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 0.360792 116.99 125.70 Providian Corporation 74406QAM9 05/08/95 06/02/25 62.648 5.000 8.4383 54.97 0.020701 0.021574 0.022484 0.023433 0.024422 7.66 8.32 Prudential Financial,Inc 744320AB8 11/16/05 11/15/35* 98.500 VARIES N/A 0.174779 0.178785 24.49* Prudential Financial,Inc 744320AC6 11/16/05 11/15/35* 98.500 VARIES N/A 0.174779 0.178786 24.49* Prudential Financial,Inc 744320AE2 12/12/06 12/12/36* 99.125 2.953 3.8533 0.024073 0.024537 8.29* PURE Mortgages 2004 74622TAF6 12/10/04 11/30/09 100.000 VARIES 4.6580 0.125921 0.125055 0.124174 0.123320 0.122431 45.12 44.49 QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000 3.0644 77.17 0.053129 0.053943 0.054770 0.055609 0.056461 19.40 20.00 QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000 2.6249 77.61 0.048671 0.049310 0.049957 0.050613 0.051277 17.73 18.20 QBE Funding Trust III 74729LAA6 09/24/04 09/24/24 67.165 0.000 2.0000 31.04 0.038830 0.039218 0.039610 0.040006 0.040406 14.12 14.41 Quebecor Media, Inc. 74819RAH9 10/05/07 03/15/16 93.750 7.750 8.8148 0.014276 0.014835 0.015489 1.23 5.37 Quicksilver Resources 74837RAA2 11/01/04 11/01/24 98.500 VARIES 6.7504 0.203527 0.208637 0.213921 0.219382 0.225028 74.81 78.66 Quicksilver Resources 74837RAB0 11/01/04 11/01/24 98.500 VARIES 6.7504 0.203527 0.208637 0.213921 0.219382 0.225028 74.81 78.66 R H Donnelley Corp. 74955WAC3 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 R H Donnelley Corp. 74955WAD1 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 R H Donnelley Corp. 74955WAE9 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 R H Donnelley Corp. 74955WAF6 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 R H Donnelley Corp. 749568AA9 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ R H Donnelley Corp. 749568AB7 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 R.J.Tower Corporation 74962JAD1 06/13/03 06/01/13* 97.205 12.000 12.4980 6.41 0.006292 0.006685 1.34* RSL Communications, PLC 74972EAH1 11/09/98 11/01/08 94.489 12.000 13.0014 39.25 0.021623 0.023029 0.024526 0.026120 8.21 7.64 Cooperatieve Centrale 74977ENT6 11/16/06 11/16/07 100.000 0.000 5.2130 0.144807 0.148581 46.29 Regal Beloit Corporation 758750AA1 04/05/04 03/15/24 100.000 VARIES 8.7503 0.281899 0.290890 0.300275 0.310070 0.320294 105.05 111.98 Regal Beloit Corporation 758750AB9 04/05/04 03/15/24 100.000 VARIES 8.7503 0.281899 0.290890 0.300275 0.310070 0.320294 105.05 111.98 Reliant Energy, Inc. 75952J207 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 Rhodia, SA 762397AK3 05/17/04 06/01/10 96.743 10.250 11.0023 11.63 0.014365 0.015155 0.015989 0.016868 0.017796 5.36 5.97 Rhodia, SA 762397AL1 05/17/04 06/01/10 96.743 10.250 11.0023 11.63 0.014365 0.015155 0.015989 0.016868 0.017796 5.36 5.97 Rhodia, SA 762397AM9 05/17/04 06/01/10 96.743 10.250 11.0023 11.63 0.014365 0.015155 0.015989 0.016868 0.017796 5.36 5.97 Roche Holdings, Inc. 771196AG7 01/19/00 01/19/15 66.386 0.000 2.7499 138.77 0.060562 0.061395 0.062239 0.063095 0.063962 22.22 22.84 Roche Holdings, Inc. 771196AH5 01/19/00 01/19/15 66.386 0.000 2.7499 138.77 0.060562 0.061395 0.062239 0.063095 0.063962 22.22 22.84 Roche Holdings, Inc. 771196AJ1 01/19/00 01/19/15 66.386 0.000 2.7499 138.77 0.060562 0.061395 0.062239 0.063095 0.063962 22.22 22.84 Rockwell ISD, TX 774285UV0 07/02/98 08/15/08 52.654 0.000 6.4391 375.84 0.157571 0.162645 0.167881 0.173286 59.04 38.58 Roper Industries, Inc. 776696AA4 12/29/03 01/15/34 39.502 1.482 7.0003 0.083636 0.085123 0.086662 0.088254 0.089902 30.88 32.02 Royal Bank of Canada 78008EAC1 08/31/05 02/26/10 100.000 0.000 4.5211 0.131266 0.134233 0.137268 0.140371 0.143544 48.54 50.76 Royal Bank of Canada 78008EAK3 01/31/06 07/28/09 100.000 0.000 4.9077 0.139636 0.143062 0.146573 0.150170 0.153855 51.95 54.53 Royal Bank of Canada 78008EAM9 01/31/06 01/31/11 100.000 0.000 4.9599 0.141195 0.144696 0.148285 0.151962 0.155731 52.53 55.17 Royal Bank of Canada 78008EAQ0 02/28/06 08/28/09 100.000 0.000 5.1100 0.145571 0.149291 0.153105 0.157017 0.161029 54.00 56.80 Royal Bank of Canada 78008EAR8 02/28/06 02/27/09 100.000 0.000 5.1147 0.142521 0.148589 0.149904 0.155427 0.157669 54.06 56.86 Royal Bank of Canada 78008EAX5 03/31/06 03/31/11 100.000 0.000 5.2699 0.150246 0.154205 0.158268 0.162439 0.166719 55.53 58.50 Royal Bank of Canada 78008EAZ0 04/28/06 10/30/09 100.000 0.000 5.3912 0.153839 0.157986 0.162245 0.166618 0.171109 56.64 59.74 Royal Bank of Canada 78008EBC0 04/28/06 04/29/11 100.000 0.000 5.4968 0.156911 0.161224 0.165655 0.170208 0.174886 57.81 61.03 Royal Bank of Canada 78008EBE6 05/31/06 05/31/11 100.000 0.000 5.4699 0.156100 0.160369 0.164755 0.169261 0.173891 57.23 60.41 Royal Bank of Canada 78008EBG1 05/31/06 05/30/08 100.000 0.000 5.3572 0.151933 0.153459 0.159301 55.97 23.90 Royal Bank of Canada 78008EBJ5 05/31/06 11/30/09 100.000 0.000 5.4000 0.154050 0.158209 0.162481 0.166868 0.171374 56.47 59.56 Royal Bank of Canada 78008EBK2 06/30/06 06/30/10 100.000 0.000 5.7499 0.164314 0.169038 0.173898 0.178897 0.184041 60.01 63.51 Royal Bank of Canada 78008EBN6 06/30/06 06/30/11 100.000 0.000 5.7700 0.164902 0.169659 0.174554 0.179590 0.184771 60.23 63.76 Royal Bank of Canada 78008EBP1 07/31/06 01/29/10 100.000 0.000 5.4743 0.152065 0.156204 0.160480 0.164872 0.169385 56.77 59.92 Royal Bank of Canada 78008EBT3 08/31/06 08/31/11 100.000 0.000 5.2799 0.148314 0.150538 0.155376 0.158592 0.164608 54.65 57.63 Royal Bank of Canada 78008EBW6 10/31/06 10/31/13 100.000 0.000 5.2200 0.145000 0.148785 0.152668 0.156653 0.160741 53.35 56.17 Royal Bank of Canada 78008ECA3 09/29/06 09/30/11 100.000 0.000 5.0371 0.139940 0.143464 0.147077 0.150782 0.154579 51.66 54.30 Royal Bank of Canada 78008ECB1 10/31/06 10/30/09 100.000 0.000 5.0946 0.139964 0.142725 0.146361 0.150089 0.154758 52.00 54.78 Royal Bank of Canada 78008ECC9 10/31/06 10/31/11 100.000 0.000 5.1199 0.142222 0.145863 0.149597 0.153427 0.157354 52.31 55.02 Royal Bank of Canada 78008ECD7 10/31/06 04/29/11 100.000 0.000 5.1231 0.142310 0.145935 0.149674 0.153508 0.157440 52.34 55.05 Royal Bank of Canada 78008ECE5 10/31/06 10/31/11 100.000 0.000 5.1199 0.142222 0.145863 0.149597 0.153427 0.157354 52.31 55.02 Royal Bank of Canada 78008ECH8 11/27/06 11/29/13 100.000 0.000 5.0359 0.139925 0.143449 0.147061 0.150764 0.154560 51.24 53.85 Royal Bank of Canada 78008ECK1 11/27/06 11/30/11 100.000 0.000 4.9914 0.138710 0.142172 0.145720 0.149357 0.153084 50.78 53.34 Royal Bank of Canada 78008ECL9 11/28/06 11/30/09 100.000 0.000 5.0005 0.138942 0.142416 0.145976 0.149626 0.153367 50.86 53.44 Royal Bank of Canada 78008ECM7 12/28/06 12/28/09 100.000 0.000 5.0100 0.139167 0.142653 0.146226 0.149889 0.153644 50.75 53.32 Royal Bank of Canada 78008ECN5 12/28/06 12/29/09 100.000 0.000 5.0052 0.139054 0.142534 0.146101 0.149758 0.153505 50.70 53.27 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008ECS4 01/31/07 01/29/10 100.000 0.000 5.3149 0.147636 0.151538 0.155565 0.159699 49.46 56.52 Royal Bank of Canada 78008EDB0 02/22/07 02/24/10 100.000 0.000 5.1003 0.141675 0.141716 0.145329 0.149036 0.152836 44.25 53.94 Royal Bank of Canada 78008EDG9 02/07/07 02/07/11 100.000 0.000 5.2200 0.145000 0.148785 0.152668 0.156653 47.53 55.39 Royal Bank of Canada 78008EDM6 02/28/07 02/28/11 100.000 0.000 5.0199 0.136413 0.141374 0.143347 0.149380 42.49 53.09 Royal Bank of Canada 78008EFG7 04/30/07 04/29/11 100.000 0.000 5.0935 0.141487 0.145071 0.148765 0.152554 34.32 53.35 Royal Bank of Canada 78008EFH5 04/30/07 04/30/12 100.000 0.000 5.1100 0.141945 0.145571 0.149291 0.153105 34.43 53.53 Royal Bank of Canada 78008EFJ1 04/30/07 04/30/09 100.000 0.000 5.0900 0.141389 0.144988 0.148678 0.152462 34.29 53.32 Royal Bank of Canada 78008ENW3 08/31/07 08/31/09 100.000 0.000 4.9900 0.137089 0.138982 0.144810 16.86 51.47 Royal Bank of Canada 78008EPH4 08/31/07 08/31/12 100.000 0.000 5.1899 0.142582 0.144692 0.150907 17.54 53.60 Royal Bank of Canada 78008EPL5 08/31/07 08/31/12 100.000 0.000 5.1899 0.142582 0.144692 0.150907 17.54 53.60 Royal Bank of Canada 78008EPN1 08/31/07 08/31/11 100.000 0.000 5.0800 0.139561 0.141550 0.147551 17.17 52.43 Royal Bank of Canada 78008EVD6 09/28/07 09/28/09 100.000 0.000 4.8299 0.134167 0.137407 0.140725 12.48 49.49 Royal Bank of Canada 78008EYJ0 10/26/07 04/26/10 100.000 0.000 4.6513 0.129204 0.132209 0.135284 8.40 47.45 SG Holdings, Inc. 784186BC1 08/31/01 08/31/07 100.000 0.000 5.3201 0.194306 0.197258 46.58 SG Holdings, Inc. 784186BF4 01/31/02 01/31/07 100.000 0.000 4.9888 0.169221 5.08 SG Holdings, Inc. 784186BG2 03/15/02 03/15/07 100.000 0.000 4.7581 0.162416 11.86 SG Structured Products 78422XBL6 10/31/02 10/31/08 100.000 0.000 3.5692 0.114216 0.116254 0.118329 0.120440 41.74 35.76 SG Structured Products 78422XBU6 02/28/03 02/29/08 100.000 1.250 4.5650 0.141780 0.141876 0.145926 52.28 8.61 SLM Corporation 78442FCY2 10/01/04 10/01/14 100.000 VARIES 5.0009 0.137637 0.137703 0.137771 0.137840 0.137911 49.57 49.62 St. Clair County, IL 788448HC5 11/03/04 12/01/07 104.904 VARIES 3.9773 0.112331 0.111416 36.90 St Mary Lnd & Expl Co 792228AA6 03/12/02 03/15/22* 100.000 VARIES N/A 0.342925 0.352084 27.14* St Mary Lnd & Expl Co 792228AB4 03/12/02 03/15/22* 100.000 VARIES N/A 0.342925 0.352084 27.14* St Mary Lnd & Expl Co 792228AC2 03/12/02 03/15/22* 100.000 VARIES N/A 0.342925 0.352084 27.14* Salomon Smith Barney 79548GBA4 02/28/03 02/28/18 41.198 0.000 6.0001 105.04 0.083983 0.085092 0.088608 0.090274 0.094523 31.43 33.46 Compass Minerls Intl Inc 795559AD5 05/22/03 06/01/13 55.677 VARIES 11.9990 0.279864 0.296655 0.314453 0.333318 0.333317 104.81 117.16 Compass Minerls Intl Inc 795559AE3 05/22/03 06/01/13 55.677 VARIES 11.9990 0.279864 0.296655 0.314453 0.333318 0.333317 104.81 117.16 San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 5.2695 90.73 0.078416 0.080482 0.082602 0.084779 0.087012 29.10 30.66 San Luis Obispo County 798703AR5 07/02/03 09/01/19 42.462 0.000 5.3695 86.53 0.074899 0.076910 0.078975 0.081095 0.083273 27.81 29.33 San Luis Obispo County 798703AS3 07/02/03 09/01/20 39.603 0.000 5.4695 82.33 0.071377 0.073329 0.075335 0.077395 0.079512 26.52 27.99 San Luis Obispo County 798703AT1 07/02/03 09/01/21 37.061 0.000 5.5395 78.12 0.067797 0.069675 0.071605 0.073588 0.075626 25.20 26.62 San Luis Obispo County 798703AU8 07/02/03 09/01/22 34.700 0.000 5.5995 74.00 0.064284 0.066084 0.067934 0.069836 0.071791 23.90 25.26 San Luis Obispo County 798703AV6 07/02/03 09/01/23 32.578 0.000 5.6397 70.01 0.060861 0.062577 0.064341 0.066156 0.068021 22.64 23.93 San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000 5.6796 66.19 0.057572 0.059207 0.060888 0.062617 0.064396 21.42 22.65 San Luis Obispo County 798703AX2 07/02/03 09/01/25 28.774 0.000 5.6997 62.56 0.054427 0.055978 0.057573 0.059214 0.060901 20.25 21.42 San Luis Obispo County 798703AY0 07/02/03 09/01/26 27.018 0.000 5.7297 59.07 0.051422 0.052895 0.054411 0.055969 0.057573 19.14 20.25 San Luis Obispo County 798703AZ7 07/02/03 09/01/27 25.534 0.000 5.7297 55.83 0.048598 0.049990 0.051422 0.052895 0.054411 18.08 19.14 San Luis Obispo County 798703BA1 07/02/03 09/01/28 24.132 0.000 5.7296 52.76 0.045928 0.047244 0.048598 0.049990 0.051422 17.09 18.08 San Luis Obispo County 798703BB9 07/02/03 09/01/29 22.806 0.000 5.7297 49.86 0.043406 0.044649 0.045928 0.047244 0.048598 16.15 17.09 San Luis Obispo County 798703BC7 07/02/03 09/01/30 21.553 0.000 5.7298 47.13 0.041021 0.042197 0.043405 0.044649 0.045928 15.27 16.15 Sciele Pharma, Inc. 808627AA1 05/14/07 05/15/27 100.000 VARIES 7.2886 0.202461 0.202490 0.207212 0.212106 0.217179 46.18 75.94 Sea Containers Ltd 811371AN3 05/04/04 05/15/12 97.369 10.500 11.0017 6.36 0.007733 0.008159 0.008608 0.009081 0.009581 2.90 3.23 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Select Ins Grp Inc 816300AA5 09/24/02 09/24/32 38.012 1.615 6.6015 0.077075 0.078138 0.079237 0.080371 0.081543 28.15 28.95 Select Ins Grp Inc 816300AB3 09/24/02 09/24/32 38.012 1.615 6.6015 0.077075 0.078138 0.079237 0.080371 0.081543 28.15 28.95 Christian & Mac Cntys,IL 821510AL8 04/01/03 12/01/07 104.240 VARIES 3.6649 0.102831 0.102323 33.84 Christian & Mac Cntys,IL 821510AM6 04/01/03 12/01/08 104.513 VARIES 3.9665 0.112140 0.111664 0.111179 0.110685 40.26 36.60 Christian & Mac Cntys,IL 821510AN4 04/01/03 12/01/09 104.283 VARIES 4.3658 0.123920 0.123502 0.123075 0.122639 0.122193 44.51 44.20 Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18 100.000 VARIES 9.2480 0.296989 0.304461 0.312277 0.320455 0.329012 110.80 116.67 Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18 100.000 VARIES 9.2480 0.296989 0.304461 0.312277 0.320455 0.329012 110.80 116.67 Sinclair Broadcast Group 829226AV1 06/15/05 09/15/12 81.000 6.000 9.7100 30.42 0.058346 0.061178 0.064149 0.067263 0.070529 22.13 24.33 Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27 100.000 VARIES 7.7902 0.216396 0.216540 0.221729 0.227120 0.232720 50.26 81.30 Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 2.7499 115.30 0.052832 0.053558 0.054294 0.055041 0.055798 19.23 19.76 Sonic Automotive, Inc. 83545GAK8 11/23/05 11/30/10 98.125 4.250 4.6733 3.77 0.009776 0.010005 0.010239 0.010478 0.010723 3.57 3.74 Sovereign Bancorp, Inc. 846048205 02/26/04 03/01/34 100.000 VARIES 7.4512 0.224235 0.228062 0.232031 0.236148 0.240418 82.35 85.28 Spartan Stores, Inc. 846822AD6 05/29/07 05/15/27 100.000 VARIES 8.2501 0.229171 0.234322 0.240121 0.246159 48.82 85.94 Spartan Stores, Inc. 846822AE4 05/29/07 05/15/27 100.000 VARIES 8.2501 0.229171 0.234322 0.240121 0.246159 48.82 85.94 STMicroelectronics N.V. 861012AF9 02/23/06 02/23/16 100.000 0.000 1.4999 0.041978 0.042293 0.042610 0.042930 0.043252 15.25 15.48 Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 10.4989 0.318656 0.318468 0.318271 0.318064 0.317846 114.65 114.50 TVN Entertainment Corp. 87307RAB3 07/29/98 08/01/08 92.930 14.000 N/A 0.014079 0.011349 0.008129 0.004369 3.68 1.03 TVN Entertainment Corp. 87307RAD9 07/29/98 08/01/08 92.930 14.000 N/A 0.014079 0.011349 0.008129 0.004368 3.68 1.03 Tabletop Holdings, Inc. 87336NAA9 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 Tabletop Holdings, Inc. 87336NAB7 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 Telemundo Holdings, Inc. 87944FAB8 08/12/98 08/15/08 57.120 VARIES 11.4997 0.319440 0.319439 0.319439 0.319439 115.00 71.55 Telesys Intl Wire Inc 879946AE1 10/29/97 11/01/07 59.915 VARIES 10.4997 0.291660 0.291660 87.50 Terex Corporation 880779AJ2 03/09/99 04/01/08 94.802 8.875 9.7519 41.91 0.021117 0.022146 0.023226 7.98 2.09 Thermwood Corporation 883672AC1 04/27/99 04/27/14 45.454 12.000 27.1328 74.45 0.062355 0.070814 0.080421 0.091331 0.103722 25.13 32.41 3M Company 88579YAA9 11/21/02 11/21/32 86.087 VARIES 4.5435 0.130040 0.132994 0.136015 0.139105 0.142265 47.59 49.77 3M Company 88579YAB7 11/21/02 11/21/32 86.087 VARIES 4.5435 0.130040 0.132994 0.136015 0.139105 0.142265 47.59 49.77 3M Company 88579YAC5 11/21/02 11/21/32 86.087 VARIES 4.5435 0.130040 0.132994 0.136015 0.139105 0.142265 47.59 49.77 Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 8.8000 0.102828 0.107353 0.112076 0.117008 0.122156 39.37 42.91 Toyota Motor Credit Corp 892332206 09/08/06 09/08/08 100.000 VARIES 5.2345 0.145405 0.149211 0.151062 0.155016 53.67 38.02 Toyota Motor Credit Corp 892332305 03/08/07 09/08/08 100.000 0.000 5.0999 0.141666 0.145279 0.148983 41.92 36.55 Toys R Us, Inc. 892335AJ9 05/28/02 08/16/07 96.460 VARIES 8.0016 0.223606 0.222950 50.19 Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16 100.000 0.000 4.9609 0.137805 0.141223 0.144726 0.148316 0.151995 50.36 52.89 Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37 13.723 0.000 6.7298 0.025590 0.025663 0.026527 0.027419 0.028342 8.94 10.00 Toyota Motor Credit Corp 89233PB96 01/29/07 01/29/10 100.000 0.000 5.1598 0.143329 0.147027 0.150820 0.154711 48.15 54.78 Toyota Motor Credit Corp 89233PC79 02/27/07 08/27/10 100.000 0.000 5.0599 0.140553 0.144109 0.147755 0.151493 43.17 53.45 Toyota Motor Credit Corp 89233PE36 05/02/07 05/04/22 100.000 VARIES 5.9240 0.164558 0.164521 0.161166 0.157712 0.154156 39.13 57.00 Toyota Motor Credit Corp 89233PE77 05/04/07 05/05/37 13.645 0.000 6.7501 0.025510 0.025590 0.026453 0.027346 0.028269 6.11 9.79 Toyota Motor Credit Corp 89233PF76 05/22/07 05/22/37 13.648 0.000 6.7499 0.025590 0.026454 0.027346 0.028269 5.64 9.75 Toyota Motor Credit Corp 89233PJ72 09/12/07 09/12/27 100.000 VARIES 6.1532 0.170923 0.168490 0.165982 18.63 60.56 Toyota Motor Credit Corp 89233PK54 10/12/07 10/12/27 100.000 VARIES 6.2644 0.174013 0.172068 0.170062 13.75 61.98 Toyota Motor Credit Corp 89233PK62 09/28/07 09/28/10 100.000 0.000 4.8548 0.134858 0.138132 0.141485 12.54 49.75 Toyota Motor Credit Corp 89233PK70 09/28/07 09/28/22 100.000 VARIES 5.8646 0.162906 0.159537 0.156070 15.15 57.40 Toyota Motor Credit Corp 89233PL38 10/19/07 10/19/22 100.000 VARIES 5.8482 0.162452 0.159080 0.155609 11.70 57.38 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Toyota Motor Credit Corp 89233PL95 10/31/07 10/31/27 100.000 VARIES 6.2733 0.174259 0.171884 0.169433 10.63 62.01 Toyota Motor Credit Corp 89233PM45 11/20/07 11/20/27 100.000 VARIES 6.0294 0.167484 0.165310 0.163071 6.87 59.72 Toyota Motor Credit Corp 89233PN69 12/11/07 12/11/22 100.000 VARIES 5.8560 0.162667 0.159297 0.155828 3.25 57.82 Toyota Motor Credit Corp 89233PN85 12/14/07 12/14/12 100.000 VARIES 4.7456 0.131823 0.131985 0.131056 2.24 47.47 Toyota Motor Credit Corp 89233PSP2 10/01/04 10/01/09 100.000 1.220 N/A 0.036137 0.169733 0.036557 37.68 Toyota Motor Credit Corp 89233PYB6 04/21/06 04/23/36* 11.632 0.000 7.3000 5.96 0.024458 2.74* Toyota Motor Credit Corp 89233PYG5 05/08/06 05/09/36* 11.635 0.000 7.2998 5.54 0.024459 3.13* Toyota Motor Credit Corp 89233PYX8 08/16/06 08/16/16 100.000 VARIES 6.2307 0.173075 0.171232 0.169332 0.167373 0.165353 61.47 60.07 Toyota Motor Credit Corp 89233PYY6 08/17/06 08/17/09 100.000 0.000 5.1598 0.143329 0.147027 0.150820 0.154711 0.158703 53.27 56.05 Toyota Motor Credit Corp 89233PZC3 09/01/06 09/01/16 100.000 VARIES 5.9183 0.164399 0.162688 0.160927 0.159113 0.157245 58.46 57.17 Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16 100.000 VARIES 6.2020 0.172280 0.170301 0.168260 0.166109 0.164088 61.40 59.91 Toyota Motor Credit Corp 89233PZR0 10/24/06 10/24/13 100.000 VARIES 5.7902 0.160840 0.159063 0.157234 0.155353 0.153417 57.34 56.01 Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13 100.000 0.500 5.0554 0.140428 0.143627 0.146906 0.150268 0.153716 51.34 53.71 Transmeridian Expl Inc 89376NAA6 12/12/05 12/15/10 87.985 12.000 15.5400 18.41 0.054040 0.058239 0.062764 0.067641 0.072897 20.35 23.64 Transmeridian Expl Inc 89376NAB4 12/12/05 12/15/10 87.985 12.000 15.5400 18.41 0.054040 0.058239 0.062764 0.067641 0.072897 20.35 23.64 Transmeridian Expl Inc 89376NAC2 12/12/05 12/15/10 87.985 12.000 15.5400 18.41 0.054040 0.058239 0.062764 0.067641 0.072897 20.35 23.64 Transmeridian Expl Inc 89376NAD0 12/12/05 12/15/10 87.985 12.000 15.5400 18.41 0.054040 0.058239 0.062764 0.067641 0.072897 20.35 23.64 Transmeridian Expl Inc 89376NAE8 12/12/05 12/15/10 87.985 12.000 15.5400 18.41 0.054040 0.058239 0.062764 0.067641 0.072897 20.35 23.64 Transmeridian Expl Inc 89376NAF5 12/12/05 12/15/10 87.985 12.000 15.5400 18.41 0.054040 0.058239 0.062764 0.067641 0.072897 20.35 23.64 TransOcean SedcoForex 893830AA7 05/24/00 05/24/20 57.912 0.000 2.7499 114.46 0.052832 0.053558 0.054294 0.055041 0.055798 19.20 19.74 Trenton, City of 895130J29 03/13/03 04/01/07 87.375 0.000 3.3599 117.99 0.091790 8.26 Trenton, City of 895130J37 03/13/03 04/01/08 82.851 0.000 3.7598 126.04 0.098765 0.100622 0.102514 36.23 9.23 Trenton, City of 895130J45 03/13/03 04/01/09 78.228 0.000 4.0996 130.50 0.102893 0.105003 0.107155 0.109351 0.111593 37.80 39.37 Trenton, City of 895130J52 03/13/03 04/01/10 73.222 0.000 4.4698 134.01 0.106363 0.108741 0.111171 0.113655 0.116195 39.15 40.92 Trenton, City of 895130J60 03/13/03 04/01/11 69.016 0.000 4.6597 132.10 0.105206 0.107657 0.110165 0.112732 0.115358 38.76 40.59 Trenton, City of 895130J78 03/13/03 04/01/12 64.697 0.000 4.8697 129.87 0.103819 0.106346 0.108936 0.111588 0.114305 38.29 40.18 Trenton, City of 895130J86 03/13/03 04/01/13 60.578 0.000 5.0498 126.48 0.101436 0.103998 0.106623 0.109316 0.112076 37.44 39.36 Trenton, City of 895130J94 03/13/03 04/01/14 56.464 0.000 5.2397 122.71 0.098749 0.101337 0.103992 0.106716 0.109512 36.49 38.42 Trenton, City of 895130K27 03/13/03 04/01/15 52.558 0.000 5.4098 118.27 0.095462 0.098044 0.100696 0.103419 0.106217 35.30 37.24 Trenton, City of 895130K35 03/13/03 04/01/22 31.423 0.000 6.1698 81.68 0.066822 0.068884 0.071009 0.073199 0.075458 24.80 26.36 Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36 100.000 VARIES 8.5854 0.243915 0.249764 0.255866 0.262228 0.268865 89.22 93.65 UBS AG 902619204 05/31/07 11/28/08 100.000 0.000 5.2255 0.141998 0.147248 0.149453 30.71 49.29 UBS AG 902619436 08/31/07 02/27/09 100.000 0.000 4.8433 0.134537 0.137740 0.141076 16.28 49.82 UBS AG 90261J368 03/23/07 04/25/08 100.000 0.000 5.2320 0.143738 0.143631 0.147388 41.05 16.95 UBS AG 90261J525 02/13/07 02/12/10 100.000 0.000 5.1607 0.142563 0.143838 0.149171 0.151357 46.09 54.68 UBS AG 90261J533 02/13/07 05/14/12 100.000 0.000 5.1800 0.143094 0.142574 0.147874 0.150055 0.156493 46.21 54.94 UBS AG 90261J723 12/29/06 12/31/10 100.000 0.000 4.7524 0.132047 0.135185 0.138397 0.141686 0.145052 48.11 50.42 UBS AG 90261J756 11/30/06 05/30/08 100.000 0.000 5.1971 0.144364 0.148116 0.151964 52.88 22.64 UBS AG 90261J772 11/30/06 05/31/11 100.000 0.000 4.9842 0.138452 0.141902 0.145438 0.149063 0.152778 50.68 53.24 UBS AG 90261KBB5 04/30/02 04/30/09 100.000 0.000 5.4497 0.192822 0.198077 0.203474 0.209018 0.214714 71.01 74.93 UBS AG 90261KBF6 05/29/02 05/29/09 100.000 0.000 5.2299 0.183272 0.188065 0.192983 0.198029 0.203208 67.15 70.71 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ UBS AG 90261KBV1 10/31/02 11/07/07 100.000 0.000 3.7650 0.121502 0.123790 37.59 UBS AG 90261KBY5 11/29/02 12/07/07 100.000 0.000 3.6335 0.116663 0.118783 39.58 UBS AG 90261KBZ2 12/24/02 10/07/11 100.000 0.000 4.4124 0.144600 0.147790 0.151050 0.154383 0.157789 53.17 55.54 UBS AG 90261KCK4 01/30/03 02/07/08 100.000 0.000 3.3370 0.104147 0.105885 0.107652 38.31 3.88 UBS AG 90261KCN8 02/27/03 09/08/10 100.000 0.000 3.8939 0.123944 0.126357 0.128817 0.131325 0.133882 45.60 47.40 UBS AG 90261KCZ1 03/31/03 04/08/10 100.000 0.000 3.9373 0.125474 0.127944 0.130463 0.133031 0.135650 46.03 47.86 UBS AG 90261KDA5 04/07/03 10/07/09 100.000 0.000 3.6500 0.115073 0.117173 0.119311 0.121489 0.123706 42.16 43.71 UBS AG 90261KDE7 04/30/03 05/07/10 100.000 0.000 3.8491 0.122275 0.124628 0.127027 0.129471 0.131963 44.70 46.44 UBS AG 90261KDH0 05/30/03 06/07/10 100.000 0.000 3.1911 0.099093 0.100674 0.102280 0.103912 0.105570 36.03 37.19 UBS AG 90261KDL1 05/30/03 08/29/08 100.000 0.000 2.7799 0.084936 0.085639 0.086829 0.088036 30.93 20.88 UBS AG 90261KDY3 06/30/03 07/08/10 100.000 0.000 3.1599 0.096502 0.098027 0.099575 0.101149 0.102747 35.55 36.68 UBS AG 90261KED8 07/31/03 08/06/10 100.000 0.000 4.0001 0.125217 0.127722 0.130276 0.132882 0.135539 46.26 48.13 UBS AG 90261KEV8 08/27/03 09/08/09 100.000 0.000 4.0885 0.128395 0.131019 0.133698 0.136431 0.139220 47.29 49.25 UBS AG 90261KFE5 09/30/03 07/30/09 100.000 0.000 3.9088 0.121172 0.123540 0.125955 0.128417 0.130926 44.77 46.54 UBS AG 90261KFS4 10/31/03 01/31/12 100.000 0.000 4.3914 0.137469 0.140488 0.143572 0.146725 0.149946 50.95 53.22 UBS AG 90261KGC8 12/31/03 01/08/09 100.000 0.000 3.5615 0.108145 0.110071 0.112031 0.114026 0.116056 39.95 41.39 UBS AG 90261KGT1 01/30/04 02/06/09 100.000 0.000 3.4338 0.103917 0.105702 0.107516 0.109362 0.111240 38.25 39.58 UBS AG 90261KHK9 02/27/04 05/31/11 100.000 0.000 3.9738 0.123060 0.125505 0.127998 0.130542 0.133135 44.89 46.70 UBS AG 90261KHL7 03/31/04 01/03/12 100.000 0.000 3.7505 0.113308 0.115433 0.117598 0.119803 0.122050 41.94 43.52 UBS AG 90261KHS2 05/28/04 05/31/11 100.000 0.000 4.8441 0.151724 0.155399 0.159163 0.163018 0.166966 55.51 58.23 UBS AG 90261KHW3 07/30/04 08/07/09 100.000 0.000 4.0340 0.121471 0.123921 0.126421 0.128971 0.131572 44.88 46.71 UBS AG 90261KJA9 09/30/04 10/07/10 100.000 0.000 3.9704 0.119406 0.121777 0.124194 0.126660 0.129174 43.82 45.57 UBS AG 90261KJE1 10/29/04 11/07/12 100.000 2.810 4.0782 0.115642 0.114519 0.116564 0.116091 0.118839 42.05 42.70 UBS AG 90261KJW1 02/28/05 05/31/11 100.000 0.000 4.5353 0.136276 0.139366 0.142526 0.145758 0.149064 49.81 52.09 UBS AG 90261KKW9 06/30/05 12/30/11 100.000 0.000 4.1500 0.122605 0.125149 0.127746 0.130397 0.133103 44.60 46.47 UBS AG 90261KLE8 07/26/05 07/30/10 100.000 0.000 4.4197 0.128319 0.131155 0.134054 0.137016 0.140044 47.57 49.70 UBS AG 90261KLN8 07/25/05 04/29/11 100.000 0.000 4.7399 0.139689 0.143000 0.146389 0.149858 0.153410 51.30 53.76 UBS AG 90261KLP3 08/04/05 08/04/08 100.000 0.000 4.4401 0.128875 0.131736 0.134660 0.137650 47.76 29.22 UBS AG 90261KLS7 09/27/05 09/27/07 100.000 0.000 4.3996 0.127649 0.130458 34.46 UBS AG 90261KLU2 10/25/05 10/25/07 100.000 0.000 4.6437 0.135053 0.138188 40.27 UBS AG 90261KLZ1 01/31/06 01/28/08 100.000 0.000 4.7843 0.136042 0.139296 0.142629 50.57 3.85 UBS AG 90261KMB3 02/24/06 08/24/07 100.000 0.000 5.0551 0.143970 0.147609 34.20 UBS AG 90261KMC1 02/24/06 08/24/07 100.000 0.000 5.0551 0.143970 0.147609 34.20 UBS AG 90261KMF4 03/29/06 03/28/08 100.000 0.000 5.2045 0.148314 0.152173 0.156133 54.81 13.58 UBS AG 90261KMJ6 04/26/06 04/29/08 100.000 0.000 5.3000 0.151192 0.155199 0.159311 55.65 18.80 UBS AG 90261KMK3 05/30/06 05/30/08 100.000 0.000 5.3989 0.154019 0.158176 0.162446 56.46 24.20 UBS AG 90261KML1 05/23/06 05/30/08 100.000 0.000 5.3455 0.152616 0.156695 0.160883 55.93 23.97 UBS AG 90261KMN7 06/07/06 06/09/08 100.000 0.000 5.4966 0.156930 0.161243 0.165675 57.46 26.18 UBS AG 90261KMQ0 06/30/06 06/30/08 100.000 0.000 5.7277 0.163660 0.168347 0.173168 59.77 31.00 UBS AG 90261KMR8 07/28/06 07/30/08 100.000 0.000 5.5109 0.153129 0.157348 0.161684 0.166139 57.18 34.59 UBS AG 90261KMU1 08/31/06 08/29/08 100.000 0.000 5.2824 0.147555 0.150590 0.154567 0.158650 54.52 37.52 UBS AG 90261KMX5 09/26/06 09/30/08 100.000 0.000 5.0393 0.138521 0.141235 0.144794 0.148442 51.64 40.20 UBS AG 90261KNC0 11/30/06 11/29/08 100.000 0.000 5.0597 0.140550 0.144086 0.147731 0.151469 51.46 49.13 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ UBS AG 90261KND8 11/30/06 11/28/08 100.000 0.000 4.9136 0.136489 0.139805 0.143240 0.146759 49.96 47.47 UBS AG 90261KNH9 01/31/07 01/30/09 100.000 0.000 5.2786 0.145820 0.147208 0.152754 0.155081 49.06 56.11 UBS AG 90261KNL0 02/28/07 02/27/09 100.000 0.000 5.1980 0.143593 0.144903 0.150303 0.152533 44.25 54.99 UBS AG 90261KNM8 03/30/07 03/31/09 100.000 0.000 5.0058 0.137522 0.136790 0.140214 0.143723 0.148130 38.21 52.70 UBS AG 90261XAE2 09/27/02 09/28/09 100.000 0.000 3.8484 0.124522 0.126918 0.129361 0.131850 0.134387 45.71 47.49 UBS AG 90261XAG7 12/22/04 12/22/14 100.000 VARIES 4.7437 0.124615 0.124276 0.123929 0.123575 0.123211 44.79 44.54 UBS AG 90261XAN2 04/27/05 04/27/35 12.879 0.000 6.9499 15.66 0.027546 0.028504 0.029494 0.030519 0.031580 10.21 10.94 UBS AG 90261XBS0 05/31/06 05/29/09 100.000 0.000 5.2500 0.149640 0.153568 0.157599 0.161736 0.165982 54.83 57.75 UBS AG 90261XBU5 06/08/06 06/08/07 100.000 0.000 5.3200 0.151710 23.82 UBS AG 90261XBX9 07/24/06 01/24/08 100.000 0.000 5.4500 0.151389 0.155514 0.159752 56.56 3.67 UBS AG 90261XCB6 10/16/06 10/16/36 12.330 0.000 7.1002 0.024318 0.025182 0.026076 0.027001 0.027960 9.04 9.70 UBS AG 90261XCG5 11/29/06 11/29/16 100.000 VARIES 5.0433 0.140094 0.138345 0.136496 0.134601 0.134639 50.00 48.74 UBS AG 90261XCL4 12/21/06 12/21/10 100.000 VARIES 4.9237 0.136770 0.137496 0.137826 0.137901 0.137909 49.38 49.63 UBS AG 90261XCT7 01/12/07 01/12/47 7.389 0.000 6.6201 0.013588 0.014038 0.014502 0.014982 4.82 5.30 UBS AG 90261XDA7 03/27/07 03/27/09* 100.000 0.000 4.7797 0.132772 23.90* UBS AG 90261XDD1 04/30/07 04/30/08 100.000 VARIES 5.0982 0.141619 0.140880 34.09 16.76 UBS AG 90261XDE9 04/30/07 04/30/08 100.000 VARIES 5.0980 0.141612 0.140721 34.07 16.75 UBS AG 90261XDL3 05/23/07 05/23/22 100.000 VARIES 5.5105 0.153072 0.150978 0.148826 0.146614 33.29 53.80 UBS AG 90261XDM1 05/23/07 05/23/22 100.000 VARIES 5.5145 0.153182 0.151564 0.149901 0.148193 33.33 54.14 UBS AG 90261XDQ2 06/04/07 06/04/27 26.380 0.000 6.7750 0.049646 0.051328 0.053067 0.054864 10.32 18.89 UBS AG 90261XDS8 06/27/07 06/27/14 100.000 VARIES 5.7007 0.158355 0.158679 0.159013 0.159356 29.14 57.19 UBS AG 90261XDT6 06/27/07 06/27/14 100.000 VARIES 5.7005 0.158349 0.158810 0.159284 0.159981 29.14 57.26 UBS AG 90261XEE8 10/09/07 10/09/37 12.693 0.000 7.0001 0.024681 0.025545 0.026439 2.02 9.18 UBS AG 902623404 09/28/07 09/28/09 100.000 0.000 4.6362 0.127370 0.128906 0.134081 12.10 47.54 USF&G Corporation 903290AD6 03/03/94 03/03/09 51.298 0.000 4.5000 394.93 0.111839 0.114355 0.116928 0.119559 0.122249 41.32 43.20 Union City, NJ 905734MC0 02/07/07 11/01/13 69.720 0.000 5.4276 0.105111 0.106448 0.109336 0.112304 0.115351 34.55 40.26 Union City, NJ 905734MD8 02/07/07 11/01/14 65.880 0.000 5.4688 0.100075 0.101357 0.104128 0.106976 0.109901 32.90 38.35 Union City, NJ 905734ME6 02/07/07 11/01/15 62.150 0.000 5.5197 0.095289 0.096520 0.099184 0.101921 0.104734 31.33 36.53 Union City, NJ 905734MF3 02/07/07 11/01/16 58.640 0.000 5.5586 0.090543 0.091719 0.094268 0.096888 0.099581 29.77 34.73 Union City, NJ 905734MG1 02/07/07 11/01/17 55.340 0.000 5.5882 0.085902 0.087024 0.089456 0.091955 0.094525 28.25 32.96 United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 8.9741 2.78 0.000875 0.000900 0.000950 0.000982 0.001043 .33 .36 Univ of NC-Chap Hill 914713KR2 08/14/91 02/15/10 19.000 0.000 9.1799 565.74 0.186255 0.194804 0.203746 0.213098 0.222879 70.97 77.63 Univ of NC-Chap Hill 914713KS0 08/14/91 02/15/11 17.000 0.000 9.2951 517.74 0.171550 0.179523 0.187867 0.196598 0.205735 65.41 71.63 Univ of NC-Chap Hill 914713KT8 08/14/91 02/15/12 16.000 0.000 9.1409 472.77 0.155306 0.162404 0.169827 0.177589 0.185705 59.16 64.69 Univ of NC-Chap Hill 914713KU5 08/14/91 02/15/13 14.000 0.000 9.3557 431.44 0.143437 0.150147 0.157171 0.164523 0.172219 54.71 59.95 Univ of NC-Chap Hill 914713KV3 08/14/91 02/15/14 13.000 0.000 9.2751 394.37 0.130528 0.136581 0.142915 0.149543 0.156478 49.76 54.49 Univ of NC-Chap Hill 914713KW1 08/14/91 02/15/15 12.000 0.000 9.2278 360.68 0.119063 0.124556 0.130303 0.136316 0.142605 45.38 49.66 Upshur County, WV 916734AD8 12/30/93 04/01/10 96.023 8.750 9.2270 26.64 0.009664 0.010110 0.010576 0.011064 0.011574 3.64 3.98 Uruguay, Republic 917288AK8 03/20/02 03/25/09 87.661 7.875 10.3962 74.33 0.054359 0.057184 0.060157 0.063284 0.066574 20.63 22.84 Uruguay, Republic 917288AL6 05/29/03 11/18/08 85.000 7.875 11.6606 87.76 0.083829 0.088717 0.093889 0.099363 31.49 30.75 Uruguay, Republic 917288AM4 05/29/03 07/02/09 68.000 2.145 9.1027 167.35 0.147974 0.154709 0.161750 0.169112 0.176809 56.95 62.25 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Uruguay, Republic 917288AN2 05/29/03 01/02/10 68.000 2.036 8.4695 152.52 0.133678 0.139339 0.145240 0.151390 0.157801 51.21 55.64 Uruguay, Republic 917288AT9 05/29/03 03/25/14 76.000 7.875 11.8705 49.63 0.046738 0.049512 0.052450 0.055563 0.058861 17.87 20.06 Uruguay, Republic 917288AU6 05/29/03 05/04/14 73.000 7.250 11.6875 55.29 0.052585 0.055657 0.058910 0.062352 0.065996 19.84 22.23 Uruguay, Republic 917288AV4 05/29/03 06/22/15 76.000 8.750 12.6875 39.08 0.038443 0.040882 0.043475 0.046233 0.049166 14.32 16.20 Uruguay, Republic 917288AX0 05/29/03 01/20/17 73.000 7.625 11.6165 36.83 0.033879 0.035847 0.037929 0.040132 0.042463 13.20 14.78 Uruguay, Republic 917288AY8 05/29/03 02/15/11 76.500 7.250 12.0060 83.91 0.078178 0.082871 0.087845 0.093119 0.098709 30.30 34.05 Uruguay, Republic 917288AZ5 05/29/03 03/15/15 71.500 7.500 12.0979 49.96 0.047060 0.049907 0.052926 0.056127 0.059522 18.08 20.33 Uruguay, Republic 917288BA9 05/29/03 01/15/33 100.000 7.875 N/A 0.126552 0.128143 0.129801 0.130205 0.130634 46.39 46.94 Valhi, Inc. 918905AC4 10/20/92 10/20/07 25.759 0.000 9.2501 672.62 0.234732 0.245589 69.79 Vermilion & Edg Cntys IL 923439CL5 07/07/04 12/01/07 102.860 VARIES 4.4465 0.124476 0.124001 40.99 Vermilion & Edg Cntys IL 923439CM3 07/07/04 12/01/08 102.103 VARIES 5.0490 0.141441 0.141155 0.140861 0.140561 50.85 46.43 Vermilion & Edg Cntys IL 923439CN1 07/07/04 12/01/09 103.843 VARIES 5.2522 0.148887 0.148421 0.147941 0.147450 0.146945 53.49 53.14 Vermilion & Edg Cntys IL 923439CP6 07/07/04 12/01/10 103.260 VARIES 5.4566 0.154498 0.154166 0.153825 0.153474 0.153114 55.54 55.29 Vermilion & Edg Cntys IL 923439CQ4 07/07/04 12/01/11 103.596 VARIES 5.7572 0.163648 0.163321 0.162985 0.162639 0.162283 58.83 58.59 Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12 102.910 VARIES 6.0085 0.170155 0.169925 0.169690 0.169447 0.169196 61.20 61.03 Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13 103.470 VARIES 6.1103 0.173930 0.173686 0.173433 0.173173 0.172905 62.56 62.37 Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14 103.682 VARIES 6.2118 0.177261 0.177030 0.176791 0.176544 0.176290 63.76 63.59 VeriSign, Inc. 92343EAC6 08/20/07 08/15/37 100.000 VARIES 8.5008 0.236136 0.242163 0.248619 30.93 87.79 VeriSign, Inc. 92343EAD4 08/20/07 08/15/37 100.000 VARIES 8.5008 0.236136 0.242163 0.248619 30.93 87.79 Veritas Capital Trust 92343W300 12/22/97 01/01/28 100.000 10.000 9.9999 0.277778 0.277778 0.277778 0.277778 100.00 100.00 Vermilion Cnty IL SD 118 923613CZ4 02/24/06 12/01/12 103.452 VARIES 5.3855 0.161238 0.165579 0.153582 0.153230 0.152868 58.60 55.20 Vermilion Cnty IL SD #7 92407PAA8 05/10/06 12/01/08 103.805 VARIES 5.9964 0.178713 0.184071 0.169283 0.167945 65.02 55.62 Vermilion Cnty IL SD #7 92407PAB6 05/10/06 12/01/09 105.069 VARIES 6.0851 0.183652 0.189240 0.174256 0.173008 0.171722 66.84 62.43 Vermilion Cnty IL SD #7 92407PAC4 05/10/06 12/01/10 106.058 VARIES 6.1567 0.187636 0.193412 0.178382 0.177246 0.176075 68.31 63.94 Vermilion Cnty IL SD #7 92407PAD2 05/10/06 12/01/11 106.419 VARIES 6.3192 0.193415 0.199526 0.184291 0.183312 0.182302 70.46 66.11 Visant Holding Corp. 92829NAA3 04/04/06 12/01/13 96.005 8.750 9.4957 2.76 0.010820 0.011334 0.011872 0.012436 0.013026 4.02 4.41 Visant Holding Corp. 92829NAB1 04/04/06 12/01/13 96.005 8.750 9.4957 2.76 0.010820 0.011334 0.011872 0.012436 0.013026 4.02 4.41 VoiceStream Wireless 92861LAD0 11/09/99 11/15/09 56.061 VARIES 11.8745 0.329852 0.329852 0.329851 0.329850 0.329850 118.75 118.75 WCI Communities, Inc. 92923CAJ3 08/05/03 08/05/23 100.000 VARIES 8.9029 0.287975 0.295848 0.304071 0.312661 0.321633 107.44 113.58 WCI Communities, Inc. 92923CAK0 08/05/03 08/05/23 100.000 VARIES 8.9029 0.287975 0.295848 0.304071 0.312661 0.321633 107.44 113.58 WMG Holdings,Inc. 92930MAE3 12/23/04 12/15/14 63.002 VARIES 9.4995 0.199751 0.209239 0.219177 0.229587 0.240492 73.93 81.12 WMG Holdings Corp. 92930MAF0 12/23/04 12/15/14 63.002 VARIES 9.4995 0.199751 0.209239 0.219177 0.229587 0.240492 73.93 81.12 Wachovia Corporation 929769305 11/03/06 11/03/10 100.000 0.000 5.0440 0.140113 0.143647 0.147270 0.150984 0.154792 51.49 54.12 Wachovia Corporation 92976WAB2 09/02/04 03/02/10 100.000 0.000 3.9756 0.119480 0.121855 0.124277 0.126747 0.129267 44.01 45.78 Wachovia Corporation 92976WAG1 02/02/05 02/02/10 100.000 0.000 4.2142 0.124620 0.127246 0.129927 0.132665 0.135460 46.13 48.09 Wachovia Corporation 92976WAJ5 03/03/05 03/03/10 100.000 0.000 4.3759 0.129710 0.132548 0.135448 0.138412 0.141440 47.88 50.00 Wachovia Corporation 92976WAP1 05/05/05 05/05/10 100.000 0.000 4.4194 0.131080 0.133977 0.136937 0.139963 0.143056 48.04 50.18 Wachovia Corporation 92976WAR7 07/28/05 01/28/09 100.000 0.000 4.3941 0.127481 0.130282 0.133144 0.136069 0.139059 47.26 49.36 Wachovia Corporation 929903342 07/06/07 01/05/11 100.000 0.000 5.3883 0.149675 0.153685 0.157826 26.19 56.04 Wachovia Corporation 929903375 04/05/07 10/05/08 100.000 0.000 4.8411 0.134478 0.137733 0.141067 36.05 38.34 Wachovia Corporation 929903490 12/06/06 12/06/08 100.000 0.000 4.8022 0.133396 0.136599 0.139879 0.143237 48.76 47.46 Wachovia Corporation 929903524 10/06/06 04/06/08 100.000 0.000 4.9402 0.137230 0.140620 0.144094 50.60 13.69 Wachovia Corporation 929903557 08/30/06 01/29/10 100.000 0.000 5.1441 0.142893 0.145935 0.149689 0.153539 0.157488 53.02 55.77 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wachovia Corporation 929903573 08/04/06 08/04/09 100.000 0.000 5.3200 0.147780 0.151711 0.155746 0.159889 0.164143 55.08 58.05 Wachovia Corporation 929903607 02/19/04 08/19/09 100.000 0.000 3.3997 0.102743 0.104489 0.106266 0.108072 0.109909 37.77 39.06 Wachovia Corporation 929903615 07/07/06 07/07/08 100.000 0.000 5.5520 0.154222 0.158504 0.162904 0.167426 57.80 31.11 Wachovia Corporation 929903623 07/07/06 07/07/11 100.000 2.000 5.6798 0.157774 0.160677 0.163663 0.166733 0.169890 58.35 60.55 Wachovia Corporation 929903656 06/06/06 06/08/09 100.000 0.000 5.3242 0.151879 0.155922 0.160073 0.164334 0.168709 55.59 58.59 Wachovia Corporation 929903664 07/03/06 04/30/12 100.000 0.000 5.7522 0.162799 0.167481 0.172298 0.177253 0.182351 60.03 63.53 Wachovia Corporation 929903698 04/06/06 10/06/09 100.000 0.000 5.1850 0.147762 0.151593 0.155523 0.159555 0.163692 54.54 57.41 Wachovia Corporation 929903714 04/06/06 04/01/11 100.000 0.000 5.2167 0.148584 0.152460 0.156437 0.160517 0.164704 54.89 57.80 Wachovia Corporation 929903730 03/06/06 09/06/08 100.000 0.000 4.9953 0.142226 0.145778 0.149419 0.153151 52.67 37.28 Wachovia Corporation 929903755 03/02/06 09/01/08 100.000 0.000 4.9431 0.140686 0.144163 0.147726 0.151377 52.12 36.11 Wachovia Corporation 929903763 03/06/06 03/01/11 100.000 0.000 4.9696 0.141381 0.144894 0.148494 0.152184 0.155966 52.38 55.02 Wachovia Corporation 929903797 02/06/06 08/06/09 100.000 0.000 4.9409 0.140640 0.144115 0.147675 0.151323 0.155062 52.28 54.89 Wachovia Corporation 929903805 11/03/05 11/03/08 100.000 2.000 4.7711 0.136247 0.138172 0.140143 0.142161 49.62 42.69 Wachovia Corporation 929903847 02/03/06 06/30/09 100.000 0.000 4.8643 0.141156 0.144589 0.148106 0.151708 0.155398 51.44 53.97 Wachovia Corporation 929903870 12/14/05 12/01/10 100.000 0.000 4.8742 0.141833 0.145289 0.148830 0.152458 0.156173 51.89 54.45 Wachovia Corporation 929903888 02/06/07 08/06/08 100.000 0.000 4.9117 0.136437 0.139787 0.143220 44.83 30.67 Wachovia Corporation 929903AU6 11/09/05 12/15/10* 100.000 0.250 N/A 0.146175 0.149653 46.12* Wachovia Corporation 929903BB7 02/09/06 02/15/12 100.000 0.000 4.8130 0.137022 0.140319 0.143696 0.147154 0.150695 50.83 53.30 Wachovia Corporation 929903BC5 02/09/06 02/15/12 100.000 2.000 4.8189 0.135811 0.137745 0.139725 0.141753 0.143830 49.77 51.22 Wachovia Corporation 929903DD1 04/05/07 04/15/11 100.000 0.000 4.8580 0.134947 0.135129 0.138411 0.141774 0.145217 36.19 50.95 Wachovia Corporation 929903DS8 07/03/07 12/30/08 100.000 0.000 5.0036 0.138990 0.142410 0.145972 24.74 51.77 Wachovia Corporation 929903DY5 08/03/07 01/30/09 100.000 0.000 4.9397 0.137217 0.140549 0.144021 20.31 51.03 Wachovia Corporation 929903DZ2 09/05/07 03/05/09 100.000 0.000 4.7598 0.132217 0.135364 0.138585 15.34 48.90 Wachovia Corporation 929903ED0 10/03/07 01/05/09 100.000 0.000 4.3117 0.119772 0.121092 0.123702 10.54 44.05 Walter Industries, Inc. 93317QAB1 04/20/04 05/01/24 100.000 VARIES 7.7498 0.238853 0.244072 0.249493 0.255125 0.260974 87.56 91.52 Walter Industries, Inc. 93317QAC9 04/20/04 05/01/24 100.000 VARIES 7.7498 0.238853 0.244072 0.249493 0.255125 0.260974 87.56 91.52 Watson Pharmaceuticals 942683AB9 03/07/03 03/15/23 100.000 VARIES 6.4936 0.213023 0.218015 0.223168 0.228462 0.233927 78.66 82.43 WebMD Corporation 94769MAD7 06/25/03 06/15/23 97.250 VARIES 8.0012 0.268611 0.277413 0.286566 0.296086 0.305986 98.57 105.19 WebMD Corporation 94769MAE5 06/25/03 06/15/23 97.250 VARIES 8.0012 0.268611 0.277413 0.286566 0.296086 0.305986 98.57 105.19 WebMD Corporation 94769MAF2 08/30/05 09/01/25 100.000 VARIES 6.8001 0.195975 0.199687 0.203525 0.207493 0.211597 72.12 74.95 WebMD Corporation 94769MAG0 08/30/05 09/01/25 100.000 VARIES 6.8001 0.195975 0.199687 0.203525 0.207493 0.211597 72.12 74.95 Weimer ISD 948679DE2 12/16/97 08/15/07 52.647 0.000 6.7488 433.17 0.175429 0.181349 40.36 Wells Fargo & Company 949746ET4 12/19/02 01/04/08 100.000 0.000 3.5533 0.111818 0.113804 0.115826 41.32 .35 Wells Fargo & Company 949746EU1 12/23/02 01/04/08 100.000 0.000 3.5534 0.111780 0.113766 0.115788 41.31 .35 Wells Fargo & Company 949746EV9 03/05/03 04/15/09 100.000 0.000 3.7788 0.120167 0.122437 0.124751 0.127108 0.129509 44.02 45.70 Wells Fargo & Company 949746FB2 05/05/03 05/05/10 100.000 0.000 3.8530 0.122323 0.124679 0.127081 0.129529 0.132025 44.73 46.47 Wells Fargo & Company 949746FG1 08/29/03 08/25/09 100.000 0.000 3.0429 0.092512 0.093920 0.095349 0.096800 0.098272 33.92 34.96 Wells Fargo & Company 949746FL0 12/29/03 01/08/10 100.000 0.000 3.5212 0.106826 0.108707 0.110621 0.112569 0.114550 39.45 40.85 Wells Fargo & Company 949746FU0 04/30/04 05/05/11 100.000 0.000 3.1299 0.094003 0.095474 0.096968 0.098486 0.100027 34.27 35.35 Wells Fargo & Company 949746FV8 04/29/04 04/29/14* 100.000 0.250 N/A 0.144049 0.147237 21.71* Wells Fargo & Company 949746FW6 05/25/04 10/25/12 100.000 2.350 5.3000 0.158270 0.160734 0.163264 0.165860 0.168526 57.75 59.59 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wells Fargo & Company 949746HZ7 07/07/04 10/07/11 100.000 2.900 5.1067 0.149223 0.150976 0.152774 0.154618 0.156509 54.33 55.64 Wells Fargo & Company 949746JA0 07/09/04 01/20/10 100.000 0.000 4.4422 0.134914 0.137911 0.140974 0.144105 0.147306 50.08 52.33 Wells Fargo & Company 949746JH5 11/05/04 11/05/07 100.000 0.000 3.2884 0.097505 0.099108 29.93 Wells Fargo & Company 949746JK8 12/07/04 12/07/11 100.000 0.000 4.4897 0.136298 0.139358 0.142487 0.145685 0.148956 49.77 52.03 Wells Fargo & Company 949746ND9 02/07/06 02/07/11 100.000 0.000 5.0600 0.144113 0.147760 0.151498 0.155331 0.159261 53.60 56.35 Wesco International,Inc. 95082PAD7 09/27/05 10/15/25 100.000 VARIES 7.9634 0.233890 0.240300 0.246965 0.253895 0.261101 86.35 91.23 Wesco International,Inc. 95082PAE5 09/27/05 10/15/25 100.000 VARIES 7.9634 0.233890 0.240300 0.246965 0.253895 0.261101 86.35 91.23 Wesco International,Inc. 95082PAF2 11/02/06 11/15/26 100.000 VARIES 8.0002 0.222731 0.229697 0.236940 0.244474 0.252308 82.09 87.36 Wesco International,Inc. 95082PAG0 11/02/06 11/15/26 100.000 VARIES 8.0002 0.222731 0.229697 0.236940 0.244474 0.252308 82.09 87.36 White Settlement ISD 964559JC3 03/20/97 02/15/07 50.112 0.000 7.0990 490.50 0.190436 8.38 Whole Foods Market, Inc. 966837AC0 03/02/98 03/02/18 37.243 0.000 5.0000 203.63 0.078708 0.080676 0.082693 0.084760 0.086879 29.16 30.64 Wild Oats Markets, Inc. 96808BAA5 05/25/04 05/15/34 100.000 VARIES 8.2511 0.259945 0.266945 0.274233 0.281822 0.289725 95.50 100.80 Wild Oats Markets, Inc. 96808BAB3 05/25/04 05/15/34 100.000 VARIES 8.2511 0.259945 0.266945 0.274233 0.281822 0.289725 95.50 100.80 Will County IL SD #122 968852FG3 11/19/97 11/01/16 23.888 0.000 7.6998 236.91 0.100474 0.104343 0.108360 0.112532 0.116864 37.34 40.27 Will County IL SD #122 968852FH1 11/19/97 11/01/17 22.150 0.000 7.6997 219.67 0.093163 0.096749 0.100474 0.104342 0.108359 34.62 37.34 Will County, IL 968852TN3 03/15/07 10/01/25 34.635 0.000 5.7999 0.055784 0.055944 0.057567 0.059236 0.060954 16.14 21.33 Will County, IL 968852TP8 03/15/07 10/01/26 32.402 0.000 5.8498 0.052633 0.052789 0.054333 0.055922 0.057557 15.23 20.14 Wynn Las Vegas, LLC 983130AH8 11/06/07 12/01/14 97.250 6.625 7.1268 0.008496 0.008539 0.008843 0.009158 .47 3.15 Wynn Las Vegas, LLC 983130AJ4 11/06/07 12/01/14 97.250 6.625 7.1268 0.008496 0.008539 0.008843 0.009158 .47 3.15 Xilinx, Inc. 983919AC5 03/05/07 03/15/37 100.000 VARIES 7.2004 0.200012 0.200239 0.204323 0.208554 0.212937 59.70 75.23 Xilinx, Inc. 983919AD3 03/05/07 03/15/37 100.000 VARIES 7.2004 0.200012 0.200239 0.204323 0.208554 0.212937 59.70 75.23 Yahoo, Inc. 984332AA4 04/09/03 04/01/08 96.550 0.000 0.7065 25.72 0.019420 0.019489 0.019558 7.02 1.76 Yahoo, Inc. 984332AB2 04/09/03 04/01/08 96.550 0.000 0.7065 25.72 0.019420 0.019489 0.019558 7.02 1.76 York County, PA 986812LW3 12/28/95 02/01/11 35.767 0.000 6.9294 399.57 0.141665 0.146574 0.151652 0.156906 0.162343 53.38 57.14 York County, PA 986812LX1 12/28/95 02/01/12 33.049 0.000 6.9995 374.45 0.133179 0.137840 0.142664 0.147657 0.152825 50.21 53.78 York County, PA 986812LY9 12/28/95 02/01/13 30.649 0.000 7.0395 350.04 0.124720 0.129110 0.133655 0.138359 0.143229 47.03 50.40 York County, PA 986812LZ6 12/28/95 02/01/14 28.302 0.000 7.0994 327.11 0.116866 0.121015 0.125310 0.129759 0.134365 44.09 47.27 York County, PA 986812MA0 12/28/95 02/01/15 26.297 0.000 7.1196 305.16 0.109120 0.113004 0.117027 0.121193 0.125507 41.17 44.15 York County, PA 986812MB8 12/28/95 02/01/16 24.378 0.000 7.1496 284.57 0.101895 0.105537 0.109310 0.113218 0.117265 38.45 41.25 York County, PA 986812MC6 12/28/95 02/01/17 22.586 0.000 7.1795 265.21 0.095091 0.098505 0.102041 0.105704 0.109499 35.89 38.51 York County, PA 986812MD4 12/28/95 02/01/18 20.780 0.000 7.2396 246.90 0.088762 0.091975 0.095305 0.098755 0.102329 33.51 35.98 York County, PA 986812ME2 12/28/95 02/01/19 19.353 0.000 7.2397 229.95 0.082669 0.085662 0.088763 0.091976 0.095305 31.21 33.51 York County, PA 986812MF9 12/28/95 02/01/20 18.025 0.000 7.2396 214.16 0.076994 0.079781 0.082669 0.085662 0.088762 29.07 31.21 York County, PA 986812MG7 12/28/95 02/01/21 16.787 0.000 7.2397 199.46 0.071709 0.074305 0.076994 0.079781 0.082669 27.08 29.07 York County, PA 986812MH5 12/28/95 02/01/22 15.635 0.000 7.2396 185.77 0.066786 0.069204 0.071709 0.074305 0.076994 25.22 27.08 York County, PA 986812MJ1 12/28/95 02/01/23 14.561 0.000 7.2398 173.01 0.062201 0.064453 0.066786 0.069204 0.071709 23.49 25.22 York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000 7.2396 161.14 0.057932 0.060029 0.062201 0.064453 0.066786 21.87 23.49 Zenith Natl Ins Corp 989390AG4 03/30/03 03/30/23 100.000 VARIES 7.5209 0.222185 0.220906 0.225791 0.225860 0.232264 81.20 83.25 Zenith Natl Ins Corp 989390AH2 03/30/03 03/30/23 100.000 VARIES 7.5209 0.222185 0.220906 0.225791 0.225860 0.232264 81.20 83.25 Ziff Davis Media Inc. 98951UAD8 08/12/02 08/12/09 100.000 VARIES N/A 0.578436 0.589897 0.582241 0.590751 0.586553 213.74 215.26 Ziff Davis Media Inc. 98951UAE6 08/12/02 08/12/09 100.000 VARIES N/A 0.578436 0.589897 0.582241 0.590751 0.586553 213.74 215.26 Goldman Sachs Group,Inc. 9FI546712 08/12/05 08/03/09 100.000 0.000 4.6932 0.136403 0.139604 0.142880 0.146232 0.149664 50.64 53.04 Microcell Telecomm C55185AE9 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 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Quebecor Media, Inc. C7603NAD4 10/05/07 03/15/16 93.750 7.750 8.8148 0.014276 0.014835 0.015489 1.23 5.37 Rhodia, SA F7813KAH4 05/17/04 06/01/10 96.743 10.250 11.0023 11.63 0.014365 0.015155 0.015989 0.016868 0.017796 5.36 5.97 Danka Business Systems G2652NAB5 06/29/01 04/01/08* 28.000 10.000 N/A 0.538070 0.656894 124.63* Deutsche Bank AG G2737TFA8 12/20/02 12/20/07* 100.000 0.000 3.4517 0.109950 0.111848 37.60* Dolphin Telecom, PLC G28058AD0 05/18/99 05/15/09 50.892 VARIES 13.9996 0.388881 0.388881 0.388880 0.388880 0.388879 140.00 140.00 NII Holdings, Inc. G6520PAA3 11/12/02 11/01/09 55.746 VARIES 19.3483 0.462439 0.472242 0.482993 0.494784 0.507716 169.48 177.48 QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 2.6249 77.61 0.048671 0.049310 0.049957 0.050613 0.051277 17.73 18.20 UBS AG G91654437 03/31/06 11/30/09 100.000 0.000 5.1490 0.147969 0.151779 0.155686 0.159694 0.163806 54.19 57.02 UBS AG G91654452 03/31/06 12/31/10 100.000 0.000 5.1603 0.148128 0.149472 0.155014 0.157285 0.164017 54.32 57.16 UBS AG G91654585 04/28/06 04/28/11 100.000 0.000 5.4584 0.155761 0.160012 0.164379 0.168865 0.173474 57.38 60.56 UBS AG G91654627 05/31/06 06/30/11 100.000 0.000 5.4442 0.155185 0.156810 0.162849 0.165464 0.172785 56.95 60.09 UBS AG G91654643 04/28/06 04/30/10 100.000 0.000 5.4636 0.155101 0.156740 0.162791 0.165421 0.172756 57.39 60.68 UBS AG G91654676 05/19/06 05/21/10 100.000 0.000 5.4430 0.154498 0.156115 0.162126 0.164728 0.172016 57.00 60.22 UBS AG G91654718 05/31/06 09/30/11 100.000 0.000 5.4466 0.152349 0.155643 0.159882 0.164236 0.169635 56.91 60.22 UBS AG G91654742 06/30/06 12/31/08 100.000 0.000 5.7408 0.164045 0.168754 0.173598 0.178581 59.91 63.22 UBS AG G91654759 06/30/06 06/30/09 100.000 0.000 5.7099 0.163138 0.167795 0.172586 0.177513 0.182581 59.58 63.03 UBS AG G91654825 07/31/06 08/31/11 100.000 0.000 5.5653 0.154461 0.156171 0.162280 0.164983 0.172385 57.65 61.13 UBS AG G91659279 10/31/06 02/28/11 100.000 0.000 5.1978 0.143588 0.143681 0.149035 0.151246 0.157749 53.10 56.03 UBS AG G9183D252 12/29/05 11/30/11 100.000 0.000 4.9251 0.143093 0.146617 0.150227 0.153927 0.157717 52.37 54.98 UBS AG G9183D526 01/31/06 01/31/12 100.000 0.000 4.8995 0.136401 0.142058 0.143166 0.148285 0.150266 51.85 54.42 UBS AG G9183D641 01/27/06 06/30/11 100.000 0.000 4.7775 0.137877 0.138868 0.143748 0.145582 0.151531 50.51 52.96 UBS AG G9213L852 11/30/05 02/28/11 100.000 0.000 4.8489 0.138849 0.139897 0.144863 0.146763 0.152812 51.61 54.35 STMicroelectronics N.V. N8357EAF3 02/23/06 02/23/16 100.000 0.000 1.4999 0.041978 0.042293 0.042610 0.042930 0.043252 15.25 15.48 Alaska Communications U01173AA8 08/26/03 08/15/11* 96.687 9.875 10.4987 10.75 0.010388 0.010933 2.43* Anixter INTL, Inc. U03525AB5 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 ASG Consolidated LLC U04402AA8 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 Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000 6.5924 139.49 0.092677 0.095732 0.098887 0.102147 0.105514 35.01 37.36 Burlington Coat Factory U10676AA9 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 Cardinal Health 409, Inc U14147AA7 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 Chukchansi Economic U17133AA4 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. U17174AA8 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 Crum & Forster Hldgs U22859AA7 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 Dayton Superior Corp. U23993AA3 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. U23993AB1 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. U23993AC9 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 H & E Equipment Services U24432AB9 06/17/02 06/15/13 80.016 12.500 16.4960 44.69 0.039616 0.042883 0.046420 0.050249 0.054393 14.96 17.53 HCA Inc. U24788AC2 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 Details Capital Corp. U24922AA1 11/18/97 11/15/07 54.595 VARIES 12.4995 0.347211 0.347210 109.02 Dex Media, Inc. U24975AB7 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. U24975AC5 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 E. Spire Communications U26851AA0 07/24/98 07/01/08 59.989 VARIES 10.6233 0.295099 0.295097 0.295094 106.24 53.12 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ First Data Corporation U3198DAA2 10/24/07 09/24/15 94.796 9.875 10.8718 0.011974 0.012517 0.013197 .80 4.53 Globe Holdings, Inc. U33975AA8 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 GATX Financial Corp. U3697RAA7 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 Great Lakes Acquisition U39022AA3 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 HM Publishing Corp. U43338AA7 10/03/03 10/15/13* 56.960 VARIES 11.4990 0.255424 10.47* Houghton Mifflin, LLC U44212AA3 05/15/06 05/15/11* 99.000 VARIES 12.7933 0.372254 7.07* Innophos Holdings Inc. U4571DAA7 02/10/05 02/15/15* 100.000 10.770 N/A 0.371617 0.371179 50.50* Intermedia Commun Inc U45855AE0 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 Jostens Holding Corp. U47995AA0 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 KI Holdings, Inc. U49400AA9 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 Lamar Media Corporation U51260AD6 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 U51303AA0 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 U51304AA8 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 Level 3 Communications U52782AB2 12/02/98 12/01/08 59.966 VARIES 10.4998 0.291663 0.291663 0.291663 0.291663 105.00 96.25 Level 3 Communications U52782AE6 02/29/00 03/15/10* 53.308 VARIES 12.8732 0.357608 0.357606 26.82* Liberty Media Corp. U52892AD5 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 Marquee Holdings, Inc. U57131AA9 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 Matria Healthcare, Inc. U57614AA4 07/09/01 05/01/08* 93.500 11.000 12.4422 47.83 0.033242 0.034734 4.44* Michaels Stores, Inc. U59329AE9 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 Muzak Holdings Finance U62340AA9 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 Nextel Communications U64977AB4 02/11/98 02/15/08 61.471 VARIES 9.9497 0.276383 0.276383 0.276383 99.50 12.16 Nexstar Finance, Inc. U6497AAA9 03/16/01 04/01/08 96.012 12.000 12.8782 30.06 0.020230 0.021533 0.022919 7.76 2.06 Nexstar Finance, Inc. U6497BAC3 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 New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.319444 0.320056 0.338459 0.357921 31.04 121.98 Omnicom Group, Inc. U68191AF9 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 O'Sullivan Industries U68328AA8 11/30/99 10/15/09 94.546 13.375 14.4277 31.08 0.019254 0.020643 0.022132 0.023729 0.025441 7.40 8.51 Penton Media, Inc. U7100RAA9 06/28/01 06/15/11* 97.749 10.375 10.7485 9.56 0.006478 .43* Petro Stopping Centers U71660AB7 07/23/99 08/01/08 36.636 VARIES 18.6946 0.488452 0.495162 0.502499 0.510522 179.16 106.97 Pliant Corporation U7263LAC1 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. U7316MAA0 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 Roche Holdings, Inc. U75000AE6 01/19/00 01/19/15 66.386 0.000 2.7499 138.77 0.060562 0.061395 0.062239 0.063095 0.063962 22.22 22.84 R H Donnelley Corp. U76214AB8 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 R H Donnelley Corp. U76216AA5 01/27/06 01/15/13 90.981 6.875 8.6239 9.19 0.028063 0.029274 0.030536 0.031853 0.033226 10.73 11.68 Compass Minerls Intl Inc U79616AB1 05/22/03 06/01/13 55.677 VARIES 11.9990 0.279864 0.296655 0.314453 0.333318 0.333317 104.81 117.16 Tabletop Holdings, Inc. U81965AA0 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 Sinclair Brdcast Grp Inc U82751AE5 05/20/03 07/15/18 100.000 VARIES 9.2480 0.296989 0.304461 0.312277 0.320455 0.329012 110.80 116.67 Thermadyne Holdings U88342AA5 05/22/98 06/01/08 54.374 VARIES 12.4990 0.347199 0.347198 0.347197 124.99 52.08 Tritel PCS, Inc. U89678AA1 05/11/99 05/15/09 53.828 VARIES 12.7494 0.354156 0.354155 0.354155 0.354154 0.354153 127.50 127.50 Vail Resorts, Inc. U90984AB8 11/21/01 05/15/09 95.404 8.750 9.6257 27.79 0.019231 0.020156 0.021126 0.022143 0.023209 7.18 7.88 United Rentals, Inc. U91139AB8 12/24/02 04/15/08 97.045 10.750 11.5089 20.71 0.017825 0.018851 0.019935 6.76 2.07 Visant Holding Corp. U9225GAA9 04/04/06 12/01/13 96.005 8.750 9.4957 2.76 0.010820 0.011334 0.011872 0.012436 0.013026 4.02 4.41 ----------------------------- * 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 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ VoiceStream Wireless U92709AB7 11/09/99 11/15/09 56.061 VARIES 11.8745 0.329852 0.329852 0.329851 0.329850 0.329850 118.75 118.75 WMG Holdings Corp. U97137AC4 12/23/04 12/15/14 63.002 VARIES 9.4995 0.199751 0.209239 0.219177 0.229587 0.240492 73.93 81.12 Wynn Las Vegas, LLC U98347AD6 11/06/07 12/01/14 97.250 6.625 7.1268 0.008496 0.008539 0.008843 0.009158 .47 3.15 Hynix Semiconductor, Inc Y3817WAK5 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 SECTION I-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2007 1st 2007 2nd 2007 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/07 Period Period Period 2007 ______________ _________ ________ _________ ___________ ________ _________ ________ ________ ________ _____________ U.S.Treasury 9128272M3 01/15/97 01/15/07 100.000 3.375% 273.70 -0.061081 -0.86 U.S.Treasury 9128273T7 01/15/98 01/15/08 100.000 3.625% 249.11 -0.059902 0.191231 0.061156 44.17 U.S.Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625% 247.68 0.066667 0.175857 0.064167 44.12 U.S.Treasury 9128274Y5 01/15/99 01/15/09 100.000 3.875% 230.49 -0.059009 0.188380 0.060244 43.51 U.S.Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875% 227.54 0.065591 0.173018 0.063132 43.41 U.S.Treasury 9128275W8 01/15/00 01/15/10 100.000 4.250% 199.44 -0.057520 0.183627 0.058724 42.41 U.S.Treasury 9128276R8 01/15/01 01/15/11 100.000 3.500% 159.47 -0.055603 0.177507 0.056767 41.00 U.S.Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375% 136.90 0.060748 0.160243 0.058470 40.20 U.S.Treasury 9128277J5 01/15/02 01/15/12 100.000 3.375% 136.49 -0.054501 0.173989 0.055642 40.19 U.S.Treasury 912828AF7 07/15/02 07/15/12 100.000 3.000% 122.36 -0.053823 0.171826 0.054950 39.69 U.S.Treasury 912828BD1 07/15/03 07/15/13 100.000 1.875% 98.74 -0.052691 0.168211 0.053794 38.85 U.S.Treasury 912828BW9 01/15/04 01/15/14 100.000 2.000% 92.14 -0.052374 0.167200 0.053471 38.62 U.S.Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375% 70.58 -0.051340 0.163898 0.052415 37.86 U.S.Treasury 912828CP3 07/15/04 07/15/14 100.000 2.000% 70.58 -0.051340 0.163898 0.052415 37.86 U.S.Treasury 912828CZ1 10/15/04 04/15/10 100.000 0.875% 65.22 0.056917 0.150139 0.054783 37.67 U.S.Treasury 912828DH0 01/15/05 01/15/15 100.000 1.625% 56.85 -0.050682 0.161797 0.051743 37.37 U.S.Treasury 912828EA4 07/15/05 07/15/15 100.000 1.875% 37.48 -0.049753 0.158832 0.050795 36.69 U.S.Treasury 912810FS2 01/15/06 01/15/26 100.000 2.000% 16.74 -0.048758 0.155657 0.049779 35.95 U.S.Treasury 912828ET3 01/15/06 01/15/16 100.000 2.000% 16.74 -0.048758 0.155657 0.049779 35.95 U.S.Treasury 912828FB1 04/15/06 04/15/11 100.000 2.375% 16.69 0.054325 0.143300 0.052288 35.95 U.S.Treasury 912828FL9 07/15/06 07/15/16 100.000 2.500% -0.75 -0.047919 0.152979 0.048923 35.34 U.S.Treasury 912810PS1 01/15/07 01/15/27 100.000 2.375% 0.153197 0.048993 36.06 U.S.Treasury 912828GD6 01/15/07 01/15/17 100.000 2.375% 0.153197 0.048993 36.06 U.S.Treasury 912828GN4 04/15/07 04/15/12 100.000 2.000% 0.140168 0.051145 29.64 U.S.Treasury 912828GX2 07/15/07 07/15/17 100.000 2.625% 0.047671 8.10 Section II STRIPPED COMPONENTS OF U.S. TREASURY AND GOVERNMENT-SPONSORED ENTERPRISES FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped interest & principal components per $1000 Maturity Value (for calendar year 2007). Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/07 03/31/07 12.26 01/01/19 03/31/19 27.27 04/01/07 06/30/07 24.82 04/01/19 06/30/19 26.97 07/01/07 09/30/07 36.59 07/01/19 09/30/19 26.71 10/01/07 12/31/07 48.18 10/01/19 12/31/19 26.42 01/01/08 03/31/08 47.13 01/01/20 03/31/20 26.13 04/01/08 06/30/08 46.19 04/01/20 06/30/20 25.84 07/01/08 09/30/08 45.20 07/01/20 09/30/20 25.53 10/01/08 12/31/08 44.30 10/01/20 12/31/20 25.24 01/01/09 03/31/09 43.45 01/01/21 03/31/21 24.93 04/01/09 06/30/09 42.76 04/01/21 06/30/21 24.63 07/01/09 09/30/09 42.11 07/01/21 09/30/21 24.33 10/01/09 12/31/09 41.62 10/01/21 12/31/21 24.06 01/01/10 03/31/10 41.07 01/01/22 03/31/22 23.76 04/01/10 06/30/10 40.51 04/01/22 06/30/22 23.47 07/01/10 09/30/10 40.05 07/01/22 09/30/22 23.19 10/01/10 12/31/10 39.51 10/01/22 12/31/22 22.91 01/01/11 03/31/11 39.06 01/01/23 03/31/23 22.64 04/01/11 06/30/11 38.60 04/01/23 06/30/23 22.37 07/01/11 09/30/11 38.09 07/01/23 09/30/23 22.10 10/01/11 12/31/11 37.65 10/01/23 12/31/23 21.83 01/01/12 03/31/12 37.22 01/01/24 03/31/24 21.56 04/01/12 06/30/12 36.79 04/01/24 06/30/24 21.30 07/01/12 09/30/12 36.37 07/01/24 09/30/24 21.04 10/01/12 12/31/12 35.95 10/01/24 12/31/24 20.78 01/01/13 03/31/13 35.54 01/01/25 03/31/25 20.53 04/01/13 06/30/13 35.13 04/01/25 06/30/25 20.28 07/01/13 09/30/13 34.73 07/01/25 09/30/25 20.04 10/01/13 12/31/13 34.33 10/01/25 12/31/25 19.80 01/01/14 03/31/14 33.93 01/01/26 03/31/26 19.56 04/01/14 06/30/14 33.54 04/01/26 06/30/26 19.32 07/01/14 09/30/14 33.16 07/01/26 09/30/26 19.08 10/01/14 12/31/14 32.77 10/01/26 12/31/26 18.85 01/01/15 03/31/15 32.40 01/01/27 03/31/27 18.62 04/01/15 06/30/15 32.07 04/01/27 06/30/27 18.39 07/01/15 09/30/15 31.71 07/01/27 09/30/27 18.17 10/01/15 12/31/15 31.34 10/01/27 12/31/27 17.95 01/01/16 03/31/16 30.98 01/01/28 03/31/28 17.73 04/01/16 06/30/16 30.61 04/01/28 06/30/28 17.52 07/01/16 09/30/16 30.26 07/01/28 09/30/28 17.31 10/01/16 12/31/16 29.91 10/01/28 12/31/28 17.10 01/01/17 03/31/17 29.61 01/01/29 03/31/29 16.89 04/01/17 06/30/17 29.27 04/01/29 06/30/29 16.69 07/01/17 09/30/17 28.97 07/01/29 09/30/29 16.49 10/01/17 12/31/17 28.67 10/01/29 12/31/29 16.29 01/01/18 03/31/18 28.41 01/01/30 03/31/30 16.09 04/01/18 06/30/18 28.11 04/01/30 06/30/30 15.91 07/01/18 09/30/18 27.82 07/01/30 09/30/30 15.72 10/01/18 12/31/18 27.56 10/01/30 12/31/30 15.53 (continued) Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/31 03/31/31 15.34 07/01/39 09/30/39 10.31 04/01/31 06/30/31 15.17 10/01/39 12/31/39 10.19 07/01/31 09/30/31 14.99 01/01/40 03/31/40 10.07 10/01/31 12/31/31 14.81 04/01/40 06/30/40 9.95 01/01/32 03/31/32 14.64 07/01/40 09/30/40 9.83 04/01/32 06/30/32 14.47 10/01/40 12/31/40 9.72 07/01/32 09/30/32 14.30 01/01/41 03/31/41 9.60 10/01/32 12/31/32 14.12 04/01/41 06/30/41 9.49 01/01/33 03/31/33 13.97 07/01/41 09/30/41 9.38 04/01/33 06/30/33 13.80 10/01/41 12/31/41 9.27 07/01/33 09/30/33 13.64 01/01/42 03/31/42 9.16 10/01/33 12/31/33 13.48 04/01/42 06/30/42 9.05 01/01/34 03/31/34 13.33 07/01/42 09/30/42 8.95 04/01/34 06/30/34 13.18 10/01/42 12/31/42 8.84 07/01/34 09/30/34 13.02 01/01/43 03/31/43 8.74 10/01/34 12/31/34 12.87 04/01/43 06/30/43 8.63 01/01/35 03/31/35 12.73 07/01/43 09/30/43 8.53 04/01/35 06/30/35 12.58 10/01/43 12/31/43 8.43 07/01/35 09/30/35 12.43 01/01/44 03/31/44 8.33 10/01/35 12/31/35 12.29 04/01/44 06/30/44 8.23 01/01/36 03/31/36 12.16 07/01/44 09/30/44 8.14 04/01/36 06/30/36 12.02 10/01/44 12/31/44 8.04 07/01/36 09/30/36 11.88 01/01/45 03/31/45 7.95 10/01/36 12/31/36 11.74 04/01/45 06/30/45 7.85 01/01/37 03/31/37 11.60 07/01/45 09/30/45 7.76 04/01/37 06/30/37 11.47 10/01/45 12/31/45 7.67 07/01/37 09/30/37 11.33 01/01/46 03/31/46 7.58 10/01/37 12/31/37 11.20 04/01/46 06/30/46 7.49 01/01/38 03/31/38 11.07 07/01/46 09/30/46 7.40 04/01/38 06/30/38 10.94 10/01/46 12/31/46 7.32 07/01/38 09/30/38 10.81 01/01/47 03/31/47 7.23 10/01/38 12/31/38 10.68 04/01/47 06/30/47 7.14 01/01/39 03/31/39 10.56 07/01/47 09/30/47 7.06 04/01/39 06/30/39 10.43 10/01/47 12/31/47 6.98 Note: This section lists OID for use SOLELY by brokers and other middlemen in preparing information returns for zero coupon instruments issued under the Department of the Treasury's STRIPS program, by government-sponsored enterprises such as the Resolution Funding Corporation and the Financing Corporation, or as instruments backed by U.S. Treasury securities that represent ownership interests in such securities. If you owned or held such debt instruments in 2007, do not rely on the amounts listed in this section. Instead, follow the OID computation rules and methods described earlier in this publication under "Figuring OID on Stripped Bonds and Coupons." Section III-A Short Term U.S. Treasury Bills Issued at a Discount and Maturing January 2007 - May 2008 Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795YM7 01/04/07 07/06/06 97.426 25.74 912795YN5 01/11/07 07/13/06 97.419 25.81 912795YP0 01/18/07 07/20/06 97.426 25.74 912795YQ8 01/25/07 07/27/06 97.441 25.59 912795YR6 02/01/07 08/03/06 97.484 25.16 912795YS4 02/08/07 08/10/06 97.477 25.23 912795YT2 02/15/07 08/17/06 97.457 25.43 912795YU9 02/22/07 08/24/06 97.484 25.16 912795YV7 03/01/07 08/31/06 97.487 25.13 912795YW5 03/08/07 09/07/06 97.512 24.88 912795YX3 03/15/07 09/14/06 97.505 24.95 912795YY1 03/22/07 09/21/06 97.512 24.88 912795YZ8 03/29/07 09/28/06 97.568 24.32 912795ZA2 04/05/07 10/05/06 97.560 24.40 912795ZB0 04/12/07 10/12/06 97.527 24.73 912795TX9 04/16/07 03/30/07 99.760 2.40 912795TY7 04/17/07 04/05/07 99.826 1.74 912795TZ4 04/18/07 04/13/07 99.927 0.73 912795ZC8 04/19/07 10/19/06 97.505 24.95 912795ZD6 04/26/07 10/26/06 97.484 25.16 912795ZE4 05/03/07 11/02/06 97.494 25.06 912795ZF1 05/10/07 11/09/06 97.482 25.18 912795ZG9 05/17/07 11/16/06 97.494 25.06 912795ZH7 05/24/07 11/24/06 97.516 24.84 912795ZJ3 05/31/07 11/30/06 97.505 24.95 912795ZK0 06/07/07 12/07/06 97.553 24.47 912795ZL8 06/14/07 12/14/06 97.540 24.60 912795UA7 06/15/07 06/01/07 99.802 1.98 912795ZM6 06/21/07 12/21/06 97.530 24.70 912795ZN4 06/28/07 12/28/06 97.522 24.78 912795ZP9 07/05/07 01/04/07 97.522 24.78 912795ZQ7 07/12/07 01/11/07 97.512 24.88 912795ZR5 07/19/07 01/18/07 97.497 25.03 912795ZS3 07/26/07 01/25/07 97.489 25.11 912795ZT1 08/02/07 02/01/07 97.482 25.18 912795ZU8 08/09/07 02/08/07 97.494 25.06 912795ZV6 08/16/07 02/15/07 97.489 25.11 912795ZW4 08/23/07 02/22/07 97.497 25.03 912795ZX2 08/30/07 03/01/07 97.497 25.03 912795ZY0 09/06/07 03/08/07 97.545 24.55 912795ZZ7 09/13/07 03/15/07 97.512 24.88 912795UB5 09/17/07 08/31/07 99.787 2.13 912795A27 09/20/07 03/22/07 97.517 24.83 912795A35 09/27/07 03/29/07 97.535 24.65 912795A43 10/04/07 04/05/07 97.537 24.63 912795A50 10/11/07 04/12/07 97.527 24.73 Section III-A (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795A68 10/18/07 04/19/07 97.540 24.60 912795A76 10/25/07 04/26/07 97.555 24.45 912795A84 11/01/07 05/03/07 97.563 24.37 912795A92 11/08/07 05/10/07 97.565 24.35 912795B26 11/15/07 05/17/07 97.606 23.94 912795B34 11/23/07 05/24/07 97.554 24.46 912795B42 11/29/07 05/31/07 97.570 24.30 912795B59 12/06/07 06/07/07 97.578 24.22 912795B67 12/13/07 06/14/07 97.591 24.09 912795UC3 12/17/07 12/03/07 99.849 1.51 912795B75 12/20/07 06/21/07 97.616 23.84 912795B83 12/27/07 06/28/07 97.568 24.32 Discount to be Issue Price Reported as 2008 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795B91 01/03/08 07/05/07 97.568 24.32 912795C25 01/10/08 07/12/07 97.548 24.52 912795C33 01/17/08 07/19/07 97.540 24.60 912795C41 01/24/08 07/26/07 97.527 24.73 912795C58 01/31/08 08/02/07 97.573 24.27 912795C66 02/07/08 08/09/07 97.608 23.92 912795C74 02/14/08 08/16/07 97.618 23.82 912795C82 02/21/08 08/23/07 98.003 19.97 912795C90 02/28/08 08/30/07 97.679 23.21 912795D24 03/06/08 09/06/07 97.785 22.15 912795D32 03/13/08 09/13/07 97.967 20.33 912795D40 03/20/08 09/20/07 97.912 20.88 912795D57 03/27/08 09/27/07 97.977 20.23 912795D65 04/03/08 10/04/07 97.977 20.23 912795D73 04/10/08 10/11/07 97.929 20.71 912795D81 04/17/08 10/18/07 97.864 21.36 912795D99 04/24/08 10/25/07 97.982 20.18 912795E23 05/01/08 11/01/07 98.005 19.95 Section III-B FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2007 Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384AB5 01/02/07 01/09/06 95.624 43.76 313384AC3 01/03/07 01/09/06 95.612 43.88 313384AD1 01/04/07 01/13/06 95.609 43.91 313384AE9 01/05/07 01/12/06 95.595 44.05 313384AH2 01/08/07 01/17/06 95.609 43.91 313384AJ8 01/09/07 11/29/06 99.424 5.76 313384AK5 01/10/07 07/10/06 97.301 26.99 313384AL3 01/11/07 08/02/06 97.692 23.08 313384AM1 01/12/07 01/17/06 95.580 44.20 313384AR0 01/16/07 06/30/06 97.083 29.17 313384AS8 01/17/07 06/27/06 96.997 30.03 313384AT6 01/18/07 01/23/06 95.550 44.50 313384AU3 01/19/07 01/25/06 95.562 44.38 313384AX7 01/22/07 04/20/06 96.245 37.55 313384AY5 01/23/07 07/28/06 97.414 25.86 313384AZ2 01/24/07 04/26/06 96.254 37.46 313384BA6 01/25/07 04/27/06 96.254 37.46 313384BB4 01/26/07 04/26/06 96.257 37.43 313384BE8 01/29/07 02/03/06 95.420 45.80 313384BF5 01/30/07 04/27/06 96.185 38.15 313384BG3 01/31/07 04/07/06 95.972 40.28 313384BH1 02/01/07 03/03/06 95.626 43.74 313384BJ7 02/02/07 07/11/06 96.990 30.10 313384BM0 02/05/07 08/03/06 97.324 26.76 313384BN8 02/06/07 05/04/06 96.201 37.99 313384BP3 02/07/07 08/03/06 97.295 27.05 313384BQ1 02/08/07 08/03/06 97.281 27.19 313384BR9 02/09/07 08/04/06 97.281 27.19 313384BU2 02/12/07 08/23/06 97.540 24.60 313384BV0 02/13/07 10/04/06 98.163 18.37 313384BW8 02/14/07 08/10/06 97.321 26.79 313384BX6 02/15/07 02/15/06 95.285 47.15 313384BY4 02/16/07 05/01/06 96.055 39.45 313384CC1 02/20/07 04/24/06 95.888 41.12 313384CD9 02/21/07 02/28/06 95.346 46.54 313384CE7 02/22/07 05/24/06 96.215 37.85 313384CF4 02/23/07 02/23/06 95.235 47.65 313384CJ6 02/26/07 08/16/06 97.257 27.43 313384CK3 02/27/07 08/16/06 97.243 27.57 313384CL1 02/28/07 05/31/06 96.201 37.99 313384CM9 03/01/07 03/15/06 95.379 46.21 313384CN7 03/02/07 03/07/06 95.240 47.60 313384CR8 03/05/07 03/13/06 95.299 47.01 313384CS6 03/06/07 03/07/06 95.187 48.13 313384CT4 03/07/07 03/07/06 95.174 48.26 313384CU1 03/08/07 03/08/06 95.174 48.26 313384CV9 03/09/07 06/07/06 96.135 38.65 Section III-B (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384CY3 03/12/07 09/13/06 97.475 25.25 313384CZ0 03/13/07 12/07/06 98.653 13.47 313384DA4 03/14/07 03/22/06 95.319 46.81 313384DB2 03/15/07 06/09/06 96.063 39.37 313384DC0 03/16/07 03/21/06 95.280 47.20 313384DF3 03/19/07 03/24/06 95.240 47.60 313384DG1 03/20/07 03/21/06 95.228 47.72 313384DH9 03/21/07 07/17/06 96.419 35.81 313384DJ5 03/22/07 12/20/06 98.704 12.96 313384DK2 03/23/07 03/27/06 95.227 47.73 313384DN6 03/26/07 03/30/06 95.177 48.23 313384DP1 03/27/07 06/28/06 96.003 39.97 313384DQ9 03/28/07 09/27/06 97.461 25.39 313384DR7 03/29/07 04/03/06 95.150 48.50 313384DS5 03/30/07 03/30/06 95.113 48.87 313384DV8 04/02/07 10/02/06 97.467 25.33 313384DW6 04/03/07 04/04/06 95.096 49.04 313384DX4 04/04/07 04/05/06 95.137 48.63 313384DY2 04/05/07 04/10/06 95.100 49.00 313384EC9 04/09/07 04/21/06 95.264 47.36 313384ED7 04/10/07 04/10/06 95.032 49.68 313384EE5 04/11/07 09/19/06 97.150 28.50 313384EF2 04/12/07 04/12/06 95.103 48.97 313384EG0 04/13/07 04/17/06 95.076 49.24 313384EK1 04/16/07 04/17/06 95.035 49.65 313384EL9 04/17/07 10/27/06 97.578 24.22 313384EM7 04/18/07 10/25/06 97.535 24.65 313384EN5 04/19/07 04/20/06 95.076 49.24 313384EP0 04/20/07 04/20/06 95.062 49.38 313384ES4 04/23/07 07/24/06 96.072 39.28 313384ET2 04/24/07 09/26/06 97.101 28.99 313384EU9 04/25/07 10/25/06 97.429 25.71 313384EV7 04/26/07 04/28/06 95.108 48.92 313384EW5 04/27/07 04/27/06 95.062 49.38 313384EZ8 04/30/07 05/02/06 95.069 49.31 313384FA2 05/01/07 08/16/06 96.331 36.69 313384FB0 05/02/07 05/02/06 95.032 49.68 313384FC8 05/03/07 11/01/06 97.438 25.62 313384FD6 05/04/07 05/04/06 94.990 50.10 313384FG9 05/07/07 08/08/06 96.124 38.76 313384FH7 05/08/07 02/06/07 98.716 12.84 313384FJ3 05/09/07 11/07/06 97.433 25.67 313384FK0 05/10/07 09/28/06 96.908 30.92 313384FL8 05/11/07 08/10/06 96.126 38.74 313384FP9 05/14/07 05/17/06 95.063 49.37 313384FQ7 05/15/07 05/15/06 95.042 49.58 313384FR5 05/16/07 05/16/06 95.042 49.58 Section III-B (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384FS3 05/17/07 05/17/06 95.022 49.78 313384FT1 05/18/07 11/17/06 97.429 25.71 313384FW4 05/21/07 05/24/06 95.033 49.67 313384FX2 05/22/07 11/22/06 97.466 25.34 313384FY0 05/23/07 05/24/06 95.005 49.95 313384FZ7 05/24/07 02/08/07 98.518 14.82 313384GA1 05/25/07 06/08/06 95.096 49.04 313384GE3 05/29/07 06/05/06 95.078 49.22 313384GF0 05/30/07 11/30/06 97.466 25.34 313384GG8 05/31/07 06/08/06 95.012 49.88 313384GH6 06/01/07 06/02/06 94.995 50.05 313384GL7 06/04/07 06/09/06 94.940 50.60 313384GM5 06/05/07 02/26/07 98.592 14.08 313384GN3 06/06/07 06/07/06 94.975 50.25 313384GP8 06/07/07 06/13/06 94.954 50.46 313384GQ6 06/08/07 06/09/06 94.884 51.16 313384GT0 06/11/07 11/17/06 97.139 28.61 313384GU7 06/12/07 09/28/06 96.466 35.34 313384GV5 06/13/07 11/16/06 97.097 29.03 313384GW3 06/14/07 06/14/06 94.849 51.51 313384GX1 06/15/07 06/15/06 94.849 51.51 313384HA0 06/18/07 12/18/06 97.447 25.53 313384HB8 06/19/07 06/21/06 94.847 51.53 313384HC6 06/20/07 06/21/06 94.833 51.67 313384HD4 06/21/07 06/22/06 94.833 51.67 313384HE2 06/22/07 06/29/06 94.749 52.51 313384HH5 06/25/07 01/23/07 97.841 21.59 313384HJ1 06/26/07 02/27/07 98.324 16.76 313384HK8 06/27/07 10/27/06 96.625 33.75 313384HL6 06/28/07 12/29/06 97.451 25.49 313384HM4 06/29/07 06/29/06 94.647 53.53 313384HQ5 07/02/07 07/05/06 94.751 52.49 313384HR3 07/03/07 10/03/06 96.246 37.54 313384HT9 07/05/07 12/04/06 97.089 29.11 313384HU6 07/06/07 07/06/06 94.687 53.13 313384HX0 07/09/07 09/28/06 96.127 38.73 313384HY8 07/10/07 07/28/06 95.055 49.45 313384HZ5 07/11/07 07/19/06 94.784 52.16 313384JA8 07/12/07 11/21/06 96.764 32.36 313384JB6 07/13/07 12/04/06 96.980 30.20 313384JE0 07/16/07 02/16/07 97.883 21.17 313384JF7 07/17/07 02/20/07 97.922 20.78 313384JG5 07/18/07 07/19/06 94.742 52.58 313384JH3 07/19/07 01/18/07 97.442 25.58 313384JJ9 07/20/07 07/21/06 94.816 51.84 313384JM2 07/23/07 10/24/06 96.200 38.00 313384JN0 07/24/07 08/04/06 94.985 50.15 Section III-B (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384JP5 07/25/07 07/27/06 94.827 51.73 313384JQ3 07/26/07 01/19/07 97.358 26.42 313384JR1 07/27/07 08/02/06 94.924 50.76 313384JU4 07/30/07 11/02/06 96.295 37.05 313384JV2 07/31/07 08/01/06 94.853 51.47 313384JW0 08/01/07 08/02/06 94.853 51.47 313384JX8 08/02/07 05/02/07 98.709 12.91 313384JY6 08/03/07 02/13/07 97.601 23.99 313384KB4 08/06/07 09/28/06 95.771 42.29 313384KC2 08/07/07 05/07/07 98.699 13.01 313384KD0 08/08/07 02/07/07 97.429 25.71 313384KE8 08/09/07 11/10/06 96.245 37.55 313384KF5 08/10/07 11/10/06 96.231 37.69 313384KJ7 08/13/07 05/11/07 98.681 13.19 313384KK4 08/14/07 05/11/07 98.667 13.33 313384KL2 08/15/07 02/12/07 97.419 25.81 313384KM0 08/16/07 11/15/06 96.233 37.67 313384KN8 08/17/07 08/25/06 95.032 49.68 313384KR9 08/20/07 02/21/07 97.470 25.30 313384KS7 08/21/07 11/24/06 96.288 37.12 313384KT5 08/22/07 02/21/07 97.427 25.73 313384KU2 08/23/07 02/23/07 97.446 25.54 313384KV0 08/24/07 02/23/07 97.432 25.68 313384KY4 08/27/07 02/27/07 97.446 25.54 313384KZ1 08/28/07 05/01/07 98.331 16.69 313384LA5 08/29/07 10/03/06 95.518 44.82 313384LB3 08/30/07 05/01/07 98.303 16.97 313384LC1 08/31/07 05/02/07 98.304 16.96 313384LG2 09/04/07 03/02/07 97.417 25.83 313384LH0 09/05/07 09/07/06 95.029 49.71 313384LJ6 09/06/07 03/05/07 97.441 25.59 313384LK3 09/07/07 09/08/06 95.022 49.78 313384LN7 09/10/07 09/21/06 95.152 48.48 313384LP2 09/11/07 06/06/07 98.629 13.71 313384LQ0 09/12/07 06/06/07 98.614 13.86 313384LR8 09/13/07 06/01/07 98.530 14.70 313384LS6 09/14/07 09/15/06 94.995 50.05 313384LV9 09/17/07 03/16/07 97.410 25.90 313384LW7 09/18/07 09/19/06 94.995 50.05 313384LX5 09/19/07 09/22/06 95.143 48.57 313384LY3 09/20/07 09/20/06 95.002 49.98 313384LZ0 09/21/07 09/21/06 95.002 49.98 313384MC0 09/24/07 09/27/06 95.173 48.27 313384MD8 09/25/07 06/13/07 98.535 14.65 313384ME6 09/26/07 09/26/06 95.133 48.67 313384MF3 09/27/07 09/28/06 95.147 48.53 313384MG1 09/28/07 10/03/06 95.190 48.10 Section III-B (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384MK2 10/01/07 10/02/06 95.147 48.53 313384ML0 10/02/07 10/06/06 95.207 47.93 313384MM8 10/03/07 10/04/06 95.147 48.53 313384MN6 10/04/07 04/04/07 97.453 25.47 313384MP1 10/05/07 01/08/07 96.273 37.27 313384MT3 10/09/07 06/08/07 98.261 17.39 313384MU0 10/10/07 04/03/07 97.356 26.44 313384MV8 10/11/07 10/11/06 95.052 49.48 313384MW6 10/12/07 07/02/07 98.566 14.34 313384MZ9 10/15/07 04/18/07 97.485 25.15 313384NA3 10/16/07 06/19/07 98.317 16.83 313384NB1 10/17/07 04/18/07 97.448 25.52 313384NC9 10/18/07 04/19/07 97.472 25.28 313384ND7 10/19/07 04/19/07 97.453 25.47 313384NG0 10/22/07 10/31/06 95.164 48.36 313384NH8 10/23/07 10/24/06 95.025 49.75 313384NJ4 10/24/07 10/24/06 94.951 50.49 313384NK1 10/25/07 10/30/06 95.110 48.90 313384NL9 10/26/07 10/27/06 95.007 49.93 313384NP0 10/29/07 07/02/07 98.331 16.69 313384NQ8 10/30/07 11/01/06 95.107 48.93 313384NR6 10/31/07 11/01/06 95.056 49.44 313384NS4 11/01/07 11/02/06 95.126 48.74 313384NT2 11/02/07 11/03/06 95.096 49.04 313384NW5 11/05/07 05/01/07 97.389 26.11 313384NX3 11/06/07 11/09/06 95.102 48.98 313384NY1 11/07/07 05/04/07 97.403 25.97 313384NZ8 11/08/07 02/08/07 96.193 38.07 313384PA1 11/09/07 11/09/06 95.062 49.38 313384PE3 11/13/07 05/14/07 97.443 25.57 313384PF0 11/14/07 05/16/07 97.472 25.28 313384PG8 11/15/07 11/16/06 95.096 49.04 313384PH6 11/16/07 05/03/07 97.264 27.36 313384PL7 11/19/07 05/22/07 97.466 25.34 313384PM5 11/20/07 11/20/06 95.073 49.27 313384PN3 11/21/07 12/01/06 95.247 47.53 313384PQ6 11/23/07 11/24/06 95.106 48.94 313384PT0 11/26/07 05/03/07 97.154 28.46 313384PU7 11/27/07 05/23/07 97.363 26.37 313384PV5 11/28/07 12/01/06 95.163 48.37 313384PW3 11/29/07 11/29/06 95.113 48.87 313384PX1 11/30/07 11/30/06 95.103 48.97 313384QA0 12/03/07 12/04/06 95.248 47.52 313384QB8 12/04/07 04/04/07 96.672 33.28 313384QC6 12/05/07 05/21/07 97.245 27.55 313384QD4 12/06/07 05/21/07 97.242 27.58 313384QE2 12/07/07 12/07/06 95.164 48.36 Section III-B (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384QH5 12/10/07 02/28/07 96.113 38.87 313384QJ1 12/11/07 03/14/07 96.298 37.02 313384QK8 12/12/07 03/14/07 96.297 37.03 313384QL6 12/13/07 09/07/07 98.720 12.80 313384QM4 12/14/07 03/14/07 96.272 37.28 313384QQ5 12/17/07 12/21/06 95.157 48.43 313384QR3 12/18/07 12/29/06 95.192 48.08 313384QS1 12/19/07 12/26/06 95.197 48.03 313384QT9 12/20/07 12/28/06 95.151 48.49 313384QU6 12/21/07 12/28/06 95.197 48.03 313384QX0 12/24/07 12/26/06 95.100 49.00 313384QZ5 12/26/07 06/21/07 97.363 26.37 313384RA9 12/27/07 05/16/07 96.875 31.25 313384RB7 12/28/07 04/02/07 96.318 36.82 313384RE1 12/31/07 01/02/07 95.059 49.41 Section III-C FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2007 Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588AB1 01/02/07 02/14/06 95.814 41.86 313588AC9 01/03/07 04/05/06 96.307 36.93 313588AD7 01/04/07 01/30/06 95.706 42.94 313588AE5 01/05/07 03/30/06 96.214 37.86 313588AH8 01/08/07 05/10/06 96.639 33.61 313588AJ4 01/09/07 02/21/06 95.787 42.13 313588AK1 01/10/07 02/21/06 95.792 42.08 313588AL9 01/11/07 03/22/06 96.083 39.17 313588AM7 01/12/07 03/14/06 96.006 39.94 313588AR6 01/16/07 02/27/06 95.756 42.44 313588AS4 01/17/07 03/23/06 96.008 39.92 313588AT2 01/18/07 04/24/06 96.324 36.76 313588AU9 01/19/07 03/03/06 95.760 42.40 313588AX3 01/22/07 04/18/06 96.203 37.97 313588AY1 01/23/07 04/19/06 96.203 37.97 313588AZ8 01/24/07 06/19/06 96.812 31.88 313588BA2 01/25/07 02/13/06 95.512 44.88 313588BB0 01/26/07 02/01/06 95.406 45.94 313588BE4 01/29/07 04/28/06 96.236 37.64 313588BF1 01/30/07 04/26/06 96.172 38.28 313588BG9 01/31/07 03/15/06 95.769 42.31 313588BH7 02/01/07 02/08/06 95.386 46.14 313588BJ3 02/02/07 02/27/06 95.533 44.67 313588BM6 02/05/07 02/24/06 95.454 45.46 313588BN4 02/06/07 03/02/06 95.496 45.04 313588BP9 02/07/07 02/21/06 95.437 45.63 313588BQ7 02/08/07 03/22/06 95.711 42.89 313588BR5 02/09/07 02/16/06 95.326 46.74 313588BU8 02/12/07 03/30/06 95.702 42.98 313588BV6 02/13/07 07/26/06 97.060 29.40 313588BW4 02/14/07 03/24/06 95.676 43.24 313588BX2 02/15/07 06/02/06 96.431 35.69 313588BY0 02/16/07 02/21/06 95.300 47.00 313588CC7 02/20/07 04/18/06 95.808 41.92 313588CD5 02/21/07 05/30/06 96.284 37.16 313588CE3 02/22/07 04/28/06 95.892 41.08 313588CF0 02/23/07 03/01/06 95.293 47.07 313588CJ2 02/26/07 03/20/06 95.503 44.97 313588CK9 02/27/07 06/19/06 96.317 36.83 313588CL7 02/28/07 03/14/06 95.340 46.60 313588CM5 03/01/07 03/28/06 95.512 44.88 313588CN3 03/02/07 03/22/06 95.429 45.71 313588CR4 03/05/07 04/21/06 95.681 43.19 313588CS2 03/06/07 03/31/06 95.391 46.09 313588CT0 03/07/07 06/19/06 96.201 37.99 313588CU7 03/08/07 08/01/06 96.843 31.57 Section III-C (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588CV5 03/09/07 03/22/06 95.336 46.64 313588CY9 03/12/07 03/21/06 95.283 47.17 313588CZ6 03/13/07 08/30/06 97.221 27.79 313588DA0 03/14/07 06/16/06 96.078 39.22 313588DB8 03/15/07 04/26/06 95.523 44.77 313588DC6 03/16/07 05/26/06 95.925 40.75 313588DF9 03/19/07 07/17/06 96.448 35.52 313588DG7 03/20/07 04/21/06 95.477 45.23 313588DH5 03/21/07 06/16/06 95.977 40.23 313588DJ1 03/22/07 04/26/06 95.462 45.38 313588DK8 03/23/07 04/27/06 95.435 45.65 313588DN2 03/26/07 06/30/06 96.085 39.15 313588DP7 03/27/07 05/05/06 95.481 45.19 313588DQ5 03/28/07 06/22/06 95.923 40.77 313588DR3 03/29/07 04/20/06 95.331 46.69 313588DS1 03/30/07 04/05/06 95.140 48.60 313588DV4 04/02/07 04/27/06 95.353 46.47 313588DW2 04/03/07 11/30/06 98.243 17.57 313588DX0 04/04/07 05/26/06 95.670 43.30 313588DY8 04/05/07 05/26/06 95.656 43.44 313588DZ5 04/06/07 06/14/06 95.757 42.43 313588EC5 04/09/07 05/26/06 95.583 44.17 313588ED3 04/10/07 09/21/06 97.175 28.25 313588EE1 04/11/07 05/09/06 95.338 46.62 313588EF8 04/12/07 06/16/06 95.667 43.33 313588EG6 04/13/07 04/28/06 95.236 47.64 313588EK7 04/16/07 04/26/06 95.089 49.11 313588EL5 04/17/07 09/15/06 96.974 30.26 313588EM3 04/18/07 05/02/06 95.203 47.97 313588EN1 04/19/07 06/23/06 95.592 44.08 313588EP6 04/20/07 07/03/06 95.748 42.52 313588ES0 04/23/07 04/28/06 95.090 49.10 313588ET8 04/24/07 06/06/06 95.483 45.17 313588EU5 04/25/07 07/25/06 96.027 39.73 313588EV3 04/26/07 08/23/06 96.515 34.85 313588EW1 04/27/07 05/03/06 95.034 49.66 313588EZ4 04/30/07 05/31/06 95.370 46.30 313588FA8 05/01/07 05/30/06 95.343 46.57 313588FB6 05/02/07 06/19/06 95.395 46.05 313588FC4 05/03/07 07/13/06 95.721 42.79 313588FD2 05/04/07 05/30/06 95.301 46.99 313588FG5 05/07/07 07/14/06 95.652 43.48 313588FH3 05/08/07 09/20/06 96.780 32.20 313588FJ9 05/09/07 07/10/06 95.564 44.36 313588FK6 05/10/07 07/05/06 95.477 45.23 313588FL4 05/11/07 06/30/06 95.371 46.29 Section III-C (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588FP5 05/14/07 07/14/06 95.609 43.91 313588FQ3 05/15/07 07/18/06 95.652 43.48 313588FR1 05/16/07 11/15/06 97.430 25.70 313588FS9 05/17/07 07/10/06 95.447 45.53 313588FT7 05/18/07 06/30/06 95.268 47.32 313588FW0 05/21/07 08/25/06 96.204 37.96 313588FX8 05/22/07 08/01/06 95.802 41.98 313588FY6 05/23/07 07/24/06 95.623 43.77 313588FZ3 05/24/07 08/03/06 95.786 42.14 313588GA7 05/25/07 06/29/06 95.151 48.49 313588GE9 05/29/07 06/30/06 95.107 48.93 313588GF6 05/30/07 07/14/06 95.360 46.40 313588GG4 05/31/07 07/07/06 95.177 48.23 313588GH2 06/01/07 06/07/06 94.939 50.61 313588GL3 06/04/07 08/03/06 95.637 43.63 313588GM1 06/05/07 07/19/06 95.328 46.72 313588GN9 06/06/07 07/18/06 95.290 47.10 313588GP4 06/07/07 08/07/06 95.685 43.15 313588GQ2 06/08/07 07/19/06 95.275 47.25 313588GT6 06/11/07 08/01/06 95.517 44.83 313588GU3 06/12/07 11/15/06 97.080 29.20 313588GV1 06/13/07 10/25/06 96.753 32.47 313588GW9 06/14/07 09/01/06 96.020 39.80 313588GX7 06/15/07 07/20/06 95.215 47.85 313588HA6 06/18/07 08/01/06 95.426 45.74 313588HB4 06/19/07 07/31/06 95.406 45.94 313588HC2 06/20/07 09/07/06 96.004 39.96 313588HD0 06/21/07 08/31/06 95.900 41.00 313588HE8 06/22/07 07/28/06 95.312 46.88 313588HH1 06/25/07 07/27/06 95.218 47.82 313588HJ7 06/26/07 12/08/06 97.222 27.78 313588HK4 06/27/07 09/25/06 96.219 37.81 313588HL2 06/28/07 07/26/06 95.095 49.05 313588HM0 06/29/07 07/05/06 94.705 52.95 313588HQ1 07/02/07 07/25/06 95.079 49.21 313588HR9 07/03/07 10/30/06 96.583 34.17 313588HT5 07/05/07 09/05/06 95.792 42.08 313588HU2 07/06/07 09/05/06 95.778 42.22 313588HX6 07/09/07 09/06/06 95.750 42.50 313588HY4 07/10/07 10/10/06 96.224 37.76 313588HZ1 07/11/07 09/13/06 95.811 41.89 313588JA4 07/12/07 10/12/06 96.216 37.84 313588JB2 07/13/07 08/08/06 95.221 47.79 313588JE6 07/16/07 09/18/06 95.778 42.22 313588JF3 07/17/07 08/25/06 95.445 45.55 313588JG1 07/18/07 09/15/06 95.724 42.76 Section III-C (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588JH9 07/19/07 09/15/06 95.719 42.81 313588JJ5 07/20/07 08/01/06 95.009 49.91 313588JM8 07/23/07 09/08/06 95.583 44.17 313588JN6 07/24/07 09/28/06 95.905 40.95 313588JP1 07/25/07 12/14/06 96.903 30.97 313588JQ9 07/26/07 09/06/06 95.514 44.86 313588JR7 07/27/07 08/02/06 94.894 51.06 313588JU0 07/30/07 10/04/06 95.939 40.61 313588JV8 07/31/07 09/21/06 95.679 43.21 313588JW6 08/01/07 09/13/06 95.528 44.72 313588JX4 08/02/07 11/07/06 96.263 37.37 313588JY2 08/03/07 08/31/06 95.338 46.62 313588KB0 08/06/07 09/27/06 95.757 42.43 313588KC8 08/07/07 01/03/07 96.994 30.06 313588KD6 08/08/07 08/24/06 95.143 48.57 313588KE4 08/09/07 11/08/06 96.210 37.90 313588KF1 08/10/07 08/22/06 95.078 49.22 313588KJ3 08/13/07 10/17/06 95.867 41.33 313588KK0 08/14/07 01/16/07 97.048 29.52 313588KL8 08/15/07 09/15/06 95.370 46.30 313588KM6 08/16/07 10/31/06 96.018 39.82 313588KN4 08/17/07 08/22/06 94.980 50.20 313588KR5 08/20/07 09/25/06 95.559 44.41 313588KS3 08/21/07 01/30/07 97.135 28.65 313588KT1 08/22/07 11/10/06 96.073 39.27 313588KU8 08/23/07 10/06/06 95.631 43.69 313588KV6 08/24/07 09/12/06 95.204 47.96 313588KY0 08/27/07 11/22/06 96.178 38.22 313588KZ7 08/28/07 11/29/06 96.283 37.17 313588LA1 08/29/07 01/26/07 96.972 30.28 313588LB9 08/30/07 01/02/07 96.667 33.33 313588LC7 08/31/07 09/06/06 95.024 49.76 313588LG8 09/04/07 10/25/06 95.630 43.70 313588LH6 09/05/07 10/30/06 95.755 42.45 313588LJ2 09/06/07 10/18/06 95.559 44.41 313588LK9 09/07/07 10/20/06 95.546 44.54 313588LN3 09/10/07 12/14/06 96.280 37.20 313588LP8 09/11/07 12/15/06 96.302 36.98 313588LQ6 09/12/07 11/22/06 95.966 40.34 313588LR4 09/13/07 11/09/06 95.774 42.26 313588LS2 09/14/07 11/16/06 95.848 41.52 313588LV5 09/17/07 12/07/06 96.174 38.26 313588LW3 09/18/07 11/06/06 95.629 43.71 313588LX1 09/19/07 01/09/07 96.479 35.21 313588LY9 09/20/07 11/02/06 95.635 43.65 313588LZ6 09/21/07 10/31/06 95.558 44.42 Section III-C (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588MC6 09/24/07 12/29/06 96.271 37.29 313588MD4 09/25/07 12/29/06 96.258 37.42 313588ME2 09/26/07 03/06/07 97.189 28.11 313588MF9 09/27/07 12/18/06 96.109 38.91 313588MG7 09/28/07 10/04/06 95.143 48.57 313588MK8 10/01/07 11/27/06 95.791 42.09 313588ML6 10/02/07 01/03/07 96.245 37.55 313588MM4 10/03/07 11/21/06 95.673 43.27 313588MN2 10/04/07 12/13/06 95.985 40.15 313588MP7 10/05/07 11/30/06 95.803 41.97 313588MT9 10/09/07 11/15/06 95.545 44.55 313588MU6 10/10/07 10/19/06 95.105 48.95 313588MV4 10/11/07 10/18/06 95.107 48.93 313588MW2 10/12/07 10/30/06 95.277 47.23 313588MZ5 10/15/07 12/05/06 95.831 41.69 313588NA9 10/16/07 01/04/07 96.105 38.95 313588NB7 10/17/07 01/17/07 96.193 38.07 313588NC5 10/18/07 12/29/06 95.955 40.45 313588ND3 10/19/07 10/27/06 95.141 48.59 313588NG6 10/22/07 01/26/07 96.227 37.73 313588NH4 10/23/07 01/26/07 96.220 37.80 313588NJ0 10/24/07 01/09/07 96.032 39.68 313588NK7 10/25/07 12/07/06 95.698 43.02 313588NL5 10/26/07 11/01/06 95.132 48.68 313588NP6 10/29/07 01/12/07 95.956 40.44 313588NQ4 10/30/07 02/06/07 96.283 37.17 313588NR2 10/31/07 11/30/06 95.533 44.67 313588NS0 11/01/07 12/04/06 95.619 43.81 313588NT8 11/02/07 12/26/06 95.758 42.42 313588NW1 11/05/07 01/30/07 96.094 39.06 313588NX9 11/06/07 02/08/07 96.214 37.86 313588NY7 11/07/07 12/22/06 95.627 43.73 313588NZ4 11/08/07 01/09/07 95.825 41.75 313588PA7 11/09/07 11/22/06 95.248 47.52 313588PE9 11/13/07 12/15/06 95.477 45.23 313588PF6 11/14/07 02/16/07 96.221 37.79 313588PG4 11/15/07 01/05/07 95.726 42.74 313588PH2 11/16/07 12/29/06 95.573 44.27 313588PL3 11/19/07 01/19/07 95.778 42.22 313588PM1 11/20/07 02/02/07 95.950 40.50 313588PN9 11/21/07 01/19/07 95.750 42.50 313588PQ2 11/23/07 01/24/07 95.783 42.17 313588PT6 11/26/07 01/24/07 95.733 42.67 313588PU3 11/27/07 02/08/07 95.936 40.64 313588PV1 11/28/07 01/11/07 95.568 44.32 313588PW9 11/29/07 02/06/07 95.881 41.19 Section III-C (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588PX7 11/30/07 12/06/06 95.223 47.77 313588QA6 12/03/07 01/22/07 95.634 43.66 313588QB4 12/04/07 01/30/07 95.705 42.95 313588QC2 12/05/07 01/25/07 95.621 43.79 313588QD0 12/06/07 01/23/07 95.597 44.03 313588QE8 12/07/07 01/23/07 95.583 44.17 313588QH1 12/10/07 12/27/06 95.283 47.17 313588QJ7 12/11/07 03/16/07 96.310 36.90 313588QK4 12/12/07 12/28/06 95.230 47.70 313588QL2 12/13/07 01/02/07 95.285 47.15 313588QM0 12/14/07 01/19/07 95.449 45.51 313588QQ1 12/17/07 01/24/07 95.449 45.51 313588QR9 12/18/07 12/29/06 95.192 48.08 313588QS7 12/19/07 12/27/06 95.161 48.39 313588QT5 12/20/07 12/29/06 95.135 48.65 313588QU2 12/21/07 12/27/06 95.124 48.76 313588QX6 12/24/07 08/10/07 98.111 18.89 313588QZ1 12/26/07 01/26/07 95.343 46.57 313588RA5 12/27/07 05/01/07 96.687 33.13 313588RB3 12/28/07 01/03/07 95.121 48.79 313588RE7 12/31/07 02/21/07 95.688 43.12 Section III-D FEDERAL FARM CREDIT BANKS Short-Term Obligations Issued at a Discount and Maturing in 2007 Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312AB6 01/02/07 10/03/06 98.713 12.87 313312AC4 01/03/07 08/07/06 97.843 21.57 313312AD2 01/04/07 11/20/06 99.353 6.47 313312AE0 01/05/07 04/28/06 96.521 34.79 313312AH3 01/08/07 06/05/06 96.968 30.32 313312AJ9 01/09/07 11/09/06 99.127 8.73 313312AK6 01/10/07 11/08/06 99.841 1.59 313312AL4 01/11/07 11/15/06 99.183 8.17 313312AM2 01/12/07 01/30/06 95.585 44.15 313312AR1 01/16/07 01/18/06 95.502 44.98 313312AS9 01/17/07 11/30/06 99.310 6.90 313312AT7 01/18/07 10/25/06 98.788 12.12 313312AU4 01/19/07 12/04/06 99.339 6.61 313312AX8 01/22/07 07/24/06 97.355 26.45 313312AY6 01/23/07 07/27/06 97.385 26.15 313312AZ3 01/24/07 05/24/06 96.590 34.10 313312BA7 01/25/07 06/21/06 96.814 31.86 313312BB5 01/26/07 05/31/06 96.640 33.60 313312BE9 01/29/07 10/30/06 98.705 12.95 313312BF6 01/30/07 05/30/06 96.570 34.30 313312BG4 01/31/07 11/02/06 98.717 12.83 313312BH2 02/01/07 10/18/06 98.507 14.93 313312BJ8 02/02/07 12/26/06 99.454 5.46 313312BM1 02/05/07 11/08/06 98.726 12.74 313312BN9 02/06/07 02/07/06 95.288 47.12 313312BP4 02/07/07 12/13/06 99.198 8.02 313312BQ2 02/08/07 12/12/06 99.168 8.32 313312BR0 02/09/07 06/22/06 96.597 34.03 313312BU3 02/12/07 11/09/06 98.640 13.60 313312BV1 02/13/07 11/13/06 98.683 13.17 313312BW9 02/14/07 10/17/06 98.306 16.94 313312BX7 02/15/07 05/11/06 96.118 38.82 313312BY5 02/16/07 06/09/06 96.423 35.77 313312CC2 02/20/07 05/22/06 96.186 38.14 313312CD0 02/21/07 11/16/06 99.790 2.10 313312CE8 02/22/07 12/26/06 99.168 8.32 313312CF5 02/23/07 05/23/06 96.143 38.57 313312CJ7 02/26/07 11/16/06 98.540 14.60 313312CK4 02/27/07 09/26/06 97.831 21.69 313312CL2 02/28/07 05/30/06 96.164 38.36 313312CM0 03/01/07 03/01/06 95.194 48.06 313312CN8 03/02/07 12/04/06 98.746 12.54 313312CR9 03/05/07 08/21/06 97.196 28.04 313312CS7 03/06/07 11/27/06 98.586 14.14 313312CT5 03/07/07 11/30/06 98.615 13.85 313312CU2 03/08/07 01/12/07 99.213 7.87 Section III-D (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312CV0 03/09/07 12/11/06 98.746 12.54 313312CY4 03/12/07 11/10/06 98.268 17.32 313312CZ1 03/13/07 12/12/06 98.700 13.00 313312DA5 03/14/07 12/06/06 98.603 13.97 313312DB3 03/15/07 03/15/06 95.153 48.47 313312DC1 03/16/07 05/19/06 99.603 3.97 313312DF4 03/19/07 05/22/06 95.811 41.89 313312DG2 03/20/07 11/16/06 98.233 17.67 313312DH0 03/21/07 11/21/06 98.300 17.00 313312DJ6 03/22/07 05/25/06 95.802 41.98 313312DK3 03/23/07 12/15/06 98.603 13.97 313312DN7 03/26/07 12/27/06 98.726 12.74 313312DP2 03/27/07 12/28/06 98.726 12.74 313312DQ0 03/28/07 12/29/06 98.726 12.74 313312DR8 03/29/07 10/30/06 97.879 21.21 313312DS6 03/30/07 05/30/06 95.744 42.56 313312DV9 04/02/07 06/13/06 95.841 41.59 313312DW7 04/03/07 02/07/07 99.216 7.84 313312DX5 04/04/07 03/01/07 99.510 4.90 313312DY3 04/05/07 11/28/06 98.186 18.14 313312EC0 04/09/07 11/09/06 97.860 21.40 313312ED8 04/10/07 12/07/06 98.239 17.61 313312EE6 04/11/07 12/04/06 98.190 18.10 313312EF3 04/12/07 10/12/06 97.457 25.43 313312EG1 04/13/07 05/17/06 95.393 46.07 313312EK2 04/16/07 10/18/06 97.465 25.35 313312EL0 04/17/07 12/19/06 98.304 16.96 313312EM8 04/18/07 12/14/06 98.222 17.78 313312EN6 04/19/07 12/18/06 98.261 17.39 313312EP1 04/20/07 12/27/06 98.375 16.25 313312ES5 04/23/07 04/24/06 95.015 49.85 313312ET3 04/24/07 12/22/06 98.250 17.50 313312EU0 04/25/07 01/05/07 98.432 15.68 313312EV8 04/26/07 01/29/07 98.757 12.43 313312EW6 04/27/07 10/30/06 97.479 25.21 313312EZ9 04/30/07 01/26/07 98.660 13.40 313312FA3 05/01/07 10/17/06 97.245 27.55 313312FB1 05/02/07 10/31/06 97.427 25.73 313312FC9 05/03/07 01/02/07 98.279 17.21 313312FD7 05/04/07 07/12/06 95.650 43.50 313312FG0 05/07/07 12/21/06 98.055 19.45 313312FH8 05/08/07 01/04/07 98.239 17.61 313312FJ4 05/09/07 11/10/06 97.460 25.40 313312FK1 05/10/07 03/22/07 99.299 7.01 313312FL9 05/11/07 11/22/06 97.596 24.04 313312FP0 05/14/07 01/16/07 98.318 16.82 Section III-D (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312FQ8 05/15/07 05/15/06 94.940 50.60 313312FR6 05/16/07 01/22/07 98.888 11.12 313312FS4 05/17/07 02/16/07 98.712 12.88 313312FT2 05/18/07 04/09/07 99.442 5.58 313312FW5 05/21/07 02/21/07 98.724 12.76 313312FX3 05/22/07 11/01/06 97.166 28.34 313312FY1 05/23/07 04/13/07 99.427 5.73 313312FZ8 05/24/07 04/16/07 99.455 5.45 313312GA2 05/25/07 12/26/06 97.870 21.30 313312GE4 05/29/07 11/28/06 97.446 25.54 313312GF1 05/30/07 01/16/07 98.090 19.10 313312GG9 05/31/07 03/02/07 98.712 12.88 313312GH7 06/01/07 09/08/06 96.276 37.24 313312GL8 06/04/07 01/16/07 98.023 19.77 313312GM6 06/05/07 03/08/07 98.729 12.71 313312GN4 06/06/07 04/23/07 99.373 6.27 313312GP9 06/07/07 01/04/07 97.822 21.78 313312GQ7 06/08/07 06/12/06 94.895 51.05 313312GT1 06/11/07 04/26/07 99.345 6.55 313312GU8 06/12/07 01/03/07 97.737 22.63 313312GV6 06/13/07 12/21/06 97.535 24.65 313312GW4 06/14/07 01/10/07 97.804 21.96 313312GX2 06/15/07 06/15/06 94.697 53.03 313312HA1 06/18/07 10/17/06 96.584 34.16 313312HB9 06/19/07 05/02/07 99.318 6.82 313312HC7 06/20/07 01/12/07 97.743 22.57 313312HD5 06/21/07 01/11/07 97.719 22.81 313312HE3 06/22/07 05/08/07 99.360 6.40 313312HH6 06/25/07 01/04/07 97.572 24.28 313312HJ2 06/26/07 01/17/07 97.728 22.72 313312HK9 06/27/07 03/28/07 98.703 12.97 313312HL7 06/28/07 01/19/07 97.728 22.72 313312HM5 06/29/07 02/07/07 97.988 20.12 313312HQ6 07/02/07 04/02/07 98.700 13.00 313312HR4 07/03/07 01/02/07 97.426 25.74 313312HT0 07/05/07 09/20/06 96.000 40.00 313312HU7 07/06/07 01/16/07 97.572 24.28 313312HX1 07/09/07 11/30/06 96.918 30.82 313312HY9 07/10/07 01/11/07 97.455 25.45 313312HZ6 07/11/07 01/11/07 97.440 25.60 313312JA9 07/12/07 01/12/07 97.435 25.65 313312JB7 07/13/07 08/23/06 95.446 45.54 313312JE1 07/16/07 01/17/07 97.445 25.55 313312JF8 07/17/07 02/12/07 97.795 22.05 313312JG6 07/18/07 01/18/07 97.430 25.70 313312JH4 07/19/07 11/22/06 96.660 33.40 Section III-D (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312JJ0 07/20/07 01/22/07 97.459 25.41 313312JM3 07/23/07 02/06/07 97.629 23.71 313312JN1 07/24/07 04/24/07 98.705 12.95 313312JP6 07/25/07 01/10/07 97.228 27.72 313312JQ4 07/26/07 01/29/07 97.473 25.27 313312JR2 07/27/07 06/05/07 99.253 7.47 313312JU5 07/30/07 05/01/07 98.722 12.78 313312JV3 07/31/07 10/24/06 96.080 39.20 313312JW1 08/01/07 05/01/07 98.696 13.04 313312JX9 08/02/07 01/17/07 97.209 27.91 313312JY7 08/03/07 01/16/07 97.180 28.20 313312KB5 08/06/07 05/07/07 98.705 12.95 313312KC3 08/07/07 06/15/07 99.241 7.59 313312KD1 08/08/07 02/08/07 97.435 25.65 313312KE9 08/09/07 05/10/07 98.708 12.92 313312KF6 08/10/07 06/20/07 99.271 7.29 313312KJ8 08/13/07 11/28/06 96.445 35.55 313312KK5 08/14/07 01/17/07 97.044 29.56 313312KL3 08/15/07 03/13/07 97.812 21.88 313312KM1 08/16/07 12/13/06 96.569 34.31 313312KN9 08/17/07 06/25/07 99.241 7.59 313312KR0 08/20/07 02/14/07 97.345 26.55 313312KS8 08/21/07 06/29/07 99.241 7.59 313312KT6 08/22/07 12/19/06 96.569 34.31 313312KU3 08/23/07 07/02/07 99.256 7.44 313312KV1 08/24/07 04/30/07 98.356 16.44 313312KY5 08/27/07 02/26/07 97.416 25.84 313312KZ2 08/28/07 02/28/07 97.455 25.45 313312LA6 08/29/07 07/05/07 99.213 7.87 313312LB4 08/30/07 05/31/07 98.698 13.02 313312LC2 08/31/07 07/09/07 99.240 7.60 313312LG3 09/04/07 06/04/07 98.689 13.11 313312LH1 09/05/07 03/08/07 99.780 2.20 313312LJ7 09/06/07 07/11/07 99.184 8.16 313312LK4 09/07/07 06/20/07 98.872 11.28 313312LN8 09/10/07 07/10/07 99.113 8.87 313312LP3 09/11/07 06/13/07 98.715 12.85 313312LQ1 09/12/07 06/13/07 98.700 13.00 313312LR9 09/13/07 06/14/07 98.700 13.00 313312LS7 09/14/07 03/19/07 97.479 25.21 313312LV0 09/17/07 11/22/06 95.863 41.37 313312LW8 09/18/07 07/16/07 99.084 9.16 313312LX6 09/19/07 07/17/07 99.084 9.16 313312LY4 09/20/07 01/16/07 96.521 34.79 313312LZ1 09/21/07 03/22/07 97.438 25.62 313312MC1 09/24/07 06/25/07 98.700 13.00 Section III-D (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312MD9 09/25/07 06/26/07 98.700 13.00 313312ME7 09/26/07 04/30/07 97.897 21.03 313312MF4 09/27/07 06/28/07 98.700 13.00 313312MG2 09/28/07 06/29/07 98.700 13.00 313312MK3 10/01/07 06/01/07 98.264 17.36 313312ML1 10/02/07 06/05/07 98.307 16.93 313312MM9 10/03/07 08/06/07 99.170 8.30 313312MN7 10/04/07 08/07/07 99.171 8.29 313312MP2 10/05/07 07/09/07 98.743 12.57 313312MT4 10/09/07 07/10/07 98.700 13.00 313312MU1 10/10/07 08/14/07 99.187 8.13 313312MV9 10/11/07 08/16/07 99.222 7.78 313312MW7 10/12/07 08/17/07 99.251 7.49 313312MZ0 10/15/07 11/03/06 95.261 47.39 313312NA4 10/16/07 01/16/07 96.170 38.30 313312NB2 10/17/07 08/16/07 99.138 8.62 313312NC0 10/18/07 07/19/07 98.700 13.00 313312ND8 10/19/07 07/20/07 98.700 13.00 313312NG1 10/22/07 08/28/07 99.249 7.51 313312NH9 10/23/07 08/28/07 99.236 7.64 313312NJ5 10/24/07 08/21/07 99.168 8.32 313312NK2 10/25/07 04/30/07 97.493 25.07 313312NL0 10/26/07 05/01/07 97.498 25.02 313312NP1 10/29/07 09/05/07 99.268 7.32 313312NQ9 10/30/07 07/31/07 98.703 12.97 313312NR7 10/31/07 01/31/07 96.170 38.30 313312NS5 11/01/07 05/02/07 97.432 25.68 313312NT3 11/02/07 11/02/06 95.072 49.28 313312NW6 11/05/07 09/20/07 99.418 5.82 313312NX4 11/06/07 07/06/07 98.243 17.57 313312NY2 11/07/07 05/23/07 97.624 23.76 313312NZ9 11/08/07 12/21/06 95.581 44.19 313312PA2 11/09/07 09/21/07 99.379 6.21 313312PE4 11/13/07 09/18/07 99.264 7.36 313312PF1 11/14/07 01/16/07 95.780 42.20 313312PG9 11/15/07 01/29/07 95.931 40.69 313312PH7 11/16/07 12/11/06 95.391 46.09 313312PL8 11/19/07 09/26/07 99.319 6.81 313312PM6 11/20/07 01/31/07 95.889 41.11 313312PN4 11/21/07 12/08/06 95.350 46.50 313312PT1 11/26/07 05/01/07 97.079 29.21 313312PV6 11/28/07 09/05/07 98.861 11.39 313312PX2 11/30/07 01/31/07 95.749 42.51 313312QA1 12/03/07 12/07/06 95.216 47.84 313312QB9 12/04/07 09/04/07 98.761 12.39 313312QC7 12/05/07 06/06/07 97.421 25.79 Section III-D (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312QD5 12/06/07 09/06/07 98.766 12.34 313312QE3 12/07/07 09/07/07 98.779 12.21 313312QK9 12/12/07 09/12/07 98.811 11.89 313312QM5 12/14/07 06/22/07 97.530 24.70 313312QQ6 12/17/07 03/20/07 97.423 25.77 313312QT0 12/20/07 07/24/07 97.885 21.15 313312QU7 12/21/07 09/21/07 98.852 11.48 313312QZ6 12/26/07 03/23/07 96.192 38.08 313312RA0 12/27/07 09/26/07 98.842 11.58 313312RB8 12/28/07 09/27/07 98.844 11.56 Section III-E FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2007 Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396AB9 01/02/07 02/13/06 95.792 42.08 313396AC7 01/03/07 02/13/06 95.779 42.21 313396AD5 01/04/07 03/27/06 96.242 37.58 313396AE3 01/05/07 02/07/06 95.721 42.79 313396AH6 01/08/07 04/10/06 96.261 37.39 313396AJ2 01/09/07 01/10/06 95.480 45.20 313396AK9 01/10/07 08/14/06 97.860 21.40 313396AL7 01/11/07 09/06/06 98.194 18.06 313396AM5 01/12/07 02/28/06 95.822 41.78 313396AR4 01/16/07 01/23/06 95.555 44.45 313396AS2 01/17/07 01/20/06 95.506 44.94 313396AT0 01/18/07 01/27/06 95.522 44.78 313396AU7 01/19/07 01/27/06 95.518 44.82 313396AX1 01/22/07 08/21/06 97.806 21.94 313396AY9 01/23/07 07/25/06 97.346 26.54 313396AZ6 01/24/07 09/22/06 98.254 17.46 313396BA0 01/25/07 08/10/06 97.606 23.94 313396BB8 01/26/07 08/31/06 97.891 21.09 313396BE2 01/29/07 05/16/06 96.431 35.69 313396BF9 01/30/07 08/01/06 97.361 26.39 313396BG7 01/31/07 03/27/06 95.884 41.16 313396BH5 02/01/07 05/26/06 96.507 34.93 313396BJ1 02/02/07 05/08/06 96.273 37.27 313396BM4 02/05/07 04/26/06 96.065 39.35 313396BN2 02/06/07 02/07/06 95.288 47.12 313396BP7 02/07/07 09/21/06 98.023 19.77 313396BQ5 02/08/07 10/02/06 98.201 17.99 313396BR3 02/09/07 05/03/06 96.099 39.01 313396BU6 02/12/07 09/07/06 97.753 22.47 313396BV4 02/13/07 02/14/06 95.239 47.61 313396BW2 02/14/07 04/25/06 95.952 40.48 313396BX0 02/15/07 09/07/06 97.710 22.90 313396BY8 02/16/07 02/17/06 95.258 47.42 313396CC5 02/20/07 06/27/06 96.503 34.97 313396CD3 02/21/07 07/12/06 96.721 32.79 313396CE1 02/22/07 09/20/06 97.800 22.00 313396CF8 02/23/07 06/23/06 96.427 35.73 313396CJ0 02/26/07 03/15/06 95.408 45.92 313396CK7 02/27/07 08/29/06 97.401 25.99 313396CL5 02/28/07 04/21/06 95.748 42.52 313396CM3 03/01/07 09/29/06 97.867 21.33 313396CN1 03/02/07 09/29/06 97.853 21.47 313396CR2 03/05/07 04/13/06 95.527 44.73 313396CS0 03/06/07 03/07/06 95.147 48.53 313396CT8 03/07/07 08/07/06 96.955 30.45 313396CU5 03/08/07 11/06/06 98.265 17.35 Section III-E (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396CV3 03/09/07 04/25/06 95.619 43.81 313396CY7 03/12/07 12/28/06 98.946 10.54 313396CZ4 03/13/07 05/22/06 95.903 40.97 313396DA8 03/14/07 01/12/07 99.132 8.68 313396DB6 03/15/07 06/23/06 96.135 38.65 313396DC4 03/16/07 04/07/06 95.350 46.50 313396DF7 03/19/07 07/11/06 96.312 36.88 313396DG5 03/20/07 07/17/06 96.419 35.81 313396DH3 03/21/07 06/30/06 96.113 38.87 313396DJ9 03/22/07 08/11/06 96.810 31.90 313396DK6 03/23/07 07/13/06 96.289 37.11 313396DN0 03/26/07 07/25/06 96.455 35.45 313396DP5 03/27/07 09/26/06 97.467 25.33 313396DQ3 03/28/07 07/20/06 96.319 36.81 313396DR1 03/29/07 08/28/06 96.977 30.23 313396DS9 03/30/07 06/29/06 95.974 40.26 313396DV2 04/02/07 08/16/06 96.724 32.76 313396DW0 04/03/07 04/04/06 95.046 49.54 313396DX8 04/04/07 02/01/07 99.118 8.82 313396DY6 04/05/07 09/07/06 97.031 29.69 313396DZ3 04/06/07 03/07/07 99.572 4.28 313396EC3 04/09/07 05/19/06 95.486 45.14 313396ED1 04/10/07 07/20/06 96.106 38.94 313396EE9 04/11/07 06/06/06 95.665 43.35 313396EF6 04/12/07 06/15/06 95.711 42.89 313396EG4 04/13/07 04/20/06 95.127 48.73 313396EK5 04/16/07 11/29/06 98.053 19.47 313396EL3 04/17/07 04/17/06 94.991 50.09 313396EM1 04/18/07 04/20/06 95.059 49.41 313396EN9 04/19/07 09/21/06 97.048 29.52 313396EP4 04/20/07 09/11/06 96.881 31.19 313396ES8 04/23/07 09/22/06 97.006 29.94 313396ET6 04/24/07 10/24/06 97.432 25.68 313396EU3 04/25/07 09/12/06 96.819 31.81 313396EV1 04/26/07 09/13/06 96.825 31.75 313396EW9 04/27/07 07/12/06 95.777 42.23 313396EZ2 04/30/07 09/21/06 96.900 31.00 313396FA6 05/01/07 05/02/06 94.965 50.35 313396FB4 05/02/07 05/24/06 95.246 47.54 313396FC2 05/03/07 03/26/07 99.457 5.43 313396FD0 05/04/07 07/12/06 95.675 43.25 313396FG3 05/07/07 06/09/06 95.334 46.66 313396FH1 05/08/07 06/15/06 95.349 46.51 313396FJ7 05/09/07 07/10/06 95.573 44.27 313396FK4 05/10/07 10/11/06 97.058 29.42 313396FL2 05/11/07 05/23/06 95.107 48.93 Section III-E (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396FP3 05/14/07 05/17/06 94.992 50.08 313396FQ1 05/15/07 11/14/06 97.437 25.63 313396FR9 05/16/07 03/13/07 99.090 9.10 313396FS7 05/17/07 05/24/06 95.028 49.72 313396FT5 05/18/07 05/24/06 95.014 49.86 313396FW8 05/21/07 09/26/06 96.722 32.78 313396FX6 05/22/07 11/21/06 97.442 25.58 313396FY4 05/23/07 09/07/06 96.381 36.19 313396FZ1 05/24/07 10/23/06 97.012 29.88 313396GA5 05/25/07 08/31/06 96.247 37.53 313396GE7 05/29/07 05/30/06 94.934 50.66 313396GF4 05/30/07 08/16/06 95.950 40.50 313396GG2 05/31/07 08/16/06 95.904 40.96 313396GH0 06/01/07 07/17/06 95.366 46.34 313396GL1 06/04/07 10/13/06 96.744 32.56 313396GM9 06/05/07 10/26/06 96.898 31.02 313396GN7 06/06/07 01/12/07 97.950 20.50 313396GP2 06/07/07 10/12/06 96.688 33.12 313396GQ0 06/08/07 10/11/06 96.660 33.40 313396GT4 06/11/07 02/02/07 98.173 18.27 313396GU1 06/12/07 12/12/06 97.442 25.58 313396GV9 06/13/07 09/19/06 96.255 37.45 313396GW7 06/14/07 11/02/06 96.895 31.05 313396GX5 06/15/07 10/20/06 96.681 33.19 313396HA4 06/18/07 10/02/06 96.460 35.40 313396HB2 06/19/07 12/19/06 97.437 25.63 313396HC0 06/20/07 11/15/06 96.974 30.26 313396HD8 06/21/07 11/16/06 96.968 30.32 313396HE6 06/22/07 10/19/06 96.563 34.37 313396HH9 06/25/07 08/02/06 95.358 46.42 313396HJ5 06/26/07 06/27/06 94.641 53.59 313396HK2 06/27/07 08/25/06 95.708 42.92 313396HL0 06/28/07 09/14/06 95.990 40.10 313396HM8 06/29/07 08/04/06 95.293 47.07 313396HQ9 07/02/07 08/10/06 95.400 46.00 313396HR7 07/03/07 10/26/06 96.514 34.86 313396HT3 07/05/07 08/09/06 95.343 46.57 313396HU0 07/06/07 08/10/06 95.343 46.57 313396HX4 07/09/07 09/20/06 95.904 40.96 313396HY2 07/10/07 09/20/06 95.914 40.86 313396HZ9 07/11/07 07/13/06 94.706 52.94 313396JA2 07/12/07 12/15/06 97.074 29.26 313396JB0 07/13/07 09/20/06 95.887 41.13 313396JE4 07/16/07 12/08/06 96.951 30.49 313396JF1 07/17/07 03/19/07 98.307 16.93 313396JG9 07/18/07 03/19/07 98.293 17.07 Section III-E (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396JH7 07/19/07 12/07/06 96.926 30.74 313396JJ3 07/20/07 10/20/06 96.201 37.99 313396JM6 07/23/07 08/30/06 95.440 45.60 313396JN4 07/24/07 07/25/06 94.752 52.48 313396JP9 07/25/07 10/12/06 96.036 39.64 313396JQ7 07/26/07 11/10/06 96.424 35.76 313396JR5 07/27/07 10/12/06 96.008 39.92 313396JU8 07/30/07 12/20/06 96.904 30.96 313396JV6 07/31/07 11/08/06 96.312 36.88 313396JW4 08/01/07 09/18/06 95.597 44.03 313396JX2 08/02/07 11/09/06 96.313 36.87 313396JY0 08/03/07 08/04/06 94.884 51.16 313396KB8 08/06/07 11/30/06 96.576 34.24 313396KC6 08/07/07 06/11/07 99.189 8.11 313396KD4 08/08/07 09/07/06 95.357 46.43 313396KE2 08/09/07 08/15/06 94.934 50.66 313396KF9 08/10/07 11/17/06 96.306 36.94 313396KJ1 08/13/07 10/27/06 96.004 39.96 313396KK8 08/14/07 07/12/07 99.531 4.69 313396KL6 08/15/07 04/16/07 98.289 17.11 313396KM4 08/16/07 08/16/06 94.890 51.10 313396KN2 08/17/07 11/28/06 96.412 35.88 313396KR3 08/20/07 09/22/06 95.500 45.00 313396KS1 08/21/07 08/22/06 94.914 50.86 313396KT9 08/22/07 06/27/07 99.202 7.98 313396KU6 08/23/07 10/24/06 95.783 42.17 313396KV4 08/24/07 09/29/06 95.568 44.32 313396KY8 08/27/07 11/20/06 96.142 38.58 313396KZ5 08/28/07 06/26/07 99.106 8.94 313396LA9 08/29/07 01/17/07 96.852 31.48 313396LB7 08/30/07 10/03/06 95.504 44.96 313396LC5 08/31/07 10/12/06 95.559 44.41 313396LG6 09/04/07 10/12/06 95.486 45.14 313396LH4 09/05/07 10/03/06 95.451 45.49 313396LJ0 09/06/07 02/08/07 97.048 29.52 313396LK7 09/07/07 09/08/06 94.985 50.15 313396LN1 09/10/07 01/16/07 96.689 33.11 313396LP6 09/11/07 01/24/07 96.780 32.20 313396LQ4 09/12/07 01/18/07 96.682 33.18 313396LR2 09/13/07 10/04/06 95.356 46.44 313396LS0 09/14/07 10/25/06 95.500 45.00 313396LV3 09/17/07 12/12/06 96.172 38.28 313396LW1 09/18/07 09/19/06 94.965 50.35 313396LX9 09/19/07 05/02/07 98.028 19.72 313396LY7 09/20/07 12/07/06 96.126 38.74 313396LZ4 09/21/07 11/03/06 95.590 44.10 Section III-E (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396MC4 09/24/07 12/27/06 96.266 37.34 313396MD2 09/25/07 11/16/06 95.722 42.78 313396ME0 09/26/07 05/04/07 97.962 20.38 313396MF7 09/27/07 12/28/06 96.231 37.69 313396MG5 09/28/07 11/17/06 95.686 43.14 313396MK6 10/01/07 02/06/07 96.682 33.18 313396ML4 10/02/07 02/08/07 96.689 33.11 313396MM2 10/03/07 02/08/07 96.675 33.25 313396MN0 10/04/07 03/06/07 97.067 29.33 313396MP5 10/05/07 02/07/07 96.633 33.67 313396MT7 10/09/07 12/04/06 95.906 40.94 313396MU4 10/10/07 01/31/07 96.458 35.42 313396MV2 10/11/07 11/30/06 95.739 42.61 313396MW0 10/12/07 11/30/06 95.732 42.68 313396MZ3 10/15/07 04/16/07 97.432 25.68 313396NA7 10/16/07 10/17/06 95.015 49.85 313396NB5 10/17/07 08/22/07 99.277 7.23 313396NC3 10/18/07 08/21/07 99.251 7.49 313396ND1 10/19/07 05/14/07 97.784 22.16 313396NG4 10/22/07 02/26/07 96.675 33.25 313396NH2 10/23/07 10/10/07 99.832 1.68 313396NJ8 10/24/07 06/13/07 98.112 18.88 313396NK5 10/25/07 01/18/07 96.103 38.97 313396NL3 10/26/07 01/16/07 96.054 39.46 313396NP4 10/29/07 02/05/07 96.283 37.17 313396NQ2 10/30/07 07/02/07 98.303 16.97 313396NR0 10/31/07 12/07/06 95.636 43.64 313396NS8 11/01/07 01/24/07 96.074 39.26 313396NT6 11/02/07 05/22/07 97.695 23.05 313396NW9 11/05/07 12/15/06 95.576 44.24 313396NX7 11/06/07 01/16/07 95.909 40.91 313396NY5 11/07/07 06/07/07 97.841 21.59 313396NZ2 11/08/07 01/25/07 95.998 40.02 313396PA5 11/09/07 12/14/06 95.508 44.92 313396PE7 11/13/07 11/14/06 95.066 49.34 313396PF4 11/14/07 07/12/07 98.233 17.67 313396PG2 11/15/07 06/13/07 97.800 22.00 313396PH0 11/16/07 04/13/07 96.968 30.32 313396PL1 11/19/07 03/19/07 96.618 33.82 313396PM9 11/20/07 02/05/07 95.992 40.08 313396PN7 11/21/07 04/16/07 96.940 30.60 313396PQ0 11/23/07 07/16/07 98.162 18.38 313396PT4 11/26/07 05/29/07 97.446 25.54 313396PU1 11/27/07 04/24/07 96.992 30.08 313396PV9 11/28/07 02/14/07 95.990 40.10 313396PW7 11/29/07 02/08/07 95.909 40.91 Section III-E (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396PX5 11/30/07 12/26/06 95.376 46.24 313396QA4 12/03/07 03/28/07 96.583 34.17 313396QB2 12/04/07 03/29/07 96.583 34.17 313396QC0 12/05/07 03/29/07 96.563 34.37 313396QD8 12/06/07 01/04/07 95.436 45.64 313396QE6 12/07/07 01/05/07 95.436 45.64 313396QH9 12/10/07 02/27/07 96.036 39.64 313396QJ5 12/11/07 12/12/06 95.086 49.14 313396QK2 12/12/07 11/13/07 99.656 3.44 313396QL0 12/13/07 04/17/07 96.653 33.47 313396QM8 12/14/07 02/15/07 95.806 41.94 313396QQ9 12/17/07 01/30/07 95.518 44.82 313396QR7 12/18/07 10/16/07 99.185 8.15 313396QS5 12/19/07 08/22/07 98.443 15.57 313396QT3 12/20/07 01/30/07 95.473 45.27 313396QU0 12/21/07 12/26/06 95.122 48.78 313396QX4 12/24/07 06/25/07 97.432 25.68 313396QZ9 12/26/07 12/29/06 95.063 49.37 313396RA3 12/27/07 07/27/07 97.862 21.38 313396RB1 12/28/07 01/12/07 95.158 48.42 313396RE5 12/31/07 02/22/07 95.675 43.25 Section III-F FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2007 Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KAB6 01/02/07 10/05/06 98.736 12.64 31315KAC4 01/03/07 12/06/06 99.596 4.04 31315KAD2 01/04/07 01/03/07 99.986 0.14 31315KAE0 01/05/07 10/05/06 98.691 13.09 31315KAH3 01/08/07 01/05/07 99.957 0.43 31315KAJ9 01/09/07 10/05/06 98.634 13.66 31315KAK6 01/10/07 12/11/06 99.568 4.32 31315KAL4 01/11/07 10/12/06 98.701 12.99 31315KAM2 01/12/07 10/12/06 98.687 13.13 31315KAR1 01/16/07 02/24/06 95.598 44.02 31315KAS9 01/17/07 09/20/06 98.285 17.15 31315KAT7 01/18/07 01/17/07 99.986 0.14 31315KAU4 01/19/07 10/18/06 98.670 13.30 31315KAX8 01/22/07 01/19/07 99.957 0.43 31315KAY6 01/23/07 10/25/06 98.706 12.94 31315KAZ3 01/24/07 01/23/07 99.986 0.14 31315KBA7 01/25/07 12/28/06 99.595 4.05 31315KBB5 01/26/07 10/30/06 98.738 12.62 31315KBE9 01/29/07 01/26/07 99.957 0.43 31315KBF6 01/30/07 10/30/06 98.679 13.21 31315KBG4 01/31/07 12/01/06 99.122 8.78 31315KBH2 02/01/07 01/04/07 99.598 4.02 31315KBJ8 02/02/07 02/01/07 99.986 0.14 31315KBM1 02/05/07 02/02/07 99.957 0.43 31315KBN9 02/06/07 01/09/07 99.599 4.01 31315KBP4 02/07/07 11/14/06 98.775 12.25 31315KBQ2 02/08/07 10/02/06 98.164 18.36 31315KBR0 02/09/07 02/08/07 99.986 0.14 31315KBU3 02/12/07 11/08/06 98.621 13.79 31315KBV1 02/13/07 02/12/07 99.986 0.14 31315KBW9 02/14/07 11/16/06 98.703 12.97 31315KBX7 02/15/07 05/15/06 96.080 39.20 31315KBY5 02/16/07 01/12/07 99.499 5.01 31315KCC2 02/20/07 02/16/07 99.943 0.57 31315KCD0 02/21/07 02/20/07 99.986 0.14 31315KCE8 02/22/07 11/27/06 98.750 12.50 31315KCF5 02/23/07 02/09/07 99.801 1.99 31315KCJ7 02/26/07 01/25/07 99.542 4.58 31315KCK4 02/27/07 11/28/06 98.692 13.08 31315KCL2 02/28/07 12/01/06 98.721 12.79 31315KCM0 03/01/07 11/30/06 98.693 13.07 31315KCN8 03/02/07 02/06/07 99.657 3.43 31315KCR9 03/05/07 03/02/07 99.957 0.43 31315KCS7 03/06/07 12/15/06 98.840 11.60 31315KCT5 03/07/07 02/15/07 99.713 2.87 31315KCU2 03/08/07 03/07/07 99.986 0.14 31315KCV0 03/09/07 03/08/07 99.986 0.14 Section III-F (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KCY4 03/12/07 12/15/06 98.754 12.46 31315KCZ1 03/13/07 02/14/07 99.614 3.86 31315KDA5 03/14/07 03/13/07 99.986 0.14 31315KDB3 03/15/07 03/21/06 95.140 48.60 31315KDC1 03/16/07 12/12/06 98.659 13.41 31315KDF4 03/19/07 12/21/06 98.738 12.62 31315KDG2 03/20/07 03/19/07 99.986 0.14 31315KDH0 03/21/07 03/20/07 99.986 0.14 31315KDJ6 03/22/07 02/26/07 99.653 3.47 31315KDK3 03/23/07 02/15/07 99.484 5.16 31315KDN7 03/26/07 03/23/07 99.957 0.43 31315KDP2 03/27/07 12/29/06 98.738 12.62 31315KDQ0 03/28/07 03/27/07 99.986 0.14 31315KDR8 03/29/07 03/28/07 99.986 0.14 31315KDS6 03/30/07 12/28/06 98.676 13.24 31315KDV9 04/02/07 05/15/06 95.426 45.74 31315KDW7 04/03/07 10/06/06 97.484 25.16 31315KDX5 04/04/07 03/06/07 99.583 4.17 31315KDY3 04/05/07 01/05/07 98.710 12.90 31315KDZ0 04/06/07 03/09/07 99.598 4.02 31315KEC0 04/09/07 01/09/07 98.710 12.90 31315KED8 04/10/07 10/05/06 97.381 26.19 31315KEE6 04/11/07 02/01/07 99.015 9.85 31315KEF3 04/12/07 01/11/07 98.696 13.04 31315KEG1 04/13/07 03/22/07 99.685 3.15 31315KEK2 04/16/07 10/05/06 97.297 27.03 31315KEL0 04/17/07 03/21/07 99.613 3.87 31315KEM8 04/18/07 03/19/07 99.570 4.30 31315KEN6 04/19/07 01/19/07 98.712 12.88 31315KEP1 04/20/07 03/30/07 99.699 3.01 31315KES5 04/23/07 01/24/07 98.729 12.71 31315KET3 04/24/07 04/23/07 99.986 0.14 31315KEU0 04/25/07 03/06/07 99.281 7.19 31315KEV8 04/26/07 04/25/07 99.986 0.14 31315KEW6 04/27/07 01/25/07 98.688 13.12 31315KEZ9 04/30/07 04/27/07 99.958 0.42 31315KFA3 05/01/07 03/27/07 99.497 5.03 31315KFB1 05/02/07 05/01/07 99.986 0.14 31315KFC9 05/03/07 05/02/07 99.986 0.14 31315KFD7 05/04/07 05/03/07 99.986 0.14 31315KFG0 05/07/07 11/03/06 97.378 26.22 31315KFH8 05/08/07 05/01/07 99.901 0.99 31315KFJ4 05/09/07 02/08/07 98.719 12.81 31315KFK1 05/10/07 03/27/07 99.368 6.32 31315KFL9 05/11/07 05/04/07 99.901 0.99 31315KFP0 05/14/07 04/12/07 99.541 4.59 31315KFQ8 05/15/07 02/16/07 98.739 12.61 Section III-F (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KFR6 05/16/07 04/16/07 99.570 4.30 31315KFS4 05/17/07 05/16/07 99.986 0.14 31315KFT2 05/18/07 04/16/07 99.542 4.58 31315KFW5 05/21/07 05/18/07 99.957 0.43 31315KFX3 05/22/07 02/22/07 98.722 12.78 31315KFY1 05/23/07 04/25/07 99.601 3.99 31315KFZ8 05/24/07 05/23/07 99.986 0.14 31315KGA2 05/25/07 05/24/07 99.986 0.14 31315KGE4 05/29/07 05/25/07 99.943 0.57 31315KGF1 05/30/07 03/05/07 98.767 12.33 31315KGG9 05/31/07 04/30/07 99.559 4.41 31315KGH7 06/01/07 04/11/07 99.272 7.28 31315KGL8 06/04/07 05/08/07 99.617 3.83 31315KGM6 06/05/07 05/11/07 99.644 3.56 31315KGN4 06/06/07 03/06/07 98.686 13.14 31315KGP9 06/07/07 06/06/07 99.986 0.14 31315KGQ7 06/08/07 05/11/07 99.602 3.98 31315KGT1 06/11/07 06/08/07 99.958 0.42 31315KGU8 06/12/07 05/17/07 99.630 3.70 31315KGV6 06/13/07 04/05/07 99.019 9.81 31315KGW4 06/14/07 05/10/07 99.502 4.98 31315KGX2 06/15/07 03/20/07 98.755 12.45 31315KHA1 06/18/07 06/07/07 99.842 1.58 31315KHB9 06/19/07 03/21/07 98.712 12.88 31315KHC7 06/20/07 01/09/07 97.705 22.95 31315KHD5 06/21/07 03/23/07 98.714 12.86 31315KHE3 06/22/07 06/21/07 99.986 0.14 31315KHH6 06/25/07 06/22/07 99.958 0.42 31315KHJ2 06/26/07 04/25/07 99.118 8.82 31315KHK9 06/27/07 03/27/07 98.684 13.16 31315KHL7 06/28/07 03/30/07 98.712 12.88 31315KHM5 06/29/07 03/20/07 98.555 14.45 31315KHQ6 07/02/07 05/09/07 99.229 7.71 31315KHR4 07/03/07 06/05/07 99.598 4.02 31315KHT0 07/05/07 04/05/07 98.701 12.99 31315KHU7 07/06/07 05/04/07 99.102 8.98 31315KHX1 07/09/07 04/09/07 98.702 12.98 31315KHY9 07/10/07 05/15/07 99.200 8.00 31315KHZ6 07/11/07 06/07/07 99.513 4.87 31315KJA9 07/12/07 04/10/07 98.673 13.27 31315KJB7 07/13/07 07/12/07 99.986 0.14 31315KJE1 07/16/07 01/09/07 97.347 26.53 31315KJF8 07/17/07 06/20/07 99.613 3.87 31315KJG6 07/18/07 04/20/07 98.729 12.71 31315KJH4 07/19/07 04/20/07 98.715 12.85 31315KJJ0 07/20/07 07/19/07 99.986 0.14 31315KJM3 07/23/07 04/23/07 98.701 12.99 Section III-F (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KJN1 07/24/07 07/23/07 99.986 0.14 31315KJP6 07/25/07 04/23/07 98.672 13.28 31315KJQ4 07/26/07 07/25/07 99.986 0.14 31315KJR2 07/27/07 04/18/07 98.569 14.31 31315KJU5 07/30/07 04/27/07 98.658 13.42 31315KJV3 07/31/07 07/03/07 99.598 4.02 31315KJW1 08/01/07 07/24/07 99.886 1.14 31315KJX9 08/02/07 07/05/07 99.599 4.01 31315KJY7 08/03/07 05/04/07 98.706 12.94 31315KKB5 08/06/07 07/06/07 99.556 4.44 31315KKC3 08/07/07 08/06/07 99.986 0.14 31315KKD1 08/08/07 07/16/07 99.670 3.30 31315KKE9 08/09/07 07/10/07 99.570 4.30 31315KKF6 08/10/07 07/27/07 99.800 2.00 31315KKJ8 08/13/07 08/10/07 99.958 0.42 31315KKK5 08/14/07 07/18/07 99.613 3.87 31315KKL3 08/15/07 08/14/07 99.986 0.14 31315KKM1 08/16/07 05/21/07 98.760 12.40 31315KKN9 08/17/07 08/16/07 99.988 0.12 31315KKR0 08/20/07 08/17/07 99.963 0.37 31315KKS8 08/21/07 08/20/07 99.988 0.12 31315KKT6 08/22/07 06/27/07 99.197 8.03 31315KKU3 08/23/07 07/20/07 99.513 4.87 31315KKV1 08/24/07 05/23/07 98.672 13.28 31315KKY5 08/27/07 08/01/07 99.627 3.73 31315KKZ2 08/28/07 07/31/07 99.599 4.01 31315KLA6 08/29/07 08/28/07 99.986 0.14 31315KLB4 08/30/07 07/30/07 99.557 4.43 31315KLC2 08/31/07 06/01/07 98.699 13.01 31315KLG3 09/04/07 11/28/06 96.156 38.44 31315KLH1 09/05/07 06/05/07 98.686 13.14 31315KLJ7 09/06/07 08/06/07 99.556 4.44 31315KLK4 09/07/07 09/06/07 99.986 0.14 31315KLN8 09/10/07 08/10/07 99.558 4.42 31315KLP3 09/11/07 09/10/07 99.987 0.13 31315KLQ1 09/12/07 08/15/07 99.600 4.00 31315KLR9 09/13/07 06/12/07 98.670 13.30 31315KLS7 09/14/07 03/13/07 97.410 25.90 31315KLV0 09/17/07 09/14/07 99.960 0.40 31315KLW8 09/18/07 08/22/07 99.649 3.51 31315KLX6 09/19/07 09/18/07 99.986 0.14 31315KLY4 09/20/07 08/06/07 99.356 6.44 31315KLZ1 09/21/07 06/21/07 98.683 13.17 31315KMC1 09/24/07 09/21/07 99.962 0.38 31315KMD9 09/25/07 08/27/07 99.616 3.84 31315KME7 09/26/07 09/25/07 99.987 0.13 31315KMF4 09/27/07 06/29/07 98.710 12.90 Section III-F (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KMG2 09/28/07 06/26/07 98.658 13.42 31315KMK3 10/01/07 08/29/07 99.549 4.51 31315KML1 10/02/07 09/24/07 99.897 1.03 31315KMM9 10/03/07 08/31/07 99.553 4.47 31315KMN7 10/04/07 07/05/07 98.698 13.02 31315KMP2 10/05/07 07/02/07 98.645 13.55 31315KMT4 10/09/07 07/09/07 98.684 13.16 31315KMU1 10/10/07 08/22/07 99.367 6.33 31315KMV9 10/11/07 09/12/07 99.619 3.81 31315KMW7 10/12/07 07/19/07 98.784 12.16 31315KMZ0 10/15/07 07/13/07 98.655 13.45 31315KNA4 10/16/07 09/17/07 99.619 3.81 31315KNB2 10/17/07 08/03/07 98.931 10.69 31315KNC0 10/18/07 05/04/07 97.643 23.57 31315KND8 10/19/07 09/25/07 99.693 3.07 31315KNG1 10/22/07 10/19/07 99.962 0.38 31315KNH9 10/23/07 07/20/07 98.642 13.58 31315KNJ5 10/24/07 07/27/07 98.731 12.69 31315KNK2 10/25/07 10/24/07 99.988 0.12 31315KNL0 10/26/07 10/25/07 99.988 0.12 31315KNP1 10/29/07 10/26/07 99.963 0.37 31315KNQ9 10/30/07 07/31/07 98.702 12.98 31315KNR7 10/31/07 10/04/07 99.649 3.51 31315KNS5 11/01/07 07/31/07 98.673 13.27 31315KNT3 11/02/07 11/01/07 99.988 0.12 31315KNW6 11/05/07 08/06/07 98.703 12.97 31315KNX4 11/06/07 10/05/07 99.585 4.15 31315KNY2 11/07/07 11/06/07 99.988 0.12 31315KNZ9 11/08/07 10/09/07 99.610 3.90 31315KPA2 11/09/07 08/31/07 99.043 9.57 31315KPE4 11/13/07 08/13/07 98.686 13.14 31315KPF1 11/14/07 11/13/07 99.988 0.12 31315KPG9 11/15/07 05/09/07 97.329 26.71 31315KPH7 11/16/07 10/19/07 99.644 3.56 31315KPL8 11/19/07 11/16/07 99.964 0.36 31315KPM6 11/20/07 10/23/07 99.646 3.54 31315KPN4 11/21/07 08/24/07 98.791 12.09 31315KPT1 11/26/07 08/24/07 98.723 12.77 31315KPU8 11/27/07 10/29/07 99.646 3.54 31315KPV6 11/28/07 10/30/07 99.646 3.54 31315KPW4 11/29/07 08/31/07 98.770 12.30 31315KPX2 11/30/07 11/01/07 99.645 3.55 31315KQA1 12/03/07 06/27/07 97.748 22.52 31315KQB9 12/04/07 11/06/07 99.661 3.39 31315KQC7 12/05/07 11/08/07 99.675 3.25 31315KQD5 12/06/07 09/05/07 98.743 12.57 31315KQE3 12/07/07 11/13/07 99.715 2.85 Section III-F (continued) Discount to be Issue Price Reported as 2007 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KQH6 12/10/07 12/07/07 99.965 0.35 31315KQJ2 12/11/07 12/10/07 99.988 0.12 31315KQK9 12/12/07 11/13/07 99.654 3.46 31315KQL7 12/13/07 09/13/07 98.807 11.93 31315KQM5 12/14/07 11/15/07 99.650 3.50 31315KQQ6 12/17/07 12/14/07 99.965 0.35 31315KQR4 12/18/07 11/20/07 99.659 3.41 31315KQS2 12/19/07 11/20/07 99.647 3.53 31315KQU7 12/21/07 09/21/07 98.847 11.53 31315KRA0 12/27/07 11/27/07 99.638 3.62 31315KRB8 12/28/07 09/27/07 98.832 11.68 31315KRE2 12/31/07 09/28/07 98.809 11.91 104 105