0.053015 0.055040 0.057142 0.059325 0.061591 20.01 21.57 NJ Econ Dev Auth 645913BE3 06/30/97 02/15/26 11.676 0.000 7.6446 121.48 0.049172 0.051051 0.053003 0.055028 0.057132 18.56 20.01 New Millennium Homes 647536AC5 04/11/03 12/31/07 86.094 0.000 3.1972 107.92 0.086040 0.087415 31.14 New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.319444 0.320056 0.338459 0.357921 31.04 121.98 The City of New York 649654NK2 05/27/93 05/15/07 32.768 0.000 8.1497 643.17 0.217518 29.15 The City of New York 649654NL0 05/27/93 05/15/08 29.863 0.000 8.2398 596.63 0.202775 0.211129 0.219827 75.29 29.46 The City of New York 649655LL9 05/27/93 05/15/09 27.086 0.000 8.3497 552.89 0.189041 0.196934 0.205155 0.213720 0.222643 70.22 76.20 The City of New York 649655LN5 05/27/93 05/15/10 24.595 0.000 8.4398 510.89 0.175541 0.182948 0.190669 0.198715 0.207100 65.22 70.84 Nexstar Fin Hldgs Inc 65335BAD6 03/27/03 04/01/13 57.442 VARIES 11.3746 0.267653 0.282875 0.298963 0.315966 0.315966 101.91 112.22 Nexstar Fin Hldgs Inc 65335BAE4 03/27/03 04/01/13 57.442 VARIES 11.3746 0.267653 0.282875 0.298963 0.315966 0.315966 101.91 112.22 Nexstar Fin Hldgs Inc 65335BAF1 03/27/03 04/01/13 57.442 VARIES 11.3746 0.267653 0.282875 0.298963 0.315966 0.315966 101.91 112.22 NorAm Energy Corporation 655419AC3 06/17/96 03/15/12 80.000 6.000 8.2985 104.45 0.040825 0.042519 0.044284 0.046121 0.048035 15.37 16.67 Northwest Airlines, Inc. 667280AD3 11/04/03 11/15/23* 100.000 7.625 7.6249 0.211806 0.211806 31.77* Northwest Airlines, Inc. 667280AE1 11/04/03 11/15/23* 100.000 7.625 7.6249 0.211806 0.211806 31.77* Northwest Airlines, Inc. 667280AF8 01/29/04 02/01/09* 96.227 10.000 11.0002 19.56 0.021259 0.022428 3.33* Northwest Airlines, Inc. 667281AQ2 12/12/03 04/01/09 85.817 10.500 14.4146 68.93 0.076784 0.082318 0.088251 0.094612 0.101431 29.67 34.10 NOVA Gas Transmission 66978QAD3 10/17/95 10/17/25 100.000 VARIES 6.8663 0.024549 0.024316 0.024213 0.024105 0.024127 8.89 8.84 Novell, Inc. 670006AB1 11/10/06 07/15/09 97.665 VARIES 4.2615 0.115613 0.114805 0.112617 0.111973 0.114063 40.98 40.67 Novell, Inc. 670006AC9 11/10/06 07/15/09 97.665 VARIES 4.2615 0.115613 0.114805 0.112617 0.111973 0.114063 40.98 40.67 Novi, Michigan 670012ZJ5 10/11/95 10/01/07 95.988 6.500 7.0004 36.53 0.012976 0.013431 3.59 Novi, Michigan 670012ZK2 10/11/95 10/01/08 93.268 6.250 7.0504 54.37 0.019357 0.020039 0.020746 0.021477 7.22 5.73 Novi, Michigan 670012ZL0 10/11/95 10/01/09 90.349 6.000 7.1003 69.47 0.024792 0.025672 0.026584 0.027528 0.028505 9.24 9.91 Ocean Star 2004 PLC 675067AF9 10/07/04 11/13/10 100.000 VARIES 4.7855 0.122527 0.120182 0.117882 0.115626 0.113360 43.46 41.81 Omnicom Group, Inc. 681919AH9 02/07/01 02/07/31 100.000 VARIES 6.7111 0.268020 0.277014 0.285305 0.293875 0.302732 100.60 106.76 Omnicom Group, Inc. 681919AJ5 02/07/01 02/07/31 100.000 VARIES 6.7111 0.268020 0.277014 0.285305 0.293875 0.302732 100.60 106.76 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Omnicom Group, Inc. 681919AK2 02/07/01 02/07/31 100.000 VARIES 6.7111 0.268020 0.277014 0.285305 0.293875 0.302732 100.60 106.76 Omnicom Group, Inc. 681919AL0 03/06/02 07/31/32 102.250 VARIES 6.6935 0.248596 0.261174 0.265515 0.276385 0.281511 95.62 101.62 Omnicom Group, Inc. 681919AM8 03/06/02 07/31/32 102.250 VARIES 6.6935 0.248596 0.261174 0.265515 0.276385 0.281511 95.62 101.62 Omnicom Group, Inc. 681919AN6 06/10/03 06/15/33 100.000 VARIES 4.6001 0.149926 0.153374 0.156902 0.160511 0.164203 54.71 57.25 Omnicom Group, Inc. 681919AP1 06/10/03 06/15/33 100.000 VARIES 4.6001 0.149926 0.153374 0.156902 0.160511 0.164203 54.71 57.25 Omnicom Group, Inc. 681919AQ9 06/30/06 07/01/38 100.000 VARIES 7.3396 0.211404 0.219163 0.227205 0.235543 77.50 83.29 Omnicom Group, Inc. 681919AR7 06/10/03 06/15/33 100.000 VARIES 4.6001 0.149926 0.153374 0.156902 0.160511 0.164203 54.71 57.25 Omnicom Group, Inc. 681919AT3 06/30/06 07/01/38 100.000 VARIES 7.3396 0.211404 0.219163 0.227205 0.235543 77.50 83.29 Omnicom Group, Inc. 681919AU0 06/30/06 07/01/38 100.000 VARIES 7.3396 0.211404 0.219163 0.227205 0.235543 77.50 83.29 Oneok, Inc. 682680400 01/28/03 02/16/08 100.000 VARIES 4.9044 0.138711 0.137905 0.137081 49.57 6.17 Oneok, Inc. 682680AP8 01/28/03 02/16/08 100.000 VARIES 4.9044 0.138711 0.137905 0.137081 49.57 6.17 Orange County, CA 68428LAV6 06/12/96 09/01/11 29.734 0.000 8.1288 392.25 0.151601 0.157763 0.164175 0.170848 0.177792 57.19 61.94 Orange County, CA 68428LAW4 06/12/96 09/01/12 27.201 0.000 8.1888 362.69 0.140537 0.146291 0.152281 0.158516 0.165007 53.04 57.47 Orange County, CA 68428LAX2 06/12/96 09/01/13 25.020 0.000 8.2089 334.80 0.129841 0.135171 0.140719 0.146495 0.152507 49.01 53.11 Orange County, CA 68428LAY0 06/12/96 09/01/10 32.377 0.000 8.0887 424.06 0.163618 0.170235 0.177120 0.184284 0.191737 61.71 66.81 Orange County, CA 68428LAZ7 06/12/96 09/01/14 23.005 0.000 8.2290 308.93 0.119913 0.124847 0.129983 0.135332 0.140900 45.27 49.07 Orange County, CA 68428LBA1 06/12/96 09/01/15 21.183 0.000 8.2391 284.97 0.110662 0.115220 0.119967 0.124909 0.130055 41.78 45.29 Orange County, CA 68428LBB9 06/12/96 09/01/16 19.464 0.000 8.2591 262.78 0.102130 0.106347 0.110739 0.115312 0.120074 38.56 41.81 Orange County, CA 68428LBT0 03/03/97 09/01/11 34.929 0.000 7.3901 363.54 0.142814 0.148091 0.153563 0.159237 0.165121 53.65 57.69 Orange County, CA 68428LBU7 04/01/97 09/01/12 30.602 0.000 7.8293 341.22 0.137183 0.142554 0.148134 0.153933 0.159959 51.67 55.79 Orange County, CA 68428LBV5 04/01/97 09/01/13 28.339 0.000 7.8295 316.00 0.127043 0.132017 0.137185 0.142556 0.148136 47.85 51.67 Orange County, CA 68428LBW3 01/17/97 09/01/14 26.499 0.000 7.6793 296.27 0.116737 0.121219 0.125873 0.130707 0.135725 43.93 47.37 Orange County, CA 68428LBX1 04/01/97 09/01/15 24.175 0.000 7.8595 271.01 0.109088 0.113374 0.117830 0.122460 0.127273 41.09 44.39 Orange County, CA 68428LBY9 01/17/97 09/01/16 22.492 0.000 7.7493 254.68 0.100640 0.104539 0.108590 0.112797 0.117168 37.89 40.88 Orange County, CA 68428LBZ6 01/17/97 09/01/17 20.762 0.000 7.7695 235.95 0.093315 0.096940 0.100706 0.104618 0.108682 35.13 37.92 Orange County, CA 68428LCA0 01/17/97 09/01/18 19.198 0.000 7.7795 218.57 0.086478 0.089842 0.093336 0.096967 0.100739 32.56 35.14 Orange County, CA 68428LCB8 01/17/97 09/01/19 17.826 0.000 7.7696 202.59 0.080121 0.083233 0.086467 0.089826 0.093315 30.17 32.55 Orange County, CA 68428LCC6 01/17/97 09/01/20 16.480 0.000 7.7796 187.63 0.074236 0.077123 0.080123 0.083240 0.086478 27.95 30.17 Orange County, CA 68428LCD4 01/17/97 09/01/21 15.306 0.000 7.7694 173.94 0.068792 0.071464 0.074240 0.077124 0.080121 25.90 27.95 Orange County, CA 68428LCG7 01/17/97 09/01/07 46.931 0.000 7.2489 484.46 0.187520 0.194317 46.23 Orange County, CA 68428LCH5 01/17/97 09/01/08 43.315 0.000 7.3289 453.93 0.176287 0.182746 0.189443 0.196385 66.20 46.72 Orange County, CA 68428LCJ1 01/17/97 09/01/09 39.915 0.000 7.4091 424.62 0.165455 0.171584 0.177941 0.184532 0.191369 62.17 66.86 Orange County, CA 68428LCK8 01/17/97 09/01/10 36.871 0.000 7.4592 395.91 0.154585 0.160351 0.166331 0.172535 0.178970 58.10 62.51 Oregon Community College 68583RAD4 04/23/03 06/30/07 87.036 0.000 3.3437 113.29 0.091355 16.35 Oregon Community College 68583RAE2 04/23/03 06/30/08 82.583 0.000 3.7234 120.43 0.097861 0.099683 0.101539 35.56 18.18 Oregon Community College 68583RAF9 04/23/03 06/30/09 77.449 0.000 4.1731 127.51 0.104549 0.106731 0.108958 0.111231 0.113552 38.03 39.64 Oregon Community College 68583RAG7 04/23/03 06/30/10 72.765 0.000 4.4727 129.02 0.106423 0.108803 0.111237 0.113724 0.116268 38.75 40.50 Oregon Community College 68583RAH5 04/23/03 06/30/11 68.075 0.000 4.7525 128.84 0.106863 0.109402 0.112002 0.114663 0.117388 38.93 40.81 Oregon Community College 68583RAJ1 04/23/03 06/30/12 63.740 0.000 4.9623 126.39 0.105269 0.107881 0.110558 0.113301 0.116113 38.37 40.30 Oregon Community College 68583RAK8 04/23/03 06/30/13 59.557 0.000 5.1521 122.99 0.102823 0.105471 0.108188 0.110975 0.113834 37.50 39.46 Oregon Community College 68583RAL6 04/23/03 06/30/14 55.504 0.000 5.3320 118.97 0.099813 0.102474 0.105206 0.108011 0.110891 36.42 38.38 Oregon Community College 68583RAM4 04/23/03 06/30/15 51.363 0.000 5.5419 114.82 0.096730 0.099411 0.102166 0.104997 0.107906 35.31 37.29 Oregon Community College 68583RAN2 04/23/03 06/30/16 47.583 0.000 5.7117 109.93 0.092921 0.095575 0.098304 0.101111 0.103999 33.93 35.90 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Oregon Community College 68583RAP7 04/23/03 06/30/17 44.239 0.000 5.8317 104.55 0.088586 0.091169 0.093828 0.096564 0.099379 32.36 34.28 Oregon Community College 68583RAQ5 04/23/03 06/30/18 40.975 0.000 5.9616 99.20 0.084269 0.086781 0.089367 0.092031 0.094775 30.79 32.66 Oregon Community College 68583RAR3 04/23/03 06/30/19 37.976 0.000 6.0714 93.80 0.079854 0.082278 0.084775 0.087349 0.090001 29.19 30.99 Oregon Community College 68583RAS1 04/23/03 06/30/20 35.297 0.000 6.1514 88.45 0.075414 0.077734 0.080124 0.082589 0.085129 27.57 29.29 Oregon Community College 68583RAT9 04/23/03 06/30/21 32.815 0.000 6.2213 83.26 0.071085 0.073296 0.075576 0.077927 0.080351 25.99 27.64 Oregon Community College 68583RAU6 04/23/03 06/30/22 30.636 0.000 6.2613 78.28 0.066887 0.068981 0.071141 0.073368 0.075665 24.46 26.02 Oregon Community College 68583RAV4 04/23/03 06/30/23 28.748 0.000 6.2713 73.58 0.062888 0.064859 0.066893 0.068991 0.071154 23.00 24.46 Oregon Sch Brds Assoc 686053AE9 10/31/02 06/30/07 85.050 0.000 3.4994 132.40 0.095536 17.10 Oregon Sch Brds Assoc 686053AF6 10/31/02 06/30/08 80.119 0.000 3.9493 141.94 0.103453 0.105496 0.107579 37.62 19.26 Oregon Sch Brds Assoc 686053AG4 10/31/02 06/30/09 75.501 0.000 4.2593 145.09 0.106483 0.108751 0.111067 0.113432 0.115848 38.75 40.41 Oregon Sch Brds Assoc 686053AH2 10/31/02 06/30/10 70.827 0.000 4.5493 146.16 0.107961 0.110417 0.112929 0.115497 0.118124 39.31 41.12 Oregon Sch Brds Assoc 686053AJ8 10/31/02 06/30/11 66.180 0.000 4.8194 145.41 0.108049 0.110653 0.113319 0.116050 0.118846 39.37 41.29 Oregon Sch Brds Assoc 686053AK5 10/31/02 06/30/12 62.040 0.000 4.9992 141.88 0.105842 0.108488 0.111200 0.113979 0.116829 38.58 40.54 Oregon Sch Brds Assoc 686053AL3 10/31/02 06/30/13 57.955 0.000 5.1793 137.77 0.103187 0.105859 0.108601 0.111413 0.114298 37.63 39.61 Oregon Sch Brds Assoc 686053AM1 10/31/02 06/30/14 53.950 0.000 5.3594 133.16 0.100126 0.102809 0.105564 0.108393 0.111297 36.53 38.52 Oregon Sch Brds Assoc 686053AN9 10/31/02 06/30/15 50.233 0.000 5.5093 127.81 0.096421 0.099077 0.101806 0.104611 0.107493 35.20 37.16 Oregon Sch Brds Assoc 686053AP4 10/31/02 06/30/16 46.574 0.000 5.6694 122.31 0.092594 0.095218 0.097918 0.100693 0.103548 33.81 35.76 Oregon Sch Brds Assoc 686053AQ2 10/31/02 06/30/17 43.110 0.000 5.8193 116.53 0.088510 0.091085 0.093735 0.096463 0.099270 32.33 34.24 Oregon Sch Brds Assoc 686053AR0 10/31/02 06/30/18 40.030 0.000 5.9294 110.48 0.084116 0.086610 0.089177 0.091821 0.094544 30.74 32.59 Oregon Sch Brds Assoc 686053AS8 10/31/02 06/30/19 37.212 0.000 6.0194 104.44 0.079671 0.082069 0.084539 0.087083 0.089704 29.12 30.90 Oregon Sch Brds Assoc 686053AT6 10/31/02 06/30/20 34.591 0.000 6.0995 98.52 0.075288 0.077584 0.079950 0.082388 0.084901 27.52 29.23 Oregon Sch Brds Assoc 686053BW8 04/21/03 06/30/07 87.036 0.000 3.3392 113.31 0.091235 16.33 Oregon Sch Brds Assoc 686053BX6 04/21/03 06/30/08 82.583 0.000 3.7194 120.49 0.097761 0.099579 0.101431 35.52 18.16 Oregon Sch Brds Assoc 686053BY4 04/21/03 06/30/09 77.449 0.000 4.1693 127.59 0.104464 0.106642 0.108865 0.111134 0.113451 38.00 39.60 Oregon Sch Brds Assoc 686053BZ1 04/21/03 06/30/10 72.765 0.000 4.4692 129.13 0.106353 0.108729 0.111159 0.113643 0.116183 38.72 40.47 Oregon Sch Brds Assoc 686053CA5 04/21/03 06/30/11 68.075 0.000 4.7492 128.95 0.106805 0.109341 0.111938 0.114596 0.117317 38.91 40.78 Oregon Sch Brds Assoc 686053CB3 04/21/03 06/30/12 63.740 0.000 4.9593 126.51 0.105222 0.107831 0.110505 0.113245 0.116053 38.35 40.28 Oregon Sch Brds Assoc 686053CC1 04/21/03 06/30/13 59.557 0.000 5.1493 123.12 0.102784 0.105431 0.108145 0.110929 0.113785 37.48 39.44 Oregon Sch Brds Assoc 686053CD9 04/21/03 06/30/14 55.504 0.000 5.3293 119.10 0.099783 0.102442 0.105171 0.107974 0.110851 36.41 38.37 Oregon Sch Brds Assoc 686053CE7 04/21/03 06/30/15 51.363 0.000 5.5394 114.95 0.096706 0.099385 0.102137 0.104966 0.107874 35.30 37.28 Oregon Sch Brds Assoc 686053CF4 04/21/03 06/30/16 47.583 0.000 5.7092 110.06 0.092902 0.095554 0.098282 0.101087 0.103973 33.93 35.89 Oregon Sch Brds Assoc 686053CG2 04/21/03 06/30/17 44.239 0.000 5.8294 104.68 0.088572 0.091154 0.093811 0.096545 0.099359 32.36 34.27 Oregon Sch Brds Assoc 686053CH0 04/21/03 06/30/18 40.975 0.000 5.9593 99.33 0.084258 0.086769 0.089354 0.092017 0.094759 30.79 32.65 Oregon Sch Brds Assoc 686053CJ6 04/21/03 06/30/19 37.976 0.000 6.0693 93.92 0.079846 0.082269 0.084766 0.087338 0.089989 29.19 30.98 Oregon Sch Brds Assoc 686053CK3 04/21/03 06/30/20 35.297 0.000 6.1494 88.57 0.075409 0.077728 0.080118 0.082581 0.085120 27.57 29.29 Oregon Sch Brds Assoc 686053CL1 04/21/03 06/30/21 32.815 0.000 6.2193 83.37 0.071082 0.073292 0.075572 0.077922 0.080345 25.99 27.63 Oregon Sch Brds Assoc 686053CM9 04/21/03 06/30/22 30.636 0.000 6.2594 78.39 0.066886 0.068979 0.071138 0.073364 0.075661 24.46 26.01 Oregon Sch Brds Assoc 686053CN7 04/21/03 06/30/23 28.748 0.000 6.2695 73.69 0.062888 0.064859 0.066892 0.068989 0.071152 23.00 24.46 PMA Capital Corporation 693419AA1 10/21/02 09/30/22 100.000 VARIES 7.5516 0.238258 0.241518 0.245863 0.250372 0.256453 88.27 91.80 PNC Funding Corp. 693476AX1 12/20/06 12/20/36* 99.560 4.960 5.4179 0.012058 0.012385 4.27* PNC Funding Corp. 693476AY9 12/20/06 12/20/36* 99.560 4.960 5.4179 0.012058 0.012385 4.27* ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Panamsat Holding Corp. 69831YAA3 10/19/04 11/01/14 60.103 VARIES 10.3740 0.212759 0.223795 0.235403 0.247614 0.260457 79.94 88.45 Panamsat Holding Corp. 69831YAB1 10/19/04 11/01/14 60.103 VARIES 10.3740 0.212759 0.223795 0.235403 0.247614 0.260457 79.94 88.45 Paterson, City of 7031302A1 04/11/03 04/01/15 51.501 0.000 5.6199 118.07 0.097461 0.100199 0.103015 0.105909 0.108885 36.08 38.13 Paterson, City of 7031302B9 04/11/03 04/01/16 47.811 0.000 5.7699 112.82 0.093364 0.096058 0.098829 0.101680 0.104614 34.59 36.61 Paterson, City of 7031302C7 04/11/03 04/01/17 44.317 0.000 5.9099 107.36 0.089061 0.091692 0.094402 0.097191 0.100063 33.02 35.00 Paterson, City of 703130Z23 04/11/03 04/01/07 87.261 0.000 3.4598 118.89 0.094473 8.50 Paterson, City of 703130Z31 04/11/03 04/01/08 82.728 0.000 3.8498 126.22 0.100994 0.102938 0.104920 37.06 9.44 Paterson, City of 703130Z49 04/11/03 04/01/09 77.835 0.000 4.2398 131.62 0.106047 0.108295 0.110590 0.112935 0.115329 38.99 40.66 Paterson, City of 703130Z56 04/11/03 04/01/10 72.826 0.000 4.5999 134.40 0.108973 0.111479 0.114043 0.116666 0.119349 40.14 42.01 Paterson, City of 703130Z64 04/11/03 04/01/11 68.193 0.000 4.8599 133.53 0.108764 0.111407 0.114114 0.116887 0.119727 40.11 42.09 Paterson, City of 703130Z72 04/11/03 04/01/12 63.812 0.000 5.0698 130.80 0.106932 0.109642 0.112422 0.115271 0.118193 39.48 41.50 Paterson, City of 703130Z80 04/11/03 04/01/13 59.701 0.000 5.2398 126.82 0.103993 0.106718 0.109514 0.112383 0.115327 38.42 40.46 Paterson, City of 703130Z98 04/11/03 04/01/14 55.492 0.000 5.4399 122.79 0.101035 0.103783 0.106605 0.109505 0.112484 37.37 39.43 Penton Media, Inc. 709668AA5 06/28/01 06/15/11* 97.749 10.375 10.7485 9.56 0.006478 .43* Penton Media, Inc. 709668AB3 06/28/01 06/15/11* 97.749 10.375 10.7485 9.56 0.006478 .43* Peoria, IL SD #150 713040FA6 08/15/05 01/01/11 77.688 0.000 4.7492 51.94 0.109341 0.111938 0.114596 0.117317 39.83 41.74 Peoria, IL SD #150 713040FB4 08/15/05 01/01/12 73.711 0.000 4.8393 50.24 0.105839 0.108400 0.111023 0.113710 38.56 40.45 Peoria, IL SD #150 713040FC2 08/15/05 01/01/13 69.865 0.000 4.9194 48.42 0.102088 0.104599 0.107171 0.109808 37.20 39.06 Peoria County, Illinois 713165EG9 06/01/04 12/01/08 107.011 VARIES 4.6996 0.134982 0.133911 0.132815 0.131694 48.34 43.63 Peoria County, Illinois 713165EH7 06/01/04 12/01/09 108.053 VARIES 4.7723 0.138896 0.137902 0.136885 0.135842 0.134776 49.76 49.03 Petro Stopping Centers 71646DAE2 07/23/99 08/01/08 36.636 VARIES 18.6946 0.488452 0.495162 0.502499 0.510522 179.16 106.97 Petro Stopping Centers 71646DAJ1 02/09/04 04/30/14 93.312 5.000 N/A 0.166802 0.172563 0.178564 0.184818 0.191336 61.79 66.18 Petro Stopping Centers 71646DAK8 02/09/04 04/30/14 100.000 5.000 N/A 0.166802 0.172563 0.178564 0.184818 0.191336 61.79 66.18 Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 6.6895 130.16 0.058748 0.060713 0.062744 0.064843 0.067012 21.81 23.29 Philadelphia Authority 71781LAQ2 02/03/99 04/15/12 43.760 0.000 6.3590 280.63 0.125188 0.129169 0.133275 0.137513 0.141885 46.40 49.40 Philadelphia Authority 71781LAR0 02/03/99 04/15/13 40.766 0.000 6.4191 264.52 0.118254 0.122050 0.125967 0.130010 0.134183 43.84 46.70 Philadelphia Authority 71781LAS8 02/03/99 04/15/14 37.933 0.000 6.4792 249.02 0.111564 0.115179 0.118910 0.122762 0.126739 41.37 44.10 Philadelphia Authority 71781LAT6 02/03/99 04/15/15 35.256 0.000 6.5392 234.14 0.105121 0.108559 0.112108 0.115774 0.119559 38.99 41.58 Philadelphia Authority 71781LAU3 02/03/99 04/15/16 32.784 0.000 6.5893 219.83 0.098869 0.102126 0.105491 0.108967 0.112557 36.68 39.14 Philadelphia Authority 71781LAV1 02/03/99 04/15/17 30.618 0.000 6.6093 206.09 0.092755 0.095820 0.098987 0.102258 0.105637 34.42 36.73 Philadelphia Authority 71781LAW9 02/03/99 04/15/18 28.637 0.000 6.6193 193.12 0.086950 0.089828 0.092801 0.095872 0.099045 32.26 34.44 Philadelphia Authority 71781LAX7 02/03/99 04/15/19 26.727 0.000 6.6393 180.93 0.081517 0.084223 0.087019 0.089908 0.092892 30.25 32.29 Philadelphia Authority 71781LAY5 02/03/99 04/15/20 24.985 0.000 6.6494 169.46 0.076378 0.078917 0.081541 0.084252 0.087053 28.35 30.26 Philadelphia Authority 71781LAZ2 02/03/99 04/15/21 23.403 0.000 6.6494 158.73 0.071542 0.073920 0.076378 0.078917 0.081541 26.55 28.35 Philadelphia Authority 71781LBA6 02/03/99 04/15/22 21.872 0.000 6.6594 148.63 0.067012 0.069243 0.071549 0.073931 0.076393 24.87 26.55 Philadelphia Authority 71781LBB4 02/03/99 04/15/23 20.437 0.000 6.6695 139.14 0.062757 0.064849 0.067012 0.069247 0.071556 23.29 24.87 Philadelphia Authority 71781LBC2 02/03/99 04/15/25 17.878 0.000 6.6796 121.95 0.055023 0.056861 0.058760 0.060722 0.062750 20.42 21.81 Philadelphia Authority 71781LBD0 02/03/99 04/15/26 16.697 0.000 6.6896 114.11 0.051504 0.053227 0.055007 0.056847 0.058748 19.12 20.42 Phoenix Cos Inc 71902EAA7 12/20/02 02/16/08 100.000 VARIES 7.4104 0.209470 0.208305 0.207098 74.88 9.32 Pindo Deli Finance 722299AH7 10/01/97 10/01/27 92.750 10.875 N/A 0.008880 0.009406 0.009963 0.010553 0.009828 3.39 3.68 Pittsburgh, PA 7252085Z1 03/14/97 03/01/07 53.656 0.000 6.9996 0.200071 12.00 ----------------------------- * Called in 2007; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2007 1st 2007 2nd 2007 3rd 2008 2nd 2008 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/07 Period Period 2008 1st Period Period 2007 2008 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Pittsburgh, PA 7252086B3 03/14/97 03/01/24 47.086 VARIES 7.3997 0.192521 0.199644 0.199733 0.199826 0.199922 71.46 71.94 Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25 100.000 VARIES 7.7502 0.231228 0.236959 0.242912 0.249096 0.255520 85.51 89.90 Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25 100.000 VARIES 7.7502 0.231228 0.236959 0.242912 0.249096 0.255520 85.51 89.90 Pliant Corporation 729136AG6 02/17/04 06/15/09 73.627 VARIES 11.1182 0.308886 0.308878 0.308870 0.308861 0.308851 111.20 111.19 Pliant Corporation 729136AH4 02/17/04 06/15/09 73.627 VARIES 11.1182 0.308886 0.308878 0.308870 0.308861 0.308851 111.20 111.19 Pliant Corporation 729136AJ0 02/17/04 06/15/09 73.627 VARIES 11.1182 0.308886 0.308878 0.308870 0.308861 0.308851 111.20 111.19 Pope & Talbot, Inc. 732827AC4 07/30/02 06/01/13 86.415 8.375 10.5037 38.28 0.030397 0.031994 0.033674 0.035443 0.037304 11.33 12.55 Pope & Talbot, Inc. 732827AD2 07/30/02 06/01/13 86.415 8.375 10.5037 38.28 0.030397 0.031994 0.033674 0.035443 0.037304 11.33 12.55 Presidio ISD 741020DW8 05/14/98 02/15/12 38.054 0.000 7.1489 317.36 0.134945 0.139769 0.144765 0.149939 0.155299 50.78 54.48 Presidio ISD 741020DX6 05/14/98 02/15/13 35.472 0.000 7.1490 295.84 0.125793 0.130290 0.134947 0.139771 0.144767 47.34 50.78 Presidio ISD 741020DY4 05/14/98 02/15/14 33.066 0.000 7.1490 275.77 0.117260 0.121452 0.125793 0.130290 0.134947 44.13 47.34 Presidio ISD 741020DZ1 05/14/98 02/15/15 30.822 0.000 7.1492 257.06 0.109308 0.113215 0.117262 0.121454 0.125795 41.14 44.13 Presidio ISD 741020EA5 05/14/98 02/15/16 28.486 0.000 7.1992 239.76 0.102136 0.105813 0.109621 0.113567 0.117655 38.45 41.27 Presidio ISD 741020EB3 05/14/98 02/15/17 26.541 0.000 7.1992 223.39 0.095162 0.098587 0.102136 0.105812 0.109621 35.82 38.45 Presidio ISD 741020EC1 05/14/98 02/15/18 24.728 0.000 7.1993 208.14 0.088664 0.091856 0.095162 0.098588 0.102137 33.38 35.82 Presidio ISD 741020ED9 05/14/98 02/15/19 22.810 0.000 7.2493 193.75 0.082683 0.085680 0.088786 0.092004 0.095339 31.14 33.43 Presidio ISD 741020EE7 05/14/98 02/15/20 21.242 0.000 7.2493 180.43 0.077000 0.079791 0.082683 0.085680 0.088786 29.00 31.14 Presidio ISD 741020EF4 05/14/98 02/15/21 19.782 0.000 7.2493 168.03 0.071707 0.074307 0.077000 0.079791 0.082683 27.00 29.00 Presidio ISD 741020EG2 05/14/98 02/15/22 18.422 0.000 7.2494 156.48 0.066779 0.069199 0.071707 0.074307 0.077000 25.15 27.00 Pride International Inc. 74153QAC6 03/28/03 05/15/33 100.000 VARIES 8.2508 0.276612 0.284299 0.292303 0.300637 0.309316 101.69 107.51 Pride International Inc. 74153QAD4 03/28/03 05/15/33 100.000 VARIES 8.2508 0.276612 0.284299 0.292303 0.300637 0.309316 101.69 107.51 Pride International Inc. 741932AE7 01/16/01 01/16/21 60.841 0.000 2.5000 97.08 0.048438 0.049043 0.049656 0.050277 0.050906 17.75 18.19 Proassurance Corporation 74267CAA4 07/07/03 06/30/23 97.250 VARIES 8.7499 0.280880 0.288429 0.296308 0.304532 0.313116 102.49 108.17 Providian Financial Corp 74406AAC6 05/27/03 05/15/08 100.000 4.000 10.9979 0.392883 0.408377 0.424724 145.69 56.91 Providian Financial Corp 74406AAD4 03/19/04 03/15/16 100.000 VARIES 9.4998 0.312610 0.323831 0.335584 0.347895