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 2008 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 2008 1st 2008 2nd 2009 2nd
\-\-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period 2009 1st
Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_ \_\_\_\_\_\_

Allied Corp. 019087BB0 08/03/84 08/01/09 6.136 0.000 777.96 0.258323
0.289632 99.27 61.40

Fannie Mae 313586QR3 07/05/84 07/05/14 3.625 0.000 451.41 0.147318
0.164994 0.184285 57.10 63.70

Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 282.53 0.086751
0.095978 0.105897 32.53 35.87

Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750 7.000 422.08
0.043135 0.043135 15.79 15.74

GMAC LLC 36186CAC7 04/01/81 04/01/11 44.510 6.000 494.84 0.050643
0.050643 18.54 18.48

General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624 7.000 428.04
0.044183 0.044183 16.17 16.13

GMAC 370424CF8 04/01/81 04/01/11 44.510 6.000 494.84 0.050643 0.050643
18.54 18.48

Honeywell Intl, Inc. 438516AJ5 08/03/84 08/01/09 6.136 0.000 777.96
0.258323 0.289632 99.27 61.40

ITT Corporation 450679BP9 05/06/81 05/01/11 41.890 6.500 516.58 0.053059
0.053059 19.42 19.37

ITT Corporation 450680AM5 05/06/81 05/01/11 41.890 6.500 516.58 0.053059
0.053059 19.42 19.37

ITT Corporation 460470AM9 07/01/81 07/01/11 50.218 7.500 439.80 0.045434
0.045434 16.63 16.58

Pepsico Cap Resources 713440AX3 04/14/82 04/01/08 3.894 0.000 951.84
0.101335 9.22

Pepsico Cap Resources 713440AY1 04/14/82 04/01/09 3.525 0.000 920.08
0.097954 0.097954 35.85 8.82

Pepsico Cap Resources 713440AZ8 04/14/82 04/01/10 3.196 0.000 890.23
0.094776 0.094776 34.69 34.59

Pepsico Cap Resources 713440BA2 04/14/82 04/01/11 2.904 0.000 862.11
0.091782 0.091782 33.59 33.50

Pepsico Cap Resources 713440BB0 04/14/82 04/01/12 2.643 0.000 835.52
0.088951 0.088951 32.56 32.47

Sallie Mae 863871AL3 08/15/84 05/15/14 3.900 0.000 460.60 0.150640
0.168452 0.187855 57.61 64.18

Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 220.08 0.065561
0.072272 0.079452 24.60 27.03

Tennessee Gas Pipeline 880451AJ8 12/15/81 12/15/11 40.783 6.000 514.09
0.054831 0.054831 19.74 19.74

Transamerica Finl Corp 893502AN4 08/18/82 03/01/10 2.753 0.000 896.08
0.096696 0.096696 35.39 35.29

Transamerica Finl Corp 893502AP9 08/18/82 09/01/12 1.986 0.000 827.83
0.089331 0.089331 32.70 32.61

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 2008 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

ABN Amro Bank N.V. 00078UAE0 11/30/06 11/30/10 100.000 0.000 4.8420
0.141092 0.144508 0.148007 0.151590 0.155260 51.62 54.15

ABN Amro Bank N.V. 00078UER7 03/15/07 03/13/12 100.000 0.000 4.8108
0.136813 0.140104 0.143474 0.146925 0.150459 50.56 53.03

ABN Amro Bank N.V. 00078UKZ2 05/16/07 05/14/10 100.000 0.000 4.9938
0.142143 0.145692 0.149330 0.153058 0.156880 52.15 54.78

ABN Amro Bank N.V. 00078UR51 12/28/07 12/28/11 100.000 0.000 4.0901
0.113617 0.115940 0.118311 0.120731 0.123200 41.33 43.04

ABN Amro Bank N.V. 00078UR69 12/28/07 12/28/10 100.000 0.000 3.8402
0.106672 0.108721 0.110808 0.112936 0.115104 38.78 40.29

ABN Amro Bank N.V. 00078UV49 12/28/07 12/28/09 100.000 0.000 3.8404
0.106679 0.108728 0.110816 0.112944 38.79 39.94

ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 4.1274
0.135004 0.137790 0.140633 0.143536 0.146498 50.03 52.12

ABN Amro Bank N.V. 00079FBM3 08/13/03 11/13/13 100.000 0.000 4.3128
0.143631 0.146729 0.149893 0.153125 0.156427 52.57 54.86

ABN Amro Bank N.V. 00079FBR2 09/10/03 09/10/13 100.000 0.000 5.0200
0.170033 0.174301 0.178676 0.183161 0.187758 62.94 66.14

ABN Amro Bank N.V. 00079FBX9 10/08/03 10/08/13 100.000 0.000 5.1600
0.175732 0.180266 0.184917 0.189688 0.194582 64.84 68.23

ABN Amro Bank N.V. 00079FCY6 03/10/04 12/10/13 100.000 0.000 4.7792
0.158492 0.162279 0.166157 0.170127 0.174193 57.90 60.70

ABN Amro Bank N.V. 00079FDB5 03/24/04 12/24/13 100.000 0.000 4.7792
0.158492 0.162279 0.166157 0.170127 0.174193 57.79 60.59

ABN Amro Bank N.V. 00079FED0 06/23/04 12/23/09 100.000 0.000 4.0499
0.129449 0.132070 0.134744 0.137473 47.12 47.92

ABN Amro Bank N.V. 00079FEK4 07/21/04 01/21/10 100.000 0.000 4.0700
0.127584 0.130180 0.132829 0.135532 0.138290 47.24 49.18

ABN Amro Bank N.V. 00079FEN8 08/04/04 02/04/10 100.000 0.000 3.9600
0.123735 0.126185 0.128683 0.131231 0.133830 45.71 47.54

ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500
0.128187 0.128609 0.129042 0.129485 0.129609 46.37 46.63

ABN Amro Bank N.V. 00079FHT2 01/21/05 01/21/20 100.000 VARIES 4.7448
0.123319 0.121500 0.119637 0.117731 0.115779 43.48 42.11

ABN Amro Bank N.V. 00079FHV7 01/28/05 01/28/20 100.000 VARIES 4.6673
0.121726 0.120029 0.118292 0.116515 0.114697 42.99 41.72

ABN Amro Bank N.V. 00079FJD5 02/15/05 02/15/20 100.000 VARIES 4.6374
0.120850 0.119143 0.117397 0.115611 0.113783 42.73 41.45

ABN Amro Bank N.V. 00079FLN0 07/20/05 04/20/09 100.000 0.000 3.9485
0.119776 0.122140 0.124552 43.88 13.58

ABN Amro Bank N.V. 00079FMR0 09/30/05 10/03/20 100.000 7.500 4.4483
0.115734 0.113675 0.111570 0.109417 0.107217 40.93 39.39

ABN Amro Bank N.V. 00079FMS8 10/03/05 10/03/20 100.000 VARIES 4.4457
0.116971 0.115248 0.113488 0.111688 0.109849 41.49 40.21

ABN Amro Bank N.V. 00079FNF5 11/15/05 11/15/20 100.000 VARIES 5.2985
0.137382 0.133730 0.133693 0.129238 0.129006 49.44 47.76

ABN Amro Bank N.V. 00079FNM0 12/21/05 12/21/10 100.000 VARIES 4.5200
0.122830 0.122946 0.123741 0.123178 0.123970 44.99 45.06

ABN Amro Bank N.V. 00079FQY1 06/28/06 06/29/09 100.000 0.000 5.2501
0.157649 0.161788 0.166035 57.52 29.55

ABN Amro Bank N.V. 00079FRK0 07/05/06 07/05/08 100.000 VARIES 5.2997
0.146423 0.146851 27.02

ABN Amro Bank N.V. 00079FRU8 08/09/06 02/09/10 100.000 0.000 4.9028
0.142951 0.146455 0.150045 0.153724 0.157492 53.10 55.74

ABN Amro Bank N.V. 00079FSN3 08/31/06 08/31/10 100.000 0.000 5.1472
0.148779 0.150949 0.157400 0.158819 0.165606 55.91 58.72

ABN Amro Bank N.V. 00079FSU7 09/29/06 03/29/11 100.000 0.000 4.9533
0.144494 0.148073 0.151740 0.155498 0.159350 53.33 56.00

ABN Amro Bank N.V. 00079FTU6 10/31/06 10/29/10 100.000 0.000 4.9534
0.144475 0.148054 0.151720 0.155478 0.159329 53.10 55.77

AIG FP Private Funding 001378AC2 06/19/06 05/19/08 100.000 0.000 5.3068
0.157021 21.83

AIG FP Private Funding 001378AD0 06/12/06 05/12/08 100.000 0.000 5.3042
0.158692 20.79

AIG FP Private Funding 001378AE8 06/12/06 05/12/08 100.000 0.000 5.3042
0.158692 20.79

AIG FP Private Funding 001378AF5 06/19/06 05/19/08 100.000 0.000 5.3068
0.157021 21.83

AIG FP Private Funding 001378AG3 07/31/06 07/31/08 100.000 0.000 5.4390
0.159415 0.163750 34.10

AIG FP Private Funding 001378AH1 07/31/06 07/31/08 100.000 0.000 5.4390
0.159415 0.163750 34.10

AIG FP Private Funding 001378AJ7 10/04/06 10/06/08 100.000 0.000 5.0499
0.147492 0.151217 41.23

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

AIG FP Private Funding 001378AK4 10/04/06 10/06/08 100.000 0.000 5.0499
0.147492 0.151217 41.23

AIG FP Private Funding 001378AL2 10/04/06 10/05/09 100.000 0.000 4.9866
0.145531 0.149159 0.152878 0.156690 53.68 42.57

AIG FP Private Funding 001378AM0 10/04/06 10/05/09 100.000 0.000 4.9866
0.145531 0.149159 0.152878 0.156690 53.68 42.57

AIG FP Private Funding 001378AN8 11/03/06 11/05/09 100.000 0.000 4.8876
0.142525 0.146008 0.149576 0.153231 52.33 46.13

AIP FP Private Funding 001378AP3 11/03/06 11/05/09 100.000 0.000 4.8876
0.142525 0.146008 0.149576 0.153231 52.33 46.13

AIG FP Private Funding 001378AQ1 12/13/06 12/16/09 100.000 0.000 4.8418
0.141142 0.144559 0.148059 0.151643 51.53 51.73

AIG FP Private Funding 001378AR9 12/13/06 12/16/09 100.000 0.000 4.8418
0.141142 0.144559 0.148059 0.151643 51.53 51.73

AIG FP Private Funding 001378AY4 11/27/06 10/01/08 100.000 0.000 4.9879
0.144451 0.148053 39.65

AIG FP Private Funding 001378AZ1 11/27/06 10/01/08 100.000 0.000 4.9879
0.144451 0.148053 39.65

AIG FP Private Funding 001378BA5 11/27/06 10/01/08 100.000 0.000 4.9879
0.144451 0.148053 39.65

AIG FP Private Funding 001378BB3 11/27/06 10/01/08 100.000 0.000 4.9879
0.144451 0.148053 39.65

AIG FP Private Funding 001378BF4 03/06/07 03/05/09 100.000 0.000 4.9429
0.139133 0.141022 0.146902 52.19 9.25

AIG FP Private Funding 001379AB2 05/22/06 06/02/08 100.000 0.000 5.2898
0.159144 24.03

AIG FP Private Funding 001379AC0 05/22/06 06/02/08 100.000 0.000 5.2898
0.159144 24.03

AIG FP Private Funding 001379AD8 09/01/06 09/01/11 100.000 0.000 5.1471
0.150429 0.154300 0.158271 0.162345 0.166523 55.79 58.70

AIG FP Private Funding 001379AE6 09/01/06 09/01/11 100.000 0.000 5.1471
0.150429 0.154300 0.158271 0.162345 0.166523 55.79 58.70

AIG FP Private Funding 001379AH9 01/02/07 06/27/08 100.000 0.000 5.1305
0.149817 26.37

AIG FP Private Funding 001379AJ5 01/02/07 06/27/08 100.000 0.000 5.1305
0.149817 26.37

AMR Corporation 001765AZ9 09/23/03 09/23/23\* 98.000 4.250 4.7035
0.012026 0.012308 3.20\*

AMR Corporation 001765BA3 09/23/03 09/23/23\* 98.000 4.250 4.7035
0.012026 0.012308 3.20\*

AMR Corporation 001765BB1 02/13/04 02/15/24 98.500 4.500 4.8410 0.008817
0.009030 0.009249 3.27 .41

APP Finance VI 00202NAA3 11/18/97 11/18/12 20.424 0.000 10.8751 392.32
0.177901 0.187574 0.197774 0.208528 0.219866 66.64 74.08

ASG Consolidated LLC 00210VAA5 10/19/04 11/01/11 63.700 VARIES 11.4983
0.285626 0.302047 0.319412 0.319411 0.319409 107.81 114.99

ASG Consolidated LLC 00210VAB3 10/19/04 11/01/11 63.700 VARIES 11.4983
0.285626 0.302047 0.319412 0.319411 0.319409 107.81 114.99

AB Svensk Exportkredit 00254EBD3 05/22/06 05/22/08 100.000 0.000 5.3056
0.157669 22.39

Community Unit SD #1 005770BR2 06/03/03 02/01/08 103.613 VARIES 3.7831
0.105508 3.17

Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES
7.7883 0.255107 0.262337 0.269849 0.277653 0.285761 95.59 101.19

Advanced Medical Optics 00763MAG3 06/22/04 07/15/24 100.000 VARIES
7.7883 0.255107 0.262337 0.269849 0.277653 0.285761 95.59 101.19

Advanced Medical Optics 00763MAH1 07/18/05 07/01/25 100.000 VARIES
6.9000 0.219461 0.225714 0.232184 0.238876 80.13 84.79

Advanced Medical Optics 00763MAJ7 07/18/05 07/01/25 100.000 VARIES
6.9000 0.219461 0.225714 0.232184 0.238876 80.13 84.79

Adv Med Opts Inc 00763MAK4 06/13/06 08/01/26 100.000 VARIES 7.9988
0.234475 0.240242 0.246239 0.252477 0.258964 87.21 91.68

Adv Med Opts Inc 00763MAL2 06/13/06 08/01/26 100.000 VARIES 7.9988
0.234475 0.240242 0.246239 0.252477 0.258964 87.21 91.68

Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES
15.0505 0.400516 0.398369 0.407383 0.403292 0.412764 147.03 148.60

Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 8.0020 12.51
0.007358 0.007653 0.007959 0.008277 0.008608 2.79 3.02

Alameda, CA 010781AW2 03/14/02 02/01/10 97.388 7.500 7.9523 17.60
0.010340 0.010751 0.011178 0.011623 0.012085 3.92 4.24

Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10 83.687 8.000 N/A
0.086522 0.082415 0.080354 0.075455 0.072821 30.91 28.42

Alliance Imaging, Inc. 018606AG8 12/04/07 12/15/12 91.500 7.250 9.4095
1.02 0.037878 0.039660 0.041526 0.043480 0.045526 14.02 15.37

Alliance Imaging, Inc. 018606AH6 12/04/07 12/15/12 91.500 7.250 9.4095
1.02 0.037878 0.039660 0.041526 0.043480 0.045526 14.02 15.37

Alliance Imaging, Inc. 018606AJ2 12/04/07 12/15/12 91.500 7.250 9.4095
1.02 0.037878 0.039660 0.041526 0.043480 0.045526 14.02 15.37

Alliance One Intl Inc 018772AE3 05/13/05 11/15/12 90.000 12.750 15.0159
23.67 0.030516 0.032808 0.035271 0.037919 0.040766 11.62 13.43

Alliance One Intl Inc 018772AF0 05/13/05 11/15/12 90.000 12.750 15.0159
23.67 0.030516 0.032808 0.035271 0.037919 0.040766 11.62 13.43

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES
9.5812 0.401145 0.417035 0.433687 0.451136 0.469422 151.70 164.13

Alliant Energy Resources 018803304 02/15/00 02/15/30 100.000 VARIES
9.5812 0.401145 0.417035 0.433687 0.451136 0.469422 151.70 164.13

Alliant Energy Resources 018803403 02/15/00 02/15/30 100.000 VARIES
9.5812 0.401145 0.417035 0.433687 0.451136 0.469422 151.70 164.13

Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24 100.000 VARIES
6.1250 0.192045 0.195587 0.199237 0.202999 0.206877 70.75 73.44

Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24 100.000 VARIES
6.1250 0.192045 0.195587 0.199237 0.202999 0.206877 70.75 73.44

Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24 100.000 VARIES
6.9757 0.219046 0.223780 0.228678 0.233748 0.238994 81.02 84.64

Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24 100.000 VARIES
6.9757 0.219046 0.223780 0.228678 0.233748 0.238994 81.02 84.64

Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 5.2499 357.99
0.101464 0.104128 0.106861 0.109666 0.112545 37.91 39.92

AAM Hldg, Inc. 024061AA1 02/11/04 02/15/24 100.000 2.000 4.5774 0.139484
0.141405 0.143369 0.145379 0.147435 51.09 52.53

AAM Hldg, Inc. 024061AB9 02/11/04 02/15/24 100.000 2.000 4.5774 0.139484
0.141405 0.143369 0.145379 0.147435 51.09 52.53

Amer Med Sys Hldgs Inc 02744MAA6 06/27/06 07/01/36 100.000 VARIES 9.1005
0.276190 0.284649 0.293494 0.302740 100.95 107.32

AmerUs Group Co. 03072M504 05/16/06 05/16/11 102.760 6.583 5.9369
0.168238 0.167804 0.167357 0.166896 0.166422 60.45 60.12

Amgen Inc. 031162AC4 03/01/02 03/01/32 71.423 VARIES N/A 0.101233
0.103497 0.105811 0.108178 0.110597 37.40 39.09

Amgen Inc. 031162AD2 03/01/02 03/01/32 71.423 VARIES N/A 0.101233
0.103497 0.105811 0.108178 0.110597 37.40 39.09

Amgen Inc. 031162AE0 03/01/02 03/01/32 71.423 VARIES N/A 0.101233
0.103497 0.105811 0.108178 0.110597 37.40 39.09

Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4729 0.101235
0.103499 0.105814 0.108180 0.110600 37.40 39.09

Amgen Inc. 031162AL4 03/01/05 03/01/32 72.947 VARIES 4.4729 0.101235
0.103499 0.105814 0.108180 0.110600 37.40 39.09

Anixter International 035290AD7 07/07/03 07/07/33 38.016 VARIES 7.3003
0.102699 0.106448 0.110333 0.114360 0.118535 38.97 41.87

Anixter International 035290AE5 07/07/03 07/07/33 38.016 VARIES 7.3003
0.102699 0.106448 0.110333 0.114360 0.118535 38.97 41.87

Anixter International 035290AF2 07/07/03 07/07/33 38.016 VARIES 7.3003
0.102699 0.106448 0.110333 0.114360 0.118535 38.97 41.87

Anixter International 035290AG0 07/07/03 07/07/33 38.016 VARIES 7.3003
0.102699 0.106448 0.110333 0.114360 0.118535 38.97 41.87

Anixter International 035290AH8 02/16/07 02/15/13 70.400 1.000 7.1568
35.88 0.116169 0.120326 0.124632 0.129092 0.133711 43.72 46.91

Anixter International 035290AJ4 02/16/07 02/15/13 70.400 1.000 7.1568
35.88 0.116169 0.120326 0.124632 0.129092 0.133711 43.72 46.91

Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08 3.000 VARIES N/A
2.990356 89.71

Apria Healthcare Group 037933AA6 08/20/03 09/01/33 100.000 VARIES 8.6241
0.298682 0.307519 0.316737 0.326353 0.336383 111.28 118.11

Apria Healthcare Group 037933AB4 08/20/03 09/01/33 100.000 VARIES 8.6241
0.298682 0.307519 0.316737 0.326353 0.336383 111.28 118.11

Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A
0.025190 0.025189 0.025187 0.025186 0.025185 9.07 9.07

Republic of Argentina 040114GA2 06/15/00 06/15/15 91.700 11.750 13.0226
23.43 0.013724 0.014618 0.015569 0.016583 0.017663 5.13 5.82

Republic of Argentina 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8669
7.39 0.004130 0.004395 0.004678 0.004979 0.005299 1.62 1.84

Republic of Argentina 040114GF1 06/19/01 12/19/08 77.800 VARIES N/A
0.084327 0.042273 21.78

Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A
0.640797 0.643363 0.649672 0.649086 0.655856 235.12 237.10

Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 12.000 N/A
0.591603 0.591921 0.595517 0.592629 0.596280 216.64 216.85

Arlngtn Sport Fac Auth 04184EAA7 02/17/93 12/31/08 28.800 0.000 7.9988
636.77 0.205430 0.213646 75.23

Armor Holdings, Inc. 042260AC3 10/29/04 11/01/24 99.000 VARIES 7.0025
0.224060 0.229960 0.236066 0.242386 0.248928 82.44 86.89

Armstrong Cnty Ind Dev 04233KAB2 07/29/99 08/20/34 6.955 0.000 7.7498
62.43 0.027632 0.028703 0.029815 0.030970 0.032170 10.43 11.25

Aubrey ISD 050195HB5 08/07/03 02/15/08 84.421 0.000 3.7800 151.26
0.103053 4.53

Aubrey ISD 050195HC3 08/07/03 02/15/09 79.705 0.000 4.1500 157.94
0.108390 0.110640 0.112935 40.04 4.97

Aubrey ISD 050195HD1 08/07/03 02/15/10 74.664 0.000 4.5300 162.72
0.112502 0.115051 0.117657 0.120321 0.123047 41.66 43.57

Avnet, Inc. 053807AL7 03/05/04 03/15/34 100.000 VARIES 7.8752 0.270043
0.278489 0.287267 0.296391 0.305874 100.56 107.03

Azusa Calif Redev Agy 05502MAB9 06/16/92 12/01/12 16.502 0.000 9.0030
483.64 0.161013 0.168261 0.175835 0.183750 0.192022 59.71 65.21

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. 06048UAC8 05/28/08 05/28/14 100.000 0.000 4.8120
0.133669 0.136885 0.140179 0.143552 28.58 50.09

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Bank of America Corp. 06048UAD6 05/30/08 05/30/14 100.000 0.000 4.9682
0.138006 0.141435 0.144948 0.148549 29.23 51.77

Bank of America Corp. 06048UAE4 05/30/08 05/30/14 100.000 0.000 4.8414
0.134485 0.137740 0.141075 0.144490 28.48 50.40

Bank of America Corp. 06048UAF1 05/30/08 05/28/10 100.000 0.000 3.4893
0.096926 0.098598 0.100318 0.102068 20.51 35.92

Bank of America Corp. 06048UAH7 05/30/08 05/30/12 100.000 0.000 4.5482
0.126341 0.129215 0.132153 0.135158 26.75 47.23

Bank of America Corp. 06048UAK0 06/27/08 06/27/12 100.000 0.000 4.9877
0.138548 0.142004 0.145545 0.149175 25.51 51.79

Bank of America Corp. 06048UAL8 06/27/08 06/27/11 100.000 0.000 4.7827
0.132855 0.136032 0.139285 0.142616 24.46 49.58

Bank of America Corp. 06048UAM6 06/27/08 06/29/09 100.000 0.000 3.2039
0.088999 0.089015 0.090441 16.38 16.10

Bank of America Corp. 06048UAN4 06/27/08 06/28/13 100.000 0.000 5.1535
0.143153 0.143175 0.146864 0.150648 0.154530 26.36 53.58

Bank of America Corp. 06048UAP9 06/27/08 06/28/13 100.000 0.000 5.1535
0.143153 0.143175 0.146864 0.150648 0.154530 26.36 53.58

Bank of America Corp. 06048UAW4 07/25/08 07/25/11 100.000 0.000 4.5484
0.126345 0.129218 0.132157 19.71 46.91

Bank of America Corp. 06048UAX2 07/25/08 07/25/13 100.000 0.000 5.2510
0.145864 0.149693 0.153624 22.75 54.41

Bank of America Corp. 06048UAY0 07/25/08 07/25/12 100.000 0.000 5.0268
0.139635 0.143144 0.146742 21.78 52.01

Bank of America Corp. 06048UBF0 07/29/08 07/29/13 100.000 0.000 5.3290
0.148029 0.151973 0.156023 22.50 55.22

Bank of America Corp. 060505CZ5 02/15/07 02/15/12 100.000 0.250 5.2599
0.149769 0.153525 0.157380 0.161337 0.165397 55.63 58.46

Bank of America Corp. 06050MCB1 02/20/03 02/20/08 100.000 0.000 3.6499
0.119310 5.85

Bank of America Corp. 06050MCH8 04/25/03 04/29/08 100.000 0.000 3.5419
0.115274 13.60

Bank of America Corp. 06050MCK1 05/30/03 06/03/08 100.000 0.000 2.8951
0.091549 13.92

Bank of America Corp. 06050MCQ8 07/25/03 07/29/08 100.000 0.000 3.4570
0.110181 0.112085 23.26

Bank of America Corp. 06050MCS4 11/12/03 11/13/08 100.000 0.000 3.9410
0.127984 0.130506 40.38

Bank of America Corp. 06050MCV7 12/19/03 12/23/08 100.000 0.000 3.6364
0.116724 0.118846 41.47

Bank of America Corp. 06050MCY1 01/30/04 02/03/09 100.000 0.000 3.4992
0.109783 0.111704 0.113658 40.44 3.64

Bank of America Corp. 06050MDA2 03/02/04 03/04/09 100.000 0.000 3.5091
0.110118 0.112050 0.114016 40.45 7.18

Bank of America Corp. 06050MDC8 03/25/04 03/27/09 100.000 0.000 3.3125
0.103247 0.104957 0.106696 37.80 9.18

Bank of America Corp. 06050MDE4 05/28/04 06/01/10 100.000 0.000 4.7926
0.157196 0.160963 0.164820 0.168770 0.172814 57.50 60.29

Bank of America Corp. 06050MDH7 06/25/04 06/28/10 100.000 0.000 4.7147
0.154226 0.157861 0.161583 0.165392 0.169291 56.20 58.88

Bank of America Corp. 06050MDJ3 06/24/04 06/24/10 100.000 0.000 4.7242
0.154527 0.158177 0.161914 0.165738 0.169653 56.34 59.03

Bank of America Corp. 06050MDM6 07/30/04 08/02/10 100.000 0.000 4.5676
0.145327 0.148646 0.152041 0.155513 0.159065 53.92 56.41

Bank of America Corp. 06050MDN4 08/26/04 08/28/09 100.000 0.000 4.2830
0.135136 0.138030 0.140986 0.144005 49.89 33.96

Bank of America Corp. 06050MDR5 09/23/04 09/25/09 100.000 0.000 3.8427
0.119681 0.121981 0.124325 0.126713 43.94 33.25

Bank of America Corp. 06050MEC7 11/26/04 11/26/10 100.000 1.500 4.2768
0.129241 0.131114 0.133027 0.134980 0.136976 47.00 48.38

Bank of America Corp. 06050MED5 11/15/04 11/13/09 100.000 0.000 3.9639
0.123844 0.126298 0.128801 0.131354 45.26 40.65

Bank of America Corp. 06050MEG8 12/27/04 06/28/10 100.000 0.000 4.0825
0.128036 0.130649 0.133316 0.136037 0.138814 46.58 48.50

Bank of America Corp. 06050MEH6 12/28/04 12/28/10 100.000 1.000 4.2553
0.130380 0.132563 0.134793 0.137070 0.139395 47.34 48.95

Bank of America Corp. 06050MEK9 01/27/05 01/28/11 100.000 0.000 4.3233
0.133662 0.136551 0.139503 0.142519 0.145600 49.53 51.70

Bank of America Corp. 06050MEL7 01/28/05 01/28/11 100.000 1.000 4.3662
0.131947 0.134221 0.136545 0.138919 0.141345 48.61 50.32

Bank of America Corp. 06050MEP8 02/24/05 02/24/10 100.000 1.250 4.3096
0.129271 0.131309 0.133390 0.135516 0.137688 47.43 48.95

Bank of America Corp. 06050MER4 03/24/05 03/27/09 100.000 0.000 4.4897
0.139409 0.142539 0.145739 51.35 12.53

Bank of America Corp. 06050MEU7 04/28/05 04/30/09 100.000 1.750 4.3698
0.129709 0.131481 0.133292 47.23 15.86

Bank of America Corp. 06050MEW3 05/27/05 05/27/10 100.000 1.000 4.3093
0.130045 0.132248 0.134499 0.136799 0.139148 47.36 48.99

Bank of America Corp. 06050MEY9 06/24/05 06/25/10 100.000 0.000 4.7416
0.148103 0.151615 0.155209 0.158889 0.162656 53.99 56.58

Bank of America Corp. 06050MEZ6 07/29/05 07/29/11 100.000 1.500 4.5615
0.134737 0.136860 0.139031 0.141252 0.143523 49.54 51.13

Bank of America Corp. 06050MFA0 08/25/05 08/25/10 100.000 1.250 4.5105
0.133745 0.135978 0.138262 0.140597 0.142985 49.12 50.79

Bank of America Corp. 06050MFB8 08/26/05 08/28/09 100.000 0.000 4.4018
0.133430 0.136367 0.139368 0.142435 49.29 33.58

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Bank of America Corp. 06050MFC6 10/28/05 10/28/10 100.000 2.000 4.8533
0.142794 0.144911 0.147079 0.149300 0.151575 52.06 53.63

Bank of America Corp. 06050MFE2 09/28/05 09/29/10 100.000 0.000 4.5189
0.137280 0.140382 0.143553 0.146797 0.150114 50.56 52.87

Bank of America Corp. 06050MFG7 11/21/05 11/24/10 100.000 0.000 4.8973
0.149921 0.153592 0.157353 0.161206 0.165154 54.91 57.63

Bank of America Corp. 06050MFJ1 12/27/05 12/27/10 100.000 1.250 5.0014
0.149750 0.152626 0.155574 0.158597 0.161694 54.45 56.58

Bank of America Corp. 06050MFK8 12/28/05 12/28/11 100.000 1.500 5.0510
0.150657 0.153409 0.156232 0.159125 0.162091 54.75 56.78

Bank of America Corp. 06050MFL6 03/24/06 03/25/11 100.000 0.000 5.1630
0.154838 0.158835 0.162936 0.167142 0.171457 57.24 60.23

Bank of America Corp. 06050MFP7 04/28/06 04/28/11 100.000 1.750 5.5388
0.162844 0.166008 0.169259 0.172600 0.176034 59.60 61.96

Bank of America Corp. 06050MFR3 03/27/06 03/27/09 100.000 0.750 5.1969
0.154240 0.157707 0.161263 56.81 13.87

Bank of America Corp. 06050MFS1 05/26/06 08/26/10 100.000 0.000 5.4111
0.160699 0.165047 0.169512 0.174099 0.178809 59.74 63.01

Bank of America Corp. 06050MFT9 05/25/06 05/25/10 100.000 2.000 5.4394
0.159104 0.161921 0.164813 0.167785 0.170837 57.99 60.08

Bank of America Corp. 06050MFV4 06/27/06 06/27/11 100.000 0.000 5.6598
0.170947 0.175785 0.180759 0.185875 0.191135 62.45 66.04

Bank of America Corp. 06050MFW2 07/28/06 01/28/11 100.000 0.000 5.5354
0.162392 0.166887 0.171506 0.176252 0.181131 60.66 64.07

Bank of America Corp. 06050MFX0 07/28/06 07/29/10 100.000 0.000 5.4654
0.160254 0.164633 0.169132 0.173754 0.178503 59.83 63.14

Bank of America Corp. 06050MFZ5 08/24/06 08/26/10 100.000 0.000 5.2025
0.152174 0.156133 0.160194 0.164361 0.168637 56.50 59.48

Bank of America Corp. 06050MGB7 09/29/06 10/03/11 100.000 0.000 4.9679
0.145019 0.148622 0.152313 0.156097 0.159974 53.50 56.19

Bank of America Corp. 06050MGD3 09/18/06 09/19/11 100.000 0.000 5.1632
0.150946 0.154843 0.158840 0.162941 0.167148 55.85 58.77

Bank of America Corp. 06050MGF8 10/27/06 10/27/11 100.000 0.000 5.2609
0.153926 0.157974 0.162130 0.166395 0.170772 56.67 59.69

Bank of America Corp. 06050MGM3 12/22/06 12/27/11 100.000 0.000 4.9879
0.145653 0.149285 0.153009 0.156825 0.160736 53.12 55.80

Bank of America Corp. 06050MGN1 12/29/06 12/29/11 100.000 0.000 4.9680
0.144942 0.148542 0.152232 0.156014 0.159889 52.84 55.50

Bank of America Corp. 06050MGP6 02/23/07 02/23/12 100.000 0.000 5.2024
0.148270 0.152127 0.156084 0.160145 0.164310 55.07 57.97

Bank of America Corp. 06050MGQ4 01/26/07 01/27/12 100.000 0.000 5.1926
0.148006 0.151849 0.155791 0.159836 0.163986 55.17 58.07

Bank of America Corp. 06050MGU5 02/23/07 11/23/11 100.000 0.000 5.1129
0.147518 0.151289 0.155157 0.159123 0.163191 54.08 56.88

Bank of America Corp. 06050MGV3 02/23/07 02/24/12 100.000 0.000 5.1048
0.145442 0.149154 0.152961 0.156865 0.160869 53.98 56.77

Bank of America Corp. 06050MGW1 02/20/07 02/19/10 100.000 0.000 5.1731
0.147395 0.151208 0.155119 0.159131 0.163247 54.77 57.64

Bank of America Corp. 06050MGY7 03/30/07 03/30/10 100.000 0.000 4.9975
0.142289 0.145845 0.149489 0.153225 0.157053 52.52 55.18

Bank of America Corp. 06050MGZ4 03/29/07 03/29/12 100.000 2.000 5.0300
0.141840 0.144010 0.146235 0.148515 0.150853 51.86 53.48

Bank of America Corp. 06050MHB6 03/30/07 03/30/12 100.000 0.000 4.9829
0.141864 0.145398 0.149021 0.152734 0.156539 52.36 55.00

Bank of America Corp. 06050MHC4 04/27/07 04/27/09 100.000 0.000 4.8413
0.137737 0.141072 0.144486 50.62 16.76

Bank of America Corp. 06050MHD2 04/27/07 04/30/12 100.000 0.000 4.9782
0.141787 0.145316 0.148933 0.152640 0.156440 52.11 54.74

Bank of America Corp. 06050MHF7 05/25/07 02/27/12 100.000 0.000 5.2687
0.148325 0.152232 0.156242 0.160358 0.164583 55.08 58.02

Bank of America Corp. 06050MHK6 06/29/07 07/01/09 100.000 0.000 5.2702
0.150298 0.154258 0.158323 54.82 28.50

Bank of America Corp. 06050MHL4 06/29/07 06/29/12 100.000 2.650 5.5699
0.156979 0.159301 0.161687 0.164140 0.166661 56.94 58.66

Bank of America Corp. 06050MHN0 06/22/07 06/25/09 100.000 0.000 5.3483
0.152606 0.156687 0.160877 55.72 27.99

Bank of America Corp. 06050MHP5 07/27/07 07/28/11 100.000 0.000 5.3581
0.148859 0.152847 0.156942 0.161147 0.165464 55.54 58.56

Bank of America Corp. 06050MHT7 08/30/07 09/01/11 100.000 0.000 5.1144
0.142089 0.145722 0.149449 0.153270 0.157190 52.69 55.42

Bank of America Corp. 06050MHU4 08/31/07 09/02/11 100.000 0.000 5.0622
0.140658 0.144218 0.147869 0.151611 0.155449 52.14 54.81

Bank of America Corp. 06050MHV2 09/28/07 03/28/13 100.000 0.000 5.2121
0.144782 0.148555 0.152426 0.156399 0.160475 53.51 56.34

Bank of America Corp. 06050MHW0 09/27/07 09/29/10 100.000 0.000 4.9389
0.137230 0.140619 0.144092 0.147650 0.151296 50.64 53.18

Bank of America Corp. 06050MHY6 11/30/07 11/30/12 100.000 1.250 4.9200
0.136669 0.139177 0.141746 0.144379 0.147077 49.81 51.67

Bank of America Corp. 06050MJB4 11/29/07 12/01/11 100.000 0.000 4.6068
0.128000 0.130948 0.133964 0.137050 0.140207 46.79 48.97

Bank of America Corp. 06050MJC2 11/30/07 11/30/09 100.000 0.000 4.2646
0.118462 0.120988 0.123568 0.126203 43.26 41.13

Bank of America Corp. 06050MJD0 11/30/07 11/30/10 100.000 0.000 4.4308
0.123080 0.125807 0.128594 0.131443 0.134355 44.97 46.99

Bank of America Corp. 06050MJE8 12/26/07 12/27/12 100.000 0.000 4.8121
0.133688 0.136904 0.140198 0.143572 0.147026 48.73 51.11

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Bank of America Corp. 06050MJF5 12/27/07 12/27/11 100.000 0.000 4.5091
0.125255 0.128079 0.130966 0.133919 0.136939 45.62 47.70

Bank of America Corp. 06050MJH1 12/28/07 06/29/09 100.000 0.000 4.1714
0.115888 0.118306 0.120773 42.16 21.50

Bank of America Corp. 06050MJJ7 12/28/07 12/28/12 100.000 0.000 4.8609
0.135027 0.138309 0.141671 0.145114 0.148641 49.22 51.64

Bank of America Corp. 06050MJN8 02/29/08 02/28/13 100.000 0.000 4.2547
0.115617 0.120034 0.120589 0.125195 36.04 44.55

Bank of America Corp. 06050MJP3 02/29/08 03/04/13 100.000 0.000 4.1447
0.113866 0.112680 0.116922 0.117399 0.121818 35.10 43.35

Bank of America Corp. 06050MJR9 02/28/08 02/28/13 100.000 0.000 4.3135
0.117216 0.121729 0.122326 0.127036 36.54 45.19

Bank of America Corp. 06050MJS7 02/28/08 08/28/13 100.000 0.000 4.4798
0.124442 0.127229 0.130079 0.132993 38.05 47.02

Bank of America Corp. 06050MJT5 02/28/08 02/26/10 100.000 0.000 3.0862
0.085731 0.087039 0.088382 0.089746 26.14 31.91

Bank of America Corp. 06050MJU2 03/28/08 03/28/14 100.000 0.000 4.2156
0.117100 0.119568 0.122089 0.124662 32.20 43.97

Bank of America Corp. 06050MJV0 03/28/08 03/28/11 100.000 0.000 3.0663
0.085177 0.086483 0.087809 0.089155 23.37 31.62

Bank of America Corp. 06050MJX6 03/28/08 03/28/14 100.000 0.000 4.1175
0.114377 0.116731 0.119135 0.121587 31.44 42.91

Bank of America Corp. 06050MJY4 03/28/08 03/28/14 100.000 0.000 4.1175
0.114377 0.116731 0.119135 0.121587 31.44 42.91

Bank of America Corp. 06050MKB2 04/25/08 04/25/14 100.000 0.000 4.4504
0.123625 0.126375 0.129188 0.132062 30.59 46.38

Bank of America Corp. 06050MKC0 04/25/08 04/25/14 100.000 0.000 4.4113
0.122537 0.125239 0.128002 0.130825 30.32 45.95

Bank of America Corp. 06050MKE6 04/25/08 04/26/10 100.000 0.000 3.1748
0.088191 0.088199 0.089600 0.091022 0.092467 21.79 32.70

Bank of America Corp. 06050MKF3 04/25/08 04/25/13 100.000 0.000 4.1763
0.116011 0.118434 0.120907 0.123431 28.70 43.41

Baxter International,Inc 071813604 12/17/02 02/16/08 100.000 VARIES
4.3864 0.122522 5.51

Baxter International,Inc 071813AV1 12/17/02 02/16/08 100.000 VARIES
4.3864 0.122522 5.51

Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 5.2947
0.195996 0.201185 0.206511 0.211978 0.217590 71.84 75.69

Bayerische Landesbank 0727G0CJ7 11/26/04 02/26/09 100.000 0.000 3.8824
0.119881 0.122208 0.124580 44.16 6.85

Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 5.9698
75.45 0.070185 0.072280 0.074438 0.076660 25.64 27.20

Bear Stearns Co., Inc. 073928JS3 06/03/99 06/30/11 46.328 0.000 6.4740
336.98 0.143889 0.148546 0.153355 0.158319 0.163444 52.65 56.11

Bear Stearns Co., Inc. 073928WN9 02/27/02 08/15/13 49.000 0.000 6.3184
214.93 0.118213 0.123288 0.125801 0.131926 0.133875 45.24 48.15

Bear Stearns Co., Inc. 073928Y64 10/11/07 10/11/11 79.721 0.000 5.7469
10.18 0.127265 0.130922 0.134684 0.138554 0.142535 47.07 49.81

Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24 17.103 0.000 7.0298
140.40 0.060331 0.062452 0.064647 0.066919 0.069271 22.28 23.87

BellSouth Telecomm 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500
0.107788 0.111480 0.115298 0.119247 0.123331 39.59 42.35

Bexar Cnty Hsg Fin Corp 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7500
53.62 0.070207 0.072226 0.074302 0.076438 0.078636 26.01 27.52

Bond & Fayette County,IL 097850CG4 04/01/03 12/01/08 105.035 VARIES
3.8666 0.108485 0.107951 35.70

Burlington Coat Factory 121577AA8 04/13/06 10/15/14 75.522 VARIES
14.4995 0.375546 0.402773 0.402772 0.402772 0.402771 142.17 145.00

Burlington Coat Factory 121577AB6 04/13/06 10/15/14 75.522 VARIES
14.4995 0.375546 0.402773 0.402772 0.402772 0.402771 142.17 145.00

Butler Cnty Dev Auth 12359RAV4 01/15/97 05/01/08 41.546 0.000 7.9285
559.12 0.211838 25.42

Butler Cnty Dev Auth 12359RAW2 01/15/97 11/01/08 39.917 0.000 7.9383
538.17 0.203995 0.212092 62.66

Butler Cnty Dev Auth 12359RAX0 01/15/97 05/01/09 38.166 0.000 7.9885
519.32 0.197304 0.205185 0.213381 73.41 25.61

Butler Cnty Dev Auth 12359RAY8 01/15/97 11/01/09 36.700 0.000 7.9885
499.37 0.189727 0.197305 0.205186 0.213381 70.59 63.03

Butler Cnty Dev Auth 12359RAZ5 01/15/97 05/01/10 35.110 0.000 8.0286
481.25 0.183178 0.190532 0.198180 0.206136 0.214411 68.17 73.75

Butler Cnty Dev Auth 12359RBA9 01/15/97 11/01/10 33.621 0.000 8.0586
463.37 0.176614 0.183730 0.191133 0.198834 0.206846 65.73 71.14

Butler Cnty Dev Auth 12359RBB7 01/15/97 05/01/11 32.274 0.000 8.0687
445.62 0.169928 0.176783 0.183915 0.191335 0.199054 63.25 68.45

CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.273065
0.281446 0.290205 0.299357 0.308921 100.33 106.68

CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.273065
0.281446 0.290205 0.299357 0.308921 100.33 106.68

Harrah\'s Oper Co Inc 127687AA9 06/13/05 04/15/24\* 127.250 VARIES N/A
0.235678 6.36\*

Harrah\'s Oper Co Inc 127687AB7 06/13/05 04/15/24\* 127.250 VARIES N/A
0.235678 6.36\*

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

CapitalSource Inc. 14055XAC6 07/07/04 07/15/34 100.000 VARIES 8.2001
0.263682 0.270507 0.277612 0.285008 0.292707 98.47 103.78

CapitalSource Inc. 14055XAD4 07/07/04 07/15/34 100.000 VARIES 8.2001
0.263682 0.270507 0.277612 0.285008 0.292707 98.47 103.78

CapitalSource Inc. 14055XAG7 07/30/07 07/15/12 98.000 7.250 7.7433 1.42
0.009402 0.009736 0.010113 0.010504 0.010911 3.56 3.84

Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15 100.000 9.500
9.4999 0.259563 0.259563 0.260989 0.259563 0.260989 95.11 95.00

Carol Stream PK DT, IL 143735LM8 07/15/08 10/01/27 93.383 5.750 6.3510
0.005022 0.005090 0.005251 0.005418 .84 1.89

Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000
9.8183 0.522377 0.545294 0.569336 0.594559 0.621019 197.16 214.98

Champaign County, IL 158199AR0 03/29/07 12/01/08 102.070 0.000 5.2811
0.155088 0.159183 51.92

Champaign County, IL 158199AS8 03/29/07 12/01/09 102.940 VARIES 5.3606
0.158847 0.163105 0.150538 0.149734 57.70 49.53

Chesapeake Energy Corp. 165167BZ9 05/15/07 05/15/37 100.000 VARIES
6.7505 0.191502 0.195622 0.199881 0.204283 0.208834 70.07 73.16

Chesapeake Energy Corp. 165167CA3 08/14/07 05/15/37 97.625 VARIES 8.0008
0.219951 0.225972 0.232234 0.238746 0.245519 80.83 85.39

Chesapeake Energy Corp. 165167CB1 05/27/08 12/15/38 100.000 VARIES
8.0007 0.222244 0.222883 0.229299 0.235971 0.242911 47.79 83.97

Chiron Corporation 170040AF6 07/30/03 08/01/33\* 100.000 1.625 N/A
0.205100 0.210015 0.215080 49.33\*

Chiron Corporation 170040AG4 07/30/03 08/01/33\* 100.000 1.625 N/A
0.205100 0.210015 0.215080 49.33\*

Chiron Corporation 170040AH2 06/22/04 06/30/34 100.000 2.750 6.5761
0.209877 0.214266 0.218800 0.223483 0.228319 76.35 79.62

Chiron Corporation 170040AJ8 06/22/04 06/30/34 100.000 2.750 6.5761
0.209877 0.214266 0.218800 0.223483 0.228319 76.35 79.62

The Chubb Corporation 171232AK7 06/24/03 08/16/08 100.000 VARIES 3.1054
0.087260 0.086765 19.54

Chukchansi Econ Dev Auth 171276AA6 10/08/02 06/15/09 91.476 14.500
16.6607 58.32 0.047213 0.051146 0.055406 17.84 9.09

Chukchansi Econ Dev Auth 171276AB4 10/08/02 06/15/09 91.476 14.500
16.6607 58.32 0.047213 0.051146 0.055406 17.84 9.09

Cinemark, Inc. 17243RAA9 03/31/04 03/15/14 62.373 VARIES 9.7491 0.234784
0.246229 0.258231 0.270819 0.270818 89.07 96.56

Cinemark, Inc. 17243RAB7 03/31/04 03/15/14 62.373 VARIES 9.7491 0.234784
0.246229 0.258231 0.270819 0.270818 89.07 96.56

Citibank CR Card Iss Tr 17305EEL5 06/25/08 06/20/12 94.946 6.300 7.7994
0.030703 0.031867 0.033109 0.034401 5.72 11.72

Citigroup Global Markets 17307EBE2 07/01/04 09/07/16 51.400 0.000 5.5371
108.39 0.094080 0.096685 0.099362 0.102113 0.104940 34.94 36.90

Citigroup Funding, Inc. 17308CKY1 08/24/07 08/31/12 100.000 1.080 5.0702
0.139400 0.140636 0.145835 0.146350 0.151791 52.04 54.06

Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3199
14.38 0.026204 0.027163 0.028158 0.029188 0.030256 9.70 10.42

Citigroup Funding, Inc. 1730T0AN9 05/19/06 05/19/08 100.000 0.000 5.3749
0.161667 22.31

Citigroup Funding, Inc. 1730T0AT6 07/25/06 07/25/08 100.000 0.000 5.5902
0.164086 0.168672 34.30

Citigroup Funding, Inc. 1730T0AV1 09/06/06 09/05/08 100.000 0.000 5.2226
0.152728 0.156717 37.98

Citigroup Funding, Inc. 1730T0AW9 09/07/06 09/07/11 100.000 0.125 5.2915
0.154683 0.158684 0.162791 0.167006 0.171333 57.33 60.34

Citigroup Funding, Inc. 1730T0AY5 09/26/06 09/26/08 100.000 0.000 5.2584
0.153850 0.157895 41.50

Citigroup Funding, Inc. 1730T0BD0 11/13/06 11/17/09 100.000 0.000 5.2643
0.154123 0.158180 0.162343 0.166616 56.58 52.07

Citigroup Funding, Inc. 1730T0BK4 12/19/06 12/19/08 100.000 0.000 5.0518
0.147508 0.151234 52.00

Citigroup Funding, Inc. 1730T0BQ1 01/26/07 01/26/17\* 100.000 5.420
5.4199 0.150556 3.76\*

Citigroup Funding, Inc. 1730T0BS7 02/07/07 08/07/09\* 100.000 0.000 N/A
0.150085 0.154036 11.87\*

Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES
5.8403 0.159127 0.155930 0.155972 0.156016 0.156061 56.28 56.17

Citigroup Funding, Inc. 1730T0BU2 02/12/07 02/13/08 100.000 0.000 5.3730
0.153285 6.44

Citigroup Funding, Inc. 1730T0CH0 03/28/07 03/28/37 100.000 VARIES
5.6199 0.153198 0.150205 0.150247 0.150290 0.150333 54.34 54.10

Citigroup Funding, Inc. 1730T0CJ6 03/29/07 03/29/09 100.000 VARIES
5.0798 0.144691 0.140182 0.143742 51.19 12.65

Citigroup Funding, Inc. 1730T0CQ0 04/27/07 10/27/08 100.000 0.000 5.0805
0.144710 0.148386 43.50

Citigroup Funding, Inc. 1730T0CR8 05/25/07 05/25/22 100.000 VARIES
5.6847 0.154502 0.150998 0.147395 0.143689 0.144065 54.73 52.28

Citigroup Funding, Inc. 1730T0CU1 05/25/07 05/25/22 100.000 VARIES
5.6847 0.154502 0.150998 0.147395 0.143689 0.144065 54.73 52.28

Citigroup Funding, Inc. 1730T0CV9 05/22/07 05/22/09 100.000 VARIES
5.1300 0.146158 0.141357 0.144983 51.71 20.44

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Citigroup Funding, Inc. 1730T0DB2 05/29/07 06/01/10 100.000 0.000 5.2381
0.149358 0.153270 0.157284 0.161404 0.165631 54.71 57.61

Citigroup Funding, Inc. 1730T0DN6 08/06/07 08/06/37 100.000 7.100 7.0999
0.197222 0.204224 0.211474 0.218981 0.226755 74.33 79.70

Citigroup Funding, Inc. 1730T0EA3 10/25/07 10/25/09 100.000 0.000 4.7496
0.131934 0.135067 0.138274 0.141558 48.48 41.24

Citigroup Funding, Inc. 1730T0EC9 09/27/07 09/27/09 100.000 0.000 5.0202
0.139453 0.142953 0.146541 0.150220 51.50 39.64

Citigroup Funding, Inc. 1730T0ED7 10/29/07 10/29/09 100.000 VARIES
4.6501 0.129170 0.132174 0.129434 0.132444 47.06 39.11

Citigroup Funding, Inc. 1730T0EF2 10/22/07 10/22/22\* 100.000 5.430
5.4299 0.150833 0.150833 17.80\*

Citigroup Funding, Inc. 1730T0EJ4 10/29/07 10/29/19 100.000 VARIES
5.6410 0.156695 0.155238 0.153741 0.152201 0.150618 55.96 54.88

Citigroup Funding, Inc. 1730T0EL9 10/26/07 06/26/09 100.000 0.000 4.6597
0.130444 0.133483 0.136593 47.54 23.90

Citigroup Funding, Inc. 1730T0EM7 10/30/07 06/26/09 100.000 0.000 4.6297
0.129531 0.132529 0.135597 47.20 23.73

Citigroup Funding, Inc. 1730T0EN5 10/30/07 06/26/09 100.000 0.000 4.6297
0.129531 0.132529 0.135597 47.20 23.73

Citigroup Funding, Inc. 1730T0ER6 11/13/07 11/13/09 100.000 0.000 4.7001
0.130561 0.133629 0.136770 0.139984 47.85 43.25

Citigroup Funding, Inc. 1730T0EU9 12/21/07 12/21/09 100.000 0.000 4.7319
0.131442 0.134552 0.137735 0.140994 47.94 48.79

Citigroup Funding, Inc. 1730T0EV7 12/20/07 12/20/09 100.000 4.150 4.7917
0.133103 0.133530 0.133967 0.137177 48.00 47.33

Citigroup Funding, Inc. 1730T0EX3 01/30/08 01/30/13 100.000 2.000 4.5340
0.125945 0.127541 0.129173 0.130842 41.93 46.71

Citigroup Funding, Inc. 1730T0EY1 01/28/08 07/28/09 100.000 0.000 4.3398
0.120550 0.123166 0.125839 40.54 25.98

Citigroup Funding, Inc. 1730T0EZ8 02/14/08 08/14/09 100.000 0.000 3.6297
0.100826 0.102656 0.104519 32.21 23.23

Citigroup Funding, Inc. 1730T0FA2 02/28/08 02/28/23 100.000 5.532 5.5319
0.150326 0.152818 0.150326 0.152818 46.46 55.32

Citigroup Funding, Inc. 1730T0FD6 02/28/08 02/28/10 100.000 0.000 3.8702
0.105169 0.108981 0.109278 0.113239 32.76 40.36

Citigroup Funding, Inc. 1730T0FE4 04/29/08 04/29/10 100.000 0.000 3.9598
0.109996 0.112173 0.114394 0.116659 26.75 41.06

Citigroup Funding, Inc. 1730T0FF1 03/14/08 03/14/10 100.000 0.000 3.1101
0.086394 0.087738 0.089102 0.090488 24.94 32.13

Citigroup Funding, Inc. 1730T0FG9 02/08/08 02/09/15 100.000 0.250 4.4200
0.122779 0.122795 0.125355 0.127972 0.130647 40.03 46.35

Citigroup Funding, Inc. 1730T0FK0 04/28/08 10/28/09 100.000 0.000 3.7299
0.103611 0.105543 0.107512 25.30 31.70

Citigroup Funding, Inc. 1730T0FL8 04/28/08 10/28/10 100.000 0.000 3.8899
0.108055 0.110157 0.112299 0.114484 26.39 40.31

Citigroup Funding, Inc. 1730T0FQ7 05/29/08 05/29/10 100.000 0.000 4.0799
0.113332 0.115644 0.118003 0.120410 24.10 42.21

Citigroup Funding, Inc. 1730T0FR5 04/24/08 04/24/10 100.000 0.000 3.6105
0.100293 0.102103 0.103947 0.105823 24.89 37.34

Citigroup Funding, Inc. 1730T0FT1 05/28/08 05/28/13 100.000 VARIES
5.2999 0.147222 0.151123 0.155128 0.159239 31.49 55.39

Citigroup Funding, Inc. 1730T0FX2 06/27/08 01/12/10 100.000 0.000 4.2859
0.119054 0.119267 0.121823 0.124433 21.94 44.27

Citigroup Funding, Inc. 1730T0FY0 06/27/08 06/27/10 100.000 0.000 4.5498
0.126385 0.129260 0.132201 0.135209 23.27 47.09

Citigroup Funding, Inc. 1730T0FZ7 06/27/08 06/27/11 100.000 0.000 5.1751
0.143753 0.147473 0.151289 0.155204 26.47 53.81

Citigroup Funding, Inc. 1730T0GA1 06/27/08 06/27/20 100.000 6.035 6.0349
0.167639 0.167639 0.167639 0.167639 30.85 60.35

Citigroup Funding, Inc. 1730T0GD5 07/30/08 07/30/13 100.000 4.000 5.6733
0.157594 0.158913 0.160269 23.80 57.38

Citigroup Funding, Inc. 1730T0GF0 07/29/08 07/29/10 100.000 0.000 4.2801
0.118893 0.121437 0.124036 18.07 44.04

Citigroup Funding, Inc. 1730T0GH6 07/24/08 07/24/10 100.000 0.000 4.4699
0.124164 0.126939 0.129776 19.49 46.08

Citigroup Funding, Inc. 1730T0GK9 08/29/08 08/29/13 100.000 VARIES
5.6500 0.154373 0.159607 0.157044 19.30 57.63

Citigroup Funding, Inc. 17311G250 12/21/07 07/17/12 100.000 0.000 5.0040
0.139002 0.139504 0.142994 0.146572 0.150240 50.79 53.31

Citigroup Funding, Inc. 17311G540 08/24/07 08/31/12 100.000 2.800 5.0771
0.139542 0.139598 0.143550 0.142863 0.146954 51.58 52.69

Citigroup Funding, Inc. 17311GBD3 10/10/07 10/10/14 100.000 0.000 5.1599
0.143333 0.147031 0.150824 0.154715 0.158707 52.87 55.64

Citigroup Funding, Inc. 17313G431 08/27/08 09/07/10 100.000 0.000 4.4502
0.123618 0.123771 0.126525 0.129340 15.35 45.69

Citigroup Funding, Inc. 17313G456 08/26/08 08/26/10 100.000 0.000 4.3303
0.120287 0.122891 0.125552 15.04 44.43

Citigroup Funding, Inc. 17313G589 07/30/08 08/05/10 100.000 0.000 4.6499
0.129164 0.129248 0.132253 0.135327 19.52 47.96

Citigroup Funding, Inc. 17313G746 04/29/08 05/07/13 100.000 0.000 5.5901
0.155281 0.155474 0.159819 0.164286 0.168878 37.86 58.83

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Citigroup Funding, Inc. 17313G753 04/29/08 11/06/09 100.000 0.000 3.8378
0.106608 0.106687 0.108735 0.110821 25.93 33.54

Citigroup Funding, Inc. 17313G886 03/28/08 04/08/10 100.000 0.000 3.5060
0.097389 0.097484 0.099193 0.100932 0.102702 26.75 36.31

Citigroup Funding, Inc. 17313T862 06/27/08 07/09/10 100.000 0.000 4.6044
0.127902 0.128099 0.131048 0.134065 23.57 47.67

Clinton & Wash Cntys IL 187327AQ4 05/13/04 12/01/08 105.302 VARIES
4.2055 0.118287 0.117561 38.90

Cogent Communications 19239VAA2 06/11/07 06/15/14 97.750 1.000 1.3372
1.71 0.008591 0.008649 0.008706 0.008765 0.008823 3.10 3.15

Cogent Communications 19239VAB0 06/11/07 06/15/14 97.750 1.000 1.3372
1.71 0.008591 0.008649 0.008706 0.008765 0.008823 3.10 3.15

Community Unit SD #5, IL 193863AF4 06/26/08 12/01/11 103.045 VARIES
4.5929 0.131467 0.134067 0.137145 0.129769 24.40 48.69

Community Unit SD #5, IL 193863AG2 06/26/08 12/01/12 102.941 VARIES
4.8027 0.137334 0.140174 0.143540 0.135981 25.49 50.94

Community Unit SD #5, IL 193863AH0 06/26/08 12/01/13 102.730 VARIES
4.9590 0.141511 0.144533 0.148117 0.140425 26.27 52.55

Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14 102.273 VARIES
5.1132 0.145263 0.148461 0.152257 0.144432 26.97 54.01

Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154
0.592547 0.620780 0.650498 0.681779 0.714704 222.80 244.69

Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3810
0.578704 0.605859 0.634422 0.664469 0.696075 215.78 236.64

CompuCredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES
9.1300 0.288790 0.294194 0.308151 0.312468 0.327577 107.31 113.89

CompuCredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES
9.1300 0.288790 0.294194 0.308151 0.312468 0.327577 107.31 113.89

CompuCredit Corporation 20478NAC4 11/23/05 01/31/36 100.000 5.875 N/A
0.259330 0.266731 0.268537 0.277987 0.278594 97.68 101.28

CompuCredit Corporation 20478NAD2 11/23/05 01/31/36 100.000 5.875 N/A
0.259330 0.266731 0.268537 0.277987 0.278594 97.68 101.28

Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 7.3752 0.220404
0.224947 0.229657 0.234540 0.239604 81.01 84.46

Conseco, Inc. 208464BH9 08/15/05 09/30/35 99.000 3.500 7.3752 0.220404
0.224947 0.229657 0.234540 0.239604 81.01 84.46

Convergent Communication 211914AC0 04/02/98 04/01/08 95.696 13.000
13.8065 41.15 0.020957 1.89

Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 5.5696
83.80 0.094363 0.096991 0.099692 0.102468 0.105322 34.60 36.56

Cook County, Illinois 213309KS5 04/28/05 12/01/17 49.824 0.000 5.6095
79.53 0.089611 0.092124 0.094708 0.097365 0.100095 32.87 34.73

Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396
75.79 0.085555 0.088010 0.090536 0.093134 0.095807 31.39 33.22

Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697
71.72 0.080987 0.083324 0.085727 0.088200 0.090745 29.72 31.46

Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197
67.86 0.076686 0.078918 0.081214 0.083577 0.086009 28.14 29.81

Cook County, Illinois 213314DE4 09/16/03 12/01/08 79.030 0.000 4.5687
169.17 0.121305 0.124076 40.53

Cook County, IL SD #89 214201FV2 09/07/05 12/01/10 78.217 0.000 4.7487
89.93 0.114586 0.117307 0.120092 0.122943 0.125862 41.91 43.92

Cook County, IL SD #89 214201FW0 09/07/05 12/01/11 73.907 0.000 4.9088
87.97 0.112313 0.115070 0.117894 0.120788 0.123752 41.10 43.14

Cook County, IL SD #89 214201FX8 09/07/05 12/01/12 70.159 0.000 4.9590
84.40 0.107827 0.110500 0.113240 0.116048 0.118926 39.46 41.44

Cook County, IL SD #89 214201FY6 09/07/05 12/01/13 66.377 0.000 5.0390
81.20 0.103841 0.106457 0.109139 0.111889 0.114708 38.01 39.95

Cook County, IL SD #89 214201FZ3 09/07/05 12/01/14 62.531 0.000 5.1492
78.25 0.100203 0.102783 0.105429 0.108143 0.110928 36.69 38.61

Cook County, IL SD #89 214201GB5 12/13/07 12/01/14 67.830 0.000 5.6497
1.92 0.106449 0.109257 0.112343 0.115517 0.118780 39.00 41.21

Cook County, IL SD #89 214201GC3 12/13/07 12/01/15 63.659 0.000 5.7497
1.83 0.101673 0.104402 0.107403 0.110491 0.113667 37.27 39.41

Cook County, IL SD #89 214201GD1 12/13/07 12/01/16 59.629 0.000 5.8497
1.74 0.096890 0.099538 0.102449 0.105446 0.108530 35.52 37.60

Cook County, IL SD #89 214201GE9 12/13/07 12/01/17 55.745 0.000 5.9498
1.66 0.092132 0.094691 0.097508 0.100408 0.103395 33.79 35.80

Cook County, IL SD #89 214201GF6 12/13/07 12/01/18 52.014 0.000 6.0498
1.57 0.087408 0.089878 0.092597 0.095398 0.098283 32.07 34.01

Cook County, IL SD #89 214201GG4 12/13/07 12/01/19 48.439 0.000 6.1497
1.49 0.082744 0.085122 0.087739 0.090437 0.093218 30.37 32.24

Cook County, IL SD #89 214201GH2 12/13/07 12/01/20 45.022 0.000 6.2498
1.41 0.078159 0.080441 0.082954 0.085547 0.088220 28.69 30.49

Cook County, IL SD #89 214201GJ8 12/13/07 12/01/21 41.765 0.000 6.3498
1.33 0.073665 0.075851 0.078259 0.080743 0.083307 27.05 28.77

Cook County, IL SD #89 214201GK5 12/13/07 12/01/22 38.951 0.000 6.3998
1.25 0.069242 0.071312 0.073594 0.075949 0.078380 25.43 27.06

Cook County, IL SD #89 214201GL3 12/13/07 12/01/23 36.291 0.000 6.4498
1.17 0.065019 0.066977 0.069137 0.071367 0.073668 23.88 25.43

Cook County, IL SD #89 214201GM1 12/13/07 12/01/24 33.947 0.000 6.4698
1.10 0.061008 0.062851 0.064884 0.066983 0.069150 22.41 23.86

Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7496
101.84 0.068813 0.071479 0.074249 0.077126 0.080115 25.42 27.42

Cook County, IL SD #104 214471JS4 02/08/07 12/01/10 81.913 0.000 5.2980
39.46 0.125802 0.129134 0.132555 0.136066 0.139671 46.09 48.57

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Cook County, IL SD #104 214471JT2 02/08/07 12/01/11 77.556 0.000 5.3485
37.72 0.120292 0.123509 0.126812 0.130203 0.133685 44.08 46.47

Cook County, IL SD #104 214471JU9 02/08/07 12/01/12 73.485 0.000 5.3685
35.87 0.114424 0.117495 0.120649 0.123888 0.127213 41.93 44.21

Cook County, IL SD #104 214471JV7 02/08/07 12/01/13 69.553 0.000 5.3989
34.15 0.108940 0.111880 0.114901 0.118002 0.121188 39.93 42.11

Cook County, IL SD #123 214651JV4 10/15/07 12/01/13 71.288 0.000 5.5988
8.45 0.111662 0.114788 0.118002 0.121305 0.124701 40.95 43.28

Cook County, IL SD #123 214651JW2 10/15/07 12/01/14 66.759 0.000 5.7491
8.13 0.107396 0.110483 0.113659 0.116926 0.120287 39.41 41.70

Cook County, IL SD #123 214651JX0 10/15/07 12/01/15 62.337 0.000 5.8991
7.79 0.102919 0.105954 0.109079 0.112297 0.115609 37.78 40.04

Cook County, IL SD #123 214651JY8 10/15/07 12/01/16 58.297 0.000 5.9991
7.41 0.097892 0.100829 0.103853 0.106968 0.110177 35.95 38.14

Cook County, IL SD #123 214651JZ5 10/15/07 12/01/17 54.681 0.000 6.0492
7.00 0.092593 0.095393 0.098279 0.101251 0.104314 34.01 36.10

Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992
6.62 0.087489 0.090157 0.092906 0.095739 0.098659 32.14 34.13

Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1392
6.24 0.082542 0.085076 0.087688 0.090379 0.093154 30.33 32.22

Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294
5.90 0.077949 0.080377 0.082880 0.085462 0.088123 28.65 30.46

Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2694
5.55 0.073382 0.075682 0.078055 0.080501 0.083025 26.97 28.69

Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794
5.22 0.068999 0.071165 0.073399 0.075704 0.078081 25.36 26.98

Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895
4.91 0.064864 0.066904 0.069008 0.071178 0.073417 23.84 25.37

Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995
4.61 0.060966 0.062886 0.064867 0.066910 0.069017 22.41 23.84

Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3095
4.33 0.057290 0.059098 0.060962 0.062885 0.064869 21.06 22.41

Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195
4.07 0.053826 0.055526 0.057281 0.059091 0.060958 19.79 21.06

Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3295
3.94 0.052161 0.053812 0.055515 0.057272 0.059084 19.18 20.41

Cook County, IL SD #127 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794
61.54 0.079029 0.081155 0.083337 0.085579 0.087881 28.96 30.54

Cook County, IL SD #127 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4494
58.54 0.075249 0.077299 0.079406 0.081569 0.083792 27.58 29.11

Cook County, IL SD #127 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5194
55.61 0.071540 0.073515 0.075544 0.077628 0.079771 26.23 27.70

Cook County, IL SD #127 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5794
52.73 0.067889 0.069783 0.071729 0.073730 0.075787 24.90 26.30

Cook County, IL SD #127 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6395
49.94 0.064341 0.066156 0.068021 0.069939 0.071911 23.60 24.95

Cook County, IL SD #127 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895
47.23 0.060895 0.062627 0.064409 0.066241 0.068125 22.34 23.63

Cook County, IL SD #127 214723DC9 09/07/05 12/01/13 66.537 0.000 5.0090
80.89 0.103404 0.105994 0.108649 0.111370 0.114159 37.85 39.77

Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 5.2494
144.53 0.112536 0.115489 0.118520 0.121631 0.124824 41.22 43.42

Cook County, Illinois 215030CP0 01/08/04 12/01/13 58.732 0.000 5.4494
140.24 0.109635 0.112622 0.115691 0.118843 0.122081 40.19 42.41

Cook County, Illinois 215030CQ8 01/08/04 12/01/14 54.489 0.000 5.6495
135.36 0.106253 0.109255 0.112341 0.115514 0.118777 38.97 41.21

Cook County, Illinois 215030CR6 01/08/04 12/01/15 50.650 0.000 5.7994
129.51 0.101967 0.104924 0.107966 0.111097 0.114318 37.42 39.62

Cook County, IL SD #148 215075FA5 07/09/08 12/01/27 94.524 6.000 6.5007
0.004022 0.004125 0.004259 0.004398 .69 1.52

Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 4.9998
149.97 0.103269 0.105851 0.108497 0.111209 0.113990 37.80 39.71

Cook County, Illinois 215093EW1 06/17/03 12/01/14 55.539 0.000 5.1998
145.77 0.100839 0.103461 0.106151 0.108911 0.111742 36.93 38.88

Cook County, Illinois 215093EX9 06/17/03 12/01/15 51.495 0.000 5.3998
140.94 0.097939 0.100583 0.103299 0.106088 0.108952 35.89 37.86

Cook County, Illinois 215183FW9 12/10/03 12/01/12 60.122 0.000 5.7499
155.58 0.120299 0.123758 0.127316 0.130976 0.134741 44.14 46.72

Cook County, Illinois 215183FX7 12/10/03 12/01/13 55.449 0.000 5.9998
150.40 0.116895 0.120402 0.124014 0.127734 0.131566 42.93 45.54

Cook County, Illinois 215183FY5 12/10/03 12/01/14 51.438 0.000 6.1497
143.40 0.111794 0.115231 0.118774 0.122427 0.126191 41.07 43.64

Cook County, Illinois 215183FZ2 12/10/03 12/01/15 47.578 0.000 6.2999
136.24 0.106544 0.109900 0.113361 0.116932 0.120616 39.16 41.67

Cook County, IL SD #153 215183GJ7 05/14/08 12/15/13 74.458 0.000 5.3491
0.110630 0.111146 0.114118 0.117170 0.120304 25.26 41.73

Cook County, IL SD #153 215183GK4 05/14/08 12/15/14 69.640 0.000 5.5691
0.107717 0.108249 0.111263 0.114361 0.117546 24.60 40.71

Cook County, IL SD #153 215183GL2 05/14/08 12/15/15 64.808 0.000 5.7992
0.104383 0.104921 0.107964 0.111094 0.114316 23.85 39.53

Cook County, IL SD #153 215183GM0 05/14/08 12/15/16 59.694 0.000 6.0984
0.099446 0.099995 0.103610 0.106186 0.110025 23.24 38.40

Cook County, IL SD #153 215183GN8 05/14/08 12/15/17 55.331 0.000 6.2694
0.096347 0.096880 0.099917 0.103049 0.106279 22.02 36.64

Cook County, IL SD #153 215183GP3 05/14/08 12/15/18 51.329 0.000 6.3994
0.091233 0.091747 0.094683 0.097712 0.100839 20.86 34.73

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Cook County, IL SD #153 215183GQ1 05/14/08 12/15/19 47.338 0.000 6.5593
0.086247 0.086740 0.089584 0.092522 0.095557 19.72 32.87

Cook County, IL SD #155 215219DZ6 02/01/01 12/01/08 59.225 0.000 6.7985
348.38 0.176636 0.182640 59.37

Cook County, IL SD #155 215219EA0 02/01/01 12/01/09 55.158 0.000 6.8487
327.40 0.166271 0.171964 0.177853 0.183943 61.23 59.79

Cook County, IL SD #155 215219EB8 02/01/01 12/01/10 51.321 0.000 6.8987
307.37 0.156352 0.161745 0.167324 0.173096 0.179066 57.59 61.63

Cook County, IL SD #155 215219EG7 02/01/01 12/01/14 37.337 0.000 7.2490
237.77 0.122322 0.126755 0.131350 0.136111 0.141044 45.10 48.43

Cook County, IL SD #155 215219EH5 02/01/01 12/01/15 34.277 0.000 7.3490
222.04 0.114597 0.118808 0.123174 0.127700 0.132392 42.27 45.43

Cook County, Illinois 215219FC5 06/30/03 12/01/08 81.113 0.000 3.8995
154.11 0.104218 0.106250 34.76

Cook County, Illinois 215219FD3 06/30/03 12/01/09 76.100 0.000 4.2996
160.73 0.109694 0.112053 0.114462 0.116922 40.06 38.22

Cook County, Illinois 215219FE1 06/30/03 12/01/10 71.619 0.000 4.5496
160.87 0.110424 0.112936 0.115505 0.118132 0.120819 40.36 42.21

Cook County, Illinois 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998
118.60 0.082807 0.085002 0.087254 0.089566 0.091940 30.34 31.97

Cook County, IL SD #155 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998
113.09 0.079140 0.081277 0.083471 0.085725 0.088039 29.00 30.59

Cook County, IL SD #155 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498
107.41 0.075250 0.077301 0.079407 0.081571 0.083794 27.58 29.11

Cook County, IL SD #155 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497
102.02 0.071637 0.073624 0.075667 0.077767 0.079925 26.27 27.75

Cook County, IL SD #155 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497
96.69 0.068043 0.069965 0.071941 0.073973 0.076063 24.96 26.39

Cook County, IL SD #155 215219GA8 06/02/05 12/01/15 59.242 0.000 5.0500
81.40 0.094128 0.096505 0.098941 0.101440 0.104001 34.46 36.22

Cook County, IL SD #155 215219GB6 06/02/05 12/01/16 55.669 0.000 5.1601
78.25 0.090620 0.092958 0.095356 0.097817 0.100340 33.19 34.92

Cook County, IL SD #155 215219GC4 06/02/05 12/01/17 52.327 0.000 5.2501
74.90 0.086856 0.089136 0.091476 0.093877 0.096341 31.82 33.51

Cook County, IL SD #155 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3100
71.41 0.082877 0.085077 0.087336 0.089655 0.092035 30.37 32.00

Cook County, IL SD #155 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3600
67.96 0.078923 0.081038 0.083210 0.085440 0.087730 28.92 30.49

Cook County, IL SD #155 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801
64.52 0.074946 0.076963 0.079033 0.081159 0.083342 27.47 28.96

Cook County, IL SD #155 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700
61.37 0.071379 0.073331 0.075337 0.077397 0.079514 26.17 27.62

Cook County, IL SD #155 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000
58.18 0.067703 0.069564 0.071477 0.073443 0.075463 24.82 26.21

Cook County, IL SD #155 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5600
55.15 0.064224 0.066009 0.067845 0.069731 0.071669 23.55 24.88

Cook County, IL SD #155 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6100
52.21 0.060838 0.062545 0.064299 0.066103 0.067957 22.31 23.58

Cook County, IL SD #155 215219GY6 06/29/06 12/01/08 87.231 0.000 5.7179
77.38 0.150125 0.154417 50.31

Cook County, IL SD #155 215219GZ3 06/29/06 12/01/09 82.420 0.000 5.7285
73.25 0.142130 0.146201 0.150389 0.154697 52.15 50.40

Cook County, IL SD #155 215219HA7 06/29/06 12/01/10 77.826 0.000 5.7488
69.42 0.134721 0.138593 0.142577 0.146675 0.150891 49.43 52.31

Cook County, IL SD #155 215219HB5 06/29/06 12/01/16 54.002 0.000 5.9995
50.33 0.097896 0.100832 0.103857 0.106973 0.110181 35.95 38.14

Cook County, IL SD #155 215219HC3 06/29/06 12/01/17 50.621 0.000 6.0495
47.59 0.092595 0.095396 0.098281 0.101254 0.104316 34.01 36.10

Cook County, IL SD #155 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996
44.95 0.087491 0.090159 0.092909 0.095742 0.098662 32.14 34.13

Cook County, IL SD #155 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1196
42.36 0.082467 0.084990 0.087591 0.090271 0.093033 30.30 32.18

Cook County, IL SD #155 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1496
39.91 0.077728 0.080119 0.082582 0.085121 0.087739 28.56 30.34

Cook County, IL SD #155 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1696
37.58 0.073199 0.075457 0.077785 0.080184 0.082658 26.90 28.58

Cook County, IL SD #155 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1996
35.37 0.068917 0.071053 0.073256 0.075527 0.077868 25.32 26.92

Cook County, IL SD #155 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2197
33.28 0.064843 0.066859 0.068939 0.071083 0.073293 23.83 25.33

Cook County, IL SD #155 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498
31.29 0.060982 0.062888 0.064853 0.066880 0.068970 22.41 23.84

Cook County, IL SD #155 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697
29.41 0.057326 0.059123 0.060976 0.062888 0.064859 21.07 22.41

Cook County, IL SD #155 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2996
28.49 0.055549 0.057299 0.059104 0.060966 0.062886 20.42 21.73

Cook County, IL SD #155 215219JB3 06/29/06 12/01/08 87.231 0.000 5.7179
77.38 0.150125 0.154417 50.31

Cook County, IL SD #155 215219JC1 06/29/06 12/01/09 82.420 0.000 5.7285
73.25 0.142130 0.146201 0.150389 0.154697 52.15 50.40

Cook County, IL SD #155 215219JD9 06/29/06 12/01/10 77.826 0.000 5.7488
69.42 0.134721 0.138593 0.142577 0.146675 0.150891 49.43 52.31

Cook County, IL SD #155 215219JE7 06/29/06 12/01/11 73.537 0.000 5.7490
65.59 0.127300 0.130960 0.134724 0.138597 0.142581 46.71 49.43

Cook County, IL SD #155 215219JF4 06/29/06 12/01/12 69.397 0.000 5.7692
62.13 0.120591 0.124070 0.127649 0.131331 0.135119 44.25 46.84

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Cook County, IL SD #155 215219JG2 06/29/06 12/01/13 65.418 0.000 5.7993
58.88 0.114317 0.117632 0.121042 0.124552 0.128164 41.95 44.42

Cook County, IL SD #155 215219JH0 06/29/06 12/01/14 61.530 0.000 5.8495
55.87 0.108527 0.111701 0.114968 0.118331 0.121792 39.83 42.20

Cook County, IL SD #155 215219JJ6 06/29/06 12/01/15 57.818 0.000 5.8994
52.96 0.102921 0.105957 0.109082 0.112300 0.115612 37.78 40.04

Cook County, IL SD #155 215219JK3 06/29/06 12/01/16 54.002 0.000 5.9995
50.33 0.097896 0.100832 0.103857 0.106973 0.110181 35.95 38.14

Cook County, IL SD #155 215219JL1 06/29/06 12/01/17 50.621 0.000 6.0495
47.59 0.092595 0.095396 0.098281 0.101254 0.104316 34.01 36.10

Cook County, IL SD #155 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996
44.95 0.087491 0.090159 0.092909 0.095742 0.098662 32.14 34.13

Cook County, IL SD #155 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1196
42.36 0.082467 0.084990 0.087591 0.090271 0.093033 30.30 32.18

Cook County, Illinois 215255EW6 06/30/04 12/01/11 66.619 0.000 5.5494
140.88 0.123839 0.127275 0.130807 0.134436 0.138166 45.41 47.96

Cook County, Illinois 215255EX4 06/30/04 12/01/12 62.198 0.000 5.7195
135.92 0.119840 0.123267 0.126792 0.130418 0.134148 43.97 46.52

Cook County, Illinois 215255EY2 06/30/04 12/01/13 57.985 0.000 5.8696
130.33 0.115229 0.118611 0.122092 0.125675 0.129363 42.30 44.82

Cook County, Illinois 215255EZ9 06/30/04 12/01/14 53.847 0.000 6.0295
124.64 0.110507 0.113839 0.117271 0.120806 0.124448 40.59 43.07

Cook County, Illinois 215255FA3 06/30/04 12/01/15 50.015 0.000 6.1596
118.50 0.105311 0.108555 0.111898 0.115344 0.118897 38.69 41.11

Cook County, Illinois 215381HQ0 08/07/03 12/01/12 61.760 0.000 5.2392
157.91 0.112373 0.115316 0.118337 0.121437 0.124618 41.16 43.35

Cook County, Illinois 215381HR8 08/07/03 12/01/13 57.537 0.000 5.4293
153.03 0.109359 0.112328 0.115377 0.118509 0.121726 40.08 42.29

Cook County, Illinois 215381HS6 08/07/03 12/01/14 53.466 0.000 5.6091
147.44 0.105785 0.108751 0.111802 0.114937 0.118161 38.80 41.00

Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 4.9998
149.97 0.103269 0.105851 0.108497 0.111209 0.113990 37.80 39.71

Cook County, Illinois 215903EW1 06/17/03 12/01/14 55.539 0.000 5.1998
145.77 0.100839 0.103461 0.106151 0.108911 0.111742 36.93 38.88

Cook County, Illinois 215903EX9 06/17/03 12/01/15 51.495 0.000 5.3998
140.94 0.097939 0.100583 0.103299 0.106088 0.108952 35.89 37.86

Corvallie, Benton County 2208855D5 03/12/02 01/01/09 67.064 0.000 5.9584
272.34 0.156074 0.160724 57.02

Corvallie, Benton County 2208855E3 03/12/02 01/01/10 62.052 0.000 6.2087
264.37 0.152613 0.157351 0.162236 0.167272 55.79 59.31

Corvallie, Benton County 2208855F0 03/12/02 01/01/11 57.678 0.000 6.3487
252.25 0.146202 0.150843 0.155631 0.160572 53.47 56.92

Corvallie, Benton County 2208855G8 03/12/02 01/01/12 53.670 0.000 6.4489
239.08 0.138971 0.143452 0.148077 0.152852 50.84 54.17

Corvallie, Benton County 2208855H6 03/12/02 01/01/13 49.793 0.000 6.5588
226.27 0.131944 0.136271 0.140740 0.145355 48.28 51.50

Corvallie, Benton County 2208855J2 03/12/02 01/01/14 46.414 0.000 6.6090
212.83 0.124281 0.128388 0.132631 0.137014 45.48 48.54

Corvallie, Benton County 2208855K9 03/12/02 01/01/15 43.223 0.000 6.6591
199.97 0.116942 0.120836 0.124859 0.129016 42.80 45.70

Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 6.7591
188.10 0.110315 0.114043 0.117897 0.121882 40.38 43.16

Corvallie, Benton County 2208855M5 03/12/02 01/01/17 37.109 0.000 6.8092
176.28 0.103533 0.107057 0.110702 0.114471 37.91 40.53

Carvallie, Benton County 2208855N3 03/12/02 01/01/18 34.442 0.000 6.8591
165.04 0.097067 0.100396 0.103839 0.107400 35.54 38.02

Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9091
154.35 0.090914 0.094054 0.097304 0.100665 33.29 35.63

Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592
144.21 0.085063 0.088023 0.091086 0.094256 31.16 33.36

Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9893
134.63 0.079482 0.082259 0.085134 0.088109 29.11 31.18

Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0193
125.62 0.074221 0.076826 0.079523 0.082314 27.19 29.13

Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594
117.09 0.069265 0.071710 0.074241 0.076862 25.38 27.20

Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 3.5000
216.29 0.068719 0.069922 0.071145 0.072390 0.073657 25.28 26.17

Costco Companies, Inc. 22160QAB8 08/19/97 08/19/17 49.960 0.000 3.5000
216.29 0.068719 0.069922 0.071145 0.072390 0.073657 25.28 26.17

Costco Companies, Inc. 22160QAC6 08/19/97 08/19/17 49.960 0.000 3.5000
216.29 0.068719 0.069922 0.071145 0.072390 0.073657 25.28 26.17

Covad Communications 222814AD7 03/11/98 03/15/08 50.666 VARIES 13.8062
0.378749 28.03

Covad Communications 222814AG0 03/11/98 03/15/08 50.666 VARIES 13.8062
0.378749 28.03

Covad Communications 222814AH8 03/11/98 03/15/08 50.666 VARIES 13.8062
0.378749 28.03

Cox Communications, Inc. 224044BB2 02/23/01 02/23/21 69.503 0.348 2.2500
89.59 0.039060 0.039499 0.039943 0.040393 0.040847 14.25 14.58

Credit Suisse USA, Inc. 22541FDM5 04/28/06 10/30/09 100.000 0.000 5.4114
0.162902 0.167310 0.171837 0.176486 59.98 52.22

Credit Suisse USA, Inc. 22541FDN3 02/28/06 08/31/10 100.000 0.000 5.1563
0.152899 0.155136 0.161773 0.163238 0.170222 57.46 60.36

Credit Suisse USA, Inc. 22541FDP8 02/02/06 08/17/09 100.000 0.000 5.0482
0.151436 0.155258 0.159177 0.163195 56.24 36.70

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Credit Suisse USA, Inc. 22541FDQ6 03/22/06 09/30/09 100.000 0.000 5.1196
0.153613 0.157545 0.161578 0.165715 56.73 44.21

Credit Suisse USA, Inc. 22541FDR4 04/28/06 04/29/13 100.000 0.000 5.5223
0.166486 0.171083 0.175807 0.180662 0.185650 61.34 64.77

Credit Suisse USA, Inc. 22541FDS2 04/28/06 07/28/10 100.000 0.000 5.4196
0.160967 0.165329 0.169809 0.174411 0.179137 60.09 63.39

Credit Suisse USA, Inc. 22541FDT0 05/26/06 05/26/09 100.000 0.000 5.4700
0.164757 0.169264 0.173893 60.44 25.21

Credit Suisse USA, Inc. 22541FDU7 05/31/06 08/31/10 100.000 0.000 5.4966
0.161613 0.164250 0.171561 0.173402 0.181121 60.86 64.13

Credit Suisse USA, Inc. 22541FDV5 07/28/06 07/28/10 100.000 0.000 5.5850
0.163926 0.168504 0.173209 0.178046 0.183018 61.26 64.73

Credit Suisse USA, Inc. 22541FDW3 07/31/06 01/29/10 100.000 0.000 5.5553
0.162983 0.167510 0.172163 0.176946 0.181860 60.88 64.31

Credit Suisse USA, Inc. 22541FDZ6 09/29/06 06/30/10 100.000 0.000 5.0745
0.150126 0.153935 0.157841 0.161846 0.165952 54.74 57.55

Credit Suisse USA, Inc. 22541FEA0 09/29/06 09/30/10 100.000 0.000 5.0769
0.148299 0.152063 0.155923 0.159882 0.163940 54.76 57.57

Credit Suisse USA, Inc. 22541FEB8 10/27/06 04/30/10 100.000 0.000 5.3259
0.156019 0.160174 0.164440 0.168818 0.173314 57.43 60.53

Credit Suisse USA, Inc. 22541FEC6 09/28/06 09/28/21\* 100.000 VARIES
5.4728 0.141580 12.32\*

Credit Suisse USA, Inc. 22541FEE2 10/31/06 10/29/10 100.000 0.000 5.1407
0.150213 0.154074 0.158034 0.162096 0.166262 55.26 58.13

Credit Suisse USA, Inc. 22541FEG7 11/29/06 11/30/10 100.000 0.000 4.9761
0.145209 0.148822 0.152525 0.156320 0.160209 53.15 55.83

Credit Suisse USA, Inc. 22541FEH5 10/31/06 10/29/10 100.000 0.000 5.3405
0.156354 0.160529 0.164815 0.169216 0.173735 57.56 60.68

Credit Suisse USA, Inc. 22541FEJ1 12/28/06 01/14/11 100.000 0.000 4.9860
0.142270 0.145817 0.149452 0.153178 0.156997 53.05 55.73

Credit Suisse USA, Inc. 22541FEM4 01/31/07 07/29/08 100.000 0.000 5.3183
0.151639 0.155671 32.27

Credit Suisse USA, Inc. 22541FEN2 01/31/07 01/31/11 100.000 0.000 5.2714
0.150289 0.154250 0.158316 0.162488 0.166771 56.03 59.02

Credit Suisse USA, Inc. 22541FEP7 01/31/07 01/30/09 100.000 0.000 5.3522
0.149313 0.154994 0.157412 56.94 4.56

Credit Suisse USA, Inc. 22541FEQ5 02/27/07 08/29/08 100.000 0.000 5.3005
0.147874 0.153461 36.65

Credit Suisse USA, Inc. 22541FER3 02/28/07 11/30/11 100.000 0.000 5.0891
0.146806 0.150542 0.154373 0.158301 0.162329 53.76 56.53

Credit Suisse USA, Inc. 22541HAL6 02/08/06 02/09/09\* 100.000 0.000 N/A
0.152392 0.156268 0.160243 49.62\*

Credit Suisse USA, Inc. 22541HAN2 03/28/06 03/23/11\* 100.000 1.000 N/A
0.153830 0.157110 0.160475 49.56\*

Credit Suisse USA, Inc. 22541HBF8 09/01/06 08/26/13 100.000 1.000 5.3576
0.155303 0.158719 0.162227 0.165829 0.169527 57.39 59.96

Credit Suisse USA, Inc. 22541HBK7 10/18/06 10/11/11 100.000 0.250 5.3153
0.155078 0.159015 0.163056 0.167205 0.171464 57.17 60.12

Credit Suisse USA, Inc. 22541HBQ4 02/13/07 02/07/14 100.000 2.000 5.2240
0.147375 0.149774 0.152235 0.154760 0.157351 54.19 56.00

Credit Suisse USA, Inc. 22541HBU5 04/27/07 04/21/14 100.000 0.250 5.0791
0.144380 0.147870 0.151449 0.155119 0.158882 53.10 55.70

Credit Suisse USA, Inc. 22541HBV3 05/11/07 05/05/14 100.000 1.750 5.1032
0.144054 0.146490 0.148987 0.151549 0.154175 52.57 54.39

Credit Suisse USA, Inc. 2254C0GB7 02/23/06 02/25/08 100.000 0.000 5.1724
0.155162 8.38

Credit Suisse USA, Inc. 2254C0GR2 03/30/06 03/31/08 100.000 0.000 5.2704
0.158284 14.09

Credit Suisse USA, Inc. 2254C0HJ9 05/16/06 05/16/16 100.000 0.000 5.7188
0.172876 0.177820 0.182904 0.188134 0.193514 63.58 67.26

Credit Suisse USA, Inc. 2254C0HM2 05/31/06 08/31/09 100.000 0.000 5.4674
0.163389 0.166924 0.173414 0.176175 60.67 41.60

Credit Suisse USA, Inc. 2254C0HN0 06/16/06 09/30/09 100.000 0.000 5.4959
0.163729 0.168229 0.172851 0.177601 60.58 47.35

Credit Suisse USA, Inc. 2254C0HY6 07/19/06 07/31/09 100.000 0.000 5.6243
0.165451 0.170104 0.174887 0.179805 61.82 37.44

Credit Suisse USA, Inc. 2254C0KC0 10/13/06 10/13/09 100.000 0.000 5.2653
0.154063 0.158119 0.162282 0.166554 56.83 46.53

Credit Suisse USA, Inc. 2254C0KL0 11/24/06 11/30/10 100.000 0.000 5.0169
0.146562 0.150239 0.154008 0.157871 0.161831 53.66 56.38

Credit Suisse USA, Inc. 2254C0KN6 11/30/06 11/28/08 100.000 0.000 5.0696
0.148012 0.151764 49.08

Credit Suisse USA, Inc. 2254C0KX4 02/20/07 08/20/08 100.000 0.000 5.2452
0.149522 0.153444 34.95

Credit Suisse USA, Inc. 2254C0LZ8 02/28/07 02/26/10 100.000 0.000 5.0235
0.139901 0.144992 0.147018 0.153209 0.154496 53.04 55.74

Credit Suisse USA, Inc. 2254C0MG9 02/28/07 03/31/08 100.000 0.000 5.4164
0.155230 13.82

Credit Suisse USA, Inc. 2254C0MP9 03/30/07 09/30/11 100.000 0.000 4.9795
0.141764 0.145293 0.148911 0.152618 0.156418 52.32 54.96

Credit Suisse USA, Inc. 2254C0MW4 04/27/07 10/31/11 100.000 0.000 4.9514
0.141005 0.144496 0.148073 0.151739 0.155496 51.82 54.42

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Credit Suisse USA, Inc. 2254C0NA1 04/30/07 07/29/11 100.000 0.000 4.9688
0.139718 0.143190 0.146747 0.150393 0.154129 51.99 54.61

Credit Suisse USA, Inc. 2254C0NJ2 05/04/07 05/03/12\* 100.000 0.000 N/A
0.144171 0.147821 0.151562 45.56\*

Credit Suisse USA, Inc. 2254C0NP8 05/17/07 05/17/12 100.000 0.000 5.0303
0.143246 0.146849 0.150542 0.154329 0.158210 52.54 55.21

Crum & Forster Hldgs 228800AA6 06/05/03 06/15/13\* 96.985 10.375 10.8761
9.93 0.007776 1.28\*

Crum & Forster Hldgs 228800AB4 06/05/03 06/15/13\* 96.985 10.375 10.8761
9.93 0.007776 1.28\*

Crum & Forster Hldgs 228800AC2 06/05/03 06/15/13\* 96.985 10.375 10.8761
9.93 0.007776 1.28\*

Cytyc Corporation 232946AA1 03/22/04 03/15/24 100.000 VARIES 6.7499
0.219994 0.225310 0.230805 0.236485 0.242357 81.30 85.34

Cytyc Corporation 232946AB9 03/22/04 03/15/24 100.000 VARIES 6.7499
0.219994 0.225310 0.230805 0.236485 0.242357 81.30 85.34

DST Systems, Inc. 233326AA5 08/12/03 08/15/23 100.000 VARIES 8.4000
0.279738 0.286674 0.293902 0.301434 0.309282 103.88 109.25

DST Systems, Inc. 233326AB3 08/12/03 08/15/23 100.000 VARIES 8.4000
0.279738 0.286674 0.293902 0.301434 0.309282 103.88 109.25

DST Systems, Inc. 233326AC1 08/12/03 08/15/23 100.000 3.625 8.4000
0.285164 0.292912 0.300985 0.313627 0.326799 106.21 114.14

DST Systems, Inc. 233326AD9 08/12/03 08/15/23 100.000 3.625 8.4000
0.285164 0.292912 0.300985 0.313627 0.326799 106.21 114.14

Dayton Superior Corp. 240028AB6 06/16/00 06/15/09 95.575 13.000 13.8760
33.06 0.019898 0.021278 0.022755 7.46 3.73

Dayton Superior Corp. 240028AC4 06/16/00 06/15/09 95.575 13.000 13.8760
33.06 0.019898 0.021278 0.022755 7.46 3.73

Dayton Superior Corp. 240028AD2 06/16/00 06/15/09 95.575 13.000 13.8760
33.06 0.019898 0.021278 0.022755 7.46 3.73

Dayton Superior Corp. 240028AE0 06/16/00 06/15/09 95.575 13.000 13.8760
33.06 0.019898 0.021278 0.022755 7.46 3.73

Dayton Superior Corp. 240028AF7 06/16/00 06/15/09 95.575 13.000 13.8760
33.06 0.019898 0.021278 0.022755 7.46 3.73

Dayton Superior Corp. 240028AG5 03/15/03 09/15/08\* 98.088 10.750
11.2252 15.99 0.011837 0.012501 1.09\*

Dayton Superior Corp. 240028AH3 03/15/03 09/15/08\* 98.088 10.750
11.2252 15.99 0.011837 0.012501 1.09\*

Deutsche Bank AG 251525AE1 01/29/03 01/31/08 100.000 0.000 3.3426
0.107807 3.13

Deutsche Bank AG 251525AH4 03/31/03 04/02/08 100.000 0.000 3.3554
0.108282 9.85

Deutsche Bank AG 25152AAB6 10/28/04 10/28/11\* 100.000 VARIES 4.4042
0.129256 15.25\*

Deutsche Bank AG 25152AAC4 11/15/04 11/15/16 100.000 VARIES 5.0434
0.127089 0.125303 0.123471 0.121593 0.120953 45.26 44.00

Deutsche Bank AG 25152AAD2 03/22/05 03/22/10 100.000 VARIES 4.1450
0.115830 0.115665 0.115558 0.115443 0.115297 41.64 41.55

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 25152AAR1 03/24/06 03/25/08 100.000 0.000 5.0294
0.150534 12.64

Deutsche Bank AG 25152ABF6 08/10/06 08/10/09 100.000 VARIES 5.3285
0.146441 0.146655 0.146930 0.147379 52.83 32.26

Deutsche Bank AG 25152ABU3 10/09/07 10/09/22 100.000 VARIES 5.3047
0.147354 0.144558 0.141688 0.138741 0.135716 52.08 49.99

Deutsche Bank AG 25152ABV1 11/01/07 11/01/22 100.000 VARIES 5.1600
0.143335 0.140712 0.138021 0.135261 0.132430 50.81 48.86

Deutsche Bank AG 25152C171 07/03/07 01/08/09 100.000 0.000 5.3620
0.149056 0.153052 0.157155 55.78 1.10

Deutsche Bank AG 25152C197 07/31/07 07/29/11 100.000 0.000 5.1754
0.143764 0.147463 0.151279 0.155194 0.159210 53.56 56.37

Deutsche Bank AG 25152C213 07/31/07 01/30/09 100.000 0.000 5.1024
0.138655 0.143735 0.145800 52.78 4.23

Deutsche Bank AG 25152C296 06/29/07 06/30/09 100.000 0.000 5.1756
0.145890 0.148038 0.154386 53.80 27.79

Deutsche Bank AG 25152C304 12/29/06 06/30/08 100.000 0.000 5.1143
0.149466 26.75

Deutsche Bank AG 25152C312 06/29/07 12/31/08 100.000 0.000 5.1499
0.146759 0.150538 53.37

Deutsche Bank AG 25152C338 06/29/07 06/30/11 100.000 0.000 5.3500
0.152610 0.156693 0.160884 0.165188 0.169607 55.68 58.70

Deutsche Bank AG 25152C395 05/31/07 05/29/09 100.000 0.000 5.0502
0.142209 0.144215 0.150307 52.68 22.25

Deutsche Bank AG 25152C411 05/31/07 05/31/11 100.000 0.000 5.2220
0.148844 0.152730 0.156718 0.160810 0.165009 54.53 57.41

Deutsche Bank AG 25152C478 05/31/07 11/28/08 100.000 0.000 5.2799
0.150495 0.154468 49.93

Deutsche Bank AG 25152C486 04/30/07 04/30/09 100.000 0.000 4.8692
0.138551 0.141924 0.145379 50.90 17.30

Deutsche Bank AG 25152C502 01/31/07 07/31/08 100.000 0.000 5.2604
0.149966 0.153911 32.05

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Deutsche Bank AG 25152C551 04/30/07 04/29/11 100.000 0.000 4.9528
0.140968 0.144459 0.148036 0.151702 0.155459 51.81 54.41

Deutsche Bank AG 25152C569 04/30/07 10/31/08 100.000 0.000 5.0703
0.144414 0.148075 43.84

Deutsche Bank AG 25152C601 01/31/07 01/31/11 100.000 0.000 5.1384
0.146401 0.150162 0.154020 0.157977 0.162036 54.53 57.37

Deutsche Bank AG 25152C643 03/30/07 09/30/08 100.000 0.000 5.1337
0.146265 0.150019 40.02

Deutsche Bank AG 25152C791 02/28/07 02/29/12 100.000 0.000 5.0466
0.142142 0.144145 0.150232 0.151511 0.157909 53.39 56.01

Deutsche Bank AG 25152C817 02/28/07 08/29/08 100.000 0.000 5.2604
0.149966 0.153911 36.40

Deutsche Bank AG 25152CAA4 03/21/03 03/26/08 100.000 0.000 3.4054
0.110172 9.36

Deutsche Bank AG 25152CAC0 06/25/03 06/27/08 100.000 0.000 2.6192
0.081809 14.40

Deutsche Bank AG 25152CAD8 07/02/03 07/07/08 100.000 0.000 2.8456
0.088538 0.089798 16.69

Deutsche Bank AG 25152CAL0 10/03/03 10/07/08 100.000 VARIES 3.2878
0.090911 0.091119 25.13

Deutsche Bank AG 25152CBJ4 04/29/04 05/04/09 100.000 VARIES 3.9589
0.110662 0.110527 0.110251 39.79 13.56

Deutsche Bank AG 25152CBL9 05/24/04 05/26/09 100.000 VARIES 4.3473
0.121376 0.121255 0.121010 43.66 17.55

Deutsche Bank AG 25152CBM7 06/03/04 06/04/09 100.000 VARIES 4.2210
0.117988 0.117844 0.117551 42.44 17.99

Deutsche Bank AG 25152CBN5 06/03/04 06/04/09 100.000 0.000 4.2445
0.136593 0.139492 0.142452 49.85 21.80

Deutsche Bank AG 25152CBP0 06/30/04 07/06/11 100.000 VARIES 4.2057
0.113647 0.113602 0.113557 0.114065 0.114585 40.89 41.15

Deutsche Bank AG 25152CBX3 09/30/04 10/05/09 100.000 VARIES 3.6803
0.102997 0.102874 0.102748 0.102492 37.04 28.11

Deutsche Bank AG 25152CCC8 12/22/04 12/24/09 100.000 0.000 3.9655
0.123952 0.126410 0.128916 0.131472 45.10 45.97

Deutsche Bank AG 25152CCG9 02/03/05 02/03/12 100.000 0.000 4.3481
0.134496 0.137421 0.140408 0.143461 0.146580 49.82 52.01

Deutsche Bank AG 25152CCM6 02/28/05 03/02/10 100.000 0.000 4.2482
0.129674 0.130989 0.135989 0.136613 0.141827 48.47 50.46

Deutsche Bank AG 25152CCN4 02/28/05 03/02/10 100.000 0.000 4.2482
0.129674 0.130989 0.135989 0.136613 0.141827 48.47 50.46

Deutsche Bank AG 25152CCQ7 03/03/05 03/03/10 100.000 0.000 4.2953
0.132691 0.135541 0.138452 0.141425 0.144463 48.96 51.09

Deutsche Bank AG 25152CCS3 04/08/05 04/12/10 100.000 0.000 4.5917
0.142951 0.146233 0.149591 0.153025 0.156539 52.58 55.02

Deutsche Bank AG 25152CCU8 04/20/05 04/22/10 100.000 0.000 4.3177
0.133486 0.136368 0.139312 0.142319 0.145392 48.98 51.11

Deutsche Bank AG 25152CDF0 07/29/05 08/03/10 100.000 0.000 4.5289
0.137660 0.140777 0.143965 0.147225 0.150559 51.05 53.39

Deutsche Bank AG 25152CDG8 07/29/05 02/02/09 100.000 0.000 4.4256
0.134234 0.137204 0.140240 49.75 4.35

Deutsche Bank AG 25152CDN3 08/30/05 09/02/11 100.000 VARIES 4.5019
0.126274 0.126359 0.126445 0.126378 0.126309 45.49 45.49

Deutsche Bank AG 25152CEL6 12/29/05 12/30/10 100.000 0.000 4.8963
0.149846 0.153515 0.157273 0.161123 0.165068 54.61 57.32

Deutsche Bank AG 25152CER3 01/31/06 02/02/11 100.000 0.000 4.9465
0.147893 0.151551 0.155299 0.159140 0.163076 55.00 57.76

Deutsche Bank AG 25152CFF8 05/02/06 05/04/09 100.000 0.000 5.3947
0.162358 0.166737 0.171235 59.74 21.06

Deutsche Bank AG 25152CFK7 05/31/06 12/03/09 100.000 0.000 5.3632
0.161362 0.165689 0.170132 0.174695 59.11 57.31

Deutsche Bank AG 25152CFM3 05/31/06 10/02/08 100.000 0.000 5.3749
0.160306 0.164614 44.22

Deutsche Bank AG 25152CGM2 07/31/06 08/03/09 100.000 0.000 5.3098
0.155499 0.159628 0.163866 0.168216 57.96 35.52

Deutsche Bank AG 25152CGU4 09/22/06 09/28/09 100.000 0.000 4.9549
0.144662 0.148246 0.151919 0.155683 53.40 41.24

Deutsche Bank AG 25152CHU3 12/28/06 12/30/09 100.000 0.000 4.9398
0.144121 0.147680 0.151328 0.155066 52.53 55.00

Deutsche Bank AG 25152CHY5 01/05/07 01/06/12 100.000 0.000 5.0371
0.143464 0.147077 0.150782 0.154579 0.158472 53.58 56.31

Deutsche Bank AG 25152CLT1 06/28/07 06/28/22 100.000 VARIES 5.7871
0.156967 0.153070 0.149059 0.144028 0.138851 55.78 52.72

Deutsche Bank AG 25153EBR1 02/08/01 02/08/08 100.000 2.750 5.7690
0.193460 7.35

Deutsche Bank AG 25153Q146 07/26/07 04/28/10 100.000 0.000 5.1490
0.144912 0.148643 0.152470 0.156395 0.160421 53.32 56.10

Deutsche Bank AG 25153Q237 07/31/07 07/30/10 100.000 0.000 5.1141
0.138971 0.144071 0.146149 0.152371 0.153719 52.90 55.64

Deutsche Bank AG 25153Q278 08/31/07 02/27/09 100.000 0.000 4.9792
0.138313 0.141699 0.145227 51.26 8.13

Deutsche Bank AG 25153Q336 09/28/07 09/30/10 100.000 0.000 4.7169
0.131062 0.134153 0.137317 0.140556 0.143871 48.31 50.61

Deutsche Bank AG 25153Q369 09/28/07 03/31/09 100.000 0.000 4.7427
0.131779 0.134904 0.138103 48.58 12.29

Deutsche Bank AG 25153Q393 11/30/07 11/30/10 100.000 0.000 3.9375
0.109375 0.111528 0.113724 0.115963 0.118246 39.90 41.48

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Deutsche Bank AG 25153Q401 09/28/07 09/30/09 100.000 0.000 4.6570
0.129395 0.132408 0.135491 0.138646 47.68 37.02

Deutsche Bank AG 25153Q583 12/31/07 06/30/09 100.000 0.000 3.9410
0.109473 0.111630 0.113830 39.80 20.38

Deutsche Bank AG 25153Q591 12/31/07 06/30/09 100.000 0.000 3.9411
0.109477 0.111634 0.113834 39.80 20.38

Deutsche Bank AG 25153Q609 09/28/07 09/30/13 100.000 0.000 4.9679
0.138037 0.141466 0.144980 0.148581 0.152272 50.94 53.50

Deutsche Bank AG 25153Q666 11/30/07 05/29/09 100.000 0.000 4.0744
0.113180 0.115473 0.117826 41.31 17.44

Deutsche Bank AG 25153Q682 11/30/07 05/28/10 100.000 0.000 3.9163
0.108787 0.110893 0.113065 0.115279 0.117536 39.68 41.25

Deutsche Bank AG 25153Q740 10/31/07 04/30/09 100.000 0.000 4.6278
0.128551 0.131525 0.134569 47.18 16.01

Deutsche Bank AG 25153Q781 10/31/07 10/30/09 100.000 0.000 4.5869
0.125327 0.128186 0.131846 0.134133 46.80 40.24

Deutsche Bank AG 25153Q849 08/31/07 08/31/09 100.000 0.000 4.6950
0.128985 0.130578 0.135859 0.136781 48.35 33.05

Deutsche Bank AG 25153Q856 08/31/07 08/31/10 100.000 0.000 4.7048
0.129253 0.130856 0.136154 0.137085 0.142635 48.45 50.66

Deutsche Bank AG 25154H384 05/30/08 05/28/10 100.000 0.000 3.9000
0.108334 0.110423 0.112576 0.114771 22.93 40.28

Deutsche Bank AG 25154H673 03/31/08 09/30/09 100.000 0.000 2.5424
0.070624 0.071522 0.072431 19.22 19.40

Deutsche Bank AG 25154H806 01/31/08 07/31/09 100.000 0.000 2.7430
0.076195 0.077240 0.078299 25.38 16.33

Deutsche Bank AG 2515A0AF0 01/23/07 01/23/17\* 100.000 VARIES 5.2638
0.143851 3.16\*

Deutsche Bank AG 2515A0AJ2 01/31/07 01/31/17\* 100.000 VARIES 5.3777
0.147162 4.27\*

Deutsche Bank AG 2515A0AV5 02/22/07 02/22/22\* 100.000 VARIES 5.2821
0.144732 7.38\*

Deutsche Bank AG 2515A0AX1 02/28/07 02/28/22 100.000 VARIES 5.2812
0.143299 0.139923 0.140345 0.136142 0.136399 51.46 49.97

Deutsche Bank AG 2515A0AY9 02/20/07 02/20/22 100.000 VARIES 5.3403
0.146741 0.145097 0.143650 0.142165 0.140640 52.13 51.05

Deutsche Bank AG 2515A0BA0 02/28/07 02/28/22\* 100.000 VARIES 5.2810
0.142850 8.29\*

Deutsche Bank AG 2515A0BJ1 03/21/07 03/24/08 100.000 0.000 5.1166
0.145829 12.10

Deutsche Bank AG 2515A0BR3 03/14/07 09/15/08 100.000 0.000 4.8713
0.138630 0.142007 35.82

Deutsche Bank AG 2515A0BS1 03/29/07 09/29/08 100.000 0.000 4.9193
0.140009 0.143453 38.14

Deutsche Bank AG 2515A0BY8 04/03/07 04/03/17\* 100.000 VARIES 5.1530
0.138845 .28\*

Deutsche Bank AG 2515A0BZ5 04/20/07 04/20/22\* 100.000 VARIES 5.3227
0.145876 15.90\*

Deutsche Bank AG 2515A0CB7 05/02/07 05/02/22 100.000 VARIES 5.3509
0.143695 0.138622 0.131960 0.125121 0.118099 50.12 45.46

Deutsche Bank AG 2515A0CL5 05/09/07 05/09/22 100.000 VARIES 5.2771
0.142686 0.138682 0.132371 0.125894 0.119245 50.11 45.81

Deutsche Bank AG 2515A0CN1 04/26/07 04/25/22\* 100.000 VARIES 5.2979
0.144823 3.48\*

Deutsche Bank AG 2515A0CP6 05/17/07 05/17/22\* 100.000 VARIES 5.3356
0.145223 6.68\*

Deutsche Bank AG 2515A0CR2 05/15/07 05/15/22 100.000 VARIES 5.2912
0.143041 0.138999 0.134850 0.130591 0.125296 50.39 47.34

Deutsche Bank AG 2515A0CT8 05/09/07 05/09/17\* 100.000 VARIES 5.1649
0.141331 5.37\*

Deutsche Bank AG 2515A0CV3 05/31/07 08/31/10 100.000 0.000 5.2089
0.144968 0.147127 0.153461 0.154890 0.161559 54.50 57.27

Deutsche Bank AG 2515A0DA8 06/01/07 06/01/22 100.000 VARIES 5.5353
0.151865 0.149918 0.147917 0.145860 0.143747 54.20 52.75

Deutsche Bank AG 2515A0DC4 05/23/07 05/23/12 100.000 VARIES 5.2196
0.142553 0.140011 0.137900 0.136489 0.135852 50.68 49.31

Deutsche Bank AG 2515A0DF7 05/24/07 05/24/22\* 100.000 VARIES 5.4442
0.149296 7.91\*

Deutsche Bank AG 2515A0DM2 06/29/07 09/30/10 100.000 0.000 5.3991
0.152023 0.156127 0.160341 0.164670 0.169115 56.22 59.30

Deutsche Bank AG 2515A0DN0 06/29/07 06/29/22 100.000 VARIES 5.8091
0.159598 0.157779 0.155907 0.153981 0.151999 57.12 55.77

Deutsche Bank AG 2515A0DP5 06/29/07 06/29/22 100.000 VARIES 5.8106
0.159924 0.158396 0.156825 0.155207 0.153542 57.29 56.16

Deutsche Bank AG 2515A0DS9 06/27/07 06/27/22 100.000 VARIES 5.8502
0.160922 0.159291 0.157613 0.155886 0.154108 57.63 56.42

Deutsche Bank AG 2515A0DV2 07/12/07 07/12/22\* 100.000 VARIES N/A
0.163341 0.161038 16.29\*

Deutsche Bank AG 2515A0DW0 07/30/07 07/30/22 100.000 VARIES 5.7081
0.158560 0.156902 0.155196 0.153442 0.151637 56.28 55.02

Deutsche Bank AG 2515A0DX8 07/30/07 07/30/22 100.000 VARIES 5.7083
0.158566 0.157205 0.155805 0.154365 0.152884 56.42 55.39

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Deutsche Bank AG 2515A0DY6 07/19/07 07/19/22 100.000 VARIES 5.7707
0.160300 0.154506 0.148544 0.143409 0.138125 54.76 50.86

Deutsche Bank AG 2515A0DZ3 07/30/07 07/30/22 100.000 VARIES 5.6949
0.158192 0.154787 0.151285 0.147683 0.142712 55.29 52.52

Deutsche Bank AG 2515A0EK5 08/31/07 02/26/10 100.000 0.000 4.8845
0.135681 0.138921 0.142314 0.145789 0.149350 50.26 52.74

Deutsche Bank AG 2515A0EN9 09/05/07 09/05/17\* 100.000 VARIES 5.2125
0.144793 7.38\*

Deutsche Bank AG 2515A0EP4 09/28/07 09/28/22 100.000 VARIES 5.4221
0.150617 0.147169 0.143628 0.137254 0.130707 52.95 49.36

Deutsche Bank AG 2515A0EW9 10/02/07 03/31/09 100.000 0.000 4.7677
0.130267 0.133339 0.137267 48.89 12.22

Deutsche Bank AG 2515A0EY5 10/30/07 04/30/09 100.000 0.000 4.5202
0.125563 0.128401 0.131303 46.06 15.63

Deutsche Bank AG 2515A0EZ2 10/30/07 04/30/09 100.000 0.000 4.5202
0.125563 0.128401 0.131303 46.06 15.63

Deutsche Bank AG 2515A0FB4 08/17/07 08/17/22\* 100.000 VARIES 5.6003
0.155565 0.152143 34.54\*

Deutsche Bank AG 2515A0FC2 09/05/07 09/05/17 100.000 VARIES 5.2125
0.144794 0.142776 0.140705 0.138580 0.136400 51.29 49.77

Deutsche Bank AG 2515A0FL2 10/31/07 06/26/09 100.000 0.000 4.6277
0.129474 0.132470 0.135535 47.18 23.72

Deutsche Bank AG 2515A0FM0 10/31/07 06/26/09 100.000 0.000 4.6277
0.129474 0.132470 0.135535 47.18 23.72

Deutsche Bank AG 2515A0FN8 11/30/07 05/31/12 100.000 0.000 4.1077
0.114104 0.116448 0.118840 0.121280 0.123771 41.65 43.37

Deutsche Bank AG 2515A0FP3 11/29/07 05/29/09 100.000 0.000 4.1189
0.114416 0.116773 0.119178 41.77 17.64

Deutsche Bank AG 2515A0FQ1 11/29/07 05/29/09 100.000 0.000 4.1189
0.114416 0.116773 0.119178 41.77 17.64

Deutsche Bank AG 2515A0FR9 11/29/07 05/29/09 100.000 0.000 4.1189
0.114416 0.116773 0.119178 41.77 17.64

Deutsche Bank AG 2515A0FV0 11/29/07 05/29/09 100.000 0.000 4.1189
0.114416 0.116773 0.119178 41.77 17.64

Deutsche Bank AG 2515A0FW8 11/29/07 05/29/09 100.000 0.000 4.1189
0.114416 0.116773 0.119178 41.77 17.64

Deutsche Bank AG 2515A0FX6 11/29/07 05/29/09 100.000 0.000 4.1189
0.114416 0.116773 0.119178 41.77 17.64

Deutsche Bank AG 2515A0FY4 11/30/07 05/29/09 100.000 0.000 4.0744
0.113180 0.115473 0.117826 41.31 17.44

Deutsche Bank AG 2515A0GJ6 12/04/07 06/04/09 100.000 0.000 4.0650
0.112917 0.115212 0.117554 41.19 17.99

Deutsche Bank AG 2515A0GK3 12/05/07 06/05/09 100.000 0.000 4.1002
0.113897 0.116232 0.118615 41.55 18.27

Deutsche Bank AG 2515A0GL1 12/24/07 06/24/13 100.000 0.000 4.1474
0.115208 0.117597 0.120036 0.122525 0.125066 41.94 43.70

Deutsche Bank AG 2515A0GN7 12/24/07 06/24/09 100.000 0.000 4.1475
0.115209 0.117598 0.120037 41.94 20.77

Deutsche Bank AG 2515A0GP2 12/21/07 06/22/09 100.000 0.000 4.1324
0.114805 0.117177 0.119598 41.80 20.45

Deutsche Bank AG 2515A0GQ0 12/24/07 06/24/09 100.000 0.000 4.1475
0.115209 0.117598 0.120037 41.94 20.77

Deutsche Bank AG 2515A0GR8 12/06/07 07/24/09 100.000 0.000 4.1685
0.115792 0.116436 0.118863 0.121340 42.28 24.58

Deutsche Bank AG 2515A0GU1 12/21/07 06/22/09 100.000 0.000 4.1324
0.114805 0.117177 0.119598 41.80 20.45

Deutsche Bank AG 2515A0GX5 12/07/07 06/11/09 100.000 0.000 4.2454
0.117986 0.120490 0.123048 43.03 19.69

Deutsche Bank AG 2515A0HA4 10/30/07 10/30/22 100.000 VARIES 5.1205
0.142236 0.138766 0.135207 0.131557 0.127813 50.15 47.57

Deutsche Bank AG 2515A0HB2 10/30/07 10/30/22\* 100.000 VARIES 5.1185
0.142183 0.138713 41.89\*

Deutsche Bank AG 2515A0HC0 11/06/07 11/06/22 100.000 VARIES 5.1456
0.142934 0.139464 0.135906 0.132256 0.128512 50.45 47.86

Deutsche Bank AG 2515A0HD8 11/29/07 11/29/12 100.000 0.000 4.2034
0.116764 0.119218 0.121724 0.124282 0.126894 42.64 44.45

Deutsche Bank AG 2515A0HS5 11/16/07 05/16/11 100.000 0.000 4.3899
0.121944 0.124621 0.127356 0.130152 0.133009 44.63 46.61

Deutsche Bank AG 2515A0HY2 12/13/07 12/13/11 100.000 0.000 4.2850
0.119028 0.121578 0.124183 0.126844 0.129561 43.40 45.28

Deutsche Bank AG 2515A0JJ3 12/21/07 06/22/09 100.000 0.000 4.0120
0.111458 0.113693 0.115974 40.57 19.83

Deutsche Bank AG 2515A0JL8 01/29/08 07/29/09 100.000 0.000 2.8910
0.080306 0.081467 0.082644 26.84 17.16

Deutsche Bank AG 2515A0JM6 01/29/08 01/30/09 100.000 0.000 2.6520
0.073667 0.073674 0.074650 24.61 2.16

Deutsche Bank AG 2515A0JN4 01/29/08 07/29/09 100.000 0.000 2.8910
0.080306 0.081467 0.082644 26.84 17.16

Deutsche Bank AG 2515A0JT1 02/28/08 03/03/09 100.000 0.000 2.7124
0.075347 0.075376 0.076398 22.96 4.74

Deutsche Bank AG 2515A0JU8 02/28/08 08/28/09 100.000 0.000 2.8153
0.078203 0.079304 0.080420 23.83 19.00

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Deutsche Bank AG 2515A0JV6 02/28/08 08/28/09 100.000 0.000 2.8153
0.078203 0.079304 0.080420 23.83 19.00

Deutsche Bank AG 2515A0JW4 02/28/08 08/28/09 100.000 0.000 2.8153
0.078203 0.079304 0.080420 23.83 19.00

Deutsche Bank AG 2515A0KC6 03/28/08 03/31/09 100.000 0.000 2.3110
0.064195 0.064208 0.064950 17.66 5.78

Deutsche Bank AG 2515A0KD4 03/28/08 09/28/09 100.000 0.000 2.5537
0.070938 0.071844 0.072762 19.45 19.35

Deutsche Bank AG 2515A0KK8 03/18/08 06/18/09 100.000 0.000 2.5360
0.070445 0.070892 0.071791 20.03 11.99

Deutsche Bank AG 2515A0KN2 04/04/08 10/01/09 100.000 0.000 2.6849
0.074583 0.075567 0.076582 20.00 20.59

Deutsche Bank AG 2515A0KP7 04/29/08 10/29/09 100.000 0.000 3.2099
0.089165 0.090596 0.092050 21.67 27.26

Deutsche Bank AG 2515A0KQ5 04/29/08 12/29/09 100.000 0.000 3.2883
0.091343 0.091843 0.093354 0.094888 22.20 33.70

Deutsche Bank AG 2515A0LY7 12/21/07 12/21/11 100.000 0.000 4.2264
0.117403 0.119884 0.122417 0.125004 0.127646 42.76 44.59

Deutsche Bank AG 2515A0MA8 12/27/07 12/27/11 100.000 0.000 4.2565
0.118236 0.120753 0.123323 0.125947 0.128628 43.04 44.89

Deutsche Bank AG 2515A0MF7 01/29/08 01/31/11 100.000 0.000 3.0570
0.084917 0.084931 0.086230 0.087548 0.088886 28.48 31.68

Deutsche Bank AG 2515A0MH3 01/29/08 01/29/13 100.000 0.000 3.4575
0.096042 0.097702 0.099391 0.101109 32.14 35.99

Deutsche Bank AG 2515A0MM2 01/25/08 01/25/13 100.000 0.000 3.4550
0.095974 0.097632 0.099318 0.101034 32.51 35.98

Deutsche Bank AG 2515A0MT7 02/08/08 08/10/11 100.000 0.000 3.0462
0.084619 0.084634 0.085923 0.087231 0.088560 27.52 31.54

Deutsche Bank AG 2515A0NN9 03/20/08 03/22/12 100.000 0.000 3.4000
0.094445 0.094463 0.096069 0.097702 0.099363 26.70 35.20

Deutsche Bank AG 2515A0NP4 03/20/08 03/22/12 100.000 0.000 2.9999
0.083333 0.083347 0.084597 0.085866 0.087154 23.54 30.94

Deutsche Bank AG 2515A0PM9 05/30/08 05/30/12 100.000 0.000 4.0000
0.111112 0.113334 0.115600 0.117912 23.51 41.35

Devon Energy 25179MAA1 08/02/98 08/15/08 97.500 4.900 7.4487 0.263197
0.267930 59.81

Devon Energy 25179MAB9 08/02/98 08/15/08 96.562 4.950 7.4488 0.258146
0.262639 58.63

Dex Media, Inc. 25212EAD2 11/10/03 11/15/13 64.314 VARIES 8.9997
0.228928 0.239230 0.249995 0.249995 0.249994 85.24 90.00

Dex Media, Inc. 25212EAE0 11/10/03 11/15/13 64.314 VARIES 8.9997
0.228928 0.239230 0.249995 0.249995 0.249994 85.24 90.00

Dex Media, Inc. 25212EAF7 11/10/03 11/15/13 64.314 VARIES 8.9997
0.228928 0.239230 0.249995 0.249995 0.249994 85.24 90.00

Dex Media, Inc. 25212EAG5 02/11/04 11/15/13 69.384 VARIES 8.3689
0.219604 0.228793 0.238367 0.237880 0.237373 81.57 85.68

Dex Media, Inc. 25212EAH3 02/11/04 11/15/13 69.384 VARIES 8.3689
0.219604 0.228793 0.238367 0.237880 0.237373 81.57 85.68

Domtar Corporation 257559AB0 11/19/07 12/01/13 93.400 5.375 6.7237 1.06
0.025194 0.026041 0.026916 0.027821 0.028756 9.27 9.91

Downtown Dallas Dev Auth 261149BE7 11/07/07 08/15/12 77.223 0.000 5.4882
6.36 0.117726 0.119486 0.122765 0.126134 0.129595 43.38 45.73

Downtown Dallas Dev Auth 261149BF4 11/07/07 08/15/13 72.742 0.000 5.5885
6.10 0.112921 0.114640 0.117844 0.121136 0.124521 41.63 43.92

Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14 68.074 0.000 5.7585
5.88 0.108891 0.110599 0.113783 0.117059 0.120430 40.17 42.46

Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15 63.688 0.000 5.8886
5.63 0.104175 0.105847 0.108963 0.112171 0.115474 38.46 40.69

Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16 59.688 0.000 5.9687
5.34 0.098960 0.100570 0.103571 0.106662 0.109846 36.54 38.70

Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17 55.746 0.000 6.0689
5.07 0.093977 0.095531 0.098430 0.101417 0.104494 34.72 36.80

Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18 52.073 0.000 6.1490
4.80 0.088944 0.090433 0.093213 0.096079 0.099033 32.87 34.86

Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19 48.734 0.000 6.1989
4.53 0.083917 0.085333 0.087978 0.090705 0.093516 31.02 32.92

Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20 45.395 0.000 6.2791
4.28 0.079177 0.080531 0.083060 0.085667 0.088357 29.28 31.09

DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000 6.7986
259.53 0.149451 0.154531 0.159784 0.165216 0.170832 56.27 60.16

Duarte, Calif Redev Agy 263594AB9 06/16/92 12/01/12 16.484 0.000 9.0085
483.65 0.161069 0.168324 0.175906 0.183830 0.192110 59.74 65.24

East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 6.4698 104.71
0.071387 0.073696 0.076080 0.078542 0.081082 26.54 28.28

East Orange NJ 274137WU8 04/14/03 04/01/23 27.886 0.000 6.4999 98.20
0.066991 0.069169 0.071417 0.073738 0.076134 24.91 26.55

East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 6.5100 92.09
0.062837 0.064882 0.066994 0.069174 0.071426 23.36 24.91

East Orange NJ 274137WW4 04/14/03 04/01/25 24.381 0.000 6.5300 86.31
0.058918 0.060842 0.062829 0.064880 0.066998 21.91 23.36

East Orange NJ 274137WX2 04/14/03 04/01/26 22.763 0.000 6.5498 80.86
0.055223 0.057031 0.058899 0.060828 0.062820 20.54 21.90

East Orange NJ 274137WY0 04/14/03 04/01/27 21.292 0.000 6.5600 75.77
0.051757 0.053455 0.055208 0.057019 0.058889 19.25 20.53

East Orange NJ 274137WZ7 04/14/03 04/01/28 19.913 0.000 6.5699 70.98
0.048499 0.050093 0.051738 0.053438 0.055193 18.04 19.24

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Edwards Lifesciences 28176EAA6 05/09/03 05/15/33\* 100.000 VARIES N/A
0.141294 0.142109 22.34\*

Edwards Lifesciences 28176EAB4 05/09/03 05/15/33\* 100.000 VARIES N/A
0.141294 0.142109 22.34\*

Eksportfinans ASA 282645AR1 05/04/07 05/25/10 100.000 0.000 4.7576
0.135677 0.138905 0.142209 0.145592 0.149056 49.66 52.05

Eksportfinans ASA 28264QBR4 04/19/06 10/19/09 100.000 0.000 5.1373
0.153984 0.157940 0.161997 0.166158 56.72 47.40

Eksportfinans ASA 28264QBX1 04/18/06 04/18/12 100.000 2.000 5.0935
0.148221 0.150581 0.153001 0.155483 0.158028 54.13 55.89

Eksportfinans ASA 28264QDX9 12/06/06 12/06/10 100.000 0.000 4.5670
0.132723 0.135754 0.138854 0.142025 0.145268 48.48 50.72

El Paso Corporation 28336LAA7 02/28/01 02/28/21 45.289 0.000 4.0000
140.89 0.064380 0.064954 0.067352 0.067578 0.070073 24.03 24.96

El Paso Corporation 28336LAC3 02/28/01 02/28/21 45.289 0.000 4.0000
140.89 0.064380 0.064954 0.067352 0.067578 0.070073 24.03 24.96

Electronics for Imaging 284745AA4 06/04/03 06/01/23 100.000 VARIES
7.9030 0.293602 0.303558 0.313906 0.324664 0.335462 108.10 115.59

Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21 77.941 VARIES
5.3200 0.155244 0.158949 0.163647 0.166658 0.171605 58.19 60.94

Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23 100.000 VARIES
5.7999 0.175013 0.176967 0.178978 0.181047 0.183175 64.01 65.50

Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23 100.000 VARIES
5.7999 0.175013 0.176967 0.178978 0.181047 0.183175 64.01 65.50

Enbridge U.S. Inc. 292502AA9 06/20/07 06/20/22 43.706 0.000 5.5947 12.99
0.069823 0.071776 0.073784 0.075848 0.077970 25.53 26.98

Enbridge Energy Partners 29250RAJ5 08/29/07 08/28/22 45.249 0.000 5.3580
8.22 0.067345 0.069141 0.070993 0.072895 0.074848 25.02 26.37

Entergy Corporation 29364G202 12/20/05 02/17/11 100.000 VARIES 5.8649
0.163237 0.163340 0.163447 0.163556 0.163403 58.81 58.85

Entergy Corporation 29364GAD5 12/20/05 02/17/11 100.000 VARIES 5.8649
0.163237 0.163340 0.163447 0.163556 0.163403 58.81 58.85

Essex Cnty Util Auth 296816AY7 03/30/99 04/01/12 60.121 0.000 3.9516
245.62 0.092045 0.093863 0.095718 0.097609 0.099537 33.79 35.14

Euronet Worldwide, Inc. 298736AC3 12/15/04 12/15/24 100.000 VARIES
9.0521 0.314212 0.326391 0.339121 0.352426 0.366335 115.71 124.91

Euronet Worldwide, Inc. 298736AD1 12/15/04 12/15/24 100.000 VARIES
9.0521 0.314212 0.326391 0.339121 0.352426 0.366335 115.71 124.91

Euronet Worldwide, Inc. 298736AE9 10/04/05 10/15/25 100.000 VARIES
8.5029 0.257457 0.264337 0.273001 0.278987 0.288358 96.70 101.94

Euronet Worldwide, Inc. 298736AF6 10/04/05 10/15/25 100.000 VARIES
8.5029 0.257457 0.264337 0.273001 0.278987 0.288358 96.70 101.94

European Investment Bank 298785DW3 03/10/06 03/10/21 44.672 0.000 5.4449
45.62 0.073236 0.075230 0.077278 0.079382 0.081543 27.17 28.67

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 53.72
0.036142 0.037272 9.85\*

Freddie Mac 3128X03C1 04/01/03 04/01/33\* 15.108 0.000 6.4000 52.73
0.035662 3.21\*

Freddie Mac 3128X03L1 04/14/03 04/14/33\* 13.648 0.000 6.7499 50.17
0.034499 3.55\*

Freddie Mac 3128X04L0 04/21/03 04/21/33\* 14.464 0.000 6.5499 51.13
0.035171 3.87\*

Freddie Mac 3128X04V8 04/29/03 04/29/33 14.152 0.000 6.6250 50.40
0.034921 0.036078 0.037273 0.038507 0.039783 12.93 13.80

Freddie Mac 3128X0AR0 10/03/02 12/30/09 75.410 0.000 3.9348 171.03
0.101107 0.103096 0.105125 0.107193 36.76 38.11

Freddie Mac 3128X0AS8 10/03/02 01/02/13 63.710 0.000 4.4476 165.36
0.096996 0.099153 0.101358 0.103612 0.105917 36.09 37.71

Freddie Mac 3128X0AT6 10/03/02 01/02/22 36.810 0.000 5.2599 115.25
0.068822 0.070632 0.072490 0.074396 0.076353 25.76 27.13

Freddie Mac 3128X0AU3 10/03/02 01/02/30 23.710 0.000 5.3523 75.71
0.045301 0.046513 0.047758 0.049036 0.050348 16.97 17.89

Freddie Mac 3128X0AV1 10/03/02 04/15/32 21.010 0.000 5.3530 67.10
0.040758 0.041849 0.042969 0.044119 0.045300 15.04 15.85

Freddie Mac 3128X0AW9 10/03/02 06/15/32 20.810 0.000 5.3554 66.50
0.040753 0.041844 0.042965 0.044115 0.045296 14.90 15.71

Freddie Mac 3128X0AX7 10/03/02 09/15/32 20.510 0.000 5.3601 65.60
0.039679 0.040743 0.041835 0.042956 0.044107 14.70 15.50

Freddie Mac 3128X0AY5 10/03/02 12/15/32 20.210 0.000 5.3650 64.71
0.039668 0.040732 0.041825 0.042947 0.044099 14.51 15.30

Freddie Mac 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 5.3582 61.25
0.036658 0.037640 0.038648 0.039684 0.040747 13.73 14.48

Freddie Mac 3128X0DS5 11/05/02 11/05/32\* 14.675 0.000 6.5001 57.35
0.036484 4.52\*

Freddie Mac 3128X0L23 03/04/03 03/04/33 14.890 0.000 6.4500 53.39
0.035500 0.036645 0.037826 0.039046 0.040306 13.26 14.13

Freddie Mac 3128X0S91 04/07/03 04/07/33 15.108 0.000 6.4000 52.51
0.035662 0.036804 0.037981 0.039197 0.040451 13.24 14.10

Freddie Mac 3128X0TU3 12/27/02 12/27/17 100.000 VARIES 5.3942 0.037366
0.037025 0.036675 13.39

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3128X0V48 03/24/03 03/24/23\* 30.359 0.000 6.0500 99.87
0.066716 0.068735 17.91\*

Freddie Mac 3128X0W47 04/07/03 04/07/33 14.676 0.000 6.4999 51.92
0.035336 0.036485 0.037670 0.038895 0.040159 13.12 13.99

Freddie Mac 3128X0WW5 01/28/03 01/28/33 14.675 0.000 6.5001 54.36
0.035336 0.036484 0.037670 0.038894 0.040158 13.28 14.16

Freddie Mac 3128X0Z69 04/14/03 04/14/33\* 14.152 0.000 6.6250 50.92
0.034921 3.60\*

Freddie Mac 3128X0Z93 04/01/03 04/01/33\* 13.847 0.000 6.7001 50.92
0.034668 3.12\*

Freddie Mac 3128X12R7 11/05/03 11/05/14\* 54.324 0.000 5.6249 140.90
0.105968 13.14\*

Freddie Mac 3128X1BK2 05/12/03 05/12/33 15.108 0.000 6.4000 51.27
0.035662 0.036804 0.037981 0.039197 0.040451 13.16 14.01

Freddie Mac 3128X1BY2 05/20/03 05/20/33\* 15.727 0.000 6.2620 51.77
0.036104 5.02\*

Freddie Mac 3128X1CN5 05/27/03 05/27/33 15.419 0.000 6.3300 51.13
0.035888 0.037024 0.038196 0.039405 0.040652 13.20 14.05

Freddie Mac 3128X1DB0 05/27/03 05/27/33 15.285 0.000 6.3600 50.96
0.035792 0.036930 0.038104 0.039316 0.040566 13.17 14.02

Freddie Mac 3128X1GZ4 06/17/03 06/17/33 18.796 0.000 5.6500 54.09
0.037906 0.038977 0.040078 0.041210 0.042374 13.87 14.66

Freddie Mac 3128X1HA8 06/23/03 06/23/33\* 16.728 0.000 6.0499 51.75
0.036760 0.037872 13.14\*

Freddie Mac 3128X1HB6 06/13/03 06/13/33 17.732 0.000 5.8499 53.20
0.037350 0.038443 0.039567 0.040724 0.041915 13.68 14.49

Freddie Mac 3128X1HD2 06/23/03 06/23/33 16.728 0.000 6.0499 51.75
0.036760 0.037872 0.039018 0.040198 0.041414 13.45 14.28

Freddie Mac 3128X1HZ3 06/17/03 06/17/33 16.925 0.000 6.0097 52.19
0.036881 0.037990 0.039131 0.040307 0.041518 13.51 14.33

Freddie Mac 3128X1JE8 06/20/03 06/20/28 23.542 0.000 5.8700 70.56
0.049802 0.051264 0.052769 0.054317 0.055912 18.22 19.31

Freddie Mac 3128X1MD6 06/30/03 06/30/33\* 16.631 0.000 6.0699 51.39
0.036700 0.037814 13.38\*

Freddie Mac 3128X1MS3 06/30/03 06/30/33\* 17.222 0.000 5.9500 52.04
0.037059 0.038161 13.50\*

Freddie Mac 3128X1NP8 07/07/03 07/07/33 17.680 0.000 5.8599 52.26
0.036259 0.037321 0.038415 0.039540 0.040699 13.62 14.43

Freddie Mac 3128X1NV5 07/07/03 07/07/33 17.475 0.000 5.9000 52.05
0.036139 0.037205 0.038303 0.039433 0.040596 13.58 14.39

Freddie Mac 3128X1PP6 07/07/03 07/07/33 16.728 0.000 6.0499 51.25
0.035681 0.036760 0.037872 0.039018 0.040198 13.42 14.24

Freddie Mac 3128X1QB6 07/07/03 07/07/33 16.201 0.000 6.1599 50.65
0.035336 0.036424 0.037546 0.038702 0.039894 13.30 14.13

Freddie Mac 3128X1QT7 06/30/03 06/30/33\* 16.679 0.000 6.0600 51.44
0.036730 0.037843 13.39\*

Freddie Mac 3128X1RP4 07/16/03 07/16/33 14.890 0.000 6.4500 48.72
0.034391 0.035500 0.036645 0.037826 0.039046 12.95 13.80

Freddie Mac 3128X1RQ2 07/03/03 06/26/08 87.646 0.000 2.6651 110.75
0.073057 12.79

Freddie Mac 3128X1TM9 07/28/03 07/28/33 14.676 0.000 6.4999 48.03
0.034224 0.035336 0.036485 0.037670 0.038895 12.87 13.72

Freddie Mac 3128X1Y76 10/21/03 10/21/33\* 14.152 0.000 6.6250 44.52
0.033801 3.72\*

Freddie Mac 3128X23Z6 04/27/05 04/27/35\* 14.152 0.000 6.6250 27.01
0.030653 3.56\*

Freddie Mac 3128X24W2 04/15/04 04/15/19\* 42.355 0.000 5.8100 100.36
0.083529 8.69\*

Freddie Mac 3128X26L4 04/28/04 04/28/34 15.108 0.000 6.4000 39.38
0.033485 0.034557 0.035662 0.036804 0.037981 12.38 13.19

Freddie Mac 3128X2GG4 12/30/03 12/30/19 100.000 VARIES 5.6824 0.042771
0.042170 0.041632 0.041157 0.040747 15.29 14.90

Freddie Mac 3128X2KW4 12/30/03 12/22/08 83.523 0.000 3.6498 130.13
0.097782 0.099566 34.64

Freddie Mac 3128X2RX5 01/30/04 04/01/08 88.056 0.000 3.0734 111.87
0.084081 7.57

Freddie Mac 3128X2RY3 01/30/04 10/01/08 85.870 0.000 3.2884 117.17
0.088416 0.089869 24.13

Freddie Mac 3128X2RZ0 01/30/04 04/01/09 83.646 0.000 3.4838 121.32
0.091887 0.093487 0.095116 33.66 8.56

Freddie Mac 3128X2S48 04/07/04 04/07/34 15.782 0.000 6.2500 40.79
0.033985 0.035047 0.036142 0.037272 0.038436 12.61 13.41

Freddie Mac 3128X2S97 04/08/04 04/08/19\* 42.727 0.000 5.7500 100.68
0.083222 8.07\*

Freddie Mac 3128X2SA4 01/30/04 10/01/09 81.441 0.000 3.6533 124.24
0.094393 0.096117 0.097873 0.099661 34.61 26.75

Freddie Mac 3128X2SB2 01/30/04 04/01/10 79.227 0.000 3.8094 126.37
0.096292 0.098126 0.099995 0.101900 0.103841 35.33 36.69

Freddie Mac 3128X2SC0 01/30/04 10/01/10 77.037 0.000 3.9494 127.70
0.097562 0.099489 0.101454 0.103457 0.105500 35.82 37.25

Freddie Mac 3128X2SD8 01/30/04 04/01/11 74.840 0.000 4.0828 128.55
0.098453 0.100463 0.102514 0.104606 0.106742 36.17 37.66

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3128X2SE6 01/30/04 10/01/11 72.645 0.000 4.2100 128.95
0.098994 0.101078 0.103206 0.105378 0.107596 36.39 37.94

Freddie Mac 3128X2SF3 01/30/04 04/01/12 70.491 0.000 4.3258 128.83
0.099113 0.101257 0.103447 0.105685 0.107971 36.46 38.05

Freddie Mac 3128X2SG1 01/30/04 10/01/12 68.379 0.000 4.4321 128.28
0.098883 0.101075 0.103315 0.105604 0.107944 36.39 38.02

Freddie Mac 3128X2SH9 01/30/04 04/01/13 66.275 0.000 4.5362 127.48
0.098458 0.100691 0.102975 0.105310 0.107699 36.25 37.92

Freddie Mac 3128X2SJ5 01/30/04 10/01/13 64.227 0.000 4.6310 126.33
0.097741 0.100004 0.102320 0.104689 0.107113 36.01 37.69

Freddie Mac 3128X2SK2 01/30/04 04/01/14 62.210 0.000 4.7217 124.96
0.096841 0.099127 0.101467 0.103863 0.106315 35.69 37.40

Freddie Mac 3128X2SL0 01/30/04 10/01/14 60.256 0.000 4.8040 123.32
0.095716 0.098015 0.100369 0.102780 0.105249 35.29 37.01

Freddie Mac 3128X2SM8 01/30/04 04/01/15 58.361 0.000 4.8793 121.48
0.094414 0.096718 0.099077 0.101495 0.103971 34.82 36.54

Freddie Mac 3128X2SN6 01/30/04 10/01/15 56.535 0.000 4.9468 119.44
0.092949 0.095248 0.097604 0.100018 0.102492 34.29 36.01

Freddie Mac 3128X2SP1 01/30/04 04/01/16 54.741 0.000 5.0126 117.32
0.091412 0.093703 0.096051 0.098459 0.100926 33.74 35.45

Freddie Mac 3128X2SQ9 01/30/04 10/01/16 52.987 0.000 5.0758 115.12
0.089801 0.092080 0.094417 0.096814 0.099271 33.15 34.86

Freddie Mac 3128X2SR7 01/30/04 04/01/17 51.299 0.000 5.1327 112.82
0.088095 0.090356 0.092675 0.095053 0.097493 32.53 34.22

Freddie Mac 3128X2SS5 01/30/04 10/01/17 49.661 0.000 5.1861 110.45
0.086334 0.088572 0.090869 0.093225 0.095643 31.89 33.57

Freddie Mac 3128X2ST3 01/30/04 04/01/18 48.064 0.000 5.2374 108.06
0.084539 0.086753 0.089025 0.091356 0.093748 31.24 32.89

Freddie Mac 3128X2SU0 01/30/04 10/01/18 46.530 0.000 5.2834 105.61
0.082697 0.084882 0.087124 0.089425 0.091788 30.56 32.20

Freddie Mac 3128X2SV8 01/30/04 04/01/19 45.040 0.000 5.3272 103.16
0.080839 0.082992 0.085203 0.087472 0.089802 29.88 31.50

Freddie Mac 3128X2SW6 01/30/04 10/01/19 43.600 0.000 5.3679 100.69
0.078966 0.081086 0.083262 0.085497 0.087791 29.20 30.78

Freddie Mac 3128X2SX4 01/30/04 04/01/20 42.215 0.000 5.4047 98.23
0.077083 0.079166 0.081306 0.083503 0.085760 28.50 30.07

Freddie Mac 3128X2SY2 01/30/04 10/01/20 40.880 0.000 5.4384 95.77
0.075202 0.077246 0.079347 0.081505 0.083721 27.81 29.35

Freddie Mac 3128X2U94 04/08/04 04/08/19\* 42.727 0.000 5.7500 100.68
0.083222 8.07\*

Freddie Mac 3128X2V28 04/08/04 04/08/19\* 42.727 0.000 5.7500 100.68
0.083222 8.07\*

Freddie Mac 3128X2V36 04/07/04 04/07/34 15.329 0.000 6.3501 40.32
0.033653 0.034721 0.035823 0.036961 0.038134 12.49 13.30

Freddie Mac 3128X2V85 03/17/04 03/17/34 15.782 0.000 6.2500 41.47
0.033985 0.035047 0.036142 0.037272 0.038436 12.65 13.45

Freddie Mac 3128X2ZJ7 03/04/04 03/04/19\* 41.198 0.000 6.0001 104.59
0.084449 0.086983 20.98\*

Freddie Mac 3128X32B8 12/29/04 12/29/34 16.486 0.000 6.1000 32.63
0.033453 0.034473 0.035525 0.036608 0.037725 12.23 12.99

Freddie Mac 3128X32G7 01/19/05 01/19/35 13.948 0.000 6.6750 29.82
0.030476 0.031493 0.032544 0.033630 0.034753 11.49 12.27

Freddie Mac 3128X32J1 01/19/05 01/19/35 14.463 0.000 6.5502 30.30
0.030917 0.031929 0.032975 0.034055 0.035170 11.65 12.42

Freddie Mac 3128X33A9 01/19/05 01/19/35\* 14.152 0.000 6.6250 30.01
0.030653 .55\*

Freddie Mac 3128X33P6 01/26/05 01/26/35 15.152 0.000 6.3900 30.68
0.031475 0.032481 0.033519 0.034590 0.035695 11.83 12.60

Freddie Mac 3128X33R2 01/26/05 01/26/35 15.374 0.000 6.3400 30.87
0.031648 0.032651 0.033686 0.034754 0.035856 11.89 12.66

Freddie Mac 3128X33S0 02/01/05 02/01/35 15.108 0.000 6.4000 30.49
0.031441 0.032447 0.033485 0.034557 0.035662 11.81 12.57

Freddie Mac 3128X33V3 02/01/05 02/01/35 14.675 0.000 6.5001 30.11
0.031092 0.032103 0.033146 0.034223 0.035336 11.68 12.45

Freddie Mac 3128X33Y7 02/14/05 02/14/25\* 30.359 0.000 6.0500 56.90
0.059219 2.55\*

Freddie Mac 3128X34B6 02/16/05 02/16/35 14.890 0.000 6.4500 29.83
0.031267 0.032275 0.033316 0.034391 0.035500 11.71 12.48

Freddie Mac 3128X34E0 03/01/05 03/28/13 70.400 0.000 4.3936 92.32
0.096097 0.098209 0.100366 0.102571 0.104824 35.37 36.94

Freddie Mac 3128X34J9 02/14/05 02/14/35 16.154 0.000 6.1699 30.92
0.032228 0.033222 0.034247 0.035304 0.036393 12.06 12.81

Freddie Mac 3128X34N0 02/16/05 02/16/35 15.644 0.000 6.2801 30.45
0.031853 0.032854 0.033885 0.034949 0.036047 11.92 12.68

Freddie Mac 3128X35C3 02/28/05 02/28/35 15.463 0.000 6.3202 29.88
0.031368 0.032007 0.033566 0.034062 0.035721 11.87 12.61

Freddie Mac 3128X35M1 02/28/05 02/28/35 15.329 0.000 6.3501 29.78
0.031266 0.031908 0.033467 0.033966 0.035626 11.83 12.57

Freddie Mac 3128X35S8 02/28/05 02/28/35 14.890 0.000 6.4500 29.41
0.030923 0.031574 0.033132 0.033643 0.035304 11.71 12.45

Freddie Mac 3128X36B4 03/23/05 03/23/35 15.782 0.000 6.2500 29.38
0.031957 0.032955 0.033985 0.035047 0.036142 11.88 12.64

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3128X36K4 03/28/05 03/28/35\* 14.847 0.000 6.4600 28.48
0.031232 0.032241 8.52\*

Freddie Mac 3128X36W8 04/06/05 04/06/35\* 14.675 0.000 6.5001 28.09
0.031092 2.95\*

Freddie Mac 3128X37C1 03/30/05 03/30/35\* 14.463 0.000 6.5502 28.10
0.030917 2.75\*

Freddie Mac 3128X37F4 03/28/05 03/28/35\* 14.255 0.000 6.6001 27.98
0.030741 2.67\*

Freddie Mac 3128X3A37 10/20/04 10/20/34\* 14.049 0.000 6.6502 32.71
0.031580 3.44\*

Freddie Mac 3128X3D59 10/27/04 10/27/34\* 14.463 0.000 6.5502 32.90
0.031929 3.70\*

Freddie Mac 3128X3DR1 04/26/04 04/21/09 82.475 0.000 3.9017 126.09
0.102277 0.104273 0.106307 37.46 11.69

Freddie Mac 3128X3E90 11/03/04 11/03/34 14.675 0.000 6.5001 32.91
0.032103 0.033146 0.034223 0.035336 0.036484 11.87 12.65

Freddie Mac 3128X3K36 11/15/04 11/15/34\* 14.675 0.000 6.5001 32.52
0.032103 4.30\*

Freddie Mac 3128X3R39 12/06/04 12/06/34 14.464 0.000 6.5499 31.65
0.031930 0.032976 0.034056 0.035171 0.036323 11.74 12.52

Freddie Mac 3128X3RA3 07/06/04 07/06/09 80.880 0.000 4.2894 128.98
0.109454 0.111802 0.114200 0.116649 40.66 21.57

Freddie Mac 3128X3TY9 08/26/04 08/26/24 29.204 0.000 6.2499 66.84
0.060982 0.062888 0.064853 0.066880 0.068970 22.78 24.23

Freddie Mac 3128X3V42 12/13/04 12/13/34 15.218 0.000 6.3751 32.11
0.032532 0.033569 0.034639 0.035743 0.036882 11.94 12.71

Freddie Mac 3128X3V75 12/22/04 12/22/34 14.569 0.000 6.5250 31.24
0.032016 0.033061 0.034140 0.035253 0.036403 11.73 12.51

Freddie Mac 3128X3W25 12/22/04 12/22/34 14.463 0.000 6.5502 31.14
0.031929 0.032975 0.034055 0.035170 0.036322 11.70 12.48

Freddie Mac 3128X3W66 12/28/04 12/28/34\* 14.675 0.000 6.5001 31.14
0.032103 0.033146 11.65\*

Freddie Mac 3128X3W74 12/06/04 12/06/34 14.463 0.000 6.5502 31.65
0.031929 0.032975 0.034055 0.035170 0.036322 11.74 12.52

Freddie Mac 3128X3X57 12/22/04 12/22/34 14.675 0.000 6.5001 31.33
0.032103 0.033146 0.034223 0.035336 0.036484 11.76 12.54

Freddie Mac 3128X3Y72 12/29/04 12/29/34\* 14.890 0.000 6.4500 31.30
0.032275 0.033316 11.74\*

Freddie Mac 3128X3YB3 10/20/04 10/20/34\* 14.890 0.000 6.4500 33.53
0.032275 3.52\*

Freddie Mac 3128X3Z63 12/29/04 12/29/34\* 14.675 0.000 6.5001 31.11
0.032103 0.033146 11.68\*

Freddie Mac 3128X44Z1 04/20/06 06/28/12 72.625 0.000 5.2343 66.63
0.115234 0.118250 0.121345 0.124521 0.127779 42.05 44.28

Freddie Mac 3128X47F2 05/30/06 05/30/36\* 12.048 0.000 7.1801 14.28
0.026712 3.98\*

Freddie Mac 3128X4AC5 04/19/05 04/15/14 65.973 0.000 4.6809 87.84
0.096253 0.098506 0.100812 0.103171 0.105586 35.40 37.08

Freddie Mac 3128X4AD3 04/19/05 12/15/14 63.722 0.000 4.7214 85.62
0.094603 0.096836 0.099122 0.101462 0.103857 34.53 36.18

Freddie Mac 3128X4AE1 04/19/05 04/15/17 56.285 0.000 4.8518 77.83
0.085470 0.087544 0.089668 0.091843 0.094071 31.46 33.01

Freddie Mac 3128X4AG6 05/18/05 05/18/35\* 14.675 0.000 6.5001 26.79
0.031092 4.26\*

Freddie Mac 3128X4AU5 05/18/05 05/18/35 15.108 0.000 6.4000 27.12
0.031441 0.032447 0.033485 0.034557 0.035662 11.59 12.34

Freddie Mac 3128X4B59 01/26/06 08/31/10 81.134 0.000 4.6074 74.52
0.112260 0.114208 0.118152 0.119531 0.123658 41.48 43.45

Freddie Mac 3128X4BN0 06/15/05 06/15/35 15.329 0.000 6.3501 26.44
0.031613 0.032617 0.033653 0.034721 0.035823 11.59 12.34

Freddie Mac 3128X4CH2 06/29/05 06/29/35\* 16.874 0.000 6.0201 27.04
0.032728 0.033713 11.89\*

Freddie Mac 3128X4DN8 07/06/05 07/06/35 15.966 0.000 6.2101 26.22
0.031126 0.032092 0.033089 0.034116 0.035175 11.72 12.46

Freddie Mac 3128X4ES6 08/10/05 08/10/35 15.509 0.000 6.3099 24.86
0.030780 0.031751 0.032753 0.033786 0.034852 11.53 12.27

Freddie Mac 3128X4EY3 08/10/05 08/10/35 15.782 0.000 6.2500 25.04
0.030988 0.031957 0.032955 0.033985 0.035047 11.61 12.34

Freddie Mac 3128X4FC0 08/10/05 08/10/35 15.419 0.000 6.3300 24.80
0.030711 0.031683 0.032685 0.033720 0.034787 11.51 12.25

Freddie Mac 3128X4FV8 08/04/05 06/01/11 77.489 0.000 4.4255 86.23
0.105471 0.107805 0.110190 0.112628 0.115121 38.53 40.26

Freddie Mac 3128X4FZ9 08/04/05 06/01/08 88.800 0.000 4.2474 94.67
0.115530 17.33

Freddie Mac 3128X4GA3 08/04/05 12/01/11 75.722 0.000 4.4446 84.64
0.103555 0.105856 0.108209 0.110613 0.113071 37.83 39.53

Freddie Mac 3128X4GB1 08/04/05 12/01/08 86.894 0.000 4.2683 93.11
0.113663 0.116089 37.95

Freddie Mac 3128X4GC9 08/24/05 08/24/35 15.108 0.000 6.4000 24.16
0.030466 0.031441 0.032447 0.033485 0.034557 11.39 12.14

Freddie Mac 3128X4GD7 08/04/05 06/01/12 73.943 0.000 4.4715 83.17
0.101795 0.104071 0.106398 0.108777 0.111209 37.19 38.88

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3128X4GE5 08/04/05 06/01/09 84.918 0.000 4.3187 92.11
0.112517 0.114946 0.117428 41.09 17.61

Freddie Mac 3128X4GF2 08/04/05 12/01/09 83.027 0.000 4.3460 90.66
0.110775 0.113183 0.115642 0.118155 40.46 38.61

Freddie Mac 3128X4GG0 08/04/05 12/01/12 72.215 0.000 4.4929 81.63
0.099941 0.102187 0.104482 0.106829 0.109229 36.52 38.18

Freddie Mac 3128X4GH8 08/04/05 06/01/10 81.144 0.000 4.3765 89.25
0.109100 0.111487 0.113927 0.116420 0.118968 39.85 41.61

Freddie Mac 3128X4GJ4 08/04/05 12/01/10 79.323 0.000 4.3967 87.67
0.107192 0.109548 0.111957 0.114418 0.116933 39.16 40.90

Freddie Mac 3128X4GK1 08/04/05 06/01/13 70.468 0.000 4.5226 80.21
0.098235 0.100456 0.102728 0.105051 0.107426 35.90 37.54

Freddie Mac 3128X4HU8 08/12/05 01/10/13 71.011 0.000 4.6724 82.77
0.100674 0.103026 0.105433 0.107896 0.110417 37.48 39.25

Freddie Mac 3128X4HY0 09/06/05 09/06/35 14.675 0.000 6.5001 23.49
0.030113 0.031092 0.032103 0.033146 0.034223 11.25 11.99

Freddie Mac 3128X4J28 02/09/06 06/09/08 89.458 0.000 4.8289 84.73
0.130976 20.69

Freddie Mac 3128X4JH5 09/06/05 09/06/35 15.196 0.000 6.3801 23.85
0.030536 0.031510 0.032515 0.033552 0.034622 11.40 12.13

Freddie Mac 3128X4KK6 10/05/05 10/05/35 15.329 0.000 6.3501 23.05
0.030640 0.031613 0.032617 0.033653 0.034721 11.38 12.11

Freddie Mac 3128X4ML2 09/28/05 09/28/35 15.374 0.000 6.3400 23.29
0.030676 0.031648 0.032651 0.033686 0.034754 11.40 12.14

Freddie Mac 3128X4MR9 09/28/05 09/28/35\* 15.196 0.000 6.3801 23.18
0.030536 0.031510 8.33\*

Freddie Mac 3128X4MY4 09/30/05 09/30/30 22.810 0.000 6.0001 32.52
0.042789 0.044073 0.045395 0.046757 0.048160 15.87 16.84

Freddie Mac 3128X4NC1 09/28/05 09/28/35 15.285 0.000 6.3600 23.24
0.030606 0.031579 0.032583 0.033620 0.034689 11.38 12.11

Freddie Mac 3128X4NH0 10/05/05 10/05/35 15.329 0.000 6.3501 23.05
0.030640 0.031613 0.032617 0.033653 0.034721 11.38 12.11

Freddie Mac 3128X4NP2 10/05/05 10/05/35\* 14.977 0.000 6.4300 22.82
0.030360 2.85\*

Freddie Mac 3128X4PQ8 10/05/05 10/05/35\* 15.064 0.000 6.4101 22.88
0.030430 2.86\*

Freddie Mac 3128X4QQ7 10/18/05 10/18/35\* 14.675 0.000 6.5001 22.23
0.030113 3.22\*

Freddie Mac 3128X4QW4 10/24/05 10/24/35\* 14.675 0.000 6.5001 22.05
0.030113 3.40\*

Freddie Mac 3128X4RH6 10/24/05 10/24/35\* 14.675 0.000 6.5001 22.05
0.030113 3.40\*

Freddie Mac 3128X4S77 03/24/06 06/20/16 59.540 0.000 5.1280 55.87
0.092627 0.095002 0.097438 0.099936 0.102498 33.83 35.58

Freddie Mac 3128X4SE2 11/02/05 11/02/35\* 14.255 0.000 6.6001 21.52
0.029759 3.60\*

Freddie Mac 3128X4T92 04/04/06 04/04/36\* 12.693 0.000 7.0001 16.18
0.027365 2.54\*

Freddie Mac 3128X4TD3 11/16/05 11/16/35\* 13.928 0.000 6.6800 20.89
0.029474 3.98\*

Freddie Mac 3128X4TJ0 11/21/05 11/21/35\* 13.847 0.000 6.7001 20.68
0.029402 4.12\*

Freddie Mac 3128X4TT8 11/01/05 06/10/08 88.755 0.000 4.6243 92.49
0.125552 19.96

Freddie Mac 3128X4U41 03/28/06 04/09/14 66.671 0.000 5.1122 61.95
0.102284 0.104899 0.107580 0.110330 0.113150 37.73 39.68

Freddie Mac 3128X4W56 04/04/06 04/04/36 14.255 0.000 6.6001 17.09
0.028808 0.029759 0.030741 0.031756 0.032803 10.71 11.43

Freddie Mac 3128X4XP1 01/11/06 01/11/36 13.219 0.000 6.8600 18.81
0.027872 0.028828 0.029817 0.030839 0.031897 10.54 11.27

Freddie Mac 3128X4XQ9 12/21/05 06/04/10 81.270 0.000 4.7117 80.54
0.116497 0.119242 0.122051 0.124926 0.127869 42.58 44.61

Freddie Mac 3128X4XZ9 01/18/06 01/18/36\* 13.529 0.000 6.7801 18.82
0.028161 0.029115 5.72\*

Freddie Mac 3128X4YT2 01/30/06 01/30/36\* 13.807 0.000 6.7100 18.66
0.028413 .82\*

Freddie Mac 3128X52H0 04/03/07 04/02/37 21.177 0.000 5.2421 8.34
0.031641 0.032470 0.033321 0.034195 0.035091 11.69 12.31

Freddie Mac 3128X52U1 04/04/07 07/31/14 70.210 0.000 4.8862 25.77
0.096808 0.099173 0.101596 0.104078 0.106621 36.00 37.78

Freddie Mac 3128X52W7 04/05/07 01/10/12 79.775 0.000 4.7983 28.51
0.107677 0.110260 0.112906 0.115614 0.118388 40.12 42.07

Freddie Mac 3128X53Z9 04/13/07 04/30/13 74.533 0.000 4.9196 26.49
0.104603 0.107176 0.109812 0.112513 0.115281 38.44 40.35

Freddie Mac 3128X54N5 04/18/07 12/30/14 68.522 0.000 4.9690 24.10
0.097894 0.100326 0.102819 0.105373 0.107992 35.68 37.48

Freddie Mac 3128X54W5 04/30/07 04/30/37 14.548 0.000 6.5300 6.41
0.027250 0.028140 0.029059 0.030008 0.030987 10.08 10.75

Freddie Mac 3128X55E4 05/04/07 05/04/37 16.728 0.000 6.0499 6.71
0.028963 0.029839 0.030741 0.031671 0.032629 10.69 11.34

Freddie Mac 3128X55H7 04/27/07 11/30/12 76.622 0.000 4.8161 25.29
0.105452 0.107991 0.110592 0.113255 0.115982 38.58 40.46

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3128X55L8 05/01/07 05/10/12 78.630 0.000 4.8418 25.54
0.108445 0.111070 0.113759 0.116513 0.119334 39.78 41.73

Freddie Mac 3128X56M5 05/22/07 05/22/37 14.676 0.000 6.4999 5.84
0.027359 0.028248 0.029166 0.030114 0.031093 10.08 10.75

Freddie Mac 3128X57F9 05/17/07 02/26/10 87.508 0.000 4.8642 26.68
0.119822 0.122736 0.125721 0.128779 0.131911 44.40 46.58

Freddie Mac 3128X57G7 05/17/07 12/31/09 88.200 0.000 4.8493 26.74
0.122395 0.125363 0.128402 0.131516 44.60 46.66

Freddie Mac 3128X5DU9 07/11/06 08/15/12 72.660 0.000 5.3088 58.36
0.113481 0.116493 0.119585 0.122759 0.126018 42.23 44.50

Freddie Mac 3128X5DV7 07/11/06 05/15/12 73.645 0.000 5.3020 59.09
0.116379 0.119464 0.122631 0.125882 0.129219 42.74 45.04

Freddie Mac 3128X5EQ7 06/30/06 06/30/36 12.330 0.000 7.1002 13.63
0.027001 0.027960 0.028953 0.029980 0.031045 9.89 10.61

Freddie Mac 3128X5ES3 06/29/06 06/29/12 72.129 0.000 5.5200 61.63
0.120011 0.123324 0.126727 0.130225 0.133819 43.81 46.27

Freddie Mac 3128X5EZ7 07/12/06 04/10/08 91.050 0.000 5.4424 74.93
0.147174 14.57

Freddie Mac 3128X5FD5 07/13/06 12/28/12 70.884 0.000 5.3995 57.64
0.114911 0.118013 0.121200 0.124472 0.127832 41.95 44.24

Freddie Mac 3128X5FH6 07/19/06 12/31/12 71.004 0.000 5.3796 56.95
0.114598 0.117680 0.120846 0.124096 0.127434 41.82 44.10

Freddie Mac 3128X5FS2 07/21/06 06/28/13 69.242 0.000 5.3695 55.11
0.111447 0.114439 0.117511 0.120666 0.123906 40.68 42.89

Freddie Mac 3128X5FT0 07/21/06 05/29/09 86.149 0.000 5.2873 67.56
0.135812 0.139403 0.143088 49.77 21.18

Freddie Mac 3128X5G69 02/27/07 05/29/09 89.466 0.000 4.9929 38.16
0.128803 0.132019 0.135314 47.16 20.03

Freddie Mac 3128X5HF8 08/10/06 01/31/11 79.500 0.000 5.1924 58.96
0.120546 0.123675 0.126886 0.130180 0.133560 44.92 47.28

Freddie Mac 3128X5HG6 08/10/06 10/31/12 72.515 0.000 5.2285 54.24
0.112202 0.115135 0.118145 0.121234 0.124403 41.28 43.47

Freddie Mac 3128X5HX9 08/24/06 02/26/10 84.132 0.000 4.9899 58.07
0.122541 0.125599 0.128732 0.131944 0.135236 45.44 47.73

Freddie Mac 3128X5JC3 08/25/06 08/10/09 86.407 0.000 4.9993 59.63
0.125811 0.128956 0.132179 0.135483 46.76 29.54

Freddie Mac 3128X5JD1 08/25/06 07/31/09 86.441 0.000 5.0282 60.14
0.126468 0.129648 0.132908 0.136249 47.07 28.38

Freddie Mac 3128X5JX7 09/19/06 09/19/36\* 12.693 0.000 7.0001 11.74
0.026439 0.027365 6.99\*

Freddie Mac 3128X5LH9 09/29/06 02/29/12 77.393 0.000 4.7840 0.106242
0.107601 0.112001 0.112810 0.117423 39.84 41.70

Freddie Mac 3128X5LK2 10/02/06 10/02/34 24.784 0.000 5.0446 15.91
0.036503 0.037424 0.038368 0.039336 0.040328 13.47 14.16

Freddie Mac 3128X5MX3 10/20/06 05/28/10 83.869 0.000 4.9375 50.52
0.121409 0.124407 0.127478 0.130625 0.133850 44.45 46.67

Freddie Mac 3128X5MY1 10/25/06 05/30/14 68.360 0.000 5.0693 41.79
0.101703 0.104280 0.106924 0.109634 0.112413 37.24 39.15

Freddie Mac 3128X5MZ8 10/26/06 10/31/08 90.425 0.000 5.0602 55.16
0.133712 0.137095 40.59

Freddie Mac 3128X5ND6 11/01/06 03/10/09 89.333 0.000 4.8381 51.36
0.125093 0.128119 0.131219 46.26 9.05

Freddie Mac 3128X5P69 03/09/07 09/15/15 66.760 0.000 4.8010 26.24
0.091243 0.093433 0.095676 0.097972 0.100324 33.71 35.35

Freddie Mac 3128X5PN2 11/14/06 05/30/08 92.725 0.000 4.9492 52.76
0.134159 19.99

Freddie Mac 3128X5Q43 03/14/07 12/01/12 76.253 0.000 4.8003 29.47
0.105187 0.107711 0.110297 0.112944 0.115655 38.47 40.34

Freddie Mac 3128X5Q50 03/14/07 06/01/08 94.213 0.000 4.9653 37.68
0.134586 20.19

Freddie Mac 3128X5Q68 03/14/07 12/01/08 92.106 0.000 4.8516 35.99
0.128461 0.131577 42.95

Freddie Mac 3128X5Q76 03/14/07 06/01/12 78.159 0.000 4.7812 30.09
0.107374 0.109941 0.112569 0.115260 0.118015 39.27 41.17

Freddie Mac 3128X5Q84 03/14/07 12/01/11 80.074 0.000 4.7686 30.74
0.109705 0.112320 0.114998 0.117740 0.120548 40.12 42.06

Freddie Mac 3128X5Q92 03/14/07 06/01/11 82.025 0.000 4.7562 31.41
0.112076 0.114742 0.117471 0.120264 0.123124 40.99 42.96

Freddie Mac 3128X5QQ4 11/22/06 04/12/10 85.169 0.000 4.7921 46.00
0.118252 0.121085 0.123987 0.126958 0.130000 43.53 45.64

Freddie Mac 3128X5R26 03/14/07 06/01/13 74.414 0.000 4.8117 28.83
0.102903 0.105378 0.107914 0.110510 0.113169 37.64 39.47

Freddie Mac 3128X5R34 03/14/07 06/01/09 90.056 0.000 4.7842 34.69
0.123796 0.126758 0.129790 45.28 19.47

Freddie Mac 3128X5R42 03/14/07 12/01/09 88.010 0.000 4.7594 33.73
0.120336 0.123199 0.126131 0.129133 44.01 42.16

Freddie Mac 3128X5R59 03/14/07 06/01/10 85.999 0.000 4.7465 32.87
0.117258 0.120041 0.122890 0.125807 0.128792 42.88 44.94

Freddie Mac 3128X5R67 03/14/07 12/01/10 83.993 0.000 4.7505 32.13
0.114624 0.117347 0.120134 0.122987 0.125909 41.92 43.94

Freddie Mac 3128X5RJ9 12/01/06 04/30/09 89.288 0.000 4.7476 46.65
0.122916 0.125834 0.128821 45.14 15.33

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3128X5SF6 12/22/06 12/22/36 14.804 0.000 6.4700 9.99
0.028355 0.029273 0.030220 0.031197 0.032207 10.39 11.07

Freddie Mac 3128X5T24 03/13/07 06/30/09 89.760 0.000 4.7554 34.45
0.123104 0.126031 0.129027 44.85 23.10

Freddie Mac 3128X5T32 03/13/07 07/31/09 89.470 0.000 4.7213 34.23
0.119463 0.122283 0.125170 0.128124 44.38 26.69

Freddie Mac 3128X5UN6 12/19/06 11/28/12 75.500 0.000 4.7858 37.87
0.104943 0.107455 0.110026 0.112659 0.115355 38.40 40.26

Freddie Mac 3128X5XD5 01/17/07 01/17/12\* 100.000 VARIES 5.1899 0.143364
2.29\*

Freddie Mac 3128X5Y93 03/28/07 11/10/09 88.508 0.000 4.7183 31.96
0.119392 0.122209 0.125092 0.128043 43.78 39.18

Freddie Mac 3128X5YP7 02/09/07 02/09/37 14.675 0.000 6.5001 8.65
0.027358 0.028247 0.029166 0.030113 0.031092 10.27 10.94

Freddie Mac 3128X5Z43 04/03/07 04/03/37 14.675 0.000 6.5001 7.18
0.027358 0.028247 0.029166 0.030113 0.031092 10.17 10.84

Freddie Mac 3128X5ZD3 01/26/07 06/09/10 84.810 0.000 4.9482 39.55
0.121640 0.124650 0.127734 0.130894 0.134133 44.47 46.69

Freddie Mac 3128X62A3 03/05/08 03/05/38 14.464 0.000 6.5499 0.026316
0.027178 0.028068 0.028988 7.89 10.15

Freddie Mac 3128X63N4 03/05/08 03/05/38 14.676 0.000 6.4999 0.026498
0.027359 0.028248 0.029166 7.94 10.22

Freddie Mac 3128X64T0 02/27/08 03/30/09\* 100.000 0.000 N/A 0.082564
0.082789 7.44\*

Freddie Mac 3128X6AX4 05/24/07 09/30/14 69.050 0.000 5.1017 21.39
0.099601 0.102141 0.104747 0.107419 0.110159 36.78 38.68

Freddie Mac 3128X6BB1 05/25/07 06/10/08 94.817 0.000 5.1726 29.56
0.140061 22.27

Freddie Mac 3128X6BZ8 06/07/07 06/07/28 26.771 0.000 6.3749 9.71
0.048918 0.050477 0.052086 0.053746 0.055459 17.97 19.13

Freddie Mac 3128X6CP9 06/19/07 06/19/37 13.648 0.000 6.7499 4.92
0.026454 0.027346 0.028269 0.029223 0.030210 9.71 10.37

Freddie Mac 3128X6DK9 06/15/07 06/15/37 13.258 0.000 6.8499 4.96
0.026091 0.026984 0.027909 0.028864 0.029853 9.58 10.25

Freddie Mac 3128X6DL7 06/25/07 06/25/37\* 12.693 0.000 7.0001 4.60
0.025545 0.026439 9.20\*

Freddie Mac 3128X6EC6 06/14/07 08/31/12 75.547 0.000 5.4515 22.81
0.114451 0.116293 0.121443 0.122719 0.128154 43.09 45.39

Freddie Mac 3128X6EQ5 06/22/07 06/22/37 12.693 0.000 7.0001 4.67
0.025545 0.026439 0.027365 0.028322 0.029314 9.37 10.04

Freddie Mac 3128X6FL5 07/13/07 07/13/37 12.693 0.000 7.0001 4.15
0.024681 0.025545 0.026439 0.027365 0.028322 9.34 10.00

Freddie Mac 3128X6FS0 06/29/07 02/28/10 87.300 0.000 5.1469 23.01
0.124531 0.126347 0.131746 0.132934 0.138615 46.80 49.15

Freddie Mac 3128X6GT7 07/10/07 09/30/14 67.455 0.000 5.5250 17.82
0.104796 0.107691 0.110666 0.113723 0.116865 38.78 40.95

Freddie Mac 3128X6H66 01/25/08 08/05/10 93.470 0.000 2.6892 0.069822
0.069875 0.070815 0.071767 0.072732 23.61 25.94

Freddie Mac 3128X6HA7 07/13/07 06/30/09 90.466 0.000 5.1591 21.91
0.132767 0.136192 0.139705 48.42 25.01

Freddie Mac 3128X6HU3 07/20/07 09/28/18 54.270 0.000 5.5370 13.52
0.084344 0.086679 0.089078 0.091545 0.094079 31.22 32.98

Freddie Mac 3128X6JJ6 07/31/07 08/01/08 95.010 0.000 5.1702 20.56
0.133503 0.138460 29.34

Freddie Mac 3128X6JK3 07/31/07 07/31/09 90.400 0.000 5.1104 19.38
0.128330 0.131609 0.134972 0.138421 47.79 28.83

Freddie Mac 3128X6JL1 07/31/07 07/30/10 85.850 0.000 5.1555 18.52
0.120270 0.124711 0.126535 0.131948 0.133142 45.80 48.19

Freddie Mac 3128X6JM9 07/31/07 08/01/11 81.360 0.000 5.2205 17.82
0.118001 0.121081 0.124241 0.127484 0.130812 43.97 46.30

Freddie Mac 3128X6JN7 07/31/07 08/01/12 77.040 0.000 5.2825 17.07
0.113063 0.116049 0.119114 0.122260 0.125489 42.15 44.40

Freddie Mac 3128X6JY3 08/03/07 09/01/11 81.672 0.000 5.0260 16.93
0.114470 0.117347 0.120296 0.123319 0.126418 42.43 44.59

Freddie Mac 3128X6JZ0 08/03/07 10/06/11 81.295 0.000 5.0204 16.86
0.114367 0.117238 0.120181 0.123198 0.126290 42.18 44.33

Freddie Mac 3128X6KX3 08/22/07 02/28/12 80.662 0.000 4.8063 14.06
0.106633 0.108009 0.112438 0.113263 0.117907 39.99 41.86

Freddie Mac 3128X6NN2 10/02/07 05/10/13 77.376 0.000 4.6276 8.88
0.099949 0.102262 0.104628 0.107049 0.109526 36.64 38.35

Freddie Mac 3128X6PP5 10/11/07 07/02/15 68.530 0.000 4.9512 7.54
0.094250 0.095302 0.097661 0.100079 0.102557 34.73 36.47

Freddie Mac 3128X6QB5 10/19/07 08/31/15 68.362 0.000 4.8939 6.80
0.091908 0.092539 0.096375 0.097123 0.101149 34.30 35.90

Freddie Mac 3128X6QE9 10/19/07 08/30/13 76.143 0.000 4.7019 7.24
0.097818 0.099491 0.102390 0.104225 0.107261 36.67 38.31

Freddie Mac 3128X6QQ2 11/01/07 06/28/13 77.875 0.000 4.4676 5.80
0.097328 0.099502 0.101724 0.103997 0.106320 35.44 37.04

Freddie Mac 3128X6RD0 11/20/07 11/20/37 14.463 0.000 6.5502 1.08
0.026316 0.027177 0.028068 0.028987 0.029936 9.70 10.35

Freddie Mac 3128X6RF5 12/18/07 02/15/12 84.080 0.000 4.2125 1.28
0.098374 0.099044 0.101130 0.103260 0.105435 35.91 37.38

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3128X6TE6 12/06/07 06/17/09 94.728 0.000 3.5695 2.35
0.094028 0.095706 0.097414 34.20 16.17

Freddie Mac 3128X6TL0 12/20/07 08/15/13 80.325 0.000 3.9128 .96 0.087291
0.087828 0.089546 0.091298 0.093084 31.83 33.03

Freddie Mac 3128X6WP7 12/21/07 12/21/37 22.860 0.000 4.9802 .32 0.031625
0.032412 0.033219 0.034047 0.034894 11.54 12.12

Freddie Mac 3128X7A61 06/05/08 10/10/14 76.930 0.000 4.1743 0.089202
0.090497 0.092386 0.094314 18.48 33.23

Freddie Mac 3128X7CH5 03/18/08 08/01/10 94.330 0.000 2.4780 0.064932
0.065527 0.066339 0.067161 18.47 23.98

Freddie Mac 3128X7E83 06/11/08 06/30/10 93.250 0.000 3.4329 0.088882
0.089083 0.090612 0.092168 0.093750 17.81 32.90

Freddie Mac 3128X7FE9 04/14/08 04/14/38 16.973 0.000 6.0000 0.028289
0.029137 0.030011 0.030912 7.34 10.78

Freddie Mac 3128X7FM1 04/09/08 04/09/13 100.000 VARIES 3.7046 0.102907
0.102241 0.101562 0.101720 26.91 36.64

Freddie Mac 3128X7KB9 04/22/08 04/22/13 100.000 VARIES 3.5068 0.097413
0.096686 0.095946 0.096118 24.21 34.63

Freddie Mac 3128X7KD5 04/22/08 04/22/13 100.000 VARIES 3.5716 0.099211
0.098627 0.098032 0.098170 24.66 35.37

Freddie Mac 3128X7KF0 04/23/08 04/23/13 100.000 VARIES 3.4727 0.096465
0.095849 0.095223 0.095369 23.88 34.36

Freddie Mac 3128X7KM5 04/22/08 04/22/13 100.000 VARIES 3.5068 0.097413
0.096686 0.095946 0.096118 24.21 34.63

Freddie Mac 3128X7KP8 04/22/08 04/22/13 100.000 VARIES 3.5068 0.097413
0.096686 0.095946 0.096118 24.21 34.63

Freddie Mac 3128X7LQ5 04/29/08 04/29/13 100.000 VARIES 3.7447 0.104021
0.103082 0.102125 0.102347 25.11 36.89

Freddie Mac 3128X7LS1 04/23/08 04/23/13 100.000 VARIES 3.8231 0.106198
0.105574 0.104937 0.105084 26.29 37.86

Freddie Mac 3128X7LU6 04/24/08 04/24/13 100.000 VARIES 3.8626 0.107295
0.106684 0.106062 0.106206 26.46 38.26

Freddie Mac 3128X7LV4 05/13/08 07/01/12 87.140 0.000 3.3575 0.081258
0.081635 0.083006 0.084399 18.59 30.13

Freddie Mac 3128X7N59 06/30/08 06/30/38 21.820 0.000 5.1394 0.031150
0.031951 0.032772 0.033614 5.64 11.65

Freddie Mac 3128X7Q72 07/11/08 07/30/09 97.260 0.000 2.6556 0.071716
0.071847 0.072801 12.21 15.19

Freddie Mac 3129026G9 12/06/00 03/30/10 56.100 0.000 6.3003 308.99
0.149868 0.154589 0.159459 0.164482 0.169664 55.68 59.24

Freddie Mac 312902FU8 10/12/99 08/01/08 55.888 0.000 6.7184 403.38
0.174689 0.180557 37.74

Freddie Mac 312902FZ7 10/12/99 07/01/08 56.244 0.000 6.7083 405.11
0.180296 32.45

Freddie Mac 312902LX5 12/17/99 12/17/29 14.255 0.000 6.6001 97.71
0.043936 0.045386 0.046884 0.048431 0.050030 16.12 17.20

Freddie Mac 312902VG1 04/25/00 01/04/21 25.643 0.000 6.6857 168.65
0.076432 0.078987 0.081627 0.084356 0.087176 28.89 30.86

Freddie Mac 312902VH9 04/25/00 01/04/22 24.042 0.000 6.6795 157.94
0.071563 0.073953 0.076423 0.078975 0.081613 27.05 28.89

Freddie Mac 312902VJ5 04/25/00 01/04/23 22.536 0.000 6.6749 147.92
0.067012 0.069248 0.071560 0.073948 0.076416 25.33 27.05

Freddie Mac 312902VK2 04/25/00 01/04/24 21.145 0.000 6.6664 138.57
0.062759 0.064850 0.067012 0.069246 0.071554 23.72 25.33

Freddie Mac 312902VL0 04/25/00 01/04/25 20.007 0.000 6.6235 130.05
0.058823 0.060771 0.062783 0.064863 0.067011 22.23 23.72

Freddie Mac 312902VM8 04/25/00 01/04/26 18.780 0.000 6.6160 121.90
0.055123 0.056947 0.058831 0.060777 0.062787 20.83 22.23

Freddie Mac 312902VN6 04/25/00 01/04/27 17.654 0.000 6.6033 114.32
0.051674 0.053380 0.055143 0.056963 0.058844 19.52 20.83

Freddie Mac 312902VS5 04/25/00 01/04/12 46.161 0.000 6.7212 305.62
0.138659 0.143319 0.148136 0.153114 0.158259 52.43 56.02

Freddie Mac 312902VT3 04/25/00 01/04/13 43.203 0.000 6.7221 286.08
0.129801 0.134164 0.138673 0.143334 0.148152 49.08 52.44

Freddie Mac 312902VU0 04/25/00 01/04/14 40.436 0.000 6.7227 267.79
0.121503 0.125587 0.129808 0.134171 0.138681 45.95 49.09

Freddie Mac 312902VV8 04/25/00 01/04/18 31.141 0.000 6.7034 205.49
0.093180 0.096303 0.099531 0.102867 0.106315 35.23 37.63

Freddie Mac 312902VW6 04/25/00 01/04/19 29.163 0.000 6.7017 192.38
0.087229 0.090152 0.093173 0.096295 0.099522 32.98 35.23

Freddie Mac 312902VX4 04/25/00 01/04/20 27.313 0.000 6.6997 180.11
0.081660 0.084395 0.087222 0.090144 0.093164 30.87 32.98

Freddie Mac 312902WF2 04/25/00 01/04/08 59.995 0.000 6.7521 399.51
0.181434 .54

Freddie Mac 312902WG0 04/25/00 01/04/09 56.172 0.000 6.7454 373.58
0.169625 0.175346 0.181260 64.15 .54

Freddie Mac 312902WH8 04/25/00 01/04/10 52.605 0.000 6.7376 349.35
0.158583 0.163925 0.169447 0.175156 0.181056 59.97 64.08

Freddie Mac 312902WJ4 04/25/00 01/04/11 49.272 0.000 6.7297 326.74
0.148281 0.153271 0.158428 0.163759 0.169270 56.08 59.91

Freddie Mac 312902WK1 04/25/00 01/04/15 37.975 0.000 6.6992 250.39
0.113525 0.117328 0.121258 0.125320 0.129517 42.92 45.85

Freddie Mac 312902WL9 04/25/00 01/04/16 35.607 0.000 6.6893 234.34
0.106215 0.109767 0.113438 0.117233 0.121154 40.16 42.89

Freddie Mac 312902WM7 04/25/00 01/04/17 33.256 0.000 6.7048 219.51
0.099539 0.102876 0.106325 0.109890 0.113574 37.64 40.20

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 312923CN3 01/10/01 08/17/12 61.750 1.000 5.5038 200.73
0.095364 0.097988 0.100685 0.103456 0.106303 35.52 37.50

Freddie Mac 312924TN3 11/19/01 11/19/20 100.000 5.881 N/A 0.163363
0.168166 0.173111 0.178202 0.183442 60.08 63.67

Federal Home Loan Banks 31339X6F6 06/12/03 06/12/23\* 100.000 VARIES
3.1248 0.081081 0.080395 20.29\*

Federal Home Loan Banks 31339XA53 06/09/03 06/09/28\* 22.811 0.000
5.9999 70.61 0.049605 0.051093 17.03\*

Federal Home Loan Banks 31339XAF1 06/09/03 06/09/33\* 15.782 0.000
6.2500 51.15 0.036142 0.037272 12.42\*

Federal Home Loan Banks 31339XBL7 06/10/03 06/10/33\* 15.108 0.000
6.4000 50.27 0.035662 0.036804 12.29\*

Federal Home Loan Banks 31339XDQ4 06/16/03 06/16/33\* 15.554 0.000
6.3000 50.62 0.035984 0.037117 12.62\*

Federal Home Loan Banks 31339XGE8 06/16/03 06/16/33\* 15.967 0.000
6.2099 51.13 0.036268 0.037394 12.72\*

Federal Home Loan Banks 31339XKS2 06/23/03 06/23/28\* 23.714 0.000
5.8400 70.52 0.049845 0.051300 17.81\*

Federal Home Loan Banks 31339XKT0 06/19/03 06/19/18\* 100.000 VARIES
3.1035 0.082301 6.42\*

Federal Home Loan Banks 31339XMN1 06/18/03 06/18/18\* 44.966 0.000
5.4000 122.96 0.085726 0.088041 30.16\*

Federal Home Loan Banks 31339XMW1 06/26/03 06/26/23\* 31.870 0.000
5.8000 93.84 0.066412 0.068338 23.92\*

Federal Home Loan Banks 31339XQ72 07/03/03 07/03/23 32.181 0.000 5.7500
93.39 0.064484 0.066338 0.068245 0.070207 0.072226 24.22 25.63

Federal Home Loan Banks 31339XRT3 06/30/03 06/30/23\* 33.134 0.000
5.6000 93.55 0.066084 0.067935 24.06\*

Federal Home Loan Banks 31339XSM7 07/02/03 07/02/18\* 100.000 VARIES
2.9907 0.079368 0.078872 7.18\*

Federal Home Loan Banks 31339XUQ5 06/30/03 07/02/18 46.694 0.000 5.1400
119.89 0.081699 0.083798 0.085952 0.088161 0.090427 30.55 32.14

Federal Home Loan Banks 31339Y4A7 07/16/03 07/16/18\* 100.000 VARIES
2.9616 0.078668 0.078188 8.22\*

Federal Home Loan Banks 31339YBR2 07/07/03 07/07/23 32.181 0.000 5.7500
93.13 0.064484 0.066338 0.068245 0.070207 0.072226 24.20 25.61

Federal Home Loan Banks 31339YMR0 07/28/03 07/28/23\* 30.656 0.000
5.9999 91.68 0.064723 1.75\*

Federal Home Loan Banks 31339YPD8 07/29/03 07/29/19\* 39.750 0.000
5.8499 115.48 0.081349 2.28\*

Federal Home Loan Banks 31339YQP0 08/07/03 08/07/08 100.000 VARIES
2.7564 0.036584 0.035748 7.75

Federal Home Loan Banks 3133M2JB4 12/18/97 12/18/12 33.623 0.000 7.4000
360.99 0.142936 0.148225 0.153709 0.159396 0.165294 52.55 56.51

Federal Home Loan Banks 3133M4JQ7 06/05/98 06/05/28\* 12.678 0.000
7.0041 118.28 0.047440 7.31\*

Federal Home Loan Banks 3133M4T86 07/07/98 07/07/28 13.648 0.000 6.7499
119.67 0.046510 0.048080 0.049703 0.051380 0.053114 17.58 18.79

Federal Home Loan Banks 3133M5ER7 09/08/98 09/08/28\* 13.727 0.000
6.7301 117.05 0.046561 0.048128 11.78\*

Federal Home Loan Banks 3133M5LN8 09/18/98 09/18/28\* 13.928 0.000
6.6800 117.14 0.046687 0.048247 12.28\*

Federal Home Loan Banks 3133M5QZ6 09/29/98 09/29/28\* 14.934 0.000
6.4399 119.20 0.047261 0.048783 12.94\*

Federal Home Loan Banks 3133M95W8 07/13/99 07/13/29 12.331 0.000 7.0999
99.31 0.042496 0.044005 0.045567 0.047185 0.048860 16.09 17.25

Federal Home Loan Banks 3133M9CD2 08/17/99 08/17/29 11.806 0.000 7.2501
96.28 0.042033 0.043557 0.045136 0.046772 0.048467 15.82 16.99

Federal Home Loan Banks 3133MCF83 10/27/00 04/27/10 79.882 0.000 N/A
0.020324 0.016003 0.016513 0.013065 0.013481 6.30 5.13

Federal Home Loan Banks 3133MSHD5 10/17/02 10/19/09 76.775 0.000 3.8083
166.64 0.098100 0.099968 0.101871 0.103811 35.92 29.69

Federal Home Loan Banks 3133MSHE3 10/17/02 10/19/09 76.745 0.000 3.8140
166.84 0.098235 0.100109 0.102018 0.103963 35.97 29.73

Federal Home Loan Banks 3133MSYC8 11/05/02 11/05/32\* 14.255 0.000
6.6001 56.70 0.036159 4.48\*

Federal Home Loan Banks 3133MUP74 12/27/02 12/27/32 15.241 0.000 6.3699
56.27 0.036899 0.038074 0.039287 0.040538 0.041829 13.50 14.38

Federal Home Loan Banks 3133MUSN6 01/13/03 01/13/33 14.675 0.000 6.5001
54.89 0.035336 0.036484 0.037670 0.038894 0.040158 13.32 14.20

Federal Home Loan Banks 3133MW7G0 03/03/03 03/03/08 100.000 VARIES
3.2123 0.089860 5.57

Federal Home Loan Banks 3133MXEJ4 04/01/03 04/01/33\* 14.977 0.000
6.4300 52.55 0.035565 3.20\*

Federal Home Loan Banks 3133MXWJ4 04/14/03 04/14/15\* 55.287 0.000
5.0000 144.98 0.095899 9.88\*

Federal Home Loan Banks 3133X1BR7 09/17/03 09/12/08 84.441 0.000 3.4206
132.25 0.091848 0.093419 23.34

Federal Home Loan Banks 3133X4V65 03/10/04 03/10/08 100.000 VARIES
3.2987 0.049695 3.42

Federal Home Loan Banks 3133X4V81 03/09/04 01/23/09 100.000 1.560 N/A
0.049715 0.049214 0.048725 17.68 1.07

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Federal Home Loan Banks 3133X5PZ5 04/23/04 04/23/13\* 100.000 VARIES
3.5104 0.095752 10.72\*

Federal Home Loan Banks 3133X5SZ2 04/06/04 04/06/09\* 100.000 VARIES
2.6889 0.074063 .37\*

Federal Home Loan Banks 3133X5VL9 04/23/04 04/23/14\* 100.000 VARIES
3.6511 0.100113 11.21\*

Federal Home Loan Banks 3133X64Y9 04/15/04 04/15/09\* 100.000 VARIES
2.9488 0.080948 1.13\*

Federal Home Loan Banks 3133X65D4 04/28/04 04/28/09\* 100.000 VARIES
3.0683 0.084713 9.91\*

Federal Home Loan Banks 3133XBNM3 04/29/05 04/29/15\* 100.000 VARIES
4.6920 0.129114 3.62\*

Federal Home Loan Banks 3133XC6C2 06/30/05 06/30/20\* 100.000 VARIES
4.9759 0.050100 0.049273 17.84\*

Federal Home Loan Banks 3133XEQJ1 02/24/06 02/24/11\* 100.000 VARIES
5.3280 0.146469 7.76\*

Federal Home Loan Banks 3133XEYQ6 03/29/06 03/29/11\* 100.000 VARIES
5.4106 0.148351 13.05\*

Federal Home Loan Banks 3133XEZB8 03/28/06 03/28/11\* 100.000 VARIES
5.3280 0.146470 12.74\*

Federal Home Loan Banks 3133XGGN8 08/14/06 08/14/36\* 12.331 0.000
7.0999 12.48 0.026077 1.12\*

Federal Home Loan Banks 3133XJ3E6 12/12/06 02/01/08 100.000 0.000 4.9619
0.142205 4.27

Federal Home Loan Banks 3133XJDZ8 12/19/06 01/15/08 100.000 0.000 5.2760
0.150997 2.11

Federal Home Loan Banks 3133XJKZ0 01/09/07 04/09/08 100.000 0.000 5.0474
0.145559 14.26

Federal Home Loan Banks 3133XJNN4 01/17/07 02/13/08\* 100.000 0.000
5.3148 0.152140 2.43\*

Federal Home Loan Banks 3133XK4D4 03/06/07 04/11/08 100.000 0.000 4.9376
0.141216 14.12

Federal Home Loan Banks 3133XKFP5 04/27/07 04/27/22\* 100.000 VARIES
5.4093 0.149045 3.88\*

Federal Home Loan Banks 3133XKLH6 04/19/07 05/19/08 100.000 0.000 5.1288
0.146746 20.25

Federal Home Loan Banks 3133XKLW3 05/01/07 05/30/08 100.000 0.000 5.0477
0.144340 21.51

Federal Home Loan Banks 3133XKSN6 05/17/07 05/29/08 100.000 0.000 5.0937
0.145344 21.51

Federal Home Loan Banks 3133XKZL2 05/25/07 06/02/08 100.000 0.000 5.2033
0.148449 22.42

Federal Home Loan Banks 3133XL3U5 05/29/07 06/02/08 100.000 0.000 5.1958
0.148142 22.37

Federal Home Loan Banks 3133XL4J9 05/29/07 06/02/08 100.000 0.000 5.2006
0.148283 22.39

Federal Home Loan Banks 3133XLEC3 06/13/07 06/10/11\* 79.498 0.000
5.8311 25.57 0.132460 21.06\*

Federal Home Loan Banks 3133XLGA5 06/18/07 07/18/08 100.000 0.000 5.2838
0.147419 0.151313 29.74

Federal Home Loan Banks 3133XLGC1 06/18/07 07/18/08 100.000 0.000 5.2860
0.144273 0.149714 29.70

Federal Home Loan Banks 3133XLN82 07/05/07 10/24/08 100.000 0.000 5.1659
0.145744 0.149509 43.38

Federal Home Loan Banks 3133XLNE9 07/09/07 08/13/08 100.000 0.000 5.1656
0.144191 0.147916 32.68

Federal Home Loan Banks 3133XLSB0 07/27/07 07/27/37 12.331 0.000 7.0999
3.75 0.024319 0.025183 0.026077 0.027002 0.027961 9.18 9.84

Federal Home Loan Banks 3133XLT45 07/25/07 08/29/08 100.000 0.000 5.2235
0.145814 0.149623 35.39

Federal Home Loan Banks 3133XLTU7 07/30/07 07/30/37\* 11.807 0.000
7.2499 3.59 0.023778 0.024640 5.12\*

Federal Home Loan Banks 3133XLUT8 08/07/07 08/15/08 100.000 0.000 5.1405
0.142956 0.146631 32.68

Federal Home Loan Banks 3133XLV26 08/09/07 08/11/08 100.000 0.000 5.1622
0.143438 0.147141 32.22

Federal Home Loan Banks 3133XMBZ3 09/11/07 03/11/10\* 100.000 VARIES
5.3243 0.147899 0.147562 36.91\*

Federal Home Loan Banks 3133XMC25 09/17/07 03/17/10\* 100.000 VARIES
5.3326 0.148130 0.147784 37.86\*

Federal Home Loan Banks 3133XMCN9 09/24/07 10/08/08\* 100.000 0.000 N/A
0.131840 10.94\*

Federal Home Loan Banks 3133XMK26 10/02/07 10/28/08\* 100.000 0.000 N/A
0.131224 11.94\*

Federal Home Loan Banks 3133XMKX8 10/16/07 10/28/08\* 100.000 0.000 N/A
0.131151 13.77\*

Federal Home Loan Banks 3133XMTG6 10/30/07 10/28/11\* 100.000 VARIES
4.5881 0.127449 0.127001 37.77\*

Federal Home Loan Banks 3133XMUN9 11/01/07 11/28/08\* 100.000 0.000 N/A
0.125929 15.11\*

Federal Home Loan Banks 3133XMUU3 11/05/07 11/28/08\* 100.000 0.000 N/A
0.125633 15.58\*

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Federal Home Loan Banks 3133XMVF5 11/02/07 11/28/08\* 100.000 0.000 N/A
0.125652 15.20\*

Federal Home Loan Banks 3133XMVJ7 11/05/07 11/28/08\* 100.000 0.000 N/A
0.125635 15.58\*

Federal Home Loan Banks 3133XMW56 11/07/07 11/28/08\* 100.000 0.000 N/A
0.125625 15.83\*

Federal Home Loan Banks 3133XMXA4 11/09/07 12/02/08\* 100.000 0.000 N/A
0.125635 16.08\*

Federal Home Loan Banks 3133XMZ53 11/08/07 11/28/08\* 100.000 0.000 N/A
0.125073 15.88\*

Federal Home Loan Banks 3133XN4Y2 11/23/07 12/08/08\* 100.000 0.000 N/A
0.123690 17.56\*

Federal Home Loan Banks 3133XNAN9 11/27/07 12/15/08\* 100.000 0.000 N/A
0.122888 17.94\*

Federal Home Loan Banks 3133XNJH3 12/12/07 12/15/08 100.000 0.000 3.8814
0.107852 0.109945 37.48

Federal Home Loan Banks 3133XNKU2 12/06/07 12/30/08\* 100.000 0.000 N/A
0.121011 18.76\*

Federal Home Loan Banks 3133XNSB6 12/24/07 01/13/09\* 100.000 0.000 N/A
0.120710 0.120987 10.04\*

Federal Home Loan Banks 3133XQCJ9 03/24/08 03/24/38 15.108 0.000 6.4000
0.026859 0.027719 0.028606 0.029521 7.52 10.31

Federal Home Loan Banks 3133XREU0 05/30/08 06/30/09 100.000 0.000 2.6778
0.074386 0.074552 0.075550 15.73 13.52

Federal Home Loan Banks 3133XRM80 06/25/08 06/30/09 100.000 0.000 3.0754
0.085428 0.085465 0.086779 15.90 15.53

Federal Home Loan Banks 3133XRMN7 06/20/08 06/22/09 100.000 0.000 3.1154
0.086541 0.086556 0.087904 16.54 15.03

Federal Home Loan Banks 3133XRPT1 06/24/08 06/30/09 100.000 0.000 3.0752
0.085422 0.085466 0.086780 15.98 15.53

Freddie Mac 3134A12K5 02/04/98 02/04/28\* 13.067 0.000 6.8999 125.26
0.047709 1.57\*

Freddie Mac 3134A1BU3 09/25/96 06/01/16 23.214 0.000 7.5580 303.49
0.111749 0.115972 0.120355 0.124903 0.129623 41.25 44.42

Freddie Mac 3134A1CT5 10/21/96 09/15/16 23.550 0.000 7.3996 295.82
0.106882 0.110836 0.114937 0.119189 0.123599 40.04 43.06

Freddie Mac 3134A1DL1 11/01/96 02/01/16 25.038 0.000 7.3237 308.77
0.110384 0.114426 0.118616 0.122960 0.127462 41.70 44.81

Freddie Mac 3134A1FK1 11/20/96 09/03/19 20.641 0.000 7.0454 239.31
0.085261 0.088264 0.091373 0.094592 0.097924 31.96 34.25

Freddie Mac 3134A1H60 10/22/97 06/03/24 16.813 0.000 6.8126 164.71
0.062655 0.064790 0.066997 0.069279 0.071639 23.06 24.66

Freddie Mac 3134A1HH6 12/23/96 12/01/15 26.483 0.000 7.1396 309.08
0.113147 0.117186 0.121370 0.125702 0.130190 41.71 44.74

Freddie Mac 3134A1HU7 12/27/96 12/02/19 19.720 0.000 7.2067 232.87
0.085598 0.088682 0.091878 0.095188 0.098618 31.55 33.87

Freddie Mac 3134A1JD3 12/31/96 12/01/14 28.804 0.000 7.0673 330.55
0.120729 0.124995 0.129412 0.133985 0.138720 44.49 47.69

Freddie Mac 3134A1MX5 02/12/97 02/01/14 30.030 0.000 7.2159 349.46
0.126439 0.131001 0.135727 0.140624 0.145698 47.73 51.24

Freddie Mac 3134A1MY3 02/12/97 02/01/20 19.238 0.000 7.3061 227.83
0.082762 0.085785 0.088919 0.092167 0.095534 31.26 33.59

Freddie Mac 3134A1MZ0 02/12/97 03/01/16 25.716 0.000 7.2560 301.65
0.109973 0.113963 0.118097 0.122382 0.126822 41.28 44.33

Freddie Mac 3134A1NA4 02/12/97 01/02/19 20.877 0.000 7.2857 246.27
0.088872 0.092109 0.095465 0.098942 0.102547 33.76 36.26

Freddie Mac 3134A1X39 12/11/97 06/01/15 33.207 0.000 6.4099 294.26
0.110928 0.114483 0.118152 0.121939 0.125847 40.79 43.45

Freddie Mac 3134A2EX2 05/22/98 05/22/28\* 12.511 0.000 7.0499 118.36
0.047319 6.67\*

Freddie Mac 3134A2FE3 06/02/98 06/02/28\* 12.879 0.000 6.9499 119.05
0.047581 7.18\*

Freddie Mac 3134A2FR4 06/09/98 06/09/28\* 12.602 0.000 7.0249 117.85
0.047385 7.49\*

Freddie Mac 3134A2G77 12/28/98 11/15/28 20.230 0.000 5.4198 125.25
0.048974 0.050301 0.051664 0.053064 0.054502 17.99 18.98

Freddie Mac 3134A2GC6 06/05/98 06/05/28\* 12.804 0.000 6.9700 118.68
0.047529 7.32\*

Freddie Mac 3134A2GJ1 06/12/98 06/12/28\* 12.712 0.000 6.9949 118.06
0.047464 7.64\*

Freddie Mac 3134A2HF8 06/30/98 11/24/14 38.078 0.000 5.9744 285.55
0.109908 0.113191 0.116573 0.120055 0.123641 40.40 42.85

Freddie Mac 3134A2HG6 06/30/98 12/11/25 19.896 0.000 5.9699 149.04
0.057519 0.059236 0.061004 0.062825 0.064700 21.09 22.36

Freddie Mac 3134A2NQ7 07/30/98 08/15/14 37.992 0.000 6.1246 290.79
0.111527 0.114943 0.118463 0.122090 0.125829 41.71 44.30

Freddie Mac 3134A2QA9 09/08/98 09/08/28\* 14.152 0.000 6.6250 118.20
0.046823 0.048374 11.84\*

Freddie Mac 3134A2QP6 09/18/98 09/18/28\* 14.078 0.000 6.6431 117.54
0.046779 0.048333 12.30\*

Freddie Mac 3134A3D29 09/09/99 08/15/27 14.928 0.000 6.9258 113.64
0.049293 0.051000 0.052766 0.054593 0.056483 18.52 19.83

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Freddie Mac 3134A3ZJ8 09/14/99 09/14/29 12.656 0.000 7.0101 97.64
0.042767 0.044266 0.045818 0.047424 0.049086 15.99 17.13

Freddie Mac 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 6.2410 104.78
0.044851 0.046250 0.047694 0.049182 0.050717 16.45 17.49

Fannie Mae 31359MEL3 01/29/99 06/01/17 34.790 0.000 5.8405 233.65
0.093893 0.096635 0.099457 0.102361 0.105351 34.46 36.50

Fannie Mae 31359MZQ9 12/21/05 03/21/10 83.248 0.000 N/A 0.109429
0.109198 0.108961 0.108718 39.35 39.18

Fannie Mae 31364KSS0 08/17/00 08/17/12 60.070 2.000 6.9636 205.83
0.097916 0.101326 0.104854 0.108504 0.112282 36.79 39.40

Fannie Mae 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 6.2082 74.45
0.040991 0.042264 0.043576 0.044928 0.046323 15.25 16.22

Fannie Mae 3136F1KN9 01/29/02 02/01/09 87.729 0.000 N/A 0.013724
0.013706 0.010236 4.41 .31

Fannie Mae 3136F2B31 12/20/02 12/30/32 19.252 0.000 5.5626 61.20
0.039198 0.040289 0.041409 0.042561 0.043745 14.31 15.12

Fannie Mae 3136F2C63 12/24/02 12/30/09 76.570 0.000 3.8410 161.13
0.098878 0.100778 0.102713 0.104686 35.94 37.23

Fannie Mae 3136F2W20 01/30/03 01/22/08 84.961 0.000 3.3009 148.50
0.090204 1.89

Fannie Mae 3136F3LA2 04/04/03 10/03/33 20.285 0.000 5.2999 57.13
0.037784 0.038785 0.039813 0.040868 0.041951 13.96 14.71

Fannie Mae 3136F3QM1 04/28/03 04/22/08 85.266 0.000 3.2241 137.56
0.088140 9.78

Fannie Mae 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 N/A 0.039164
0.040105 0.041068 0.042055 0.043066 14.30 14.99

Fannie Mae 3136F4R55 01/07/04 12/15/34 18.268 0.000 5.5708 44.71
0.035101 0.036079 0.037084 0.038116 0.039178 12.84 13.57

Fannie Mae 3136F66E4 05/13/05 02/15/09 98.144 3.600 4.1385 12.72
0.014067 0.014358 0.014656 5.20 .64

Fannie Mae 3136F6E62 03/01/05 05/01/10 92.689 0.000 N/A 0.026574
0.026329 0.026080 0.022229 0.001738 9.49 7.24

Fannie Mae 3136F6G86 02/24/05 02/15/15 63.549 0.000 4.5968 88.02
0.090808 0.092895 0.095030 0.097215 0.099449 33.64 35.20

Fannie Mae 3136F75Q6 11/14/06 11/14/36 12.693 0.000 7.0001 10.28
0.026439 0.027365 0.028322 0.029314 0.030340 9.77 10.47

Fannie Mae 3136F75W3 11/03/06 12/01/11 78.531 0.000 4.8158 44.68
0.110586 0.113249 0.115976 0.118768 0.121628 40.45 42.42

Fannie Mae 3136F7B55 05/09/06 11/28/08 87.740 0.000 5.1884 77.18
0.136927 0.140480 45.41

Fannie Mae 3136F7DC8 06/29/05 12/01/10 87.017 0.000 N/A 0.069046
0.063759 0.053478 0.035984 0.019731 23.44 15.08

Fannie Mae 3136F7J24 06/27/06 06/27/36 11.807 0.000 7.2499 13.42
0.026458 0.027417 0.028411 0.029441 0.030508 9.71 10.42

Fannie Mae 3136F7J73 06/16/06 07/10/11 84.228 0.000 N/A 0.105430
0.098174 0.090722 0.082963 0.075049 34.13 28.58

Fannie Mae 3136F7M53 06/30/06 06/30/36 11.637 0.000 7.3000 13.24
0.026277 0.027236 0.028230 0.029260 0.030328 9.63 10.35

Fannie Mae 3136F7M61 07/10/06 07/10/36 10.982 0.000 7.5002 12.60
0.024628 0.025552 0.026510 0.027504 0.028536 9.35 10.07

Fannie Mae 3136F7MB0 11/17/05 06/07/12 73.724 0.000 4.7041 76.51
0.106001 0.108495 0.111047 0.113658 0.116332 38.73 40.57

Fannie Mae 3136F7NJ2 11/15/05 02/28/14 67.000 0.000 4.8887 72.63
0.098119 0.099424 0.103543 0.104344 0.108667 36.82 38.57

Fannie Mae 3136F7NM5 11/15/05 11/15/30 26.938 0.000 5.3159 31.83
0.044179 0.045353 0.046559 0.047796 0.049067 16.23 17.10

Fannie Mae 3136F7NQ6 11/17/05 03/10/10 81.307 0.000 4.8534 87.22
0.119586 0.122488 0.125460 0.128505 0.131623 44.23 46.40

Fannie Mae 3136F7P35 07/03/06 05/30/08 90.240 0.000 5.4516 75.63
0.147417 21.97

Fannie Mae 3136F7PA9 11/28/05 06/10/08 88.990 0.000 4.6571 90.00
0.126423 20.10

Fannie Mae 3136F7PG6 12/05/05 06/10/10 80.940 0.000 4.7398 82.54
0.117111 0.119887 0.122728 0.125636 0.128614 42.78 44.83

Fannie Mae 3136F7Q34 07/14/06 10/31/14 63.950 0.000 5.4603 52.69
0.104027 0.106867 0.109784 0.112782 0.115861 38.31 40.43

Fannie Mae 3136F7QX8 01/06/06 10/10/13 69.750 0.000 4.6951 67.45
0.098723 0.101040 0.103412 0.105840 0.108325 36.34 38.06

Fannie Mae 3136F7UM7 02/22/06 10/01/12 96.825 4.318 4.8859 7.94 0.012392
0.012695 0.013005 0.013323 0.013648 4.57 4.80

Fannie Mae 3136F8BF1 12/12/06 12/12/36 14.464 0.000 6.5499 10.16
0.028068 0.028988 0.029937 0.030917 0.031930 10.31 10.99

Fannie Mae 3136F8JD8 03/16/07 05/31/13 74.650 0.000 4.7639 28.53
0.102142 0.104575 0.107066 0.109616 0.112227 37.36 39.16

Fannie Mae 3136F8JY2 03/30/07 04/10/13 75.160 0.000 4.7935 27.35
0.102614 0.105073 0.107592 0.110170 0.112811 37.79 39.62

Fannie Mae 3136F8KC8 04/02/07 01/29/10 87.515 0.000 4.7745 31.50
0.117870 0.120683 0.123565 0.126514 0.129535 43.81 45.92

Fannie Mae 3136F8LJ2 05/16/07 10/01/29 60.778 0.000 N/A 0.082848
0.082804 0.080367 0.080320 0.077761 29.59 28.69

Fannie Mae 3136F8LW3 05/03/07 06/01/15 75.398 0.000 N/A 0.098609
0.095305 0.095123 0.091548 0.091353 34.80 33.49

Fannie Mae 3136F8MZ5 05/22/07 07/15/08 94.320 0.000 5.1478 29.85
0.132955 0.137876 26.95

Fannie Mae 3136F8NZ4 06/11/07 12/10/14 66.600 0.000 5.4956 20.39
0.104448 0.107318 0.110267 0.113297 0.116410 38.24 40.37

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Fannie Mae 3136F8P25 02/08/08 02/08/38 16.973 0.000 6.0000 0.027978
0.028504 0.029846 0.030240 9.25 10.90

Fannie Mae 3136F8QH1 07/11/07 02/28/14 69.767 0.000 5.4960 18.37
0.106143 0.107875 0.112676 0.113885 0.118954 39.97 42.12

Fannie Mae 3136F8QL2 07/19/07 10/29/10 84.360 0.000 5.2540 20.06
0.124918 0.128199 0.131567 0.135023 0.138570 45.97 48.42

Fannie Mae 3136F8QM0 07/30/07 07/30/37 12.693 0.000 7.0001 3.73 0.024681
0.025545 0.026439 0.027365 0.028322 9.31 9.97

Fannie Mae 3136F8RD9 08/09/07 04/10/12 79.420 0.000 4.9945 15.72
0.111117 0.113892 0.116736 0.119651 0.122639 40.96 43.03

Fannie Mae 3136F8SE6 08/29/07 06/30/10 87.435 0.000 4.7840 14.29
0.118075 0.120900 0.123792 0.126753 0.129785 43.02 45.10

Fannie Mae 3136F8SH9 09/07/07 07/31/09 91.845 0.000 4.5334 13.12
0.113139 0.116445 0.117790 0.122456 42.73 25.70

Fannie Mae 3136F8UT0 11/06/07 05/01/14 95.257 0.000 N/A 0.054781
0.026563 0.026527 0.025214 0.023403 12.95 9.12

Fannie Mae 3136F8XP5 11/20/07 07/10/12 82.235 0.000 4.2600 3.99 0.097300
0.097889 0.099974 0.102103 0.104278 35.59 37.11

Fannie Mae 3136F8YZ2 12/13/07 02/15/12 85.070 0.000 3.9122 1.66 0.092438
0.093072 0.094893 0.096749 0.098642 33.73 35.01

Fannie Mae 3136F9A29 08/01/08 07/01/10 93.880 0.000 3.3212 0.086607
0.087809 0.089267 12.99 31.87

Fannie Mae 3136F9A37 08/01/08 12/31/10 91.840 0.000 3.5525 0.090628
0.091972 0.093606 0.095269 13.69 33.41

Fannie Mae 3136F9A45 08/01/08 07/01/11 89.720 0.000 3.7531 0.093536
0.095000 0.096782 14.03 34.52

Fannie Mae 3136F9A52 08/01/08 12/30/11 87.670 0.000 3.8911 0.094760
0.096287 0.098160 0.100070 14.22 35.00

Fannie Mae 3136F9A60 08/01/08 06/29/12 85.645 0.000 4.0007 0.095176
0.096745 0.098681 0.100655 14.28 35.18

Fannie Mae 3136F9A78 08/01/08 12/31/12 83.605 0.000 4.0950 0.095098
0.096725 0.098705 0.100726 14.36 35.18

Fannie Mae 3136F9B44 08/07/08 12/01/13 84.261 0.000 N/A 0.094981
0.090442 0.090187 0.086193 13.54 32.39

Fannie Mae 3136F9FX6 04/03/08 12/30/12 93.811 0.000 N/A 0.073578
0.074080 0.053644 0.054401 0.035916 19.79 19.43

Fannie Mae 3136F9FY4 04/03/08 06/29/12 93.719 0.000 N/A 0.071646
0.072117 0.073109 0.048271 0.048936 19.29 21.80

Fannie Mae 3136F9FZ1 04/03/08 12/29/12 94.297 0.000 N/A 0.072138
0.072613 0.059108 0.046952 0.034911 19.39 19.04

Fannie Mae 3136F9KB8 04/22/08 04/22/38 14.890 0.000 6.4500 0.026678
0.027539 0.028427 0.029344 6.70 10.20

Fannie Mae 3136F9KS1 04/28/08 04/28/38 15.108 0.000 6.4000 0.026419
0.027414 0.028137 0.029197 6.62 10.25

Fannie Mae 3136F9LJ0 04/28/08 04/28/38 14.676 0.000 6.4999 0.026498
0.027359 0.028248 0.029166 6.49 10.12

Fannie Mae 3136F9PQ0 05/21/08 05/21/38 15.782 0.000 6.2500 0.027399
0.028256 0.029139 0.030049 6.06 10.40

Fannie Mae 3136F9PW7 05/20/08 05/20/38 15.108 0.000 6.4000 0.026859
0.027719 0.028606 0.029521 5.97 10.21

Fannie Mae 3136F9QD8 05/28/08 05/28/38 15.329 0.000 6.3501 0.027039
0.027898 0.028784 0.029697 5.79 10.26

Fannie Mae 3136F9QN6 05/28/08 05/28/38 14.675 0.000 6.5001 0.026497
0.027358 0.028247 0.029166 5.67 10.07

Fannie Mae 3136F9QV8 06/02/08 06/02/28 30.596 0.000 6.0100 0.051079
0.052614 0.054195 0.055823 10.72 19.32

Fannie Mae 3136F9SM6 06/04/08 06/04/38 14.675 0.000 6.5001 0.026497
0.027358 0.028247 0.029166 5.51 10.06

Fannie Mae 3136F9UK7 06/24/08 06/24/38 13.451 0.000 6.8001 0.025408
0.026272 0.027165 0.028089 4.76 9.63

Fannie Mae 3136F9VS9 06/30/08 06/30/38 12.693 0.000 7.0001 0.024681
0.025545 0.026439 0.027365 4.47 9.36

Fannie Mae 3136F9XU2 06/30/08 07/15/09 96.935 0.000 3.0100 0.081037
0.081151 0.082372 14.69 15.96

Fannie Mae 3136F9ZA4 07/30/08 07/30/38 14.255 0.000 6.6001 0.026135
0.026997 0.027888 3.95 9.83

Fannie Mae 3136F9ZF3 08/05/08 06/01/10 94.000 0.000 3.4227 0.089365
0.090357 0.091904 0.093477 13.08 32.90

Fannie Mae 3136F9ZZ9 08/01/08 12/31/09 95.790 0.000 3.0581 0.081370
0.082409 0.083669 12.29 29.81

Financial Federal Corp 317492AE6 04/12/04 04/15/34 100.000 VARIES 7.3755
0.248079 0.255179 0.262541 0.270174 0.278089 91.69 97.07

Financial Federal Corp 317492AF3 04/12/04 04/15/34 100.000 VARIES 7.3755
0.248079 0.255179 0.262541 0.270174 0.278089 91.69 97.07

The Finova Group Inc. 317928AA7 08/22/01 11/15/09 76.270 7.500 N/A
0.164972 0.169478 0.174297 0.179451 60.63 55.66

First Data Corporation 319963AN4 10/24/07 09/24/15 94.796 9.875 10.8718
.80 0.011974 0.012517 0.013197 0.013915 0.014671 4.53 5.02

First Data Corporation 319963AP9 10/24/07 09/24/15 94.796 9.875 10.8718
.80 0.011974 0.012517 0.013197 0.013915 0.014671 4.53 5.02

Frnkln & Hamltn HSD #103 35241RAE5 03/15/06 11/01/10 76.493 0.000 5.8733
83.88 0.137139 0.141167 0.145312 0.149580 0.153972 50.59 53.60

Frnkln & Hamltn HSD #103 35241RAF2 03/15/06 11/01/11 71.698 0.000 5.9985
80.36 0.131544 0.135490 0.139554 0.143739 0.148050 48.55 51.50

Franklin Cnty SD #47 352730CF0 02/15/07 12/01/13 68.938 0.000 5.5487
34.03 0.110988 0.114067 0.117232 0.120484 0.123827 40.70 42.99

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Franklin Cnty SD #47 352730CG8 02/15/07 12/01/14 65.167 0.000 5.5688
32.29 0.105312 0.108245 0.111259 0.114357 0.117541 38.62 40.80

Franklin Cnty SD #47 352730CH6 02/15/07 12/01/15 61.525 0.000 5.5989
30.65 0.099989 0.102788 0.105666 0.108624 0.111665 36.67 38.75

Franklin Cnty SD #47 352730CJ2 02/15/07 12/01/16 57.942 0.000 5.6491
29.13 0.095047 0.097731 0.100492 0.103330 0.106249 34.86 36.86

Fremont Genl Fin I 356905208 03/06/96 03/31/26 100.000 9.000 N/A
0.247253 0.254426 0.261448 0.277931 0.292175 93.13 102.35

GGP Limited Partnership 36170XAA3 04/16/07 04/15/12 98.000 3.980 4.4305
2.59 0.010107 0.010331 0.010618 0.010794 0.011093 3.78 3.94

GATX Financial Corp. 36804PAC0 10/25/04 06/15/11 95.703 6.273 7.0956
18.15 0.017903 0.018538 0.019196 0.019877 0.020582 6.58 7.06

GATX Financial Corp. 36804PAD8 10/25/04 06/15/11 95.703 6.273 7.0956
18.15 0.017903 0.018538 0.019196 0.019877 0.020582 6.58 7.06

GATX Financial Corp. 36804PAE6 10/25/04 06/15/11 95.703 6.273 7.0956
18.15 0.017903 0.018538 0.019196 0.019877 0.020582 6.58 7.06

General Electric Capital 36962FTF3 04/14/94 04/01/08 99.800 VARIES
7.2406 0.201988 18.18

GMAC 37042FDC9 01/16/97 01/15/12 34.258 0.000 7.2720 406.84 0.146473
0.151799 0.157318 0.163038 0.168967 55.49 59.60

General Motors Corp. 370442AT2 03/20/96 03/15/36 19.874 VARIES 8.0787
0.110765 0.115239 0.119894 0.124737 0.129776 41.65 45.08

Globe Holdings, Inc. 379432AA5 08/06/98 08/01/09 49.672 VARIES 14.2895
0.394992 0.395428 0.395895 0.396395 142.41 83.23

Globe Holdings, Inc. 379432AB3 08/06/98 08/01/09 49.672 VARIES 14.2895
0.394992 0.395428 0.395895 0.396395 142.41 83.23

Globe Holdings, Inc. 379432AC1 08/06/98 08/01/09 49.672 VARIES 14.2895
0.394992 0.395428 0.395895 0.396395 142.41 83.23

Globe Holdings, Inc. 379432AD9 08/06/98 08/01/09 49.672 VARIES 14.2895
0.394992 0.395428 0.395895 0.396395 142.41 83.23

Globe Holdings, Inc. 379432AE7 08/06/98 08/01/09 49.672 VARIES 14.2895
0.394992 0.395428 0.395895 0.396395 142.41 83.23

Globe Holdings, Inc. 379432AF4 08/06/98 08/01/09 49.672 VARIES 14.2895
0.394992 0.395428 0.395895 0.396395 142.41 83.23

Goldman Sachs Group,Inc. 38141G310 04/21/03 04/18/08 100.000 0.000
3.7499 0.123084 13.17

Goldman Sachs Group,Inc. 38141GAX2 01/12/01 01/12/08 100.000 0.250
6.6999 0.281919 3.10

Goldman Sachs Group,Inc. 38141GAY0 01/16/01 01/16/08 100.000 0.250
6.9299 0.295872 4.44

Goldman Sachs Group,Inc. 38141GBB9 02/23/01 02/23/08 100.000 1.000
6.7050 0.271069 14.10

Goldman Sachs Group,Inc. 38141GBC7 05/17/01 05/17/08 100.000 0.000
6.5499 0.276615 37.62

Goldman Sachs Group,Inc. 38141GBD5 05/24/01 05/24/08 100.000 1.000
6.6499 0.267891 38.31

Goldman Sachs Group,Inc. 38141GBF0 07/12/01 07/12/08 100.000 3.500
6.6000 0.224357 0.228552 43.61

Goldman Sachs Group,Inc. 38141GBH6 09/04/01 09/04/08 100.000 3.500
6.3349 0.211712 0.215338 52.10

Goldman Sachs Group,Inc. 38141GBJ2 10/05/01 10/05/08 100.000 3.000
5.7949 0.192713 0.195882 53.37

Goldman Sachs Group,Inc. 38141GBK9 10/05/01 10/05/08 100.000 2.000
5.7949 0.204069 0.208372 56.69

Goldman Sachs Group,Inc. 38141GBL7 10/16/01 09/04/08 100.000 VARIES
5.7699 0.201400 0.205607 49.70

Goldman Sachs Group,Inc. 38141GBN3 10/30/01 10/05/08 101.920 2.000
5.6336 0.200065 0.204135 55.55

Goldman Sachs Group,Inc. 38141GBP8 11/09/01 11/09/08 100.000 1.250
5.7999 0.212834 0.217999 66.48

Goldman Sachs Group,Inc. 38141GBQ6 11/09/01 11/09/08 100.000 0.000
5.7999 0.227044 0.233628 71.11

Goldman Sachs Group,Inc. 38141GBV5 01/15/02 01/15/09 100.000 3.500
5.9499 0.191176 0.193971 0.196849 70.27 2.76

Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12 100.000 0.000
6.6999 0.267416 0.276375 0.285633 0.295202 0.305091 100.61 107.47

Goldman Sachs Group,Inc. 38141GBX1 01/22/02 09/04/08 102.800 2.000
6.0249 0.218158 0.223056 53.89

Goldman Sachs Group,Inc. 38141GBY9 02/08/02 02/08/09 100.000 1.000
6.0499 0.222474 0.228364 0.234431 82.86 8.67

Goldman Sachs Group,Inc. 38141GBZ6 02/12/02 02/12/09 100.000 2.000
6.2499 0.221167 0.226342 0.231679 82.01 9.50

Goldman Sachs Group,Inc. 38141GCA0 03/08/02 03/08/09 100.000 2.000
6.4250 0.229603 0.235194 0.240965 84.95 16.14

Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12 100.000 2.000
6.6499 0.240657 0.246812 0.253171 0.259742 0.266531 88.78 93.43

Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12 100.000 2.500
6.7200 0.238056 0.243721 0.249577 0.255630 0.261885 87.65 91.93

Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12 100.000 3.500
6.8099 0.230109 0.234634 0.239313 0.244151 0.249154 84.22 87.63

Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12 100.000 3.000
6.3397 0.210080 0.214098 0.218243 0.222519 0.226931 77.80 80.88

Goldman Sachs Group,Inc. 38141GCH5 08/27/02 08/27/09 100.000 0.000
5.1749 0.185589 0.190391 0.195317 0.200371 68.88 47.00

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12 100.000 2.500
5.5999 0.182943 0.186121 0.189388 0.192746 0.196199 67.11 69.50

Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12 100.000 3.000
5.7299 0.183919 0.186801 0.189765 0.192814 0.195951 67.10 69.25

Goldman Sachs Group,Inc. 38141GCT9 02/11/03 02/11/10 100.000 0.500
4.7499 0.159714 0.163177 0.166722 0.170352 0.174068 59.10 61.70

Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13 100.000 0.000
5.1699 0.178708 0.181335 0.189105 0.190831 0.199009 67.17 70.56

Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13 100.000 0.500
5.1499 0.176266 0.180447 0.184736 0.189135 0.193648 65.26 68.40

Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13 100.000 0.000
5.0499 0.175573 0.180006 0.184551 0.189211 0.193988 65.05 68.37

Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13 100.000 0.000
5.1500 0.179762 0.184390 0.189138 0.194009 0.199005 66.23 69.69

Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13 100.000 2.250
5.1500 0.163767 0.166375 0.169050 0.171793 0.174608 59.80 61.74

Goldman Sachs Group,Inc. 38141GDD3 05/09/03 05/09/10 100.000 2.500
4.1499 0.124583 0.125727 0.126895 0.128087 0.129304 45.18 46.02

Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13 100.000 0.000
4.6300 0.158027 0.161686 0.165429 0.169259 0.173177 57.78 60.48

Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13 100.000 3.000
4.2499 0.125289 0.126180 0.127091 0.128021 0.128970 45.30 45.96

Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13 100.000 0.250
4.3500 0.145169 0.148175 0.151247 0.154385 0.157592 52.87 55.08

Goldman Sachs Group,Inc. 38141GDJ0 07/08/03 07/08/10 100.000 0.000
4.1500 0.135863 0.138682 0.141560 0.144497 0.147495 50.40 52.52

Goldman Sachs Group,Inc. 38141GDL5 08/07/03 08/07/11 100.000 0.000
5.0600 0.171655 0.175998 0.180450 0.185016 0.189697 63.84 67.12

Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10 100.000 0.000
5.0799 0.172468 0.176848 0.181340 0.185946 0.190669 64.18 67.48

Goldman Sachs Group,Inc. 38141GDN1 08/25/03 08/25/10 100.000 1.000
4.8700 0.158093 0.161266 0.164517 0.167847 0.171257 58.29 60.67

Goldman Sachs Group,Inc. 38141GDP6 08/28/03 08/28/10 100.000 1.500
4.9500 0.158203 0.161087 0.164043 0.167072 0.170175 58.19 60.35

Goldman Sachs Group,Inc. 38141GDR2 01/21/04 04/06/10 100.000 0.000
3.9420 0.126562 0.129057 0.131600 0.134194 0.136839 46.44 48.29

Goldman Sachs Group,Inc. 38141GDS0 04/13/04 06/13/11 100.000 0.000
4.6749 0.153848 0.157445 0.161125 0.164891 0.168746 56.16 58.82

Goldman Sachs Group,Inc. 38141GDT8 04/16/04 04/16/09 100.000 0.250
4.0750 0.129307 0.131800 0.134344 47.38 14.11

Goldman Sachs Group,Inc. 38141GDW1 11/23/04 11/23/11 100.000 2.000
4.5999 0.138335 0.140239 0.142187 0.144180 0.146218 50.29 51.70

Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12 100.000 1.000
4.7300 0.144234 0.146989 0.149808 0.152694 0.155648 53.37 55.44

Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12 100.000 2.000
4.5499 0.134821 0.136625 0.138469 0.140355 0.142284 49.36 50.71

Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12 100.000 1.000
4.6499 0.141514 0.144158 0.146864 0.149633 0.152466 51.43 53.38

Goldman Sachs Group,Inc. 38141GED2 08/30/05 08/30/08 100.000 0.250
4.3049 0.127474 0.130071 31.32

Goldman Sachs Group,Inc. 38141GEH3 04/13/06 04/13/10 100.000 0.000
5.5399 0.167034 0.171661 0.176416 0.181303 0.186325 61.70 65.16

Goldman Sachs Group,Inc. 38141GEN0 06/28/06 06/28/11 100.000 0.125
5.8999 0.178509 0.183672 0.188988 0.194461 0.200095 65.22 69.05

Goldman Sachs Group,Inc. 38141GEY6 02/21/07 02/29/08 100.000 0.000
5.3223 0.150263 8.87

Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11 100.000 0.000
4.7359 0.154974 0.158644 0.162400 0.166246 0.170183 57.01 59.74

Goldman Sachs Group,Inc. 38143U648 02/05/04 02/05/09 100.000 0.000
3.7999 0.120420 0.122708 0.125040 44.44 4.25

Goldman Sachs Group,Inc. 38143UAD3 03/09/04 03/09/09 100.000 2.000
3.3500 0.097680 0.098385 0.099103 35.45 6.74

Goldman Sachs Group,Inc. 38143UAE1 03/31/04 03/31/09 100.000 0.250
3.5000 0.108879 0.110663 0.112478 39.85 10.01

Goldman Sachs Group,Inc. 38143UAF8 04/08/04 04/08/09 100.000 1.250
3.9200 0.119683 0.121348 0.123046 43.66 11.94

Goldman Sachs Group,Inc. 38143UAG6 04/08/04 04/08/09 100.000 0.250
3.9199 0.123725 0.126014 0.128348 45.34 12.45

Goldman Sachs Group,Inc. 38143UAH4 04/12/04 04/12/09 100.000 0.750
3.8700 0.119943 0.121861 0.123816 43.83 12.51

Goldman Sachs Group,Inc. 38143UAK7 09/21/04 09/21/09 100.000 VARIES
3.9198 0.114288 0.113963 0.113406 0.112640 41.00 29.35

Goldman Sachs Group,Inc. 38143UAL5 05/20/04 05/20/14 100.000 VARIES
5.9515 0.191667 0.194395 0.197205 0.199838 0.202551 69.72 71.69

Goldman Sachs Group,Inc. 38143UAM3 06/11/04 06/11/09 100.000 0.000
4.8500 0.159324 0.163188 0.167145 58.21 26.74

Goldman Sachs Group,Inc. 38143UAN1 07/22/04 07/22/09 100.000 1.500
4.5000 0.136902 0.139045 0.141236 0.143477 50.36 28.79

Goldman Sachs Group,Inc. 38143UAQ4 09/10/04 09/10/11 100.000 VARIES
4.5701 0.134381 0.135782 0.137196 0.138605 0.140046 48.94 49.96

Goldman Sachs Group,Inc. 38143UAR2 09/01/04 09/01/09 100.000 1.000
4.0499 0.123329 0.125264 0.127238 0.129252 45.22 30.90

Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12 100.000 0.500
4.7699 0.150518 0.153777 0.157113 0.160529 0.164026 55.51 57.94

Goldman Sachs Group,Inc. 38143UAT8 09/20/04 09/20/11 100.000 VARIES
4.4505 0.131578 0.131563 0.131304 0.130691 0.130064 47.34 47.03

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Goldman Sachs Group,Inc. 38143UAU5 09/28/04 09/28/09 100.000 VARIES
3.9299 0.114817 0.114653 0.114275 0.113692 41.25 30.41

Goldman Sachs Group,Inc. 38143UAX9 10/08/04 10/08/11 100.000 1.500
4.5499 0.138631 0.140837 0.143093 0.145401 0.147761 50.67 52.32

Goldman Sachs Group,Inc. 38143UAZ4 12/15/04 12/15/09 120.000 0.000
4.0399 0.151835 0.154902 0.158031 0.161223 55.31 54.94

Goldman Sachs Group,Inc. 38143UBA8 02/02/05 02/02/12\* 100.000 2.000 N/A
0.137137 0.139021 4.53\*

Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12 100.000 1.000
5.0399 0.154871 0.158073 0.161357 0.164723 0.168174 57.01 59.41

Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12 100.000 0.500
4.9999 0.155315 0.158850 0.162474 0.166189 0.169997 57.11 59.75

Goldman Sachs Group,Inc. 38143UBF7 08/18/05 08/18/11 100.000 0.000
4.8399 0.147938 0.151519 0.155185 0.158941 0.162787 54.87 57.55

Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12 100.000 1.000
5.0999 0.153735 0.156947 0.160241 0.163619 0.167083 56.50 58.90

Goldman Sachs Group,Inc. 38143UBJ9 10/17/05 10/17/10 100.000 0.000
5.0229 0.154081 0.157951 0.161918 0.165985 0.170153 56.75 59.63

Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14 100.000 0.000
5.7599 0.164608 0.169349 0.174226 0.179244 0.184406 61.12 64.69

Goldman Sachs Group,Inc. 38143UBU4 05/04/07 11/04/08 100.000 0.000
5.3599 0.152877 0.156974 47.06

Goldman Sachs Group,Inc. 38143UBW0 07/09/07 07/09/10 100.000 0.000
5.4600 0.151667 0.155807 0.160061 0.164431 0.168920 56.79 59.93

Goldman Sachs Group,Inc. 38143UCE9 10/03/07 10/03/10 100.000 0.000
5.0199 0.139444 0.142944 0.146532 0.150210 0.153980 51.45 54.07

Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15 100.000 0.000
5.8199 0.161771 0.166479 0.171323 0.176309 0.181439 59.83 63.36

Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15 100.000 1.000
5.2500 0.145834 0.148933 0.152114 0.155378 48.74 55.16

Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15 100.000 3.000
5.7277 0.159103 0.160911 0.163133 0.165418 41.57 58.82

Goldman Sachs Group,Inc. 38143Y145 04/07/06 01/07/09 100.000 0.000
5.3774 0.159632 0.163925 0.168332 59.75 1.01

Goldman Sachs Group,Inc. 38143YAA1 03/07/05 03/07/11 100.000 0.000
4.6499 0.144897 0.148266 0.151713 0.155240 0.158849 53.55 56.07

Goldman Sachs Group,Inc. 38144P135 02/21/08 05/28/09 100.000 0.000
3.1999 0.088888 0.089654 0.091089 27.77 13.39

Goldman Sachs Group,Inc. 38144P218 02/05/08 05/05/09 100.000 0.000
3.7499 0.104166 0.105142 0.107114 34.30 13.28

Goldman Sachs Group,Inc. 38144P226 02/05/08 05/05/09 100.000 0.000
3.7499 0.104166 0.105142 0.107114 34.30 13.28

Goldman Sachs Group,Inc. 38144P267 02/11/08 05/11/09 100.000 0.000
3.4999 0.097222 0.098072 0.099789 31.39 12.97

Goldman Sachs Group,Inc. 38144P275 02/11/08 05/11/09 100.000 0.000
3.4999 0.097222 0.098072 0.099789 31.39 12.97

Goldman Sachs Group,Inc. 38144P432 02/04/08 08/04/10 100.000 0.000
4.3500 0.120834 0.123462 0.126147 0.128891 39.90 45.73

Goldman Sachs Group,Inc. 38144P853 07/11/07 07/16/08 100.000 0.000
5.3199 0.147886 0.151820 29.55

Goldman Sachs Group,Inc. 38144U407 03/06/08 06/05/09 100.000 0.000
3.7299 0.103610 0.104566 0.106516 30.81 16.40

Goldman Sachs Group,Inc. 38144U779 03/14/08 06/15/09 100.000 0.000
3.7500 0.104168 0.105155 0.107127 30.12 17.57

Goldman Sachs Group,inc. 38144U803 03/27/08 06/29/09 100.000 0.000
4.4999 0.124999 0.126436 0.129281 34.52 23.01

Goldman Sachs Group,Inc. 38144X203 09/28/05 06/18/08 100.000 0.000
4.5765 0.140582 23.48

Goldman Sachs Group,Inc. 38145E220 04/23/08 07/23/09 100.000 0.000
3.9499 0.109722 0.110806 0.112994 27.38 22.78

Goldman Sachs Group,Inc. 38145E402 04/02/08 04/09/09 100.000 0.000
3.5999 0.099998 0.100069 0.101870 27.07 9.98

Goldman Sachs Group,Inc. 38145E501 04/03/08 04/09/09 100.000 0.000
3.5500 0.098611 0.098670 0.100421 26.59 9.84

Goldman Sachs Group,Inc. 38145E808 04/09/08 07/09/09 100.000 0.000
3.8999 0.108333 0.109389 0.111522 28.56 20.95

Great Lakes Carbon Corp. 390559AC6 05/22/98 05/15/09 53.092 VARIES
13.1241 0.364564 0.364563 0.364562 131.24 48.85

Great Plains Energy,Inc. 391164AA8 06/14/04 02/16/09 100.000 VARIES
5.0136 0.141546 0.140805 0.140046 50.62 6.30

Greater Peoria Airport 392298KQ7 10/11/07 12/01/08 102.889 0.000 5.1593
0.148513 0.152344 49.70

Grey Global Group, Inc. 39787MAA6 03/07/05 10/15/33 100.000 VARIES
5.6502 0.159774 0.160364 0.160970 0.161594 0.162236 57.72 58.16

Grey Global Group, Inc. 39787MAB4 03/07/05 10/15/33 100.000 VARIES
5.6502 0.159774 0.160364 0.160970 0.161594 0.162236 57.72 58.16

Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES 8.5003
0.285515 0.292928 0.300655 0.308711 0.317110 106.59 112.37

Griffon Corporation 398433AB8 07/18/03 07/18/23 100.000 VARIES 8.5003
0.285515 0.292928 0.300655 0.308711 0.317110 106.59 112.37

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

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

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

HSBC USA, Inc. 40428HCU4 07/27/06 01/27/10 100.000 0.000 5.4266 0.159031
0.163346 0.167778 0.172330 0.177006 59.37 62.64

John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15 50.000 0.000 5.6403
166.75 0.103235 0.106147 0.109140 0.112218 0.115383 38.14 40.32

Harrisburg, PA 414738NP5 12/28/95 04/01/08 44.423 0.000 6.7288 539.49
0.180829 16.27

Harrisburg, PA 414738NQ3 12/28/95 04/01/09 41.259 0.000 6.7889 507.47
0.170611 0.176403 0.182391 63.52 16.42

Harrisburg, PA 414738NR1 12/28/95 04/01/10 38.328 0.000 6.8391 476.42
0.160578 0.166069 0.171748 0.177621 0.183695 59.80 63.96

Harrisburg, PA 414738NS9 12/28/95 04/01/11 35.259 0.000 6.9490 448.43
0.151981 0.157261 0.162725 0.168379 0.174230 56.63 60.63

Harrisburg, PA 414738NT7 12/28/95 04/01/12 32.621 0.000 7.0092 420.08
0.142800 0.147805 0.152985 0.158346 0.163896 53.23 57.02

Harrisburg, PA 414738NU4 12/28/95 04/01/13 30.247 0.000 7.0491 392.73
0.133770 0.138484 0.143365 0.148419 0.153650 49.87 53.45

Harrisburg, PA 414738NV2 12/28/95 04/01/14 27.925 0.000 7.1092 367.07
0.125406 0.129864 0.134480 0.139260 0.144210 46.77 50.15

Harrisburg, PA 414738NW0 12/28/95 04/01/15 25.992 0.000 7.1193 342.36
0.117025 0.121190 0.125504 0.129972 0.134598 43.64 46.80

Harrisburg, PA 414738NX8 12/28/95 04/01/16 24.047 0.000 7.1593 319.34
0.109371 0.113286 0.117342 0.121542 0.125893 40.80 43.77

Harrisburg, PA 414738NY6 12/28/95 04/01/17 22.322 0.000 7.1792 297.63
0.102039 0.105702 0.109497 0.113427 0.117499 38.06 40.85

Harrisburg, PA 414738NZ3 12/28/95 04/01/18 20.535 0.000 7.2393 277.16
0.095304 0.098753 0.102328 0.106032 0.109870 35.56 38.18

Harrisburg, PA 414738PA6 12/28/95 04/01/19 19.125 0.000 7.2394 258.13
0.088762 0.091975 0.095304 0.098754 0.102328 33.12 35.56

Town of Harrison, NJ 415342KR4 01/09/07 06/01/09 88.217 0.000 5.3025
46.41 0.136173 0.139784 0.143490 49.89 21.52

Town of Harrison, NJ 415342KS2 01/09/07 06/01/10 83.578 0.000 5.3535
44.40 0.130309 0.133797 0.137379 0.141056 0.144832 47.75 50.34

Town of Harrison, NJ 415342KY9 01/09/07 06/01/09 88.217 0.000 5.3025
46.41 0.136173 0.139784 0.143490 49.89 21.52

Town of Harrison, NJ 415342KZ6 01/09/07 06/01/10 83.578 0.000 5.3535
44.40 0.130309 0.133797 0.137379 0.141056 0.144832 47.75 50.34

Hartford Life Insurance 416515AH7 05/23/03 08/16/08 100.000 VARIES
3.5845 0.101014 0.100298 22.60

Hartford Life Insurance 41659LAS0 08/16/07 08/16/17 100.000 0.000 5.7021
0.158392 0.162908 0.167553 0.172330 0.177243 59.07 62.49

Hartford Life Insurance 4165X2AA4 12/22/06 12/22/11 100.000 0.000 4.8221
0.140485 0.143872 0.147341 0.150893 0.154531 51.25 53.75

Hartford Life Insurance 4165X2AB2 12/22/06 12/22/11 100.000 2.000 4.8220
0.137772 0.139754 0.141785 0.143864 0.145993 49.99 51.45

Hartford Life Insurance 4165X2AC0 01/23/07 01/23/13 100.000 0.000 4.9060
0.139622 0.143047 0.146556 0.150151 0.153834 51.98 54.56

Hartford Life Insurance 4165X2AE6 02/06/07 02/06/13 100.000 0.000 4.9496
0.140893 0.144380 0.147953 0.151614 0.155367 52.37 55.00

Hartford Life Insurance 4165X2AG1 02/20/07 02/20/13 100.000 0.000 4.8472
0.137908 0.141251 0.144674 0.148180 0.151772 51.13 53.64

Hartford Life Insurance 4165X2AJ5 03/05/07 03/05/13 100.000 0.000 4.6977
0.133560 0.136697 0.139908 0.143194 0.146557 49.38 51.73

Hartford Life Insurance 4165X2AL0 03/06/07 09/20/12 100.000 0.000 4.6360
0.132002 0.135062 0.138193 0.141396 0.144674 48.70 50.98

Hartford Life Insurance 4165X2AM8 03/19/07 03/19/13 100.000 0.000 4.8023
0.136601 0.139881 0.143240 0.146680 0.150202 50.44 52.90

Hartford Life Insurance 4165X2AP1 04/23/07 04/23/14 100.000 0.000 4.5737
0.129953 0.132925 0.135965 0.139074 0.142254 47.73 49.93

Hartford Life Insurance 4165X2AQ9 04/23/07 04/23/12 100.000 0.000 4.5578
0.129491 0.132442 0.135461 0.138548 0.141705 47.55 49.75

Hartford Life Insurance 4165X2AR7 05/07/07 05/07/13 100.000 0.000 4.6205
0.131314 0.134348 0.137452 0.140627 0.143876 48.15 50.40

Hartford Life Insurance 4165X2AT3 06/11/07 06/11/14 100.000 0.000 5.0297
0.143230 0.146832 0.150525 0.154310 0.158191 52.36 55.02

Hartford Life Insurance 4165X2AU0 07/02/07 07/02/14 100.000 0.000 5.2090
0.144696 0.148464 0.152331 0.156299 0.160369 54.14 56.99

Hartford Life Insurance 4165X2AV8 07/23/07 07/23/14 100.000 0.000 5.1914
0.144207 0.147950 0.151790 0.155730 0.159773 53.79 56.61

Hartford Life Insurance 4165X2AW6 08/13/07 08/13/14 100.000 0.000 5.1603
0.143344 0.147043 0.150837 0.154729 0.158721 53.30 56.09

Hartford Life Insurance 4165X2AX4 09/04/07 09/04/14 100.000 0.000 5.1515
0.143099 0.146785 0.150566 0.154444 0.158422 53.05 55.82

Hartford Life Insurance 4165X2AZ9 10/29/07 10/29/12 100.000 0.000 4.3252
0.120146 0.122744 0.125399 0.128111 0.130881 44.05 45.97

Hartford Life Insurance 4165X2BA3 11/19/07 11/19/12 100.000 0.000 4.3476
0.120769 0.123394 0.126077 0.128817 0.131618 44.17 46.11

Hartford Life Insurance 4165X2BB1 12/10/07 12/10/12 100.000 0.000 4.1902
0.116396 0.118834 0.121324 0.123866 0.126461 42.44 44.24

Hartford Life Insurance 4165X2BD7 01/30/08 01/30/13 100.000 0.000 3.6931
0.102586 0.104481 0.106410 0.108375 34.24 38.55

Hartford Life Insurance 4165X2BG0 06/04/08 06/04/10 100.000 0.000 3.1889
0.088581 0.089993 0.091428 0.092886 18.37 32.73

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Hartford Life Insurance 4165X2BH8 07/02/08 06/25/13 100.000 0.000 4.4925
0.124792 0.127487 0.130350 0.133278 22.35 46.45

Hartford Life Insurance 4165X2BJ4 07/09/08 07/09/15 100.000 0.000 4.1028
0.113967 0.116305 0.118691 19.60 42.26

Hartford Life Insurance 4165X2BK1 07/24/08 01/15/13 100.000 0.000 4.5364
0.126013 0.128728 0.131648 19.78 46.79

Hartford Life Insurance 41660A201 09/10/08 03/03/10 100.000 0.000 2.5347
0.070410 0.071268 0.072171 7.82 25.71

Hasbro, Inc. 418056AM9 11/30/01 12/01/21 100.000 VARIES 8.2395 0.323603
0.333700 0.344212 0.355157 0.366554 118.93 126.56

Hasbro, Inc. 418056AN7 11/30/01 12/01/21 100.000 VARIES 8.2395 0.323603
0.333700 0.344212 0.355157 0.366554 118.93 126.56

Headwaters, Inc. 42210PAA0 06/01/04 06/01/16 100.000 VARIES 7.9999
0.267198 0.274691 0.282484 0.290589 0.299018 98.00 103.65

Headwaters, Inc. 42210PAB8 06/01/04 06/01/16 100.000 VARIES 7.9999
0.267198 0.274691 0.282484 0.290589 0.299018 98.00 103.65

City of Hoboken 434110QH8 08/28/03 04/01/27 19.107 0.000 7.1397 68.10
0.050498 0.052301 0.054168 0.056102 0.058104 18.83 20.20

City of Hoboken 434110QJ4 08/28/03 04/01/28 17.813 0.000 7.1396 63.48
0.047077 0.048758 0.050498 0.052301 0.054168 17.56 18.83

City of Hoboken 434110QK1 08/28/03 04/01/29 16.606 0.000 7.1397 59.18
0.043888 0.045454 0.047077 0.048758 0.050498 16.37 17.56

City of Hoboken 434110QL9 08/28/03 04/01/30 15.481 0.000 7.1397 55.17
0.040914 0.042375 0.043888 0.045454 0.047077 15.26 16.37

City of Hoboken 434110QM7 08/28/03 04/01/31 14.432 0.000 7.1397 51.43
0.038142 0.039504 0.040914 0.042375 0.043888 14.23 15.26

City of Hoboken 434110QN5 08/28/03 04/01/32 13.454 0.000 7.1398 47.95
0.035558 0.036827 0.038142 0.039504 0.040914 13.26 14.23

City of Hoboken 434110QP0 08/28/03 04/01/33 12.543 0.000 7.1396 44.70
0.033150 0.034333 0.035559 0.036828 0.038143 12.36 13.26

Hologic, Inc. 436440AA9 12/10/07 12/15/37 100.000 VARIES 9.1269 0.249614
0.258511 0.269286 0.277543 0.289296 93.32 100.14

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

Household Finance Corp. 441815AQ0 10/30/02 02/15/08 94.200 VARIES
11.0028 0.305226 13.43

Insilco Holdings Co. 457661AA4 08/17/98 08/15/08 49.411 VARIES 14.3566
0.397514 0.398133 89.15

Insilco Holdings Co. 457661AB2 08/17/98 08/15/08 49.411 VARIES 14.3566
0.397514 0.398133 89.15

Insilco Holdings Co. 457661AC0 08/17/98 08/15/08 49.411 VARIES 14.3566
0.397514 0.398133 89.15

Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500 6.4999
0.177596 0.177596 0.178571 0.177596 0.178571 65.09 65.00

Intrmedia Commun Inc 458801BA4 02/24/99 03/01/09 55.057 VARIES 12.2493
0.340263 0.340262 0.340261 122.49 20.42

Intl Bnk for Reconstr 459056GG6 03/06/85 02/15/08 7.690 0.000 11.4964
909.81 0.295421 13.29

Intl Bnk for Reconstr 459056GH4 03/06/85 08/15/08 7.272 0.000 11.4964
860.35 0.279363 0.298667 66.93

Intl Bnk for Reconstr 459056GJ0 03/06/85 02/15/09 6.955 0.000 11.4464
813.27 0.263215 0.281338 0.294206 103.94 13.24

Intl Bnk for Reconstr 459056GK7 03/06/85 08/15/09 6.732 0.000 11.3467
768.98 0.247264 0.264163 0.276116 0.296617 97.58 66.11

Intl Bnk for Reconstr 459056GL5 03/06/85 02/15/10 6.446 0.000 11.2968
727.73 0.233236 0.249118 0.260328 0.279591 0.290568 92.02 102.71

Intl Bnk for Reconstr 459056GM3 03/06/85 08/15/10 6.175 0.000 11.2470
689.02 0.220104 0.235036 0.245555 0.263663 0.273950 86.81 96.85

Intl Bnk for Reconstr 459056GN1 03/06/85 02/15/11 5.992 0.000 11.1468
652.98 0.207215 0.221169 0.230957 0.247871 0.257419 81.68 91.04

Intl Bnk for Reconstr 459056GP6 03/06/85 08/15/11 5.676 0.000 11.1466
618.51 0.196274 0.209490 0.218761 0.234782 0.243825 77.37 86.23

Intl Bnk for Reconstr 459056GQ4 03/06/85 02/15/12 5.445 0.000 11.0969
586.41 0.185476 0.197918 0.206629 0.221709 0.230195 73.09 81.42

Intl Bnk for Reconstr 459056GR2 03/06/85 08/15/12 5.159 0.000 11.0967
555.59 0.175725 0.187513 0.195765 0.210052 0.218092 69.25 77.14

Intl Bnk for Reconstr 459056GS0 03/06/85 02/15/13 5.019 0.000 10.9967
527.87 0.165849 0.176891 0.184589 0.197966 0.205445 65.32 72.70

Intl Bnk for Reconstr 459056GT8 03/06/85 08/15/13 4.757 0.000 10.9970
500.35 0.157207 0.167674 0.174971 0.187651 0.194741 61.91 68.91

Intl Bnk for Reconstr 459056GU5 03/06/85 02/15/14 4.634 0.000 10.8975
476.03 0.148573 0.158390 0.165205 0.177094 0.183699 58.48 65.02

Intl Bnk for Reconstr 459056GV3 03/06/85 08/15/14 4.395 0.000 10.8971
451.44 0.140895 0.150204 0.156667 0.167941 0.174204 55.45 61.66

Intl Bnk for Reconstr 459056GW1 03/06/85 02/15/15 4.349 0.000 10.7474
431.08 0.133190 0.141890 0.147890 0.158420 0.164211 52.37 58.15

Intl Bnk for Reconstr 459056HY6 01/07/86 02/15/16 5.299 0.000 9.9989
399.82 0.118556 0.125852 0.130707 0.139517 0.144103 46.41 51.16

Intl Bnk for Reconstr 459056JF5 01/07/86 02/15/08 10.303 0.000 10.5488
884.72 0.272292 12.25

Intl Bnk for Reconstr 459056JG3 01/07/86 02/15/09 9.297 0.000 10.5486
798.28 0.245686 0.261486 0.272286 96.49 12.25

Intl Bnk for Reconstr 459056JH1 01/07/86 02/15/10 8.388 0.000 10.5490
720.30 0.221691 0.235948 0.245694 0.262940 0.272295 87.07 96.50

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Intl Bnk for Reconstr 459056JJ7 01/07/86 02/15/11 7.569 0.000 10.5487
649.93 0.200030 0.212894 0.221687 0.237247 0.245689 78.56 87.07

Intl Bnk for Reconstr 459056JK4 01/07/86 02/15/12 6.915 0.000 10.4986
586.87 0.180016 0.191548 0.199411 0.213358 0.220896 70.68 78.30

Intl Bnk for Reconstr 459056JL2 01/07/86 02/15/13 6.323 0.000 10.4488
530.42 0.162158 0.172505 0.179544 0.192056 0.198795 63.65 70.47

Intl Bnk for Reconstr 459056JM0 01/07/86 02/15/14 5.865 0.000 10.3490
480.63 0.145954 0.155193 0.161450 0.172618 0.178590 57.25 63.33

Intl Bnk for Reconstr 459056JN8 01/07/86 02/15/15 5.604 0.000 10.1490
438.13 0.131255 0.139431 0.144914 0.154792 0.159995 51.43 56.78

Intl Fin Corp 45950K209 12/08/03 12/08/10 100.000 0.000 3.9408 0.127961
0.130482 0.133053 0.135675 0.138348 46.64 48.49

International Game Tech 459902AN2 12/20/06 12/15/36 98.625 VARIES 6.5404
0.186190 0.189917 0.193766 0.197740 0.201845 67.82 70.60

International Game Tech 459902AP7 12/20/06 12/15/36 98.625 VARIES 6.5404
0.186190 0.189917 0.193766 0.197740 0.201845 67.82 70.60

Irvington Township, NJ 464080JN1 12/21/06 07/15/11 79.066 0.000 5.2093
42.97 0.117800 0.120868 0.124016 0.127246 0.130561 43.99 46.31

Irvington Township, NJ 464080JP6 12/21/06 07/15/12 75.184 0.000 5.1894
40.70 0.111575 0.114470 0.117440 0.120487 0.123614 41.66 43.85

Irvington Township, NJ 464080JQ4 12/21/06 07/15/13 71.337 0.000 5.2095
38.77 0.106289 0.109058 0.111899 0.114813 0.117804 39.69 41.79

Irvington Township, NJ 464080JR2 12/21/06 07/15/14 67.412 0.000 5.2795
37.13 0.101830 0.104518 0.107278 0.110109 0.113016 38.05 40.08

Irvington Township, NJ 464080JS0 12/21/06 07/15/15 63.882 0.000 5.2996
35.33 0.096875 0.099442 0.102078 0.104782 0.107559 36.20 38.14

Irvington Township, NJ 464080JT8 12/21/06 07/15/16 60.176 0.000 5.3796
33.79 0.092674 0.095167 0.097727 0.100356 0.103055 34.65 36.54

Irvington Township, NJ 464080JU5 12/21/06 07/15/17 56.947 0.000 5.3997
32.09 0.088039 0.090415 0.092857 0.095364 0.097938 32.92 34.72

Irvington Township, NJ 464080JV3 12/21/06 07/15/18 53.750 0.000 5.4396
30.52 0.083729 0.086006 0.088345 0.090748 0.093216 31.32 33.05

Irvington Township, NJ 464080JY7 12/21/06 07/15/10 83.153 0.000 5.2389
45.45 0.124612 0.127876 0.131226 0.134663 0.138191 46.55 49.02

Itron Inc. 465741AJ5 08/04/06 08/01/26 100.000 VARIES 7.3789 0.215068
0.220440 0.226011 0.231788 0.237777 80.03 84.17

Ivax Corporation 465823AH5 03/03/04 03/01/24 100.000 VARIES 7.0001
0.235975 0.242776 0.249815 0.257100 0.264640 87.84 93.02

Ivax Corporation 465823AJ1 03/03/04 03/01/24 100.000 VARIES 7.0001
0.235975 0.242776 0.249815 0.257100 0.264640 87.84 93.02

Ivax Corporation 465823AK8 12/22/04 12/15/24 98.500 VARIES 5.7510
0.176737 0.180322 0.184009 0.187803 0.191705 64.39 67.05

Ivax Corporation 465823AL6 03/03/04 03/01/24 100.000 VARIES 7.0001
0.235975 0.242776 0.249815 0.257100 0.264640 87.84 93.02

Ivax Corporation 465823AM4 03/03/04 03/01/24 100.000 VARIES 7.0001
0.235975 0.242776 0.249815 0.257100 0.264640 87.84 93.02

Ivax Corporation 465823AN2 12/22/04 12/15/24 98.500 VARIES 5.7510
0.176737 0.180322 0.184009 0.187803 0.191705 64.39 67.05

Ivax Corporation 465823AP7 05/09/05 05/15/25 100.000 VARIES 6.9833
0.222706 0.229027 0.235569 0.242339 0.249346 81.90 86.66

Ivax Corporation 465823AQ5 05/09/05 05/15/25 100.000 VARIES 6.9833
0.222706 0.229027 0.235569 0.242339 0.249346 81.90 86.66

JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10 98.000 0.000 0.2871
11.79 0.007907 0.007918 0.007930 0.007941 0.007952 2.85 2.86

JDS Uniphase Corporation 46612JAB7 10/31/03 11/15/10 98.000 0.000 0.2871
11.79 0.007907 0.007918 0.007930 0.007941 0.007952 2.85 2.86

JP Morgan Chase & Co. 46623EBY4 11/01/04 11/01/11 100.000 VARIES 4.4004
0.122201 0.122223 0.122228 0.122233 0.122253 44.00 44.00

JP Morgan Chase & Co. 46625H647 07/31/08 07/31/13 100.000 0.000 5.9091
0.164143 0.168992 0.173985 24.79 61.45

JP Morgan Chase & Co. 46625HAU4 03/12/03 03/12/08 100.000 0.000 3.2111
0.102948 7.31

JP Morgan Chase & Co. 46625HAY6 09/18/03 09/22/08 100.000 0.000 3.8017
0.122825 0.125160 32.48

JP Morgan Chase & Co. 46625HAZ3 10/30/03 10/30/08 100.000 0.000 3.7816
0.122028 0.124336 36.90

JP Morgan Chase & Co. 46625HBB5 12/17/03 01/21/09 100.000 0.000 3.8081
0.121146 0.123452 0.125803 44.77 2.52

JP Morgan Chase & Co. 46625HBG4 03/31/04 03/31/09 100.000 0.000 3.3591
0.104850 0.106611 0.108402 38.39 9.65

JP Morgan Chase & Co. 46625HBT6 06/25/04 07/07/09 100.000 0.000 4.7504
0.152156 0.155770 0.159470 0.163258 56.70 30.34

JP Morgan Chase & Co. 46625HBU3 09/21/04 09/21/09 100.000 0.000 4.0042
0.125279 0.127787 0.130345 0.132955 46.06 34.36

JP Morgan Chase & Co. 46625HBW9 09/30/04 09/30/10 100.000 0.000 4.1218
0.129403 0.132070 0.134792 0.137569 0.140405 47.56 49.54

JP Morgan Chase & Co. 46625HBZ2 10/29/04 10/29/10 100.000 0.000 4.1314
0.129740 0.132420 0.135156 0.137948 0.140797 47.52 49.51

JP Morgan Chase & Co. 46625HCB4 01/31/05 01/29/10 100.000 VARIES 4.2977
0.117437 0.117679 0.118046 0.118421 0.118897 42.41 42.69

JP Morgan Chase & Co. 46625HCF5 03/23/05 03/22/12 100.000 0.000 4.9619
0.155780 0.159645 0.163605 0.167664 0.171824 57.55 60.44

JP Morgan Chase & Co. 46625HCG3 03/31/05 04/02/08 100.000 0.000 4.6146
0.143709 13.08

JP Morgan Chase & Co. 46625HCH1 04/29/05 05/01/08 100.000 0.000 4.3834
0.135736 16.29

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

JP Morgan Chase & Co. 46625HCJ7 04/27/05 04/27/10 100.000 0.000 4.5824
0.142557 0.145823 0.149165 0.152582 0.156078 52.33 54.76

JP Morgan Chase & Co. 46625HCL2 05/31/05 05/31/12 100.000 0.000 4.6009
0.143197 0.146491 0.149861 0.153308 0.156835 52.35 54.79

JP Morgan Chase & Co. 46625HCQ1 06/22/05 06/22/11 100.000 0.000 4.6504
0.144914 0.148284 0.151731 0.155260 0.158870 52.84 55.32

JP Morgan Chase & Co. 46625HCZ1 09/26/05 09/24/10 100.000 0.000 4.5627
0.138676 0.141839 0.145075 0.148385 0.151770 51.11 53.47

JP Morgan Chase & Co. 46625HDP2 11/29/05 11/29/11 100.000 0.000 5.1216
0.157412 0.161443 0.165577 0.169817 0.174166 57.66 60.65

JP Morgan Chase & Co. 46625HFT2 04/28/06 04/28/11 100.000 0.000 5.6132
0.169425 0.174181 0.179069 0.184095 0.189262 62.46 66.01

JP Morgan Chase & Co. 46625HFU9 04/26/06 04/26/13 100.000 0.000 5.6025
0.169074 0.173811 0.178679 0.183685 0.188830 62.34 65.89

JP Morgan Chase & Co. 46625HGC8 05/31/06 05/28/10 100.000 0.000 5.5328
0.166753 0.171366 0.176107 0.180979 0.185985 61.17 64.60

JP Morgan Chase & Co. 46625HGD6 05/31/06 11/28/08 100.000 0.000 5.4437
0.163854 0.168314 54.38

JP Morgan Chase & Co. 4662A0NW7 08/08/05 09/03/10 100.000 0.000 4.7413
0.145122 0.148563 0.152085 0.155690 0.159381 53.68 56.26

Community HS DS #165, IL 466484EV0 06/28/07 12/01/11 78.317 0.000 5.5991
22.38 0.124706 0.128198 0.131787 0.135476 0.139269 45.74 48.33

Community HS DS #165, IL 466484EW8 06/28/07 12/01/12 74.109 0.000 5.5992
21.18 0.118008 0.121312 0.124708 0.128199 0.131789 43.28 45.74

Community HS DS #165, IL 466484EX6 06/28/07 12/01/13 69.690 0.000 5.6993
20.27 0.113003 0.116223 0.119535 0.122941 0.126445 41.46 43.85

Community HS DS #165, IL 466484EY4 06/28/07 12/01/14 65.644 0.000 5.7494
19.26 0.107399 0.110486 0.113663 0.116930 0.120292 39.41 41.71

Community HS DS #165, IL 466484EZ1 06/28/07 12/01/15 61.520 0.000 5.8495
18.37 0.102447 0.105444 0.108528 0.111702 0.114969 37.60 39.83

Community HS DS #165, IL 466484FA5 06/28/07 12/01/16 57.808 0.000 5.8995
17.41 0.097109 0.099973 0.102922 0.105958 0.109084 35.65 37.78

Community HS DS #165, IL 466484FB3 06/28/07 12/01/17 53.993 0.000 5.9995
16.54 0.092277 0.095045 0.097896 0.100833 0.103857 33.89 35.95

Community HS DS #165, IL 466484FC1 06/28/07 12/01/18 50.612 0.000 6.0496
15.63 0.087238 0.089877 0.092596 0.095396 0.098282 32.04 34.01

Community HS DS #165, IL 466484FD9 06/28/07 12/01/19 47.112 0.000 6.1496
14.79 0.082582 0.085121 0.087739 0.090437 0.093217 30.34 32.24

Community HS DS #165, IL 466484FE7 06/28/07 12/01/20 44.055 0.000 6.1997
13.94 0.077868 0.080282 0.082771 0.085336 0.087982 28.61 30.42

Community HS DS #165, IL 466484FF4 06/28/07 12/01/21 41.157 0.000 6.2496
13.13 0.073347 0.075639 0.078003 0.080440 0.082954 26.96 28.67

Community HS DS #165, IL 466484FG2 06/28/07 12/01/22 38.700 0.000 6.2497
12.35 0.068970 0.071125 0.073347 0.075639 0.078003 25.35 26.96

Community HS DS #165, IL 466484FH0 06/28/07 12/01/23 36.102 0.000 6.2996
11.61 0.064867 0.066910 0.069018 0.071191 0.073434 23.84 25.37

Community HS DS #165, IL 466484FJ6 06/28/07 12/01/24 33.931 0.000 6.2996
10.91 0.060966 0.062886 0.064867 0.066910 0.069017 22.41 23.84

Community HS DS #165, IL 466484FK3 06/28/07 12/01/25 31.890 0.000 6.2997
10.26 0.057299 0.059104 0.060966 0.062886 0.064867 21.06 22.41

Community HS DS #165, IL 466484FL1 06/28/07 12/01/26 29.691 0.000 6.3497
9.63 0.053783 0.055490 0.057252 0.059070 0.060945 19.77 21.05

Community HS DS #165, IL 466484FM9 06/28/07 06/15/27 28.707 0.000 6.3499
9.29 0.052127 0.053782 0.055490 0.057252 0.059070 19.12 20.35

Jackson, TN 468826GP1 07/09/98 07/01/12 40.347 0.000 6.5999 343.15
0.136879 0.141396 0.146062 0.150882 50.09 53.45

Community College 521,IL 474070FZ7 11/30/07 12/01/08 102.532 0.000
4.6480 0.132399 0.135476 44.25

Community College 521,IL 474070GA1 11/30/07 12/01/09 103.928 VARIES
4.6992 0.135679 0.138867 0.132867 0.131714 49.33 43.64

Community College 521,IL 474070GB9 11/30/07 12/01/10 105.367 VARIES
4.7158 0.138046 0.141301 0.135408 0.134344 0.133254 50.20 48.49

Community College 521,IL 474070GC7 11/30/07 12/01/11 106.275 VARIES
4.8730 0.143875 0.147381 0.141440 0.140487 0.139511 52.35 50.69

Community College 521,IL 474070GD5 11/30/07 12/01/12 106.872 VARIES
4.9279 0.146315 0.149920 0.144123 0.143294 0.142444 53.26 51.68

Community College 521,IL 474070GE3 11/30/07 12/01/13 107.171 VARIES
5.0310 0.149793 0.153561 0.147811 0.147092 0.146355 54.54 53.04

Community College 521,IL 474070GF0 11/30/07 12/01/14 105.427 VARIES
5.1337 0.150366 0.154226 0.148915 0.148460 0.147992 54.78 53.50

Jersey & Greene Counties 476538CS0 06/26/03 02/01/08 100.000 0.000
3.7993 0.123137 3.69

Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000 6.5496
178.88 0.098632 0.101862 0.105198 0.108643 0.112201 36.29 38.70

Josephine County, OR 480890AB8 10/30/01 06/01/18 33.518 0.000 6.6996
168.22 0.093163 0.096284 0.099510 0.102843 0.106288 34.29 36.63

Josephine County, OR 480890AH5 10/30/01 06/01/08 69.953 0.000 5.4992
278.17 0.148668 22.30

Josephine County, OR 480890AJ1 10/30/01 06/01/09 65.529 0.000 5.6493
268.87 0.144345 0.148422 0.152614 52.95 22.89

Josephine County, OR 480890AK8 10/30/01 06/01/10 61.462 0.000 5.7494
257.41 0.138606 0.142590 0.146689 0.150906 0.155245 50.86 53.82

Josephine County, OR 480890AL6 10/30/01 06/01/11 57.805 0.000 5.7994
244.56 0.131882 0.135706 0.139642 0.143691 0.147857 48.40 51.25

Josephine County, OR 480890AM4 10/30/01 06/01/12 54.034 0.000 5.8995
233.23 0.126150 0.129871 0.133702 0.137646 0.141706 46.31 49.08

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Josephine County, OR 480890AN2 10/30/01 06/01/13 50.411 0.000 5.9995
221.94 0.120398 0.124010 0.127730 0.131561 0.135508 44.21 46.91

Josephine County, OR 480890AP7 10/30/01 06/01/14 46.941 0.000 6.0994
210.72 0.114652 0.118148 0.121752 0.125465 0.129291 42.12 44.73

Josephine County, OR 480890AQ5 10/30/01 06/01/15 43.624 0.000 6.1996
199.63 0.108942 0.112319 0.115800 0.119390 0.123091 40.03 42.55

Josephine County, OR 480890AR3 10/30/01 06/01/16 40.464 0.000 6.2995
188.71 0.103287 0.106541 0.109896 0.113358 0.116928 37.97 40.40

Jostens Holding Corp. 481086AA4 12/02/03 12/01/13 60.682 VARIES 10.2499
0.257637 0.270841 0.284721 0.284721 0.284721 95.94 102.50

Jostens Holding Corp. 481086AB2 12/02/03 12/01/13 60.682 VARIES 10.2499
0.257637 0.270841 0.284721 0.284721 0.284721 95.94 102.50

Jostens Holding Corp. 481086AC0 12/02/03 12/01/13 60.682 VARIES 10.2499
0.257637 0.270841 0.284721 0.284721 0.284721 95.94 102.50

JP Morgan Chase & Co. 48121CN51 06/30/08 12/31/09 100.000 0.000 3.9700
0.107881 0.111846 0.112206 19.96 40.78

JP Morgan Chase & Co. 48121CP26 06/30/08 12/31/09 100.000 0.000 3.9700
0.107881 0.111846 0.112206 19.96 40.78

JP Morgan Chase & Co. 48123J2D0 09/19/07 09/19/12 100.000 0.000 5.3736
0.149269 0.153279 0.157398 0.161627 0.165969 55.29 58.30

JP Morgan Chase & Co. 48123J2E8 09/19/07 09/19/12 100.000 0.000 5.3736
0.149269 0.153279 0.157398 0.161627 0.165969 55.29 58.30

JP Morgan Chase & Co. 48123J3H0 08/22/07 08/19/10 100.000 0.000 5.2448
0.145689 0.149446 0.153365 0.157387 0.161514 54.14 57.01

JP Morgan Chase & Co. 48123J3L1 08/27/07 08/27/12 100.000 0.000 5.6034
0.155652 0.160013 0.164496 0.169105 0.173843 57.92 61.21

JP Morgan Chase & Co. 48123J3M9 09/19/07 03/19/09 100.000 0.000 5.0202
0.139452 0.142952 0.146540 51.56 11.43

JP Morgan Chase & Co. 48123J3N7 09/19/07 03/19/13 100.000 0.000 5.4833
0.152315 0.156491 0.160781 0.165190 0.169718 56.45 59.59

JP Morgan Chase & Co. 48123J4P1 09/28/07 03/28/13 100.000 0.000 5.4134
0.150373 0.154444 0.158624 0.162917 0.167327 55.63 58.69

JP Morgan Chase & Co. 48123J4Q9 09/28/07 09/28/12 100.000 0.000 5.3437
0.148437 0.152403 0.156475 0.160655 0.164948 54.90 57.87

JP Morgan Chase & Co. 48123JA25 07/20/07 07/20/11 100.000 0.000 5.6219
0.156165 0.160554 0.165068 0.169708 0.174478 58.44 61.77

JP Morgan Chase & Co. 48123JBA6 06/30/06 06/28/11 100.000 0.000 5.8597
0.177444 0.182643 0.187994 0.193502 0.199171 64.85 68.70

JP Morgan Chase & Co. 48123JBH1 06/30/06 06/30/09 100.000 0.000 5.7900
0.175212 0.180285 0.185504 64.00 33.21

JP Morgan Chase & Co. 48123JDG1 08/31/06 02/26/10 100.000 0.000 5.3940
0.157934 0.162194 0.166568 0.171060 0.175674 58.70 61.91

JP Morgan Chase & Co. 48123JDR7 08/31/06 08/28/09 100.000 0.000 5.3334
0.156114 0.160277 0.164551 0.168939 57.99 39.79

JP Morgan Chase & Co. 48123JEW5 09/29/06 09/30/09 100.000 0.000 5.0954
0.148864 0.152657 0.156546 0.160534 54.97 42.83

JP Morgan Chase & Co. 48123JEX3 09/29/06 03/31/10 100.000 0.000 5.1046
0.149148 0.152955 0.156859 0.160863 0.164968 55.08 57.93

JP Morgan Chase & Co. 48123JEY1 09/29/06 09/30/13 100.000 0.000 5.3723
0.157381 0.161609 0.165950 0.170408 0.174985 58.20 61.37

JP Morgan Chase & Co. 48123JGD5 10/31/06 10/31/11 100.000 0.000 5.2930
0.154914 0.159013 0.163222 0.167541 0.171975 57.01 60.07

JP Morgan Chase & Co. 48123JGS2 10/31/06 04/30/14 100.000 0.000 5.3122
0.155505 0.159635 0.163875 0.168228 0.172696 57.24 60.32

JP Morgan Chase & Co. 48123JHL6 11/30/06 11/28/08 100.000 0.000 5.1347
0.150008 0.153859 49.75

JP Morgan Chase & Co. 48123JHM4 11/30/06 05/28/10 100.000 0.000 5.0425
0.147184 0.150895 0.154699 0.158600 0.162598 53.90 56.65

JP Morgan Chase & Co. 48123JHN2 11/30/06 11/29/13 100.000 0.000 5.2614
0.153921 0.157970 0.162126 0.166391 0.170768 56.40 59.41

JP Morgan Chase & Co. 48123JHP7 11/30/06 11/30/11 100.000 0.000 5.0819
0.148430 0.152201 0.156069 0.160035 0.164101 54.35 57.15

JP Morgan Chase & Co. 48123JJK6 11/30/06 05/30/08 100.000 0.000 5.1457
0.150389 22.41

JP Morgan Chase & Co. 48123JJU4 11/16/06 11/16/09 100.000 0.000 5.1839
0.151559 0.155488 0.159518 0.163652 55.63 50.99

JP Morgan Chase & Co. 48123JJV2 12/13/06 12/11/08 100.000 0.000 5.0728
0.148112 0.151869 51.03

JP Morgan Chase & Co. 48123JKP3 12/29/06 06/30/08 100.000 0.000 5.1402
0.150260 26.90

JP Morgan Chase & Co. 48123JKQ1 12/29/06 05/31/10 100.000 0.000 5.0786
0.145323 0.149013 0.153637 0.156677 0.161538 54.13 56.89

JP Morgan Chase & Co. 48123JKR9 12/29/06 05/30/14 100.000 0.000 5.2900
0.154179 0.158257 0.162443 0.166740 0.171150 56.49 59.52

JP Morgan Chase & Co. 48123JKS7 12/29/06 12/31/08 100.000 0.000 5.0726
0.148187 0.151946 53.88

JP Morgan Chase & Co. 48123JKT5 12/29/06 12/30/11 100.000 0.000 5.1198
0.149613 0.153443 0.157371 0.161400 0.165532 54.56 57.39

JP Morgan Chase & Co. 48123JKV0 12/29/06 06/29/12 100.000 0.000 5.1597
0.150818 0.154709 0.158700 0.162795 0.166995 55.01 57.89

JP Morgan Chase & Co. 48123JML0 01/31/07 07/30/10 100.000 0.000 5.3770
0.150022 0.155748 0.158197 0.165143 0.166818 57.22 60.34

JP Morgan Chase & Co. 48123JMM8 01/31/07 01/30/15 100.000 0.000 5.6332
0.157364 0.163574 0.166354 0.173874 0.175857 60.12 63.55

JP Morgan Chase & Co. 48123JMP1 01/31/07 07/31/08 100.000 0.000 5.3970
0.153964 0.158118 32.93

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

JP Morgan Chase & Co. 48123JMQ9 01/31/07 07/31/12 100.000 0.000 5.4520
0.155576 0.159817 0.164174 0.168649 0.173246 58.07 61.28

JP Morgan Chase & Co. 48123JPQ6 02/28/07 08/29/08 100.000 0.000 5.2800
0.150540 0.154514 36.54

JP Morgan Chase & Co. 48123JPR4 02/28/07 02/27/09 100.000 0.000 5.2522
0.146453 0.151951 0.154246 55.59 8.79

JP Morgan Chase & Co. 48123JPS2 02/28/07 08/31/10 100.000 0.000 5.2245
0.147281 0.149486 0.155933 0.157398 0.164186 55.37 58.20

JP Morgan Chase & Co. 48123JPU7 02/28/07 02/27/15 100.000 0.000 5.3382
0.148913 0.154567 0.156968 0.163829 0.165459 56.55 59.61

JP Morgan Chase & Co. 48123JQ51 08/22/07 08/22/11 100.000 0.000 5.4140
0.150390 0.154462 0.158643 0.162937 0.167348 55.94 59.01

JP Morgan Chase & Co. 48123JQ69 08/22/07 08/22/11 100.000 0.000 5.4140
0.150390 0.154462 0.158643 0.162937 0.167348 55.94 59.01

JP Morgan Chase & Co. 48123JQ77 08/22/07 02/25/09 100.000 0.000 5.0378
0.140000 0.143526 0.147142 51.93 7.95

JP Morgan Chase & Co. 48123JQ85 08/22/07 02/22/13 100.000 0.000 5.6831
0.157864 0.162350 0.166963 0.171708 0.176587 58.81 62.20

JP Morgan Chase & Co. 48123JQ93 07/31/07 07/29/11 100.000 0.000 5.3024
0.147290 0.151173 0.155181 0.159295 0.163518 54.92 57.87

JP Morgan Chase & Co. 48123JRG6 02/28/07 02/28/13 100.000 0.000 5.3427
0.150699 0.153043 0.159736 0.161329 0.168384 56.70 59.66

JP Morgan Chase & Co. 48123JRJ0 02/28/07 02/28/14 100.000 0.000 5.3423
0.150688 0.153032 0.159724 0.161316 0.168371 56.69 59.66

JP Morgan Chase & Co. 48123JRK7 02/28/07 02/28/14 100.000 0.000 5.3423
0.150688 0.153032 0.159724 0.161316 0.168371 56.69 59.66

JP Morgan Chase & Co. 48123JSA8 03/30/07 09/30/10 100.000 0.000 5.0045
0.142494 0.146059 0.149714 0.153460 0.157300 52.60 55.26

JP Morgan Chase & Co. 48123JSB6 03/30/07 09/28/12 100.000 0.000 5.1229
0.145908 0.149645 0.153478 0.157410 0.161441 53.90 56.70

JP Morgan Chase & Co. 48123JSC4 03/30/07 03/31/09 100.000 0.000 5.0179
0.142885 0.146470 0.150145 52.74 13.36

JP Morgan Chase & Co. 48123JSD2 03/30/07 09/30/14 100.000 0.000 5.2522
0.149727 0.153659 0.157694 0.161835 0.166085 55.33 58.28

JP Morgan Chase & Co. 48123JTD1 03/30/07 09/30/08 100.000 0.000 5.1008
0.145303 0.149008 39.75

JP Morgan Chase & Co. 48123JTG4 04/02/07 03/29/12 100.000 0.000 5.1330
0.146183 0.149935 0.153783 0.157730 0.161778 54.00 56.81

JP Morgan Chase & Co. 48123JUW7 04/30/07 10/31/08 100.000 0.000 5.1502
0.146746 0.150525 44.56

JP Morgan Chase & Co. 48123JUX5 04/30/07 10/29/10 100.000 0.000 5.0846
0.144810 0.148491 0.152267 0.156138 0.160107 53.26 56.00

JP Morgan Chase & Co. 48123JUY3 04/30/07 10/31/08 100.000 0.000 5.1502
0.146746 0.150525 44.56

JP Morgan Chase & Co. 48123JUZ0 04/30/07 10/31/14 100.000 0.000 5.3122
0.151481 0.155505 0.159635 0.163875 0.168228 55.75 58.76

JP Morgan Chase & Co. 48123JVA4 04/30/07 04/30/12 100.000 0.000 5.1529
0.146827 0.150610 0.154490 0.158471 0.162553 54.01 56.82

JP Morgan Chase & Co. 48123JVB2 04/18/07 10/31/11 100.000 0.000 5.2734
0.150613 0.154584 0.158660 0.162843 0.167137 55.43 58.39

JP Morgan Chase & Co. 48123JXH7 05/30/07 11/28/08 100.000 0.000 5.3263
0.151851 0.155895 50.38

JP Morgan Chase & Co. 48123JXJ3 05/30/07 11/28/08 100.000 0.000 5.3263
0.151851 0.155895 50.38

JP Morgan Chase & Co. 48123JXK0 05/30/07 05/31/11 100.000 0.000 5.3526
0.152663 0.156749 0.160944 0.165251 0.169674 55.95 58.99

JP Morgan Chase & Co. 48123JXL8 05/30/07 11/30/12 100.000 0.000 5.4518
0.155568 0.159808 0.164165 0.168640 0.173236 57.03 60.19

JP Morgan Chase & Co. 48123JXM6 05/30/07 05/31/11 100.000 0.000 5.3526
0.152663 0.156749 0.160944 0.165251 0.169674 55.95 58.99

JP Morgan Chase & Co. 48123JZV4 07/20/07 01/23/13 100.000 0.000 5.7512
0.159833 0.164429 0.169157 0.174021 0.179025 59.84 63.33

JP Morgan Chase & Co. 48123JZW2 07/20/07 07/22/09 100.000 0.000 5.4842
0.152388 0.156566 0.160860 0.165271 56.96 33.13

JP Morgan Chase & Co. 48123JZX0 07/20/07 07/20/11 100.000 0.000 5.6219
0.156165 0.160554 0.165068 0.169708 0.174478 58.44 61.77

JP Morgan Chase & Co. 48123JZY8 07/20/07 01/22/09 100.000 0.000 5.4351
0.151022 0.155126 0.159342 56.43 3.35

JP Morgan Chase & Co. 48123JZZ5 07/20/07 01/22/09 100.000 0.000 5.4351
0.151022 0.155126 0.159342 56.43 3.35

JP Morgan Chase & Co. 48123LAR5 06/13/08 12/13/12 100.000 0.000 5.2410
0.145584 0.149399 0.153314 0.157332 28.89 54.63

JP Morgan Chase & Co. 48123LCQ5 07/21/08 04/21/10 100.000 0.000 4.1573
0.115481 0.116681 0.119107 0.121583 18.56 42.78

JP Morgan Chase & Co. 48123LDP6 07/31/08 08/02/12 100.000 0.000 5.4526
0.151464 0.151510 0.155640 0.159884 22.88 56.53

JP Morgan Chase & Co. 48123LDQ4 07/31/08 07/31/14 100.000 0.000 6.1320
0.170336 0.175558 0.180941 25.72 63.86

JP Morgan Chase & Co. 48123LDR2 07/31/08 01/31/11 100.000 0.000 4.7839
0.132889 0.136067 0.139322 20.07 49.38

JP Morgan Chase & Co. 48123LDS0 07/31/08 01/31/11 100.000 0.000 4.7839
0.132889 0.136067 0.139322 20.07 49.38

JP Morgan Chase & Co. 48123LDT8 07/31/08 07/31/13 100.000 0.000 5.9323
0.164788 0.169676 0.174709 24.88 61.70

JP Morgan Chase & Co. 48123LDX9 07/31/08 07/31/13 100.000 0.000 5.9323
0.164788 0.169676 0.174709 24.88 61.70

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

JP Morgan Chase & Co. 48123LED2 07/30/08 10/31/11 100.000 0.000 5.1358
0.142661 0.144493 0.148204 0.152009 21.65 53.14

JP Morgan Chase & Co. 48123LFX7 08/21/08 06/23/10 100.000 0.000 4.2872
0.119089 0.120820 0.123409 0.126055 15.50 44.00

JP Morgan Chase & Co. 48123LHG2 07/31/08 10/30/09 100.000 0.000 3.5719
0.099220 0.100106 0.101894 15.04 30.25

JP Morgan Chase & Co. 48123LLQ5 08/19/08 08/20/12 100.000 0.000 5.3068
0.147410 0.147434 0.151346 0.155361 19.46 54.82

JP Morgan Chase & Co. 48123LPC2 09/12/08 03/10/14 100.000 0.000 5.2252
0.145147 0.148897 0.152787 15.82 53.78

JP Morgan Chase & Co. 48123M4H2 05/22/08 05/23/11 100.000 0.000 4.3026
0.119517 0.119532 0.122104 0.124731 0.127414 26.28 44.63

JP Morgan Chase & Co. 48123M4L3 06/20/08 12/22/10 100.000 0.000 4.7607
0.132244 0.132279 0.135428 0.138652 0.141952 25.29 49.39

JP Morgan Chase & Co. 48123M4N9 05/22/08 11/22/13 100.000 0.000 4.9518
0.137551 0.140957 0.144447 0.148023 30.26 51.65

JP Morgan Chase & Co. 48123M5Y4 06/30/08 06/28/13 100.000 0.000 5.4798
0.152219 0.156344 0.160627 0.165029 27.56 57.08

JP Morgan Chase & Co. 48123M5Z1 06/30/08 06/28/13 100.000 0.000 5.4798
0.152219 0.156344 0.160627 0.165029 27.56 57.08

JP Morgan Chase & Co. 48123M6A5 06/30/08 06/30/14 100.000 0.000 5.6400
0.156668 0.161086 0.165628 0.170299 28.36 58.82

JP Morgan Chase & Co. 48123M6B3 06/30/08 12/31/10 100.000 0.000 4.7603
0.132231 0.135379 0.138601 0.141900 23.94 49.32

JP Morgan Chase & Co. 48123M6C1 06/30/08 12/31/10 100.000 0.000 4.7603
0.132231 0.135379 0.138601 0.141900 23.94 49.32

JP Morgan Chase & Co. 48123M6D9 06/11/08 12/11/09 100.000 0.000 3.7422
0.103950 0.105895 0.107877 20.83 36.36

JP Morgan Chase & Co. 48123M6L1 06/06/08 06/06/13 100.000 0.000 5.1615
0.143377 0.147078 0.150873 0.154767 29.48 53.82

JP Morgan Chase & Co. 48123M6Q0 06/09/08 09/10/09 100.000 0.000 3.3504
0.093067 0.093855 0.095427 18.89 23.65

JP Morgan Chase & Co. 48123MC34 04/23/08 10/21/10 100.000 0.000 4.2844
0.119012 0.121533 0.124137 0.126796 29.69 44.59

JP Morgan Chase & Co. 48123MDK5 11/21/07 05/21/13 100.000 0.000 5.4319
0.150887 0.154985 0.159195 0.163518 0.167960 55.39 58.44

JP Morgan Chase & Co. 48123MDL3 11/21/07 11/21/12 100.000 0.000 5.3523
0.148678 0.152656 0.156742 0.160937 0.165244 54.56 57.52

JP Morgan Chase & Co. 48123MDM1 11/21/07 05/21/13 100.000 0.000 5.4319
0.150887 0.154985 0.159195 0.163518 0.167960 55.39 58.44

JP Morgan Chase & Co. 48123MDN9 11/21/07 05/21/09 100.000 0.000 4.4955
0.124876 0.127683 0.130553 45.69 18.28

JP Morgan Chase & Co. 48123MER9 11/30/07 11/30/12 100.000 0.000 5.0116
0.139212 0.142700 0.146276 0.149941 0.153698 50.96 53.55

JP Morgan Chase & Co. 48123MES7 11/30/07 05/31/13 100.000 0.000 5.1118
0.141995 0.145624 0.149346 0.153163 0.157078 52.00 54.69

JP Morgan Chase & Co. 48123MEY4 11/07/07 11/05/10 100.000 0.000 4.8944
0.135958 0.139248 0.142656 0.146147 0.149724 49.91 52.38

JP Morgan Chase & Co. 48123MF80 04/25/08 04/25/13 100.000 0.000 5.0228
0.139523 0.143027 0.146619 0.150301 34.55 52.62

JP Morgan Chase & Co. 48123MG97 04/30/08 10/31/12 100.000 0.000 4.8928
0.135912 0.139237 0.142644 0.146133 32.96 51.16

JP Morgan Chase & Co. 48123MH21 04/30/08 04/30/13 100.000 0.000 5.0426
0.140074 0.143605 0.147226 0.150938 33.97 52.80

JP Morgan Chase & Co. 48123MH39 04/30/08 04/30/14 100.000 0.000 5.2026
0.144518 0.148278 0.152135 0.156092 35.06 54.55

JP Morgan Chase & Co. 48123MHD7 11/20/07 05/20/09 100.000 0.000 4.4955
0.124876 0.127683 0.130553 45.69 18.15

JP Morgan Chase & Co. 48123MHS4 11/26/07 11/26/10 100.000 0.000 4.8606
0.135017 0.138298 0.141659 0.145102 0.148628 49.43 51.86

JP Morgan Chase & Co. 48123MHT2 11/30/07 11/30/12 100.000 0.000 5.0116
0.139212 0.142700 0.146276 0.149941 0.153698 50.96 53.55

JP Morgan Chase & Co. 48123MHV7 11/29/07 05/29/09 100.000 0.000 4.4853
0.124592 0.127386 0.130243 45.54 19.28

JP Morgan Chase & Co. 48123MHZ8 12/21/07 03/21/12 100.000 0.000 5.0099
0.139164 0.140907 0.144437 0.148055 0.151763 50.94 53.38

JP Morgan Chase & Co. 48123MJA1 12/21/07 03/21/12 100.000 0.000 5.0099
0.139164 0.140907 0.144437 0.148055 0.151763 50.94 53.38

JP Morgan Chase & Co. 48123MJN3 12/26/07 06/26/13 100.000 0.000 5.1101
0.141948 0.145574 0.149294 0.153109 0.157021 51.79 54.47

JP Morgan Chase & Co. 48123MJT0 12/05/07 06/03/09 100.000 0.000 4.5045
0.125127 0.127914 0.130794 45.71 19.88

JP Morgan Chase & Co. 48123MJU7 12/04/07 01/02/09 100.000 0.000 4.4877
0.124660 0.125095 0.127902 45.54 .13

JP Morgan Chase & Co. 48123MJX1 12/21/07 06/22/09 100.000 0.000 4.5621
0.126741 0.129632 0.132589 46.20 22.67

JP Morgan Chase & Co. 48123MJY9 12/05/07 01/05/09 100.000 0.000 4.4203
0.122787 0.123239 0.125963 44.84 .50

JP Morgan Chase & Co. 48123MJZ6 12/06/07 06/08/09 100.000 0.000 4.4131
0.122617 0.125322 0.128088 44.75 20.11

JP Morgan Chase & Co. 48123MLD2 01/04/08 02/04/09 100.000 0.000 4.4508
0.123635 0.124094 0.126856 44.69 4.19

JP Morgan Chase & Co. 48123MMN9 01/31/08 04/30/12 100.000 0.000 4.2604
0.118347 0.119608 0.122156 0.124758 0.127416 39.63 44.77

JP Morgan Chase & Co. 48123MMS8 01/31/08 01/31/13 100.000 0.000 4.5315
0.125876 0.128728 0.131644 0.134627 42.10 47.76

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

JP Morgan Chase & Co. 48123MPA4 01/31/08 01/31/14 100.000 0.000 4.7582
0.132174 0.135318 0.138538 0.141834 44.22 50.28

JP Morgan Chase & Co. 48123MPB2 02/21/08 02/18/10 100.000 0.000 4.1933
0.116482 0.118884 0.121376 0.123921 36.43 43.92

JP Morgan Chase & Co. 48123MQU9 02/08/08 02/08/23 100.000 VARIES 4.6162
0.128229 0.126676 0.125087 0.123461 41.20 44.86

JP Morgan Chase & Co. 48123MSA1 02/29/08 08/30/12 100.000 0.000 4.4026
0.120291 0.123614 0.125645 0.129116 37.34 46.17

JP Morgan Chase & Co. 48123MSD5 02/29/08 02/28/13 100.000 0.000 4.5721
0.124244 0.129191 0.129990 0.135165 38.75 48.04

JP Morgan Chase & Co. 48123MSE3 02/29/08 02/28/14 100.000 0.000 4.8222
0.131039 0.136423 0.137434 0.143080 40.89 50.80

JP Morgan Chase & Co. 48123MSH6 02/29/08 01/29/10 100.000 0.000 3.7000
0.101649 0.102087 0.105699 0.105899 31.27 38.51

JP Morgan Chase & Co. 48123MSJ2 02/29/08 05/29/09 100.000 0.000 3.0913
0.084927 0.084646 0.087379 26.10 12.93

JP Morgan Chase & Co. 48123MSQ6 02/29/08 10/30/09 100.000 0.000 3.2914
0.089931 0.090424 0.092417 0.093425 27.86 28.09

JP Morgan Chase & Co. 48123MT93 05/21/08 11/22/10 100.000 0.000 4.2729
0.118693 0.118708 0.121245 0.123835 0.126481 26.21 44.32

JP Morgan Chase & Co. 48123MUW0 02/20/08 03/20/09 100.000 0.000 3.0932
0.085924 0.086146 0.087478 26.92 6.91

JP Morgan Chase & Co. 48123MVT6 02/26/08 02/26/13 100.000 0.000 4.7223
0.131175 0.134273 0.137443 0.140688 40.40 49.71

JP Morgan Chase & Co. 48123MW65 05/30/08 11/30/12 100.000 0.000 4.8222
0.133951 0.137181 0.140488 0.143876 28.36 50.19

JP Morgan Chase & Co. 48123MX31 05/30/08 05/31/13 100.000 0.000 4.9616
0.137823 0.141242 0.144746 0.148337 29.19 51.70

JP Morgan Chase & Co. 48123MX49 05/30/08 05/30/14 100.000 0.000 5.1515
0.143099 0.146785 0.150566 0.154444 30.31 53.76

JP Morgan Chase & Co. 48123MX56 05/30/08 11/30/10 100.000 0.000 4.2425
0.117849 0.120348 0.122901 0.125508 24.94 43.94

KBC IFIMA NV 48240JAA5 06/27/08 06/27/13 100.000 6.000 4.7451 0.131810
0.130983 0.130136 0.133224 24.25 47.01

KBC IFIMA NV 48240JAB3 08/07/08 08/07/12 100.000 0.000 4.5769 0.127139
0.130048 0.133025 18.31 47.14

KFW 48245AAH4 05/05/06 05/06/08 100.000 0.000 5.2163 0.156556 19.57

KFW 48245ABB6 06/22/07 06/22/37 12.693 0.000 7.0001 4.67 0.025545
0.026439 0.027365 0.028322 0.029314 9.37 10.04

KI Holdings, Inc. 48247EAA9 11/18/04 11/15/14 61.808 VARIES 9.8747
0.226207 0.237376 0.249096 0.261395 0.274301 84.50 93.05

KI Holdings, Inc. 48247EAB7 11/18/04 11/15/14 61.808 VARIES 9.8747
0.226207 0.237376 0.249096 0.261395 0.274301 84.50 93.05

KI Holdings, Inc. 48247EAC5 11/18/04 11/15/14 61.808 VARIES 9.8747
0.226207 0.237376 0.249096 0.261395 0.274301 84.50 93.05

Kaydon Corporation 486587AA6 05/23/03 05/23/23\* 100.000 VARIES N/A
0.293070 0.300807 77.41\*

Kaydon Corporation 486587AB4 05/23/03 05/23/23\* 100.000 VARIES N/A
0.293070 0.300807 77.41\*

Kendall, Kane & Will IL 488764NN7 04/22/03 10/01/08 105.843 VARIES
3.7947 0.106646 0.106034 28.68

Kendall, Kane & Will IL 488764NP2 04/22/03 10/01/09 105.260 VARIES
4.0565 0.114705 0.114215 0.113715 0.113204 41.12 30.61

Kendall, Kane & Will IL 488764NQ0 04/22/03 10/01/10 100.839 VARIES
4.3594 0.121570 0.121495 0.121418 0.121340 0.121261 43.74 43.68

Kendall, Kane & Will IL 488764NR8 04/22/03 10/01/11 106.125 VARIES
4.6066 0.132096 0.131619 0.131132 0.130633 0.130123 47.38 47.03

Kendall, Kane & Will IL 488764NS6 04/22/03 10/01/12 100.093 VARIES
4.7793 0.132881 0.132870 0.132859 0.132848 0.132836 47.83 47.83

Kendall, Kane & Will IL 488764NT4 04/22/03 10/01/13 100.778 VARIES
4.8954 0.136717 0.136664 0.136609 0.136554 0.136497 49.20 49.16

Keyspan Corporation 49337WAE0 05/06/02 05/16/08 100.000 VARIES 5.6455
0.157395 21.25

KFW 500769BR4 04/19/06 04/18/36 19.778 0.000 5.4761 19.04 0.032620
0.033513 0.034431 0.035373 0.036342 12.04 12.70

KFW 500769CH5 06/29/07 06/29/37 18.097 0.000 5.7800 5.29 0.029896
0.030760 0.031649 0.032563 0.033504 10.92 11.56

L-3 Commun Hldgs, Inc 502413AW7 07/29/05 08/01/35 100.000 VARIES 6.3295
0.188135 0.191451 0.194873 0.198403 0.202045 69.34 71.87

L-3 Commun Hldgs, Inc 502424AE4 07/29/05 08/01/35 100.000 VARIES 6.3295
0.188135 0.191451 0.194873 0.198403 0.202045 69.34 71.87

LaSalle Cnty, IL SD #125 504534CA4 03/06/08 12/01/09 103.649 0.000
3.8574 0.111062 0.112074 0.114236 0.116439 33.04 38.09

LaSalle Cnty, IL SD #125 504534CB2 03/06/08 12/01/10 105.068 VARIES
4.1024 0.119732 0.120892 0.123372 0.125903 0.116220 35.64 44.65

LaSalle Cnty, IL SD #125 504534CC0 03/06/08 12/01/11 106.222 VARIES
4.2744 0.126122 0.127395 0.130118 0.132899 0.122960 37.56 47.13

LaSalle Cnty, IL SD #125 504534CD8 03/06/08 12/01/12 107.706 VARIES
4.2894 0.128332 0.129632 0.132412 0.135252 0.125329 38.21 47.97

LaSalle Cnty, IL SD #125 504534CE6 03/06/08 12/01/13 108.599 VARIES
4.3978 0.132668 0.134045 0.136993 0.140005 0.129936 39.51 49.65

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

LaSalle Cnty, IL SD #141 504588EB6 05/12/06 12/01/08 104.303 VARIES
5.5244 0.156219 0.154856 51.31

LaSalle Cnty, IL SD #141 504588EC4 05/12/06 12/01/09 105.939 VARIES
5.5982 0.161030 0.159706 0.158345 0.156946 57.65 52.00

LaSalle Cnty, IL SD #141 504588ED2 05/12/06 12/01/10 107.147 VARIES
5.6677 0.165294 0.164074 0.162820 0.161530 0.160203 59.21 58.30

LaSalle County, IL 504597AT2 11/17/03 12/01/08 105.395 VARIES 4.3341
0.121753 0.121080 40.06

Lake County IL SD #187 509262CT6 04/09/03 01/01/09 78.814 0.000 4.1991
171.15 0.111894 0.114243 40.70

Lake County IL SD #187 509262CU3 04/09/03 01/01/10 74.126 0.000 4.4992
173.60 0.114337 0.116909 0.119539 0.122228 41.62 43.52

Lake County IL SD #187 509262CV1 04/09/03 01/01/21 35.244 0.000 5.9694
113.05 0.077186 0.079490 0.081862 0.084306 28.20 29.91

Lamar Media Corporation. 513075AN1 08/17/06 08/15/15 92.809 6.625 7.7500
8.07 0.017009 0.017669 0.018353 0.019064 0.019803 6.42 6.93

Lamar Media Corporation. 513075AP6 08/17/06 08/15/15 92.809 6.625 7.7500
8.07 0.017009 0.017669 0.018353 0.019064 0.019803 6.42 6.93

Lamar Media Corporation. 513075AQ4 08/17/06 08/15/15 92.809 6.625 7.7500
8.07 0.017009 0.017669 0.018353 0.019064 0.019803 6.42 6.93

Language Ln Hldgs II Inc 515860AA2 06/11/04 06/15/13 50.460 VARIES
14.1249 0.319722 0.342303 0.366478 0.392360 0.392360 119.91 137.00

Language Ln Hldgs II Inc 515860AB0 06/11/04 06/15/13 50.460 VARIES
14.1249 0.319722 0.342303 0.366478 0.392360 0.392360 119.91 137.00

Language Ln Hldgs II Inc 515860AC8 06/11/04 06/15/13 50.460 VARIES
14.1249 0.319722 0.342303 0.366478 0.392360 0.392360 119.91 137.00

Language Ln Hldgs II Inc 515861AA0 06/11/04 06/15/12 97.432 11.125
11.6262 8.63 0.008374 0.008861 0.009376 0.009921 0.010497 3.12 3.49

Language Ln Hldgs II Inc 515861AB8 06/11/04 06/15/12 97.432 11.125
11.6262 8.63 0.008374 0.008861 0.009376 0.009921 0.010497 3.12 3.49

Language Ln Hldgs II Inc 515861AC6 06/11/04 06/15/12 97.432 11.125
11.6262 8.63 0.008374 0.008861 0.009376 0.009921 0.010497 3.12 3.49

Lee & Ogle Counties, IL 523372AF7 07/02/03 04/01/08 100.396 VARIES
3.8822 0.107876 9.71

Lee & Ogle Counties, IL 523372AG5 07/02/03 04/01/09 100.704 VARIES
4.2319 0.117754 0.117689 0.117623 42.37 10.59

Lee & Ogle Counties, IL 523372AH3 07/02/03 04/01/10 101.077 VARIES
4.4821 0.124994 0.124901 0.124805 0.124707 0.124607 44.96 44.89

Lee & Ogle Counties, IL 523372AU4 06/09/05 04/01/08 83.138 0.000 6.6736
152.47 0.179393 16.15

Lee & Ogle Counties, IL 523372AV2 06/09/05 04/01/09 77.853 0.000 6.6745
142.80 0.168015 0.173622 0.179416 62.52 16.15

Lee & Ogle Counties, IL 523372AW0 06/09/05 04/01/10 72.903 0.000 6.6753
133.74 0.157354 0.162605 0.168033 0.173641 0.179437 58.55 62.53

Lee & Ogle Counties, IL 523372AX8 06/09/05 04/01/11 68.268 0.000 6.6757
125.25 0.147361 0.152280 0.157362 0.162615 0.168043 54.84 58.56

Legg Mason, Inc. 524901303 05/12/08 06/30/21 100.000 VARIES 6.9753
0.193760 0.194116 0.195460 0.196852 0.198292 44.44 70.62

Legg Mason, Inc. 524901AN5 05/12/08 06/30/21 100.000 VARIES 6.9753
0.193760 0.194116 0.195460 0.196852 0.198292 44.44 70.62

Lehman Bros Hldgs Inc 524908DH0 06/01/01 06/01/08 100.000 0.250 6.7534
0.285132 42.77

Lehman Bros Hldgs Inc 524908EF3 06/19/02 06/19/09 100.000 0.250 4.6000
0.162119 0.165688 0.169339 59.09 28.45

Lehman Bros Hldgs Inc 524908EN6 08/05/02 08/05/08 100.000 0.000 5.2499
0.188967 0.193927 41.33

Lehman Bros Hldgs Inc 524908FJ4 04/29/03 04/29/10 100.000 0.000 4.4000
0.148667 0.151938 0.155280 0.158697 0.162188 54.52 56.94

Lehman Bros Hldgs Inc 524908FL9 05/01/03 05/01/10 100.000 0.250 4.3999
0.147162 0.150247 0.153400 0.156622 0.159915 53.91 56.19

Lehman Bros Hldgs Inc 524908FN5 05/08/03 05/08/10 100.000 0.250 4.2499
0.141203 0.144056 0.146970 0.149945 0.152984 51.65 53.76

Lehman Bros Hldgs Inc 524908FP0 05/13/03 05/13/10 100.000 0.250 4.1999
0.139233 0.142011 0.144847 0.147743 0.150700 50.89 52.95

Lehman Bros Hldgs Inc 524908FR6 05/27/03 05/27/08 100.000 0.250 3.0600
0.096431 14.08

Lehman Bros Hldgs Inc 524908JE1 09/10/03 06/10/10 100.000 0.000 4.5589
0.153390 0.156886 0.160462 0.164120 0.167861 56.00 58.58

Lehman Bros Hldgs Inc 524908JJ0 10/09/03 10/09/10 100.000 1.600 4.3099
0.133720 0.135644 0.137610 0.139617 0.141668 48.80 50.23

Lehman Bros Hldgs Inc 524908JK7 11/06/03 11/06/09 100.000 0.000 4.2300
0.138918 0.141856 0.144857 0.147920 50.87 44.73

Lehman Bros Hldgs Inc 524908LS7 02/11/04 02/11/11 100.000 0.750 4.3200
0.136003 0.138491 0.141032 0.143629 0.146281 50.11 51.97

Lehman Bros Hldgs Inc 524908MJ6 10/06/04 10/06/11 100.000 0.250 4.4000
0.138301 0.141191 0.144145 0.147163 0.150248 50.81 52.95

Lehman Bros Hldgs Inc 524908NL0 06/21/05 06/21/10 100.000 0.750 4.4580
0.135838 0.138402 0.141022 0.143701 0.146440 49.41 51.30

Lehman Bros Hldgs Inc 524908NM8 06/29/05 06/29/12 100.000 0.250 4.4344
0.136650 0.139526 0.142465 0.145470 0.148542 49.72 51.84

Lehman Bros Hldgs Inc 524908NW6 09/26/05 09/26/08 107.550 0.250 4.3840
0.142211 0.145176 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
0.144642 0.146175 0.147745 0.149356 0.151006 52.54 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Lehman Bros Hldgs Inc 524908PA2 11/17/05 11/17/12 100.000 3.000 5.2215
0.151743 0.153529 0.155362 0.157242 0.159172 55.11 56.44

Lehman Bros Hldgs Inc 524908PG9 01/06/06 01/06/12 100.000 0.250 5.0450
0.150475 0.154096 0.157807 0.161613 0.165515 56.11 58.84

Lehman Bros Hldgs Inc 524908PK0 03/08/06 03/03/09 100.000 2.000 5.1001
0.148363 0.150730 0.153157 54.40 9.50

Lehman Bros Hldgs Inc 524908PL8 03/23/06 03/23/09 100.000 1.000 5.0091
0.147721 0.150725 0.153804 54.32 12.61

Lehman Bros Hldgs Inc 524908PN4 03/29/06 03/29/13 100.000 1.500 5.4019
0.159077 0.162249 0.165505 0.168850 0.172286 58.43 60.81

Lehman Bros Hldgs Inc 524908SH4 08/01/06 08/01/13 100.000 2.000 5.4200
0.155775 0.158490 0.161280 0.164145 0.167088 57.39 59.45

Lehman Bros Hldgs Inc 524908SK7 08/09/06 08/09/09 100.000 0.000 5.4269
0.159040 0.163356 0.167788 0.172341 59.27 37.40

Lehman Bros Hldgs Inc 524908TX8 10/12/06 10/12/11 100.000 0.250 5.5099
0.161217 0.165467 0.169835 0.174322 0.178933 59.48 62.67

Lehman Bros Hldgs Inc 524908TZ3 10/17/06 10/17/13 100.000 1.000 5.3799
0.156078 0.159530 0.163074 0.166713 0.170450 57.33 59.91

Lehman Bros Hldgs Inc 524908UC2 12/12/06 12/12/13 100.000 0.250 5.0399
0.146790 0.150315 0.153928 0.157631 0.161429 53.61 56.22

Lehman Bros Hldgs Inc 524908UE8 12/11/06 12/11/11 104.625 0.000 5.0399
0.153950 0.157830 0.161807 0.165885 0.170065 56.28 59.15

Lehman Bros Hldgs Inc 524908UH1 12/21/06 12/21/11 100.000 0.000 5.2200
0.152669 0.156653 0.160742 0.164937 0.169242 55.76 58.71

Lehman Bros Hldgs Inc 524908UL2 12/27/06 12/27/13 100.000 0.450 5.1200
0.148949 0.152442 0.156025 0.159699 0.163467 54.28 56.86

Lehman Bros Hldgs Inc 524908UU2 02/06/07 02/06/14 100.000 1.250 5.5630
0.157860 0.161286 0.164806 0.168424 0.172143 58.45 61.05

Lehman Bros Hldgs Inc 524908UY4 02/16/07 02/16/12 100.000 0.250 5.3845
0.153410 0.157353 0.161402 0.165561 0.169831 57.02 59.99

Lehman Bros Hldgs Inc 524908VU1 03/29/07 03/29/14 100.000 1.000 5.6108
0.159450 0.163144 0.166942 0.170846 0.174860 58.76 61.53

Lehman Bros Hldgs Inc 52517P2E0 05/23/07 05/23/22 100.000 VARIES 5.3475
0.144529 0.140410 0.136180 0.131837 0.132290 50.97 48.10

Lehman Bros Hldgs Inc 52517P2G5 06/21/07 12/22/08 100.000 0.000 5.4399
0.155244 0.159467 55.25

Lehman Bros Hldgs Inc 52517P2J9 05/24/07 05/24/24 100.000 VARIES 5.5681
0.150954 0.147133 0.143205 0.143442 0.143684 53.37 51.61

Lehman Bros Hldgs Inc 52517P2N0 06/20/07 06/20/22\* 100.000 VARIES
5.5288 0.150146 25.37\*

Lehman Bros Hldgs Inc 52517P2T7 06/29/07 12/29/08 100.000 0.000 5.4500
0.155514 0.159752 56.44

Lehman Bros Hldgs Inc 52517P2V2 01/11/08 01/11/11 100.000 0.000 5.2399
0.145555 0.149369 0.153282 0.157298 51.59 55.83

Lehman Bros Hldgs Inc 52517P3A7 06/29/07 06/29/10 100.000 0.000 5.5600
0.158739 0.163152 0.167687 0.172349 0.177140 57.96 61.23

Lehman Bros Hldgs Inc 52517P3G4 11/30/07 11/30/09 100.000 0.000 5.3799
0.149444 0.153464 0.157593 0.161832 54.78 52.61

Lehman Bros Hldgs Inc 52517P3J8 07/30/07 07/30/22\* 100.000 VARIES
5.5587 0.154410 0.150981 31.65\*

Lehman Bros Hldgs Inc 52517P3N9 10/02/07 04/02/09 100.000 0.000 5.4000
0.150000 0.154050 0.158210 55.46 14.40

Lehman Bros Hldgs Inc 52517P3Q2 12/28/07 06/29/09\* 100.000 0.000 N/A
0.145368 0.149172 27.67\*

Lehman Bros Hldgs Inc 52517P3R0 07/26/07 09/26/08 100.000 0.000 5.3500
0.149937 0.153948 40.46

Lehman Bros Hldgs Inc 52517P3S8 07/31/07 01/30/09 100.000 0.000 5.4600
0.148370 0.154073 0.156559 56.61 4.54

Lehman Bros Hldgs Inc 52517P4E8 08/08/07 08/09/10 100.000 0.000 5.8200
0.161693 0.166398 0.171240 0.176223 0.181352 60.41 63.98

Lehman Bros Hldgs Inc 52517P4F5 07/23/07 07/23/09 100.000 0.000 5.5100
0.153057 0.157273 0.161606 0.166058 57.21 33.45

Lehman Bros Hldgs Inc 52517P4G3 07/26/07 07/28/08 100.000 0.000 5.3199
0.147821 0.151753 31.31

Lehman Bros Hldgs Inc 52517P4H1 09/28/07 09/28/09 100.000 0.000 5.3300
0.148056 0.152002 0.156053 0.160211 54.75 42.41

Lehman Bros Hldgs Inc 52517P4P3 08/31/07 03/05/09 100.000 0.000 5.6999
0.158458 0.162974 0.167619 58.92 10.73

Lehman Bros Hldgs Inc 52517P4Q1 08/31/07 08/31/10 100.000 0.000 6.2200
0.170879 0.174278 0.182677 0.185287 0.194216 64.62 68.58

Lehman Bros Hldgs Inc 52517P4R9 11/14/07 11/14/12 100.000 0.000 5.9599
0.165556 0.170489 0.175570 0.180802 0.186190 60.96 64.65

Lehman Bros Hldgs Inc 52517P4T5 08/29/07 08/29/22 100.000 VARIES 6.2092
0.168728 0.166497 0.161397 0.158366 0.153484 60.43 57.37

Lehman Bros Hldgs Inc 52517P4U2 07/01/08 07/02/12 100.000 0.000 6.2999
0.174998 0.175030 0.180544 0.186231 31.51 66.01

Lehman Bros Hldgs Inc 52517P4W8 08/31/07 08/31/10 100.000 0.000 6.2200
0.170879 0.174278 0.182677 0.185287 0.194216 64.62 68.58

Lehman Bros Hldgs Inc 52517P4X6 08/21/07 08/21/37 100.000 VARIES 7.1259
0.197942 0.194276 0.190480 0.192813 0.195229 69.63 69.61

Lehman Bros Hldgs Inc 52517P5L1 11/01/07 05/01/09 100.000 0.000 4.8499
0.134721 0.137988 0.141335 49.48 16.96

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Lehman Bros Hldgs Inc 52517P5M9 10/02/07 10/04/10 100.000 0.000 5.4599
0.151712 0.155854 0.160109 0.164480 0.168970 56.09 59.20

Lehman Bros Hldgs Inc 52517P5P2 10/02/07 10/04/10 100.000 0.000 5.4599
0.151712 0.155854 0.160109 0.164480 0.168970 56.09 59.20

Lehman Bros Hldgs Inc 52517P5Q0 09/27/07 09/28/09 100.000 0.000 5.3299
0.148077 0.152024 0.156075 0.160234 54.76 42.42

Lehman Bros Hldgs Inc 52517P5R8 09/28/07 09/28/22\* 100.000 VARIES
5.5817 0.155048 13.49\*

Lehman Bros Hldgs Inc 52517P5S6 09/26/07 09/26/22 100.000 VARIES 5.7211
0.158922 0.154330 0.149607 0.145940 0.142169 55.50 52.49

Lehman Bros Hldgs Inc 52517P6Q9 10/12/07 10/13/09 100.000 0.000 5.4700
0.151968 0.156124 0.160394 0.164781 56.11 46.02

Lehman Bros Hldgs Inc 52517P6R7 10/10/07 10/11/10 100.000 0.000 5.5800
0.155024 0.159350 0.163795 0.168365 0.173063 57.29 60.53

Lehman Bros Hldgs Inc 52517P6V8 11/01/07 11/01/10 100.000 0.000 5.2500
0.145833 0.149662 0.153590 0.157622 0.161759 53.65 56.51

Lehman Bros Hldgs Inc 52517P6Y2 10/12/07 10/13/09 100.000 0.000 5.4700
0.151968 0.156124 0.160394 0.164781 56.11 46.02

Lehman Bros Hldgs Inc 52517P7A3 10/11/07 10/11/11 80.899 0.000 5.3700
9.65 0.120675 0.123916 0.127243 0.130659 0.134167 44.55 46.98

Lehman Bros Hldgs Inc 52517P7D7 10/31/07 11/01/10 100.000 0.000 5.4599
0.151690 0.155831 0.160085 0.164455 0.168945 55.86 58.95

Lehman Bros Hldgs Inc 52517P7E5 04/28/08 10/28/09 100.000 0.000 3.1167
0.086577 0.087926 0.089297 21.12 26.36

Lehman Bros Hldgs Inc 52517P7H8 11/15/07 11/16/09 100.000 0.000 5.1499
0.143075 0.146760 0.150539 0.154415 52.51 48.12

Lehman Bros Hldgs Inc 52517P7J4 11/15/07 11/15/10\* 100.000 0.000 4.7499
0.131944 17.68\*

Lehman Bros Hldgs Inc 52517PAE1 10/15/93 10/15/23 100.000 VARIES 6.9789
0.207761 0.207518 0.207267 0.207007 0.206737 74.71 74.53

Lehman Bros Hldgs Inc 52517PC25 10/20/05 10/20/20 100.000 VARIES 5.2456
0.138093 0.136699 0.136011 0.133799 0.133019 50.13 49.02

Lehman Bros Hldgs Inc 52517PD73 12/21/05 12/20/09 82.123 0.000 4.9883
0.125562 0.128694 0.131904 0.135194 45.84 46.63

Lehman Bros Hldgs Inc 52517PE98 03/15/06 03/15/11 100.000 0.000 5.2946
0.159065 0.163276 0.167598 0.172035 0.176589 58.93 62.09

Lehman Bros Hldgs Inc 52517PF22 03/22/06 03/24/08 100.000 0.000 5.0310
0.150607 12.50

Lehman Bros Hldgs Inc 52517PF30 03/22/06 03/24/08 100.000 0.000 5.0310
0.150607 12.50

Lehman Bros Hldgs Inc 52517PG88 04/24/06 04/24/08 100.000 0.000 5.1629
0.154810 17.49

Lehman Bros Hldgs Inc 52517PH46 05/17/06 05/17/21 100.000 VARIES 5.8803
0.160855 0.161909 0.162994 0.163499 0.164018 58.19 58.81

Lehman Bros Hldgs Inc 52517PK26 06/30/06 06/30/08 100.000 0.000 5.6797
0.171599 30.72

Lehman Bros Hldgs Inc 52517PK42 07/26/06 07/26/21 100.000 VARIES 4.6197
0.121342 0.121899 0.122469 0.123052 0.123649 43.96 44.38

Lehman Bros Hldgs Inc 52517PL66 09/14/06 09/14/21 95.000 VARIES 5.7713
0.151702 0.151390 0.151069 0.150740 0.150400 54.49 54.25

Lehman Bros Hldgs Inc 52517PL74 09/12/06 09/12/11 100.000 0.000 5.4399
0.159443 0.163780 0.168235 0.172811 0.177511 59.14 62.40

Lehman Bros Hldgs Inc 52517PM24 09/29/06 09/29/21 95.500 VARIES 5.8013
0.153555 0.153376 0.153192 0.153003 0.152808 55.21 55.08

Lehman Bros Hldgs Inc 52517PM99 10/27/06 10/27/16 94.650 VARIES 5.6132
0.147683 0.147734 0.147788 0.147843 0.147899 53.18 53.22

Lehman Bros Hldgs Inc 52517PN64 11/07/06 11/07/16 100.000 VARIES 5.5099
0.144537 0.144693 0.144853 0.145017 0.145186 52.08 52.19

Lehman Bros Hldgs Inc 52517PN80 11/17/06 05/19/08 100.000 0.000 5.1698
0.151171 20.86

Lehman Bros Hldgs Inc 52517PQ20 12/28/06 12/28/21 100.000 VARIES 5.1185
0.140912 0.140253 0.139577 0.138884 0.138173 50.61 50.12

Lehman Bros Hldgs Inc 52517PQ87 12/21/06 12/21/21 97.500 VARIES 5.3886
0.140640 0.137881 0.135047 0.134943 0.134837 50.08 48.60

Lehman Bros Hldgs Inc 52517PR37 01/12/07 01/12/22 100.000 VARIES 5.3883
0.147160 0.144576 0.141923 0.139198 0.139431 51.63 50.18

Lehman Bros Hldgs Inc 52517PS93 02/05/07 02/05/17\* 97.100 VARIES 5.7419
0.154533 0.154704 8.50\*

Lehman Bros Hldgs Inc 52517PT27 02/15/07 02/15/22 97.500 VARIES 5.4901
0.148198 0.147691 0.147171 0.146635 0.146086 53.12 52.74

Lehman Bros Hldgs Inc 52517PT43 02/28/07 08/28/08 100.000 0.000 5.3502
0.152594 0.156676 36.90

Lehman Bros Hldgs Inc 52517PT68 02/16/07 02/16/17 100.000 VARIES 5.6999
0.155784 0.153162 0.150466 0.147692 0.148220 54.89 53.37

Lehman Bros Hldgs Inc 52517PTP6 02/18/03 02/18/08 100.000 0.000 4.1715
0.136501 6.55

Lehman Bros Hldgs Inc 52517PU41 03/30/07 03/30/09 100.000 0.000 5.2100
0.148492 0.152361 0.156330 54.87 13.91

Lehman Bros Hldgs Inc 52517PU66 03/07/07 03/07/22\* 100.000 VARIES
5.1589 0.139834 9.23\*

Lehman Bros Hldgs Inc 52517PU74 03/30/07 03/30/09 100.000 0.000 5.2100
0.148492 0.152361 0.156330 54.87 13.91

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Lehman Bros Hldgs Inc 52517PU82 03/05/07 03/05/22 100.000 VARIES 5.5000
0.150869 0.148907 0.146891 0.144819 0.145033 53.50 52.29

Lehman Bros Hldgs Inc 52517PU90 03/09/07 04/15/08 100.000 0.000 5.3000
0.151925 15.80

Lehman Bros Hldgs Inc 52517PUH2 06/12/03 06/12/13\* 100.000 VARIES
4.5976 0.110720 7.86\*

Lehman Bros Hldgs Inc 52517PUK5 05/23/03 05/23/13\* 100.000 VARIES
4.3487 0.113885 6.04\*

Lehman Bros Hldgs Inc 52517PUL3 06/12/03 06/12/18 100.000 VARIES 5.2471
0.137415 0.136002 0.135292 0.133065 0.132261 49.99 48.91

Lehman Bros Hldgs Inc 52517PUP4 07/03/03 07/03/18 100.000 VARIES 4.7451
0.113498 0.112579 0.109162 0.108689 0.104618 40.58 38.93

Lehman Bros Hldgs Inc 52517PUR0 07/17/03 07/17/15 100.000 VARIES 4.3972
0.104758 0.103858 0.100656 0.100171 0.096373 37.49 35.93

Lehman Bros Hldgs Inc 52517PUT6 07/16/03 01/16/09\* 100.000 VARIES
3.3194 0.085857 1.29\*

Lehman Bros Hldgs Inc 52517PUX7 08/07/03 08/07/08\* 100.000 VARIES
4.0000 0.104475 3.87\*

Lehman Bros Hldgs Inc 52517PV40 06/19/07 06/19/17 100.000 VARIES 5.4394
0.149161 0.147174 0.147339 0.147508 0.147682 53.32 53.08

Lehman Bros Hldgs Inc 52517PV65 03/28/07 03/28/22\* 100.000 VARIES
5.2488 0.142339 12.38\*

Lehman Bros Hldgs Inc 52517PVC2 08/27/03 08/27/10 100.000 0.250 4.7000
0.155799 0.159298 0.162878 0.166542 0.170293 57.60 60.22

Lehman Bros Hldgs Inc 52517PVE8 09/25/03 09/25/10 100.000 0.250 4.3900
0.143761 0.146764 0.149833 0.152970 0.156175 52.88 55.11

Lehman Bros Hldgs Inc 52517PVG3 09/30/03 09/30/10 100.000 0.250 4.3099
0.140695 0.143577 0.146522 0.149530 0.152602 51.70 53.84

Lehman Bros Hldgs Inc 52517PVN8 12/17/03 12/17/18 100.000 VARIES 6.0028
0.175610 0.176744 0.178890 0.178672 0.180439 64.53 65.28

Lehman Bros Hldgs Inc 52517PVR9 01/13/04 01/13/11 100.000 0.250 4.3800
0.140454 0.143378 0.146366 0.149419 0.152539 52.08 54.28

Lehman Bros Hldgs Inc 52517PW80 04/20/07 04/20/22 100.000 VARIES 5.1283
0.141478 0.140476 0.139448 0.138394 0.137313 50.61 49.86

Lehman Bros Hldgs Inc 52517PW98 04/25/07 04/25/22\* 100.000 VARIES
5.1488 0.139556 15.91\*

Lehman Bros Hldgs Inc 52517PWB3 04/08/04 04/08/14 100.000 VARIES 4.8469
0.115775 0.114607 0.114035 0.112850 0.112891 42.01 41.31

Lehman Bros Hldgs Inc 52517PWC1 04/08/04 04/08/11 100.000 VARIES 4.2283
0.100921 0.101900 0.104626 0.106254 0.109096 37.43 38.87

Lehman Bros Hldgs Inc 52517PWD9 04/14/04 04/14/11 100.000 VARIES 3.5801
0.097212 0.097294 0.097913 0.097463 0.098085 35.65 35.67

Lehman Bros Hldgs Inc 52517PWR8 05/13/04 09/16/10 90.250 1.000 4.8310
0.137260 0.139904 0.142613 0.145387 0.148228 50.45 52.43

Lehman Bros Hldgs Inc 52517PWX5 07/07/04 07/07/11 100.000 0.250 5.0499
0.161796 0.165706 0.169714 0.173824 0.178038 60.33 63.29

Lehman Bros Hldgs Inc 52517PWY3 07/29/04 07/29/14\* 100.000 VARIES
5.4675 0.139416 3.90\*

Lehman Bros Hldgs Inc 52517PX30 04/30/07 05/01/08 100.000 0.000 5.1400
0.146469 17.58

Lehman Bros Hldgs Inc 52517PX55 04/27/07 04/27/22 100.000 VARIES 5.3982
0.148075 0.146149 0.144171 0.142139 0.140053 52.71 51.27

Lehman Bros Hldgs Inc 52517PX71 04/17/07 04/17/37 100.000 VARIES 6.2486
0.170621 0.167577 0.167606 0.167635 0.167665 60.65 60.35

Lehman Bros Hldgs Inc 52517PXB2 08/20/04 08/20/09\* 100.000 VARIES
4.6984 0.116352 0.120394 16.65\*

Lehman Bros Hldgs Inc 52517PXD8 08/26/04 08/26/14\* 100.000 VARIES
5.4872 0.138812 7.77\*

Lehman Bros Hldgs Inc 52517PXF3 09/15/04 09/15/14\* 100.000 VARIES
5.2957 0.126295 9.35\*

Lehman Bros Hldgs Inc 52517PXG1 09/15/04 09/15/14\* 100.000 VARIES
5.2957 0.126295 9.35\*

Lehman Bros Hldgs Inc 52517PXJ5 10/25/04 10/25/11\* 100.000 VARIES
4.6584 0.118335 13.61\*

Lehman Bros Hldgs Inc 52517PXK2 10/27/04 10/27/14\* 100.000 VARIES
5.1472 0.130624 15.28\*

Lehman Bros Hldgs Inc 52517PXL0 10/25/04 10/25/11\* 100.000 VARIES
4.6577 0.110578 12.72\*

Lehman Bros Hldgs Inc 52517PXM8 10/25/04 10/25/17 100.000 VARIES 5.2494
0.138544 0.139469 0.140671 0.140348 0.141578 51.02 51.35

Lehman Bros Hldgs Inc 52517PXQ9 11/01/04 11/01/14 100.000 VARIES 4.9383
0.133152 0.132324 0.131476 0.130950 0.130411 47.69 47.17

Lehman Bros Hldgs Inc 52517PXS5 10/29/04 10/29/19 100.000 VARIES 5.4644
0.137141 0.134916 0.133358 0.130281 0.128571 49.54 47.81

Lehman Bros Hldgs Inc 52517PXV8 11/18/04 11/18/11 100.000 VARIES 5.0706
0.130045 0.128104 0.129677 0.127352 0.131480 47.22 46.98

Lehman Bros Hldgs Inc 52517PXW6 11/22/04 11/22/19 100.000 VARIES 5.5393
0.144087 0.143834 0.147207 0.145807 0.149269 52.81 53.56

Lehman Bros Hldgs Inc 52517PXZ9 12/07/04 12/07/16 100.000 VARIES 5.2285
0.142303 0.141666 0.141012 0.139615 0.138182 51.08 50.44

Lehman Bros Hldgs Inc 52517PY88 05/23/07 05/23/22\* 100.000 VARIES
5.3887 0.146235 20.77\*

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Lehman Bros Hldgs Inc 52517PYC9 12/06/04 12/06/11\* 100.000 VARIES
4.7277 0.111707 17.54\*

Lehman Bros Hldgs Inc 52517PYD7 12/23/04 12/23/11 100.000 VARIES 4.7678
0.117016 0.115571 0.115375 0.115794 0.119206 42.55 42.22

Lehman Bros Hldgs Inc 52517PYE5 12/23/04 12/23/19 100.000 VARIES 5.6986
0.145500 0.146703 0.148190 0.148076 0.149609 53.50 54.08

Lehman Bros Hldgs Inc 52517PYF2 12/23/04 06/23/08\* 100.000 VARIES
4.0195 0.107661 8.83\*

Lehman Bros Hldgs Inc 52517PYG0 12/30/04 12/30/19 100.000 VARIES 5.5380
0.142441 0.142924 0.143344 0.143775 0.144218 51.37 51.68

Lehman Bros Hldgs Inc 52517PYH8 01/06/05 01/06/20 100.000 VARIES 5.8754
0.158342 0.157282 0.156190 0.155066 0.153909 56.44 55.63

Lehman Bros Hldgs Inc 52517PYJ4 12/30/04 12/30/19 100.000 VARIES 5.8784
0.153969 0.154412 0.154868 0.155338 0.155822 55.51 55.84

Lehman Bros Hldgs Inc 52517PYK1 12/29/04 12/29/11\* 100.000 VARIES
4.7878 0.115958 1.62\*

Lehman Bros Hldgs Inc 52517PYL9 12/29/04 12/29/14\* 100.000 VARIES
5.2159 0.125832 7.05\*

Lehman Bros Hldgs Inc 52517PYM7 01/28/05 01/28/20 100.000 VARIES 5.9154
0.159593 0.158562 0.157501 0.156408 0.155283 56.95 56.16

Lehman Bros Hldgs Inc 52517PYR6 02/02/05 02/02/17 100.000 VARIES 5.4992
0.143765 0.145754 0.144584 0.147414 0.145449 53.10 53.42

Lehman Bros Hldgs Inc 52517PYT2 02/24/05 02/24/20 100.000 VARIES 5.1276
0.127983 0.128416 0.128859 0.129314 0.129781 46.26 46.59

Lehman Bros Hldgs Inc 52517PYU9 02/24/05 02/24/20 100.000 VARIES 5.0875
0.125845 0.126397 0.126962 0.127542 0.128137 45.55 45.96

Lehman Bros Hldgs Inc 52517PYW5 03/23/05 03/23/20 100.000 VARIES 5.1879
0.131056 0.131502 0.131958 0.132427 0.132908 47.35 47.68

Lehman Bros Hldgs Inc 52517PYX3 03/17/05 03/17/20 100.000 VARIES 5.2322
0.151016 0.152241 0.153499 0.154790 0.156114 54.84 55.76

Lehman Bros Hldgs Inc 52517PZ38 06/22/07 06/22/22 100.000 VARIES 5.7685
0.156047 0.151735 0.151929 0.152129 0.152335 55.36 54.73

Lehman Bros Hldgs Inc 52517PZ87 05/23/07 05/23/22 100.000 VARIES 5.5672
0.150638 0.146519 0.142285 0.137934 0.138333 53.17 50.29

Lehman Bros Hldgs Inc 52517PZA2 03/23/05 03/23/20 100.000 VARIES 5.7272
0.144061 0.144607 0.145168 0.145746 0.146340 52.07 52.48

Lehman Bros Hldgs Inc 52517PZF1 04/19/05 04/19/10\* 100.000 VARIES
4.9000 0.136497 12.56\*

Lehman Bros Hldgs Inc 52517PZG9 04/22/05 04/22/10\* 100.000 VARIES
5.1986 0.136728 2.87\*

Lehman Bros Hldgs Inc 52517PZJ3 05/11/05 05/11/15 100.000 VARIES 5.2579
0.138836 0.138104 0.137532 0.136945 0.136342 49.78 49.35

Lehman Bros Hldgs Inc 52517PZL8 05/19/05 05/19/20 100.000 VARIES 5.8181
0.160835 0.160666 0.160491 0.160312 0.160127 57.86 57.73

Lehman Bros Hldgs Inc 52517PZM6 05/19/05 05/19/20 100.000 VARIES 5.8231
0.169569 0.171271 0.173022 0.174825 0.176680 61.50 62.77

Lehman Bros Hldgs Inc 52517PZN4 05/26/05 05/26/15 100.000 VARIES 5.1761
0.129068 0.126298 0.123815 0.121268 0.119374 45.78 43.96

Lehman Bros Hldgs Inc 52517PZS3 06/23/05 06/23/20 100.000 VARIES 5.4824
0.158252 0.159544 0.160871 0.162235 0.163637 57.22 58.18

Lehman Bros Hldgs Inc 52520W283 06/16/08 07/29/11 100.000 0.000 5.9599
0.165555 0.166734 0.171703 0.176819 32.46 62.45

Lehman Bros Hldgs Inc 52520W333 11/30/07 11/30/09 100.000 0.000 4.2500
0.118056 0.120564 0.123126 0.125743 43.11 40.98

Lehman Bros Hldgs Inc 52520W341 10/31/07 10/30/09 100.000 0.000 5.3700
0.146722 0.150640 0.155534 0.158838 54.97 47.58

Lehman Bros Hldgs Inc 52520W390 06/29/07 06/30/09 100.000 0.000 5.4500
0.155539 0.159777 0.164131 56.77 29.38

Lehman Bros Hldgs Inc 52520W440 05/31/07 05/29/09 100.000 0.000 5.4799
0.156369 0.160654 0.165056 57.34 24.43

Lehman Bros Hldgs Inc 52520W549 04/30/07 04/30/09 100.000 0.000 5.1300
0.146156 0.149905 0.153750 53.75 18.30

Lehman Bros Hldgs Inc 52520W564 03/30/07 03/31/11 100.000 0.000 5.0675
0.144333 0.147990 0.151740 0.155585 0.159527 53.29 56.03

Lehman Bros Hldgs Inc 52520WAC5 06/05/06 06/15/09 100.000 1.383 5.4185
0.160059 0.163354 0.166739 58.32 27.35

Lehman Bros Hldgs Inc 52520WAD3 06/05/06 06/15/09 100.000 3.119 5.4192
0.155975 0.157854 0.159784 56.55 26.20

Lehman Bros Hldgs Inc 52520WAE1 06/05/06 06/15/09 100.000 2.070 5.4187
0.158440 0.161175 0.163984 57.62 26.89

Lehman Bros Hldgs Inc 52520WAF8 06/09/06 06/09/09 100.000 1.000 5.3910
0.159882 0.163443 0.167100 58.36 26.40

Lehman Bros Hldgs Inc 52520WAG6 06/23/06 06/23/11 100.000 0.250 5.8865
0.177751 0.182778 0.187953 0.193281 0.198765 64.98 68.71

Lehman Bros Hldgs Inc 52522L525 01/31/08 07/31/09 100.000 0.000 3.3130
0.092028 0.093553 0.095102 30.69 19.83

Lehman Bros Hldgs Inc 52522L798 03/31/08 09/30/09 100.000 0.000 3.5370
0.098252 0.099990 0.101758 26.78 27.22

Lehman Bros Hldgs Inc 52522L830 04/04/08 10/06/09 100.000 0.000 3.5898
0.099719 0.099739 0.101529 0.103352 26.78 28.25

Lehman Bros Hldgs Inc 52523J115 03/19/08 09/17/09 100.000 0.000 2.9919
0.083108 0.084338 0.085600 23.56 21.82

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Lehman Bros Hldgs Inc 52523J156 04/30/08 10/30/09 100.000 0.000 4.8199
0.133888 0.137115 0.140419 32.46 41.59

Lehman Bros Hldgs Inc 52523J412 02/29/08 02/26/10 100.000 0.000 6.3699
0.175000 0.178520 0.187259 0.190073 54.18 68.22

Lehman Bros Hldgs Inc 52523J420 03/07/08 03/08/10 100.000 0.000 6.1000
0.169443 0.169473 0.174642 0.179969 0.185458 50.41 65.05

Lehman Bros Hldgs Inc 52523J438 03/31/08 03/31/10 100.000 0.000 4.3100
0.119723 0.122303 0.124938 0.127631 32.68 44.99

Lehman Bros Hldgs Inc 5252M0AF4 11/30/07 11/30/09 100.000 0.000 5.3799
0.149444 0.153464 0.157593 0.161832 54.78 52.61

Lehman Bros Hldgs Inc 5252M0AG2 11/30/07 06/01/09 100.000 0.000 4.9999
0.138908 0.142381 0.145940 50.84 21.89

Lehman Bros Hldgs Inc 5252M0AH0 11/30/07 11/30/09 100.000 0.000 5.5799
0.155000 0.159325 0.163770 0.168339 56.85 54.70

Lehman Bros Hldgs Inc 5252M0AJ6 12/28/07 12/28/22 100.000 VARIES 5.6093
0.155817 0.153175 0.153186 0.153198 0.153210 55.61 55.15

Lehman Bros Hldgs Inc 5252M0AL1 03/20/08 03/22/10 100.000 0.000 5.9499
0.165277 0.165332 0.170251 0.175316 0.180531 46.95 63.22

Lehman Bros Hldgs Inc 5252M0AM9 11/19/07 11/19/37 100.000 VARIES 7.4282
0.204074 0.198655 0.198572 0.195368 0.198641 73.46 71.89

Lehman Bros Hldgs Inc 5252M0AN7 11/13/07 11/13/09 100.000 0.000 5.3699
0.149166 0.153171 0.157284 0.161507 54.81 49.83

Lehman Bros Hldgs Inc 5252M0AP2 02/07/08 02/07/12 100.000 0.000 5.2100
0.144722 0.148492 0.152361 0.156330 47.43 55.28

Lehman Bros Hldgs Inc 5252M0AQ0 11/30/07 11/30/10 100.000 0.000 5.5100
0.153056 0.157272 0.161605 0.166057 0.170632 56.12 59.26

Lehman Bros Hldgs Inc 5252M0AV9 11/27/07 11/27/37 11.746 0.000 7.2677
.81 0.023713 0.024575 0.025468 0.026393 0.027353 8.75 9.40

Lehman Bros Hldgs Inc 5252M0AX5 12/21/07 12/23/09 100.000 0.000 5.6700
0.157550 0.162017 0.166610 0.171334 57.59 59.50

Lehman Bros Hldgs Inc 5252M0AY3 12/28/07 12/28/22 100.000 VARIES 5.8488
0.162469 0.159503 0.156450 0.156558 0.156668 57.94 56.34

Lehman Bros Hldgs Inc 5252M0AZ0 12/05/07 12/07/09 100.000 0.000 5.2500
0.145876 0.149705 0.153635 0.157668 53.39 52.35

Lehman Bros Hldgs Inc 5252M0BA4 12/28/07 12/28/09 100.000 0.000 5.3699
0.149166 0.153171 0.157284 0.161507 54.45 56.91

Lehman Bros Hldgs Inc 5252M0BC0 12/28/07 12/28/09 100.000 0.000 5.4399
0.151111 0.155221 0.159443 0.163780 55.16 57.70

Lehman Bros Hldgs Inc 5252M0BF3 01/11/08 01/11/10 100.000 0.000 5.0900
0.141389 0.144988 0.148678 0.152462 50.10 54.13

Lehman Bros Hldgs Inc 5252M0BG1 01/11/08 01/11/12 100.000 0.000 5.3999
0.150000 0.154050 0.158209 0.162481 53.19 57.64

Lehman Bros Hldgs Inc 5252M0BH9 12/27/07 12/27/11 100.000 0.000 5.7000
0.158334 0.162846 0.167487 0.172261 0.177170 57.85 61.19

Lehman Bros Hldgs Inc 5252M0BJ5 12/28/07 12/28/22 100.000 VARIES 5.8954
0.163764 0.162859 0.161928 0.160970 0.159983 58.79 58.12

Lehman Bros Hldgs Inc 5252M0BK2 03/20/08 03/20/12 100.000 0.000 6.5800
0.182778 0.188791 0.195002 0.201418 51.97 70.36

Lehman Bros Hldgs Inc 5252M0BR7 02/14/08 02/14/12 100.000 0.000 5.0900
0.141389 0.144987 0.148677 0.152461 45.31 53.88

Lehman Bros Hldgs Inc 5252M0BT3 02/14/08 02/12/10 100.000 0.000 4.5399
0.126111 0.128942 0.131869 0.134862 40.37 47.77

Lehman Bros Hldgs Inc 5252M0BU0 02/14/08 02/14/12 100.000 0.000 5.0900
0.141389 0.144987 0.148677 0.152461 45.31 53.88

Lehman Bros Hldgs Inc 5252M0BV8 02/14/08 02/12/10 100.000 0.000 4.5399
0.126111 0.128942 0.131869 0.134862 40.37 47.77

Lehman Bros Hldgs Inc 5252M0CE5 02/20/08 02/19/10 100.000 0.000 4.5000
0.125000 0.127797 0.130673 0.133613 39.24 47.29

Lehman Bros Hldgs Inc 5252M0CH8 02/06/08 02/06/23 100.000 VARIES 5.6140
0.155946 0.154086 0.152174 0.150207 50.41 54.56

Lehman Bros Hldgs Inc 5252M0CK1 02/12/08 02/12/38 100.000 VARIES 7.2994
0.202762 0.200734 0.200744 0.200755 64.40 72.27

Lehman Bros Hldgs Inc 5252M0CN5 01/30/08 07/30/09 100.000 0.000 3.3250
0.092362 0.093897 0.095458 30.80 19.91

Lehman Bros Hldgs Inc 5252M0CV7 02/27/08 02/27/23 100.000 VARIES 5.1091
0.141921 0.138805 0.135610 0.135767 42.76 49.02

Lehman Bros Hldgs Inc 5252M0DA2 02/29/08 02/28/11 100.000 0.000 6.6538
0.180811 0.189923 0.193042 0.202770 56.63 71.48

Lehman Bros Hldgs Inc 5252M0DB0 05/21/08 05/21/12 100.000 0.000 5.1300
0.142500 0.146155 0.149904 0.153749 31.50 53.59

Lehman Bros Hldgs Inc 5252M0DF1 02/28/08 02/28/12 100.000 0.000 5.1099
0.138859 0.144767 0.146045 0.152259 43.36 54.00

Lehman Bros Hldgs Inc 5252M0DK0 02/14/08 02/16/10 100.000 0.000 6.3999
0.177777 0.177840 0.183531 0.189404 0.195465 57.14 68.74

Lehman Bros Hldgs Inc 5252M0DM6 02/29/08 03/01/10 100.000 0.000 4.5064
0.123804 0.122474 0.127309 0.128055 0.133111 38.19 47.31

Lehman Bros Hldgs Inc 5252M0DP9 03/31/08 03/31/23 100.000 VARIES 5.5588
0.154414 0.150985 0.147461 0.147628 41.53 53.41

Lehman Bros Hldgs Inc 5252M0DQ7 03/20/08 09/20/12 100.000 0.000 6.9999
0.194444 0.201250 0.208294 0.215584 55.33 75.17

Lehman Bros Hldgs Inc 5252M0DU8 02/28/08 03/02/09 100.000 0.000 3.6800
0.102223 0.102265 0.104147 31.21 6.35

Lehman Bros Hldgs Inc 5252M0DY0 02/20/08 03/10/09 100.000 VARIES 2.4790
0.068863 0.068776 0.068733 21.39 4.74

Lehman Bros Hldgs Inc 5252M0EC7 03/10/08 03/10/23 100.000 VARIES 7.2993
0.202761 0.202050 0.201314 0.200551 58.92 72.44

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Lehman Bros Hldgs Inc 5252M0ED5 03/19/08 03/19/10 100.000 0.000 5.9499
0.165277 0.170194 0.175257 0.180471 47.11 63.23

Lehman Bros Hldgs Inc 5252M0EF0 03/28/08 03/28/12 100.000 0.000 5.2000
0.144445 0.148200 0.152053 0.156007 39.78 54.77

Lehman Bros Hldgs Inc 5252M0EH6 03/13/08 03/13/23 100.000 VARIES 6.8587
0.190522 0.187529 0.184434 0.184567 54.55 66.63

Lehman Bros Hldgs Inc 5252M0EL7 04/21/08 04/21/10 100.000 0.000 5.0299
0.139722 0.143236 0.146838 0.150531 35.18 52.72

Lehman Bros Hldgs Inc 5252M0EM5 03/31/08 03/31/11 100.000 0.000 4.7900
0.133056 0.136242 0.139505 0.142847 36.35 50.24

Lehman Bros Hldgs Inc 5252M0EN3 03/05/08 03/05/18 92.300 5.250 6.2995
0.015679 0.016173 0.016682 0.017208 4.70 6.03

Lehman Bros Hldgs Inc 5252M0EP8 03/24/08 03/21/11 100.000 0.000 4.1948
0.116525 0.118928 0.121422 0.123969 32.52 43.77

Lehman Bros Hldgs Inc 5252M0EQ6 03/31/08 04/01/13 100.000 0.000 7.0999
0.197218 0.197259 0.204262 0.211513 0.219022 54.09 76.17

Lehman Bros Hldgs Inc 5252M0ES2 05/27/08 05/27/10 100.000 VARIES 5.0779
0.141054 0.144636 0.144076 0.147734 30.31 52.07

Lehman Bros Hldgs Inc 5252M0ET0 03/17/08 03/17/23 100.000 VARIES 6.5597
0.182215 0.180902 0.180930 0.180959 51.61 65.14

Lehman Bros Hldgs Inc 5252M0EW3 04/10/08 04/10/23 100.000 VARIES 7.4983
0.208288 0.204641 0.200858 0.201012 54.07 72.70

Lehman Bros Hldgs Inc 5252M0EX1 04/30/08 04/29/11 100.000 0.000 5.5100
0.153056 0.157249 0.161581 0.166033 37.15 57.93

Lehman Bros Hldgs Inc 5252M0EZ6 04/30/08 04/30/13 100.000 VARIES 5.9609
0.165582 0.170517 0.171874 0.176996 40.21 62.03

Lehman Bros Hldgs Inc 5252M0FE2 05/22/08 11/23/12 100.000 0.000 5.8959
0.163776 0.163804 0.168633 0.173605 0.178723 36.06 61.99

Lehman Bros Hldgs Inc 5252M0FF9 05/16/08 05/17/10 100.000 0.000 5.2099
0.144720 0.144743 0.148513 0.152382 0.156352 32.73 54.51

Lehman Bros Hldgs Inc 5252M0FL6 05/30/08 11/30/09 100.000 0.000 5.1099
0.141944 0.145571 0.149290 30.06 48.56

Lehman Bros Hldgs Inc 5252M0FM4 05/05/08 05/05/10 100.000 0.000 4.9399
0.137222 0.140611 0.144084 0.147643 32.57 51.64

Lehman Bros Hldgs Inc 5252M0FN2 05/30/08 05/31/11 100.000 0.000 5.5600
0.151912 0.151938 0.157020 0.160503 0.165871 32.98 58.23

Lehman Bros Hldgs Inc 5252M0FV4 05/29/08 05/29/12 100.000 0.000 6.1184
0.169958 0.175158 0.180516 0.186038 36.20 64.37

Lehman Bros Hldgs Inc 5252M0FW2 05/19/08 05/19/23 100.000 VARIES 7.2491
0.201365 0.200962 0.200544 0.200110 44.69 72.24

Lehman Bros Hldgs Inc 5252M0FY8 05/30/08 05/30/13 100.000 0.000 6.1200
0.170000 0.175202 0.180563 0.186089 36.03 64.38

Lehman Bros Hldgs Inc 5252M0FZ5 06/30/08 12/30/10 100.000 0.000 5.8300
0.161946 0.166667 0.171525 0.176525 29.32 60.88

Lehman Bros Hldgs Inc 5252M0GC5 06/30/08 06/30/11 100.000 0.000 6.0299
0.167500 0.172550 0.177752 0.183112 30.32 63.07

Lehman Bros Hldgs Inc 5252M0GD3 06/26/08 06/26/23 100.000 VARIES 8.0972
0.224923 0.219410 0.213673 0.213896 41.58 77.93

Lehman Bros Hldgs Inc 5252M0GF8 08/14/08 08/15/11 100.000 0.000 7.5200
0.208887 0.208933 0.216789 0.224940 28.62 78.81

Lehman Bros Hldgs Inc 5252M0GG6 06/27/08 06/27/12 100.000 0.000 6.2000
0.172222 0.177561 0.183066 0.188741 31.71 64.96

Lehman Bros Hldgs Inc 5252M0GJ0 08/07/08 08/07/12 100.000 0.000 7.7699
0.215833 0.224218 0.232929 31.08 81.67

Lehman Bros Hldgs Inc 5252M0GN1 06/26/08 06/26/23 100.000 VARIES 8.2966
0.230463 0.223890 0.217046 0.217308 42.60 79.34

Lehman Bros Hldgs Inc 5252M0GP6 06/24/08 06/24/11 100.000 0.000 6.0900
0.169167 0.174318 0.179626 0.185096 31.67 63.79

Lehman Bros Hldgs Inc 5252M0GQ4 07/14/08 07/14/23 100.000 VARIES 8.3470
0.231864 0.220673 0.220879 38.72 79.62

Lehman Bros Hldgs Inc 5252M0GR2 06/30/08 12/30/11 100.000 0.000 6.1400
0.170556 0.175792 0.181189 0.186751 30.88 64.27

Lehman Bros Hldgs Inc 5252M0GX9 08/22/08 08/22/11 100.000 0.000 7.5600
0.210000 0.217938 0.226176 27.09 79.12

Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 9.0689
0.397311 0.410289 0.423855 0.438036 0.452861 146.59 156.47

Liberty Media Corp. 530715AG6 11/16/99 11/15/29 100.000 4.000 9.0689
0.397311 0.410289 0.423855 0.438036 0.452861 146.59 156.47

Liberty Media Corp. 530715AK7 02/10/00 02/15/30 100.000 3.750 9.4298
0.419471 0.434338 0.449905 0.466206 0.483276 157.82 169.44

Liberty Media Corp. 530715AL5 02/10/00 02/15/30 100.000 3.750 9.4298
0.419471 0.434338 0.449905 0.466206 0.483276 157.82 169.44

Liberty Media Corp. 530715AM3 01/11/01 01/15/31 100.000 3.500 9.4998
0.402219 0.416706 0.431881 0.447777 0.464428 152.33 163.74

Liberty Media Corp. 530715AN1 01/11/01 01/15/31 100.000 3.500 9.4998
0.402219 0.416706 0.431881 0.447777 0.464428 152.33 163.74

Liberty Media Corp. 530715AP6 03/08/01 03/15/31 100.000 3.250 10.3696
0.472596 0.492419 0.513269 0.535201 0.558269 178.01 193.49

Liberty Media Corp. 530715AQ4 03/08/01 03/15/31 100.000 3.250 10.3696
0.472596 0.492419 0.513269 0.535201 0.558269 178.01 193.49

Liberty Media Corp. 530715AR2 03/08/01 03/15/31 100.000 3.250 10.3696
0.472596 0.492419 0.513269 0.535201 0.558269 178.01 193.49

Liberty Media Corp. 530718AB1 03/26/03 03/30/23 98.500 0.750 5.6006
0.190708 0.195465 0.200355 0.205383 0.210550 70.39 73.96

Liberty Media Corp. 530718AF2 03/26/03 03/30/23 98.500 0.750 N/A
0.196751 0.244801 0.251596 0.258684 0.266076 84.47 93.17

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Linear Technology Corp. 535678AA4 04/24/07 05/01/27 100.000 VARIES
7.0000 0.198491 0.202522 0.206694 0.211011 0.215480 72.67 75.71

Linear Technology Corp. 535678AB2 04/24/07 05/01/27 100.000 VARIES
7.0001 0.198367 0.202271 0.206313 0.210495 0.214825 72.59 75.54

Linear Technology Corp. 535678AC0 04/24/07 05/01/27 100.000 VARIES
7.0000 0.198491 0.202522 0.206694 0.211011 0.215480 72.67 75.71

Linear Technology Corp. 535678AD8 04/24/07 05/01/27 100.000 VARIES
7.0001 0.198367 0.202271 0.206313 0.210495 0.214825 72.59 75.54

Lithia Motors, Inc. 536797AA1 05/03/04 05/01/14 100.000 VARIES 8.9998
0.311281 0.321695 0.332577 0.343949 0.355833 115.21 123.17

Lithia Motors, Inc. 536797AB9 05/03/04 05/01/14 100.000 VARIES 8.9998
0.311281 0.321695 0.332577 0.343949 0.355833 115.21 123.17

Lockheed Martin Corp. 539830AN9 08/13/03 08/15/33\* 98.500 VARIES 6.5700
0.204578 0.209467 47.33\*

Lockheed Martin Corp. 539830AP4 08/13/03 08/15/33\* 98.500 VARIES 6.5700
0.204577 0.209466 47.33\*

Lowe\'s Companies, Inc. 548661CD7 02/16/01 02/16/21\* 60.841 0.000
2.5000 113.34 0.049656 0.050277 8.97\*

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

MQ Associates Inc 55345RAA6 08/24/04 08/15/12 62.337 VARIES 12.2489
0.302119 0.320623 0.340259 0.340258 0.340257 117.28 122.49

MQ Associates Inc 55345RAB4 08/24/04 08/15/12 62.337 VARIES 12.2489
0.302119 0.320623 0.340259 0.340258 0.340257 117.28 122.49

Macoupin County IL SD #1 556003DG3 06/28/06 12/01/08 104.791 7.950
5.8042 0.164545 0.162911 54.01

Marion County, OR 56913RAG3 03/28/02 06/01/08 68.057 0.000 6.3282 293.87
0.170393 25.56

Marion County, OR 56913RAH1 03/28/02 06/01/09 63.326 0.000 6.4683 280.57
0.163313 0.168595 0.174048 60.07 26.11

Marion County, OR 56913RAJ7 03/28/02 06/01/10 58.440 0.000 6.6784 268.87
0.157416 0.162672 0.168104 0.173717 0.179518 57.94 61.87

Marion County, OR 56913RAK4 03/28/02 06/01/11 53.951 0.000 6.8387 255.28
0.150127 0.155261 0.160570 0.166060 0.171738 55.28 59.13

Marion County, OR 56913RAL2 03/28/02 06/01/12 49.948 0.000 6.9388 240.46
0.141800 0.146719 0.151810 0.157077 0.162526 52.23 55.92

Marion County, OR 56913RAM0 03/28/02 06/01/13 46.303 0.000 7.0088 225.59
0.133290 0.137961 0.142795 0.147800 0.152979 49.11 52.61

Marion County, OR 56913RAN8 03/28/02 06/01/14 42.967 0.000 7.0588 211.12
0.124912 0.129320 0.133885 0.138610 0.143502 46.03 49.34

Marion County, OR 56913RAP3 03/28/02 06/01/15 39.329 0.000 7.2089 198.17
0.117731 0.121975 0.126372 0.130927 0.135646 43.41 46.59

Marion County, OR 56913RAQ1 03/28/02 06/01/16 36.142 0.000 7.3089 185.14
0.110295 0.114326 0.118504 0.122835 0.127324 40.68 43.71

Marion County, OR 56913RAR9 03/28/02 06/01/17 33.393 0.000 7.3590 172.47
0.102885 0.106671 0.110595 0.114665 0.118884 37.95 40.80

Marion County, OR 56913RAS7 03/28/02 06/01/18 31.307 0.000 7.3092 160.38
0.095545 0.099037 0.102656 0.106408 0.110297 35.24 37.86

Marion County, OR 56913RAT5 03/28/02 06/01/19 28.898 0.000 7.3592 149.26
0.089039 0.092316 0.095713 0.099234 0.102886 32.84 35.31

Marion County, OR 56913RAU2 03/28/02 06/01/20 26.649 0.000 7.4091 138.76
0.082893 0.085964 0.089148 0.092451 0.095876 30.58 32.89

Markel Corporation 570535AE4 05/23/02 05/15/08 90.005 7.000 9.2115 92.08
0.058727 7.87

Marquee Holdings, Inc. 57143VAA7 08/18/04 08/15/14 55.894 VARIES 11.9996
0.264028 0.279870 0.296661 0.314460 0.333327 102.34 114.99

Marquee Holdings, Inc. 57143VAB5 08/18/04 08/15/14 55.894 VARIES 11.9996
0.264028 0.279870 0.296661 0.314460 0.333327 102.34 114.99

Marquee Holdings, Inc. 57143VAC3 08/18/04 08/15/14 55.894 VARIES 11.9996
0.264028 0.279870 0.296661 0.314460 0.333327 102.34 114.99

Masco Corporation 574599AW6 07/20/01 07/20/31 39.445 VARIES 8.1251
0.143568 0.149401 0.155470 0.161039 0.166834 54.65 58.80

Masco Corporation 574599BB1 07/20/01 07/20/31 39.445 VARIES 8.1251
0.143568 0.149401 0.155470 0.161039 0.166834 54.65 58.80

McHenry County, Illinois 581156AY2 03/11/04 12/01/08 104.812 VARIES
4.0993 0.115142 0.114513 37.88

McHenry County, Illinois 581156AZ9 03/11/04 12/01/09 106.159 VARIES
4.3520 0.123751 0.123059 0.122352 0.121630 44.38 40.25

Medicis Pharma Corp. 584690AB7 08/14/03 06/04/33 93.000 VARIES 9.1499
0.327941 0.341038 0.354735 0.369058 0.384036 121.14 131.07

Medtronic, Inc. 585055AA4 09/11/01 09/15/21 100.000 VARIES 6.7187
0.253029 0.259431 0.266049 0.272665 0.279503 93.62 98.39

Medtronic, Inc. 585055AB2 09/11/01 09/15/21 100.000 VARIES 6.7187
0.253029 0.259431 0.266049 0.272665 0.279503 93.62 98.39

Medtronic, Inc. 585055AD8 09/11/01 09/15/21 100.000 VARIES 6.7187
0.253029 0.259431 0.266049 0.272665 0.279503 93.62 98.39

Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14 55.131 VARIES
12.2495 0.302129 0.320634 0.340272 0.340271 0.340271 113.85 122.50

Merrill Lynch & Co.,Inc. 590188A65 05/23/01 05/23/31 51.108 VARIES
6.1331 0.128944 0.132898 0.136974 0.141174 0.145504 47.44 50.39

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Merrill Lynch & Co.,Inc. 590188A73 03/13/02 03/13/32 100.000 VARIES
5.7132 0.216338 0.222518 0.228874 0.235412 0.242137 80.35 85.00

Merrill Lynch & Co.,Inc. 590188P51 10/03/03 10/03/08 100.000 0.000
3.6210 0.116112 0.118214 31.96

Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14 100.000 0.000
4.6291 0.144212 0.147550 0.150966 0.154460 0.158035 53.73 56.24

Merrill Lynch & Co.,Inc. 590188X86 05/05/05 05/12/10 100.000 VARIES
4.2139 0.117136 0.117122 0.117112 0.117102 0.117079 42.17 42.16

Merrill Lynch & Co.,Inc. 59018FBA9 05/16/03 05/17/10 100.000 0.250
4.0324 0.132704 0.135240 0.137827 0.140466 0.143158 48.46 50.33

Merrill Lynch & Co.,Inc. 59018FCR1 04/04/07 04/04/37 100.000 VARIES
5.7580 0.156818 0.153599 0.153643 0.153688 0.153734 55.60 55.33

Merrill Lynch & Co.,Inc. 59018FCY6 05/22/07 07/22/09 100.000 0.000
5.2106 0.145997 0.149801 0.153703 0.157708 54.47 31.62

Merrill Lynch & Co.,Inc. 59018SB94 03/20/98 03/20/28\* 12.154 0.000
7.1498 120.11 0.047049 3.72\*

Merrill Lynch & Co.,Inc. 59018YB67 04/05/07 04/05/19\* 100.000 VARIES
5.6207 0.152714 0.149199 14.65\*

Merrill Lynch & Co.,Inc. 59018YB91 04/05/07 04/05/22 100.000 VARIES
5.6087 0.154716 0.153602 0.153655 0.153709 0.153764 55.41 55.33

Merrill Lynch & Co.,Inc. 59018YC25 04/05/07 04/05/19 100.000 VARIES
5.5296 0.152473 0.151313 0.151390 0.151469 0.151550 54.59 54.53

Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17 100.000 VARIES
5.5833 0.152692 0.150224 0.147686 0.148033 0.148389 54.23 53.27

Merrill Lynch & Co.,Inc. 59018YC82 05/09/07 05/09/22 100.000 VARIES
5.7115 0.157156 0.155615 0.154031 0.152400 0.150724 56.14 54.99

Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17 100.000 VARIES
5.6522 0.154417 0.151755 0.151983 0.152217 0.152458 55.01 54.78

Merrill Lynch & Co.,Inc. 59018YD81 05/31/07 05/31/22 100.000 VARIES
5.8983 0.161303 0.158687 0.158808 0.158933 0.159061 57.52 57.20

Merrill Lynch & Co.,Inc. 59018YDJ7 01/12/01 01/07/08 100.000 0.250
6.3524 0.261255 1.57

Merrill Lynch & Co.,Inc. 59018YE31 05/31/07 05/31/10 100.000 0.000
5.2943 0.150958 0.154954 0.159056 0.163267 0.167589 55.32 58.28

Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17 100.000 VARIES
5.9091 0.161138 0.158045 0.158307 0.158576 0.158853 57.38 57.05

Merrill Lynch & Co.,Inc. 59018YF30 06/12/07 06/13/08 100.000 5.383
5.3829 0.149528 24.22

Merrill Lynch & Co.,Inc. 59018YJ44 08/29/07 08/29/22 100.000 VARIES
6.0244 0.163708 0.161390 0.156289 0.152779 0.152255 58.57 55.90

Merrill Lynch & Co.,Inc. 59018YJ77 09/14/07 09/14/09\* 100.000 0.000
4.7561 0.132116 9.64\*

Merrill Lynch & Co.,Inc. 59018YKD2 06/27/01 06/27/08 100.000 0.250
6.2204 0.253904 44.69

Merrill Lynch & Co.,Inc. 59018YL33 11/28/07 11/30/10 100.000 0.000
4.3746 0.121549 0.124207 0.126924 0.129701 0.132538 44.40 46.37

Merrill Lynch Bank USA 59020WA43 01/31/07 01/31/11 100.000 0.000 5.1147
0.145710 0.149436 0.153258 0.157177 0.161197 54.27 57.08

Merrill Lynch Bank USA 59020WA68 01/31/07 01/31/12 100.000 0.000 5.1060
0.145455 0.149168 0.152977 0.156882 0.160887 54.17 56.97

Merrill Lynch Bank USA 59020WA76 01/31/07 02/21/12 100.000 0.000 5.0982
0.145661 0.149374 0.153182 0.157087 0.161091 54.08 56.88

Merrill Lynch Bank USA 59020WA84 02/28/07 11/29/10 100.000 0.000 4.8296
0.137519 0.139309 0.145038 0.146119 0.152128 50.91 53.37

Merrill Lynch Bank USA 59020WA92 02/28/07 02/28/11 100.000 0.000 4.8250
0.135755 0.137519 0.143171 0.144234 0.150162 50.92 53.31

Merrill Lynch Bank USA 59020WB42 03/15/07 03/15/13 100.000 0.000 4.8033
0.136631 0.139913 0.143273 0.146714 0.150238 50.48 52.94

Merrill Lynch Bank USA 59020WC33 03/07/07 03/05/10 100.000 0.000 5.0065
0.142513 0.146080 0.149737 0.153485 0.157327 52.78 55.46

Merrill Lynch Bank USA 59020WC66 03/30/07 03/31/11 100.000 0.000 4.8134
0.136924 0.140220 0.143594 0.147050 0.150589 50.49 52.95

Merrill Lynch Bank USA 59020WC74 03/30/07 03/30/12 100.000 0.000 4.8040
0.136651 0.139933 0.143294 0.146736 0.150261 50.39 52.84

Merrill Lynch Bank USA 59020WC82 03/30/07 03/31/11 100.000 0.000 4.8134
0.136924 0.140220 0.143594 0.147050 0.150589 50.49 52.95

Merrill Lynch Bank USA 59020WC90 04/30/07 04/30/12 100.000 0.000 4.7640
0.135488 0.138716 0.142020 0.145403 0.148867 49.76 52.15

Merrill Lynch Bank USA 59020WD24 04/30/07 04/30/12 100.000 0.000 4.8440
0.137816 0.141154 0.144573 0.148074 0.151661 50.63 53.11

Merrill Lynch Bank USA 59020WD32 04/30/07 04/29/11 100.000 0.000 4.8567
0.138168 0.141524 0.144960 0.148481 0.152086 50.77 53.26

Merrill Lynch Bank USA 59020WD57 04/30/07 01/28/11 100.000 0.000 4.8369
0.135948 0.139236 0.142604 0.146052 0.149585 50.55 53.03

Merrill Lynch Bank USA 59020WUH2 02/28/05 03/01/10 100.000 0.000 3.9130
0.118450 0.119455 0.123811 0.124175 0.128703 44.19 45.85

Merrill Lynch Bank USA 59020WVY4 08/26/05 08/26/10 100.000 0.000 4.2933
0.129836 0.132623 0.135470 0.138379 0.141349 47.95 50.03

Merrill Lynch Bank USA 59020WWA5 09/30/05 03/30/11 100.000 0.000 4.3666
0.132242 0.135129 0.138079 0.141094 0.144175 48.66 50.81

Merrill Lynch Bank USA 59020WWC1 09/30/05 03/31/14 100.000 0.000 4.4692
0.135621 0.138652 0.141750 0.144918 0.148156 49.93 52.18

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Merrill Lynch Bank USA 59020WWD9 10/28/05 04/28/11 100.000 0.000 4.6987
0.143224 0.146589 0.150033 0.153558 0.157166 52.60 55.10

Merrill Lynch Bank USA 59020WWG2 11/27/05 05/27/11 100.000 0.000 4.7139
0.143733 0.147121 0.150588 0.154138 0.157771 52.59 55.09

Merrill Lynch Bank USA 59020WWH0 11/28/05 05/27/11 100.000 0.000 4.7163
0.143794 0.147185 0.150656 0.154208 0.157845 52.61 55.12

Merrill Lynch Bank USA 59020WWP2 12/30/05 06/30/11 100.000 0.000 4.5788
0.139245 0.142433 0.145694 0.149029 0.152441 50.71 53.06

Merrill Lynch Bank USA 59020WWQ0 01/30/06 07/31/09 100.000 0.000 4.5919
0.136542 0.139677 0.142884 0.146164 50.68 30.45

Merrill Lynch Bank USA 59020WWV9 02/28/06 02/28/11 100.000 0.000 4.8559
0.143361 0.145246 0.151238 0.152385 0.158672 53.79 56.33

Merrill Lynch Bank USA 59020WXK2 04/28/06 04/30/12 100.000 0.000 5.2512
0.157708 0.161849 0.166098 0.170459 0.174935 58.03 61.12

Merrill Lynch Bank USA 59020WXL0 04/28/06 04/29/10 100.000 0.000 5.2516
0.157699 0.161840 0.166089 0.170450 0.174926 58.04 61.13

Merrill Lynch Bank USA 59020WXM8 05/31/06 05/31/12 100.000 0.000 5.2311
0.157013 0.161120 0.165334 0.169658 0.174096 57.52 60.57

Merrill Lynch Bank USA 59020WXN6 05/31/06 05/31/10 100.000 0.000 5.2117
0.156388 0.160463 0.164644 0.168935 0.173337 57.29 60.31

Merrill Lynch Bank USA 59020WXR7 06/30/06 06/30/10 100.000 0.000 5.4416
0.163833 0.168291 0.172869 0.177573 0.182404 59.79 63.09

Merrill Lynch Bank USA 59020WXU0 06/30/06 12/30/10 100.000 0.000 5.4415
0.163829 0.168287 0.172866 0.177569 0.182400 59.79 63.09

Merrill Lynch Bank USA 59020WYB1 07/31/06 07/29/10 100.000 0.000 5.2020
0.152095 0.156051 0.160110 0.164274 0.168547 56.68 59.67

Merrill Lynch Bank USA 59020WYC9 07/31/06 07/31/09 100.000 0.000 5.2674
0.154126 0.158185 0.162351 0.166627 57.46 34.70

Merrill Lynch Bank USA 59020WYD7 07/28/06 07/28/11 100.000 0.000 5.2152
0.152522 0.156499 0.160580 0.164768 0.169064 56.86 59.86

Merrill Lynch Bank USA 59020WYE5 08/31/06 08/31/10 100.000 0.000 5.1348
0.148404 0.150560 0.156985 0.158390 0.165149 55.77 58.56

Merrill Lynch Bank USA 59020WYF2 08/31/06 08/31/10 100.000 0.000 5.1348
0.148404 0.150560 0.156985 0.158390 0.165149 55.77 58.56

Merrill Lynch Bank USA 59020WYG0 08/31/06 08/31/11 100.000 0.000 5.1359
0.148438 0.150595 0.157022 0.158429 0.165190 55.78 58.58

Merrill Lynch Bank USA 59020WYH8 09/15/06 09/15/10 100.000 0.000 4.9635
0.144804 0.148398 0.152081 0.155855 0.159723 53.55 56.24

Merrill Lynch Bank USA 59020WYJ4 09/07/06 09/07/10 100.000 0.000 5.0131
0.146324 0.149992 0.153751 0.157605 0.161556 54.18 56.93

Merrill Lynch Bank USA 59020WYK1 09/28/06 06/30/10 100.000 0.000 4.9465
0.146129 0.149743 0.153447 0.157242 0.161131 53.26 55.93

Merrill Lynch Bank USA 59020WYM7 09/28/06 09/30/10 100.000 0.000 4.9484
0.144384 0.147956 0.151617 0.155368 0.159213 53.28 55.95

Merrill Lynch Bank USA 59020WYU9 10/31/06 07/29/10 100.000 0.000 4.8869
0.140745 0.144184 0.147707 0.151317 0.155014 52.35 54.93

Merrill Lynch Bank USA 59020WYV7 10/31/06 10/31/12 100.000 0.000 4.8867
0.142457 0.145938 0.149504 0.153157 0.156899 52.34 54.93

Merrill Lynch Bank USA 59020WYW5 10/31/06 10/31/12 100.000 0.000 4.8867
0.142457 0.145938 0.149504 0.153157 0.156899 52.34 54.93

Merrill Lynch Bank USA 59020WZD6 11/10/06 11/10/11 100.000 0.000 4.8559
0.141518 0.144954 0.148474 0.152079 0.155771 51.92 54.47

Merrill Lynch Bank USA 59020WZE4 10/30/06 04/30/12 100.000 0.000 4.9187
0.143436 0.146964 0.150578 0.154282 0.158076 52.71 55.33

Merrill Lynch Bank USA 59020WZG9 12/06/06 12/06/10 100.000 0.000 4.6787
0.136116 0.139300 0.142559 0.145894 0.149307 49.74 52.09

Merrill Lynch Bank USA 59020WZH7 11/30/06 09/01/10 100.000 0.000 4.7482
0.136648 0.139892 0.143213 0.146613 0.150094 50.57 52.99

Merrill Lynch Bank USA 59020WZJ3 11/30/06 09/01/10 100.000 0.000 4.7482
0.136648 0.139892 0.143213 0.146613 0.150094 50.57 52.99

Merrill Lynch Bank USA 59020WZK0 11/30/06 12/03/08 100.000 0.000 4.8661
0.141887 0.145339 47.73

Merrill Lynch Bank USA 59020WZL8 11/30/06 12/03/08 100.000 0.000 4.8661
0.141887 0.145339 47.73

Merrill Lynch Bank USA 59020WZV6 12/28/06 09/27/10 100.000 0.000 4.8737
0.140351 0.143771 0.147275 0.150863 0.154540 51.79 54.35

Merrill Lynch Bank USA 59020WZW4 12/28/06 12/28/10 100.000 0.000 4.8781
0.142194 0.145662 0.149215 0.152855 0.156583 51.84 54.39

Merrill Lynch Bank USA 59020WZX2 12/28/06 12/28/10 100.000 0.000 4.8781
0.142194 0.145662 0.149215 0.152855 0.156583 51.84 54.39

Merrill Lynch & Co.,Inc. 59021J141 06/03/03 06/03/10 100.000 0.000
3.5047 0.113828 0.115823 0.117853 0.119918 0.122019 41.45 42.92

Merrill Lynch & Co.,Inc. 59021J315 06/03/03 09/03/08 100.000 0.000
3.0408 0.096031 0.097491 23.50

Merrill Lynch & Co.,Inc. 59021J471 09/04/02 09/04/09 100.000 0.000
4.9830 0.177041 0.181452 0.185973 0.190606 65.57 46.03

Merrill Lynch & Co.,Inc. 59021J489 08/07/02 08/07/09 100.000 0.000
5.2540 0.189153 0.194122 0.199221 0.204455 70.44 43.97

Merrill Lynch & Co.,Inc. 59021J513 06/28/02 06/29/09 100.000 0.000
5.5167 0.206747 0.212450 0.218310 75.48 38.86

Merrill Lynch & Co.,Inc. 59021J596 05/03/02 05/04/09 100.000 0.000
6.1464 0.238235 0.245556 0.253103 87.93 31.13

Merrill Lynch & Co.,Inc. 59021J679 03/28/02 03/30/09 100.000 0.000
6.2915 0.245796 0.253529 0.261504 91.31 23.27

Merrill Lynch & Co.,Inc. 59021J695 03/28/02 03/30/09 100.000 0.000
6.2915 0.245796 0.253529 0.261504 91.31 23.27

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Merrill Lynch & Co.,Inc. 59021J794 01/16/02 01/16/09 100.000 0.000
5.7015 0.215763 0.221914 0.228240 80.84 3.42

Merrill Lynch & Co.,Inc. 59021J877 09/28/01 09/29/08 100.000 0.000
5.5124 0.212230 0.218080 57.93

Merrill Lynch & Co.,Inc. 59021J885 08/31/01 08/29/08 100.000 0.000
5.6510 0.214469 0.222952 53.23

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 0.121715 0.124132 0.126596 0.129110 0.131673 44.37 46.15

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 0.125567 0.128116 0.130718 45.80 20.00

Merrill Lynch & Co.,Inc. 59021S695 03/08/05 03/08/10 100.000 VARIES
4.7598 0.132225 0.132198 0.132171 0.132144 0.132115 47.59 47.57

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 0.110286 .11

Merrill Lynch & Co.,Inc. 59021S844 11/30/04 01/22/10 100.000 0.000
3.7349 0.114419 0.116555 0.118732 0.120949 0.123208 42.26 43.85

Merrill Lynch & Co.,Inc. 59021S877 11/30/04 11/30/09 100.000 VARIES
3.7116 0.103136 0.103144 0.103120 0.103095 37.13 33.92

Merrill Lynch & Co.,Inc. 59021V193 08/09/06 02/09/10 100.000 0.000
5.4163 0.158715 0.163013 0.167428 0.171962 0.176619 59.15 62.40

Merrill Lynch & Co.,Inc. 59021V367 06/07/06 12/07/09 100.000 0.000
5.4822 0.165155 0.169682 0.174334 0.179112 60.49 59.44

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 54.50 50.87

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 49.56 34.00

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 0.129643 0.132477 24.62

Merrill Lynch & Co.,Inc. 59021V805 12/07/05 06/05/09 100.000 0.000
4.4683 0.135557 0.138586 0.141682 49.51 21.82

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 0.109969 0.109946 0.109923 0.109899 39.58 29.46

Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12 100.000 0.000
3.9886 0.124719 0.127206 0.129743 0.132331 0.134970 45.65 47.49

Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11 100.000 0.000
3.9615 0.124477 0.126238 0.130185 0.131288 0.135393 45.82 47.70

Merrill Lynch & Co.,Inc. 59021W225 08/31/04 08/31/09 100.000 3.940
3.9399 0.110056 0.109444 0.110674 0.109444 39.58 26.01

Merrill Lynch & Co.,Inc. 59021W290 08/04/04 08/04/09 100.000 VARIES
3.9817 0.110540 0.110528 0.110517 0.110505 39.79 23.54

Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10 100.000 0.000
3.6451 0.116996 0.119128 0.121299 0.123510 0.125761 43.27 44.86

Merrill Lynch & Co.,Inc. 59021W324 08/02/04 08/01/08 100.000 0.000
3.9642 0.123866 0.126321 26.45

Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12 100.000 0.000
3.1804 0.097890 0.099446 0.101028 0.102634 0.104266 35.95 37.10

Merrill Lynch & Co.,Inc. 59021W555 07/30/04 07/29/11 100.000 0.000
4.1841 0.131585 0.134338 0.137149 0.140018 0.142947 48.71 50.77

Merrill Lynch & Co.,Inc. 59021W571 03/01/04 03/28/11 100.000 0.000
3.5813 0.112943 0.114965 0.117024 0.119119 0.121252 41.40 42.90

Merrill Lynch & Co.,Inc. 59021W654 12/26/03 12/27/10 100.000 0.000
4.2588 0.140038 0.143020 0.146066 0.149176 0.152353 50.97 53.17

Merrill Lynch & Co.,Inc. 59021W704 08/05/03 08/05/10 100.000 0.000
4.3986 0.145412 0.148611 0.151879 0.155219 0.158633 53.87 56.26

Merrill Lynch & Co.,Inc. 59021W712 12/08/03 03/08/11 100.000 0.000
3.8789 0.124452 0.126865 0.129326 0.131834 0.134391 45.79 47.58

Merrill Lynch & Co.,Inc. 59021W795 01/30/04 01/31/11 100.000 0.000
3.6710 0.115819 0.117945 0.120110 0.122315 0.124560 42.73 44.31

Merrill Lynch & Co.,Inc. 59021W845 09/30/03 09/30/10 100.000 0.000
4.1291 0.135069 0.137858 0.140704 0.143609 0.146574 49.64 51.71

Merrill Lynch & Co.,Inc. 59021W860 09/03/03 09/03/08 100.000 0.000
3.9328 0.127664 0.130174 31.35

Merrill Lynch & Co.,Inc. 59021WAA8 07/15/04 07/15/11 100.000 0.000
4.1324 0.129776 0.132457 0.135194 0.137987 0.140838 48.10 50.11

Merrill Lynch & Co.,Inc. 59022C194 04/05/07 06/05/08 100.000 0.000
5.1446 0.147841 22.77

Merrill Lynch & Co.,Inc. 59022C228 04/05/07 09/07/10 100.000 0.000
5.1184 0.145253 0.148970 0.152782 0.156692 0.160703 53.82 56.61

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 0.147853 0.151596 0.155434 0.159369 0.163403 53.92 56.69

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

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Merrill Lynch & Co.,Inc. 59022C806 10/05/06 04/05/10 100.000 0.000
5.0549 0.147604 0.151335 0.155160 0.159082 0.163103 54.46 57.25

Merrill Lynch & Co.,Inc. 59022W117 10/04/07 10/05/09 100.000 0.000
4.6674 0.129668 0.132694 0.135791 0.138960 47.75 37.78

Merrill Lynch & Co.,Inc. 59022W208 05/10/07 06/10/08 100.000 0.000
5.2261 0.149613 23.79

Merrill Lynch & Co.,Inc. 59022W380 09/07/07 08/08/11 100.000 0.000
5.0756 0.140989 0.143991 0.147645 0.151392 0.155234 52.25 54.91

Merrill Lynch & Co.,Inc. 59022W505 05/09/07 05/09/12 100.000 0.000
5.1563 0.146924 0.150712 0.154598 0.158584 0.162672 53.97 56.79

Merrill Lynch & Co.,Inc. 59022W562 08/09/07 02/09/09 100.000 0.000
5.2154 0.144874 0.148652 0.152529 53.92 5.80

Merrill Lynch & Co.,Inc. 59022W570 08/09/07 07/08/11 100.000 0.000
5.5011 0.152811 0.156290 0.160589 0.165006 0.169545 56.98 60.16

Merrill Lynch & Co.,Inc. 59022W620 07/05/07 01/05/11 100.000 0.000
5.4003 0.150009 0.154059 0.158219 0.162491 0.166879 56.18 59.25

Merrill Lynch & Co.,Inc. 59022W810 06/06/07 09/08/08 100.000 0.000
5.3111 0.149534 0.153505 37.65

Merrill Lynch & Co.,Inc. 59022Y709 11/07/07 11/09/09 100.000 0.000
4.7733 0.132627 0.135792 0.139033 0.142352 48.65 43.42

United Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 9.3823
20.60 0.011623 0.012168 0.012739 0.013336 0.013962 4.28 4.69

Michaels Stores, Inc. 594087AN8 10/31/06 11/01/16 50.110 VARIES N/A
0.220944 0.236272 0.252664 0.270193 0.288938 84.20 96.29

Michaels Stores, Inc. 594087AP3 10/31/06 11/01/16 50.110 VARIES N/A
0.220944 0.236272 0.252664 0.270193 0.288938 84.20 96.29

Microchip Technology Inc 595017AA2 12/07/07 12/15/37 100.000 VARIES
9.1009 0.249038 0.257728 0.268280 0.276313 0.287818 93.07 99.72

Microchip Technology Inc 595017AB0 12/07/07 12/15/37 100.000 VARIES
9.1009 0.249038 0.257728 0.268280 0.276313 0.287818 93.07 99.72

Mississippi Home Corp. 60535JAD8 06/17/93 12/01/08 34.265 0.000 7.0509
595.88 0.182748 0.189191 61.47

Mississippi Home Corp. 60535JAH9 07/22/93 06/01/09 36.262 0.000 6.4993
550.82 0.164022 0.169352 0.174855 60.33 26.23

Mississippi Home Corp. 60535MCB3 07/21/93 09/15/16 19.775 0.000 7.1244
345.99 0.105396 0.109151 0.113039 0.117066 0.121236 39.43 42.29

J.P. Morgan & Co., Inc. 61688AAW8 06/30/98 06/30/28\* 12.693 0.000
7.0001 117.14 0.047450 8.49\*

Morgan Stanley 6174462B4 12/13/07 12/14/09 100.000 0.000 4.0707 0.113089
0.115391 0.117739 0.120136 41.21 40.82

Morgan Stanley 6174462F5 12/28/07 06/29/09 100.000 0.000 4.3469 0.120762
0.123387 0.126069 43.96 22.44

Morgan Stanley 6174462G3 12/28/07 12/20/11 100.000 0.000 4.6540 0.129279
0.132153 0.135229 0.138375 0.141595 47.12 49.32

Morgan Stanley 6174462H1 01/31/08 02/07/12 100.000 3.878 3.8779 0.107722
0.107722 0.107722 0.107722 0.107722 35.66 38.78

Morgan Stanley 6174462L2 01/31/08 07/31/09 100.000 0.000 3.4066 0.094629
0.096241 0.097880 31.57 20.41

Morgan Stanley 6174462M0 01/31/08 03/31/11 100.000 0.000 3.9039 0.108442
0.109147 0.111278 0.113450 0.115665 36.28 40.85

Morgan Stanley 6174462X6 02/29/08 11/29/10 100.000 0.000 3.7932 0.104209
0.104043 0.107774 0.108027 0.111901 32.08 39.52

Morgan Stanley 6174463E7 02/29/08 02/29/12 100.000 0.000 4.0950 0.111279
0.115439 0.115882 0.120215 34.67 42.80

Morgan Stanley 6174463V9 03/31/08 04/06/12 100.000 3.806 3.8059 0.105722
0.105722 0.105722 0.105722 0.105722 28.65 38.06

Morgan Stanley 6174463X5 03/31/08 09/28/12 100.000 0.000 3.9245 0.109017
0.111132 0.113313 0.115536 29.74 40.81

Morgan Stanley 6174463Y3 02/29/08 11/29/10 100.000 0.000 3.9110 0.107446
0.107306 0.111218 0.111544 0.115610 33.08 40.80

Morgan Stanley 6174464D8 03/28/08 09/30/13 100.000 0.000 4.2223 0.115363
0.115404 0.118487 0.120328 0.123543 32.48 44.05

Morgan Stanley 6174464N6 03/24/08 02/24/14 100.000 0.000 4.6797 0.129994
0.132529 0.135630 0.138803 36.33 49.07

Morgan Stanley 6174464P1 03/20/08 03/20/23 81.700 2.935 4.6422 0.105353
0.105906 0.106472 0.107050 29.66 38.34

Morgan Stanley 6174464Q9 03/20/08 03/20/23 78.350 2.624 4.6439 0.101071
0.101726 0.102395 0.103080 28.47 36.88

Morgan Stanley 6174464T3 03/28/08 12/07/12 100.000 0.000 3.5735 0.099265
0.099945 0.101730 0.103548 0.105398 27.28 37.04

Morgan Stanley 6174464W6 03/31/08 04/26/13 100.000 0.000 4.0406 0.112239
0.112567 0.114841 0.117161 0.119528 30.64 42.07

Morgan Stanley 6174464Z9 04/30/08 04/29/11 100.000 0.000 5.2346 0.145407
0.149191 0.153096 0.157103 35.28 54.90

Morgan Stanley 6174465F2 04/30/08 07/05/13 100.000 0.000 3.8715 0.107543
0.108295 0.110392 0.112528 26.05 40.11

Morgan Stanley 6174465J4 04/25/08 10/25/13 100.000 0.000 5.0328 0.139801
0.143319 0.146926 0.150623 34.62 52.73

Morgan Stanley 6174465N5 04/14/08 10/04/13 100.000 0.000 4.2160 0.117114
0.119445 0.121963 0.124534 30.30 43.90

Morgan Stanley 6174465Q8 04/11/08 04/11/11 100.000 0.000 4.5349 0.125970
0.128826 0.131748 0.134735 32.98 47.38

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Morgan Stanley 6174465T2 05/30/08 11/30/11 100.000 5.437 5.4369 0.151028
0.151028 0.151028 0.151028 31.87 54.37

Morgan Stanley 6174465Y1 05/30/08 05/31/11 100.000 0.000 5.3781 0.149393
0.153410 0.157536 0.161772 31.65 56.23

Morgan Stanley 6174466M6 05/23/08 05/23/11 100.000 0.000 4.8832 0.135646
0.138958 0.142350 0.145826 29.70 50.90

Morgan Stanley 6174466S3 06/30/08 06/30/14 100.000 0.000 6.0285 0.167461
0.172509 0.177709 0.183066 30.32 63.05

Morgan Stanley 6174466U8 06/30/08 03/30/11 100.000 0.000 5.3825 0.149517
0.151529 0.155607 0.159795 27.25 56.04

Morgan Stanley 6174467G8 07/31/08 01/31/11 100.000 0.000 5.6636 0.157324
0.161779 0.166360 23.76 58.80

Morgan Stanley 6174467K9 07/31/08 01/31/11 100.000 0.000 5.6636 0.157324
0.161779 0.166360 23.76 58.80

Morgan Stanley 6174467L7 07/31/08 11/29/11 87.000 0.000 4.2238 0.102075
0.103502 0.105688 0.107920 15.46 37.80

Morgan Stanley 617446B24 12/29/06 09/29/10 100.000 0.000 4.9890 0.143812
0.147400 0.151076 0.154845 0.158708 53.09 55.77

Morgan Stanley 617446B65 01/31/07 07/31/09 100.000 0.000 5.2774 0.150464
0.154434 0.158509 0.162692 56.10 33.88

Morgan Stanley 617446C98 02/28/07 08/28/09 100.000 0.000 5.1429 0.146534
0.150302 0.154167 0.158131 54.37 37.25

Morgan Stanley 617446F20 02/27/07 08/27/10 100.000 0.000 5.1430 0.146537
0.150305 0.154170 0.158135 0.162201 54.38 57.21

Morgan Stanley 617446F38 03/30/07 03/30/09 100.000 0.000 4.9470 0.140816
0.144299 0.147868 51.96 13.16

Morgan Stanley 617446F53 03/09/07 03/09/09 100.000 0.000 4.9070 0.139652
0.143079 0.146589 51.67 9.97

Morgan Stanley 617446F61 03/09/07 03/16/09 100.000 0.000 4.9162 0.140054
0.143496 0.147024 51.77 11.03

Morgan Stanley 617446F79 03/30/07 12/30/10 100.000 0.000 4.9794 0.143528
0.147101 0.150764 0.154517 0.158365 52.32 54.96

Morgan Stanley 617446G52 04/30/07 04/30/09 100.000 0.000 4.9619 0.141251
0.144755 0.148346 51.91 17.65

Morgan Stanley 617446GR4 08/21/01 12/30/08 100.000 1.250 5.5918 0.205998
0.210787 74.82

Morgan Stanley 617446GT0 08/16/01 12/30/08 100.000 0.250 5.6289 0.219784
0.225775 79.98

Morgan Stanley 617446GU7 09/27/01 12/30/08 100.000 0.250 5.0459 0.188934
0.193525 68.65

Morgan Stanley 617446GV5 10/05/01 12/30/09 100.000 0.000 5.0404 0.190993
0.195806 0.200741 0.205800 69.63 72.98

Morgan Stanley 617446GX1 11/08/01 12/30/08 100.000 0.000 4.4832 0.163541
0.167207 59.37

Morgan Stanley 617446GY9 12/11/01 12/30/09 92.281 0.000 5.3026 0.186590
0.191537 0.196616 0.201829 68.07 71.52

Morgan Stanley 617446H28 04/27/07 04/27/37 100.000 VARIES 5.5782
0.153076 0.151147 0.149165 0.147127 0.145033 54.51 53.07

Morgan Stanley 617446H69 05/30/07 06/26/17 100.000 0.000 5.8001 0.166481
0.171310 0.176278 0.181390 0.186650 60.85 64.43

Morgan Stanley 617446H85 05/22/07 05/22/10 100.000 0.000 5.1009 0.145306
0.149012 0.152812 0.156710 0.160707 53.27 56.02

Morgan Stanley 617446HH5 08/05/02 12/15/09 100.000 1.000 5.6990 0.204210
0.209238 0.214409 0.219727 74.58 74.71

Morgan Stanley 617446HP7 02/14/03 03/30/10 100.000 0.000 4.6889 0.161415
0.165200 0.169073 0.173037 0.177093 59.49 62.31

Morgan Stanley 617446HV4 03/12/03 03/31/08 100.000 0.000 3.6199 0.116454
10.48

Morgan Stanley 617446HX0 03/18/03 06/30/08 100.000 0.000 3.6414 0.120212
21.52

Morgan Stanley 617446HZ5 04/28/03 09/15/10 100.000 0.000 4.7477 0.161985
0.165831 0.169767 0.173797 0.177923 59.83 62.71

Morgan Stanley 617446J26 06/29/07 03/30/11 100.000 0.000 5.5052 0.155052
0.159320 0.163705 0.168211 0.172842 57.37 60.58

Morgan Stanley 617446J75 08/13/07 02/27/13 117.470 0.000 5.6319 0.184175
0.189362 0.194694 0.200176 0.205813 68.54 72.46

Morgan Stanley 617446JB6 04/23/03 04/30/10 100.000 0.000 4.5948 0.156727
0.160328 0.164011 0.167779 0.171634 57.51 60.19

Morgan Stanley 617446JC4 04/25/03 04/30/08 100.000 0.000 3.8691 0.127773
15.20

Morgan Stanley 617446JE0 04/30/03 04/30/10 100.000 0.000 4.6430 0.158565
0.162246 0.166013 0.169867 0.173811 58.20 60.93

Morgan Stanley 617446JF7 05/28/03 12/30/10 100.000 0.000 3.9647 0.131877
0.134491 0.137157 0.139876 0.142649 47.95 49.87

Morgan Stanley 617446JG5 05/06/03 05/15/10 100.000 0.250 4.1168 0.136109
0.138767 0.141481 0.144250 0.147076 49.72 51.69

Morgan Stanley 617446JH3 05/21/03 05/30/10 100.000 0.000 3.5121 0.114206
0.116212 0.118252 0.120329 0.122442 41.60 43.07

Morgan Stanley 617446JJ9 07/10/03 06/30/08 100.000 0.000 3.3062 0.106356
19.04

Morgan Stanley 617446JP5 11/25/03 12/30/10 100.000 1.500 5.3753 0.175455
0.179050 0.182743 0.186535 0.190428 63.82 66.48

Morgan Stanley 617446JQ3 12/26/03 12/30/10 100.000 2.000 4.2373 0.129087
0.130644 0.132235 0.133860 0.135519 46.75 47.90

Morgan Stanley 617446K40 06/26/08 06/24/15 100.000 1.100 6.5992 0.183311
0.188296 0.193500 0.198877 33.95 68.80

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Morgan Stanley 617446K81 07/31/07 01/29/10 100.000 0.000 5.2547 0.145967
0.149780 0.153716 0.157754 0.161899 54.41 57.31

Morgan Stanley 617446MF3 01/28/04 01/30/11 100.000 1.000 4.0908 0.126731
0.128755 0.130820 0.132928 0.135078 46.60 48.12

Morgan Stanley 617446MG1 01/21/04 07/30/11 100.000 0.300 4.1284 0.131159
0.133694 0.136282 0.138923 0.141619 48.45 50.34

Morgan Stanley 617446MH9 02/25/04 04/30/11 100.000 2.000 4.1708 0.125756
0.127220 0.128715 0.130241 0.131798 45.72 46.80

Morgan Stanley 617446MJ5 02/17/04 07/30/11 102.625 0.300 4.1929 0.136658
0.139349 0.142095 0.144900 0.147763 50.50 52.51

Morgan Stanley 617446MK2 03/29/04 06/30/11 100.000 1.500 3.7482 0.113462
0.114807 0.116178 0.117574 0.118997 41.09 42.08

Morgan Stanley 617446ML0 03/22/04 05/15/10 121.125 0.250 3.5206 0.133598
0.135828 0.138096 0.140405 0.142755 48.70 50.34

Morgan Stanley 617446MM8 03/24/04 04/01/09 100.000 0.250 3.6404 0.113875
0.115821 0.117803 41.70 10.60

Morgan Stanley 617446MQ9 04/08/04 04/15/09 115.000 0.750 3.7735 0.134567
0.136712 0.138899 49.16 14.45

Morgan Stanley 617446N47 08/31/07 02/28/11 100.000 0.000 5.1183 0.140613
0.142644 0.148719 0.150038 0.156428 52.84 55.47

Morgan Stanley 617446N54 07/26/07 07/26/11 100.000 0.000 5.4412 0.151146
0.155259 0.159483 0.163822 0.168279 56.45 59.56

Morgan Stanley 617446N88 08/10/07 11/16/10 100.000 0.000 4.9813 0.140209
0.143701 0.147280 0.150948 0.154708 51.42 54.02

Morgan Stanley 617446Q85 11/30/07 12/05/11 100.000 4.389 4.3889 0.121917
0.121917 0.121917 0.121917 0.121917 43.89 43.89

Morgan Stanley 617446R76 09/28/07 06/30/11 100.000 0.000 5.0267 0.141445
0.145000 0.148644 0.152380 0.156210 51.57 54.19

Morgan Stanley 617446SX8 12/06/04 12/30/11 100.000 0.500 4.4990 0.141216
0.144080 0.147009 0.150003 0.153065 51.36 53.47

Morgan Stanley 617446T25 09/28/07 03/31/09 100.000 0.000 4.7592 0.132235
0.135382 0.138603 48.75 12.34

Morgan Stanley 617446U49 11/02/07 10/30/09 100.000 0.000 4.5652 0.126812
0.129674 0.132634 0.135661 46.52 40.20

Morgan Stanley 617446W70 11/30/07 12/31/10 100.000 0.000 4.2644 0.118879
0.121414 0.124003 0.126647 0.129347 43.26 45.12

Morgan Stanley 617446X79 11/14/07 06/26/09 100.000 0.000 4.3579 0.121670
0.124321 0.127030 44.31 22.23

Morgan Stanley 617446X95 11/28/07 01/07/11 100.000 0.000 4.4074 0.122430
0.123015 0.125726 0.128496 0.131328 44.75 46.73

Morgan Stanley 617446Y94 12/31/07 06/30/10 100.000 0.000 4.5526 0.126463
0.129342 0.132286 0.135298 0.138377 46.05 48.17

Morgan Stanley 617446YM5 08/30/05 09/01/14 100.000 0.000 4.8471 0.148198
0.151790 0.155468 0.159236 0.163096 54.87 57.56

Morgan Stanley 617446Z28 12/31/07 10/07/11 100.000 0.000 4.8047 0.133467
0.135195 0.138442 0.141768 0.145174 48.78 51.00

Morgan Stanley 617446Z36 11/29/07 11/30/09 100.000 0.000 4.1362 0.114908
0.117285 0.119710 0.122186 41.94 39.83

Morgan Stanley 617446Z77 02/07/08 06/06/14 100.000 0.000 4.6169 0.128248
0.130205 0.133211 0.136286 0.139432 42.03 48.66

Morgan Stanley 61744Y132 07/29/02 07/30/09 100.000 0.000 4.4930 0.155874
0.159376 0.162956 0.166617 57.81 34.72

Morgan Stanley 61744Y140 03/27/03 06/15/10 100.000 0.000 4.7690 0.165463
0.169408 0.173448 0.177584 0.181818 60.40 63.32

Morgan Stanley 61744Y173 01/28/03 12/30/09 100.000 0.000 4.5294 0.156859
0.160411 0.164044 0.167759 57.12 59.56

Morgan Stanley 61744Y181 12/17/02 03/30/09 100.000 0.000 4.5118 0.155174
0.158675 0.162254 57.14 14.44

Morgan Stanley 61744Y199 11/26/02 03/30/09 100.000 0.000 4.8522 0.170036
0.174161 0.178386 62.72 15.88

Morgan Stanley 61744Y231 10/28/02 12/30/08 100.000 0.000 5.0504 0.181593
0.186178 66.02

Morgan Stanley 61744Y249 10/16/02 10/30/09 100.000 0.000 4.7893 0.168873
0.172917 0.177058 0.181298 62.02 53.70

Morgan Stanley 61744Y264 09/26/02 06/30/09 100.000 0.000 4.7794 0.170248
0.174317 0.178482 62.03 31.95

Morgan Stanley 61744Y280 08/27/02 02/28/09 100.000 0.000 5.2054 0.185009
0.187761 0.195841 69.55 11.36

Morgan Stanley 61744Y322 06/26/02 12/30/08 100.000 0.000 4.7109 0.169141
0.173125 61.44

Morgan Stanley 61744Y348 06/11/02 12/30/08 100.000 0.000 4.8963 0.177927
0.182283 64.66

Morgan Stanley 61744Y363 05/10/02 08/30/08 100.000 0.000 5.0894 0.181564
0.186185 44.78

Morgan Stanley 61745ED32 06/20/08 06/20/28 100.000 VARIES 5.0572
0.140479 0.137359 0.134159 0.130879 26.80 48.80

Morgan Stanley 61745EE64 06/27/08 06/27/18 100.000 VARIES 6.1703
0.168588 0.169923 0.169947 0.172331 31.70 62.04

Morgan Stanley 61745EF48 07/07/08 07/07/23 100.000 VARIES 6.0756
0.168768 0.164612 0.160331 29.37 58.54

Morgan Stanley 61745EG88 07/28/08 07/28/23 100.000 VARIES 5.9673
0.165759 0.163660 0.161498 25.36 58.64

Morgan Stanley 61745EJ44 08/04/08 08/04/23 100.000 VARIES 5.9469
0.165192 0.161019 0.156721 24.28 57.47

Morgan Stanley 61745EJA0 06/09/08 06/09/23 100.000 VARIES 4.7552
0.132091 0.127967 0.123744 0.119421 26.59 45.12

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Morgan Stanley 61745ELG4 05/28/08 05/26/23 100.000 VARIES 4.9020
0.136169 0.133073 0.129867 0.126582 28.90 47.10

Morgan Stanley 61745EN23 08/29/08 08/29/23 100.000 VARIES 5.7316
0.156602 0.155677 0.152999 19.58 56.54

Morgan Stanley 61745ETD3 05/19/08 05/19/23 100.000 VARIES 4.6778
0.129939 0.126157 0.122285 0.118324 28.69 44.39

Morgan Stanley 61745ETG6 06/30/08 06/30/28 100.000 VARIES 5.7070
0.158530 0.156118 0.153637 0.151086 28.69 55.75

Morgan Stanley 61745ETH4 05/19/08 05/19/28 100.000 VARIES 5.3131
0.147587 0.144866 0.142073 0.139206 32.65 51.41

Morgan Stanley 61745ETQ4 02/28/06 03/01/11 100.000 VARIES 5.0618
0.137800 0.136325 0.138816 0.136761 0.139196 50.29 50.34

Morgan Stanley 61745EUA7 10/03/06 10/03/16\* 100.000 VARIES 5.5099
0.149190 .30\*

Morgan Stanley 61745EUH2 02/23/07 02/23/37 100.000 VARIES 5.5058
0.151033 0.149073 0.147060 0.144990 0.142864 53.51 52.03

Morgan Stanley 61745EUK5 05/19/08 05/19/23 100.000 VARIES 5.2763
0.146566 0.144204 0.141779 0.139290 32.44 51.27

Morgan Stanley 61745EUV1 02/22/08 02/22/23 100.000 VARIES 4.3863
0.121842 0.119945 0.118007 0.116026 37.40 42.33

Morgan Stanley 61745EUX7 03/03/08 03/03/28 100.000 VARIES 4.3854
0.121818 0.120395 0.118941 0.117456 36.13 42.73

Morgan Stanley 61745EUY5 02/28/08 02/28/28 100.000 VARIES 4.3768
0.118935 0.117504 0.112169 0.110476 36.34 41.04

Morgan Stanley 61745EVD0 03/14/08 03/14/28 100.000 VARIES 4.2040
0.116779 0.114389 0.111987 0.109533 33.26 40.23

Morgan Stanley 61745EVE8 04/07/08 04/07/23 100.000 VARIES 4.3273
0.120204 0.116795 0.113312 0.109753 31.45 40.83

Morgan Stanley 61745EVH1 03/31/08 03/30/23 100.000 VARIES 4.2080
0.114350 0.113764 0.109404 0.108617 31.51 40.24

Morgan Stanley 61745EVL2 04/25/08 04/25/28 100.000 VARIES 4.8906
0.135853 0.132043 0.128139 0.124140 33.17 46.31

Morgan Stanley 61745EVM0 04/25/08 04/25/23 100.000 VARIES 5.3229
0.147861 0.145605 0.143288 0.140910 36.22 51.69

Morgan Stanley 61745EVP3 04/25/08 04/25/28 100.000 VARIES 5.5441
0.154004 0.150188 0.146266 0.142235 37.63 52.84

Morgan Stanley 61746BCS3 02/09/06 02/11/13 100.000 0.000 5.3494 0.160888
0.165191 0.169609 0.174146 0.178804 59.92 63.16

Morgan Stanley 61746BCT1 02/27/06 02/27/13 100.000 0.000 5.3615 0.161232
0.165555 0.169993 0.174550 0.179229 59.91 63.16

Morgan Stanley 61746S190 01/27/04 03/30/11 100.000 1.875 4.2069 0.127573
0.129161 0.130782 0.132437 0.134128 46.50 47.68

Morgan Stanley 61746S273 10/26/04 10/30/11 100.000 0.000 4.2472 0.133897
0.136740 0.139644 0.142609 0.145638 49.07 51.17

Morgan Stanley 61746S422 09/28/04 09/30/12 100.000 1.300 4.4570 0.136230
0.138461 0.140742 0.143074 0.145457 49.85 51.52

Morgan Stanley 61746S539 08/27/04 03/30/11 100.000 0.000 4.4434 0.141396
0.144538 0.147749 0.151032 0.154387 52.05 54.38

Morgan Stanley 61746S646 07/28/04 01/30/11 100.000 0.000 4.6243 0.147376
0.150784 0.154270 0.157837 0.161487 54.71 57.27

Morgan Stanley 61746S703 02/25/04 12/30/11 100.000 0.400 4.5064 0.146520
0.149571 0.152691 0.155881 0.159143 53.30 55.55

Morgan Stanley 61746S778 04/28/04 12/30/11 100.000 0.000 4.8845 0.161999
0.165955 0.170008 0.174161 0.178414 59.04 61.96

Morgan Stanley 61746S877 03/29/04 12/30/11 100.000 0.500 4.0511 0.128559
0.130882 0.133252 0.135670 0.138136 46.70 48.41

Morgan Stanley 61746SAA7 03/10/04 03/31/09 100.000 0.000 3.7079 0.117385
0.119561 0.121778 43.05 10.84

Morgan Stanley 61746SAC3 04/05/04 04/15/09 100.000 0.000 3.5632 0.112113
0.114110 0.116143 41.03 12.08

Morgan Stanley 61746SAW9 10/12/04 10/30/09 100.000 0.250 4.0693 0.126909
0.129350 0.131840 0.134382 46.43 39.88

Morgan Stanley 61746SBD0 11/30/04 12/30/11 100.000 0.250 4.4263 0.139723
0.142662 0.145666 0.148736 0.151874 50.84 53.00

Morgan Stanley 61746SBG3 07/27/05 07/22/08 100.000 0.000 4.4249 0.134078
0.137045 27.48

Morgan Stanley 61746SBJ7 08/30/05 08/31/08 100.000 0.000 4.5931 0.140497
0.142925 33.88

Morgan Stanley 61746SBK4 10/03/05 10/03/08 100.000 0.000 4.5077 0.136893
0.139979 37.79

Morgan Stanley 61746SBU2 01/06/06 07/06/11 100.000 VARIES 5.1444
0.146577 0.149340 0.151251 0.153136 0.154989 54.08 55.44

Morgan Stanley 61746SBW8 02/03/06 02/04/08 100.000 0.000 4.8428 0.144554
4.77

Morgan Stanley 61746SCA5 03/03/06 03/03/08 100.000 0.000 5.1570 0.154620
9.59

Morgan Stanley 61746SCJ6 05/03/06 11/03/09 100.000 0.000 5.4721 0.164824
0.169334 0.173967 0.178727 60.68 53.39

Morgan Stanley 61746SCQ0 06/06/06 06/06/08 100.000 0.000 5.4713 0.164798
25.54

Morgan Stanley 61746SCR8 07/06/06 12/30/08 100.000 0.000 5.5252 0.166404
0.171002 60.57

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Morgan Stanley 61746SCS6 06/30/06 12/30/08 100.000 3.100 5.7591 0.080432
0.082748 29.29

Morgan Stanley 61746SCT4 06/30/06 03/20/10 100.000 0.000 5.7485 0.171151
0.176071 0.181131 0.186338 0.191693 63.51 67.21

Morgan Stanley 61746SCV9 08/04/06 02/04/08 100.000 0.000 5.5726 0.163541
5.40

Morgan Stanley 61746SCW7 09/05/06 03/05/09 100.000 0.000 5.3142 0.155566
0.159700 0.163943 57.72 10.49

Morgan Stanley 61746SCX5 10/03/06 04/03/09 100.000 0.000 5.0814 0.148414
0.152185 0.156052 54.78 14.36

Morgan Stanley 61746SCY3 11/03/06 11/03/08 100.000 0.000 5.3101 0.155439
0.159566 47.69

Morgan Stanley 61746SCZ0 11/28/06 05/28/09 100.000 0.000 5.1378 0.150144
0.154002 0.157958 55.00 23.22

Morgan Stanley 61746SDA4 11/07/06 05/07/10 100.000 0.000 5.3445 0.156499
0.160681 0.164975 0.169384 0.173910 57.55 60.67

Morgan Stanley 61746SDC0 12/11/06 12/11/13 100.000 0.000 5.1239 0.149719
0.153555 0.157489 0.161524 0.165662 54.74 57.59

Morgan Stanley 61746Y155 08/29/05 08/30/10 100.000 0.000 4.5922 0.137417
0.140572 0.144590 0.147102 0.151306 51.76 54.07

Morgan Stanley 61746Y288 06/28/05 06/30/11 100.000 0.500 4.2966 0.131205
0.133725 0.136299 0.138929 0.141615 47.69 49.55

Morgan Stanley 61746Y361 05/26/05 12/30/08 100.000 0.000 4.2515 0.131723
0.134523 47.79

Morgan Stanley 61746Y478 04/27/05 10/30/10 100.000 1.000 4.5617 0.138568
0.141095 0.143680 0.146323 0.149027 50.65 52.53

Morgan Stanley 61746Y593 03/29/05 09/30/08 100.000 0.300 4.6586 0.144214
0.147379 39.36

Morgan Stanley 61746Y650 02/24/05 09/01/10 100.000 0.000 4.4162 0.136947
0.139970 0.143061 0.146220 0.149449 50.58 52.84

Morgan Stanley 61746Y759 01/26/05 06/30/08 100.000 0.000 3.8766 0.120499
21.57

Morgan Stanley 61746Y858 12/28/04 12/30/11 100.000 0.000 4.4273 0.140281
0.143387 0.146561 0.149805 0.153121 51.07 53.35

Morgan Stanley 61746YAB2 12/30/04 12/30/12 100.000 0.000 4.7234 0.150931
0.154496 0.158145 0.161879 0.165703 54.98 57.61

Morgan Stanley 617475116 11/30/07 02/20/13 100.000 0.000 4.6219 0.128387
0.129706 0.132704 0.135770 0.138908 47.02 49.14

Morgan Stanley 617475124 11/30/07 11/30/12 100.000 0.000 4.4317 0.123104
0.125832 0.128620 0.131470 0.134383 44.98 46.99

Morgan Stanley 617475173 11/16/07 05/20/09 100.000 0.000 4.4857 0.124667
0.127463 0.130322 45.62 18.11

Morgan Stanley 617475546 10/31/07 11/07/14 100.000 4.849 4.8489 0.134694
0.134694 0.134694 0.134694 0.134694 48.49 48.49

Morgan Stanley 617475579 07/31/07 07/27/12 100.000 5.518 5.5179 0.153278
0.153278 0.153278 0.153278 0.153278 55.18 55.18

Morgan Stanley 617475637 07/13/07 12/31/08 100.000 0.000 5.4068 0.152271
0.154688 56.02

Morgan Stanley 617475652 08/31/07 02/20/12 100.000 0.000 5.2169 0.144916
0.148487 0.152360 0.156334 0.160412 53.79 56.62

Morgan Stanley 617475728 08/31/07 02/20/09 100.000 0.000 5.0536 0.140378
0.143728 0.147360 52.05 7.22

Morgan Stanley 617475769 09/28/07 03/20/09 100.000 0.000 4.8553 0.134870
0.137998 0.141348 49.77 11.17

Morgan Stanley 61747MLD1 06/29/07 12/29/10 100.000 0.000 5.4252 0.154791
0.158990 0.163302 0.167732 0.172282 56.50 59.60

Morgan Stanley 61747S140 06/28/06 06/30/08 100.000 0.000 5.5091 0.166079
29.73

Morgan Stanley 61747S264 06/29/07 12/20/08 100.000 0.000 5.3869 0.153467
0.157600 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 0.148972 53.63 53.63

Morgan Stanley 61747S413 05/31/07 08/20/11 100.000 0.000 5.2996 0.148945
0.152892 0.156944 0.161102 0.165371 55.38 58.35

Morgan Stanley 61747S538 10/17/06 10/31/08 100.000 0.000 5.2613 0.154253
0.158311 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

Morgan Stanley 61747S728 08/16/06 08/14/09 100.000 0.000 5.4258 0.158962
0.163274 0.167704 0.172253 59.20 38.22

Morgan Stanley 61747S850 08/31/06 08/26/11 100.000 VARIES 5.4559
0.151681 0.151714 0.151749 0.151647 0.151633 54.62 54.60

Morgan Stanley 61747W125 03/24/08 09/24/09 100.000 0.000 2.4719 0.068666
0.069515 0.070374 19.10 18.44

Morgan Stanley 61747W133 03/24/08 09/24/09 100.000 0.000 2.4719 0.068666
0.069515 0.070374 19.10 18.44

Morgan Stanley 61747W141 03/31/08 09/20/09 100.000 0.000 2.7020 0.075057
0.076015 0.077042 20.44 19.87

Morgan Stanley 61747W182 03/31/08 03/28/13 100.000 0.000 4.0410 0.112251
0.114494 0.116807 0.119167 30.63 42.07

Morgan Stanley 61747W364 01/31/08 07/20/09 100.000 0.000 3.2602 0.090563
0.091957 0.093456 30.20 18.57

Morgan Stanley 61747W380 01/18/08 04/20/09 100.000 0.000 3.5985 0.099961
0.100880 0.102695 34.65 11.19

Morgan Stanley 61747W398 01/23/08 07/23/09 100.000 0.000 3.5274 0.097984
0.099712 0.101471 33.39 20.46

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Morgan Stanley 61747W463 02/29/08 02/20/15 100.000 0.000 5.4016 0.148397
0.150552 0.157181 0.158794 45.85 57.26

Morgan Stanley 61747W513 02/29/08 08/20/09 100.000 0.000 3.1437 0.086368
0.086705 0.089528 26.56 20.54

Morgan Stanley 61747W521 02/29/08 08/20/09 100.000 0.000 3.1437 0.086368
0.086705 0.089528 26.56 20.54

Morgan Stanley 61747W745 12/31/07 06/20/09 100.000 0.000 4.4340 0.123169
0.125748 0.128536 44.86 21.72

Morgan Stanley 61747W752 12/31/07 12/31/12 100.000 4.894 4.8939 0.135944
0.135944 0.135944 0.135944 0.135944 48.94 48.94

Morgan Stanley 61747W794 12/31/07 12/31/12 100.000 0.000 4.8469 0.134638
0.137901 0.141243 0.144666 0.148172 49.06 51.47

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 0.158304
0.162476 0.166759 0.171154 0.175664 58.82 61.96

Morgan Stanley 61747Y543 01/20/06 01/10/08 100.000 0.000 4.8823 0.145606
1.31

Morgan Stanley 61747Y584 02/09/06 02/17/10 100.000 0.000 5.2162 0.156711
0.160798 0.164992 0.169295 0.173711 58.26 61.34

Morgan Stanley 61747Y733 11/28/05 05/30/09 100.000 0.000 4.8574 0.148562
0.152170 0.155866 54.36 23.22

Morgan Stanley 61747Y808 09/28/05 12/30/09 100.000 0.000 4.5818 0.140977
0.144206 0.147510 0.150890 51.34 53.56

Morgan Stanley 61747YAC9 02/13/07 12/30/08 131.800 0.000 5.2836 0.202544
0.207895 73.68

Morgan Stanley 61747YBR5 05/31/07 11/30/10 100.000 0.000 5.2745 0.150380
0.154346 0.158416 0.162594 0.166882 55.10 58.04

Morgan Stanley 61747YBS3 06/29/07 06/29/10 100.000 0.000 5.4202 0.154643
0.158834 0.163139 0.167560 0.172101 56.44 59.54

Morgan Stanley 61747YBT1 05/29/07 09/01/14 100.000 0.000 5.6123 0.158134
0.162572 0.167134 0.171824 0.176646 58.81 62.15

Morgan Stanley 617480116 04/30/08 10/20/09 100.000 0.000 3.4541 0.095950
0.097515 0.099199 23.24 28.48

Morgan Stanley 617480173 04/30/08 11/05/14 100.000 5.627 5.6269 0.156305
0.156306 0.156306 0.156306 0.156306 37.67 56.27

Morgan Stanley 617480199 04/30/08 01/30/15 100.000 0.000 6.0537 0.168159
0.170704 0.175871 0.181194 40.91 63.97

Morgan Stanley 617480223 04/30/08 10/30/09 100.000 0.000 3.4546 0.095962
0.097620 0.099306 23.23 29.49

Morgan Stanley 617480231 04/30/08 10/30/09 100.000 0.000 3.4546 0.095962
0.097620 0.099306 23.23 29.49

Morgan Stanley 617480298 04/28/08 05/01/09 100.000 0.000 3.0016 0.083380
0.083401 0.084653 20.34 10.16

Morgan Stanley 617480306 04/28/08 07/28/09 100.000 0.000 3.0326 0.084241
0.084879 0.086167 20.57 17.80

Morgan Stanley 617480330 05/30/08 02/28/14 100.000 0.000 5.5930 0.151163
0.156676 0.158432 0.165562 33.33 58.60

Morgan Stanley 617480421 06/30/08 12/20/09 100.000 0.000 4.8509 0.134749
0.137836 0.141179 24.42 48.71

Morgan Stanley 617480439 06/30/08 12/20/09 100.000 0.000 4.8509 0.134749
0.137836 0.141179 24.42 48.71

Morgan Stanley 617480496 06/30/08 12/30/13 100.000 0.000 5.6404 0.156680
0.161099 0.165642 0.170313 28.36 58.82

Morgan Stanley 617480579 07/31/08 01/20/10 100.000 0.000 3.6189 0.100525
0.102243 0.104093 15.18 37.07

Morgan Stanley 617480603 07/31/08 01/20/10 100.000 0.000 3.6189 0.100525
0.102243 0.104093 15.18 37.07

Morgan Stanley 617480629 07/31/08 11/29/11 87.000 0.000 4.2238 0.102075
0.103502 0.105688 0.107920 15.46 37.80

Morgan Stanley 617482AA2 07/25/08 11/30/11 100.000 0.000 5.8223 0.161733
0.165002 0.169806 0.174749 25.33 60.57

Morgan Stanley 617482AL8 08/29/08 08/31/11 100.000 0.000 5.6318 0.152213
0.155625 0.157398 0.164513 19.45 58.22

Morgan Stanley 617482AM6 08/29/08 05/31/11 100.000 0.000 5.7855 0.160709
0.163059 0.167776 0.172629 19.68 59.85

Morgan Stanley 617482AN4 07/28/08 07/28/14 100.000 0.000 6.2015 0.172264
0.177606 0.183113 26.36 64.64

Morgan Stanley 617482AQ7 08/29/08 08/31/11 100.000 VARIES 5.7662
0.155843 0.159326 0.160195 0.166477 19.91 59.19

Morgan Stanley 617482AR5 08/29/08 04/04/14 100.000 0.000 5.7350 0.159308
0.160196 0.164790 0.169515 19.51 59.31

Morgan Stanley 617482AZ7 08/29/08 11/30/11 100.000 0.000 5.7597 0.159993
0.162323 0.166998 0.171807 19.59 59.57

Morgan Stanley 617483508 08/29/08 01/29/10 100.000 0.000 3.1863 0.088509
0.089684 0.091113 10.80 32.47

Morgan Stanley 61748A114 06/24/03 06/15/10 100.000 0.000 3.8194 0.125669
0.128069 0.130515 0.133007 0.135547 45.75 47.51

Morgan Stanley 61748A122 08/22/03 08/30/09 100.000 0.000 4.5989 0.154245
0.156916 0.162328 0.164215 56.99 38.81

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 0.158937
0.163232 0.167644 0.172174 0.176827 58.26 61.45

Morgan Stanley 61748A353 11/30/06 05/20/10 100.000 0.000 5.3425 0.156212
0.160385 0.164669 0.169068 0.173584 57.33 60.44

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Morgan Stanley 61748A460 10/31/06 07/20/10 100.000 0.000 5.3335 0.153908
0.158012 0.162226 0.166552 0.170993 57.48 60.59

Morgan Stanley 61748A486 07/24/06 07/24/09 100.000 0.000 5.6119 0.164759
0.169382 0.174134 0.179021 61.62 36.23

Morgan Stanley 61748A494 07/31/06 07/20/10 100.000 0.000 5.5513 0.162640
0.167154 0.171794 0.176563 0.181463 60.84 64.26

Morgan Stanley 61748A528 06/29/06 06/30/09 100.000 0.000 5.7368 0.173496
0.178473 0.183592 63.36 32.86

Morgan Stanley 61748A585 04/28/06 04/20/10 100.000 0.000 5.4899 0.165208
0.169743 0.174403 0.179190 0.184109 60.94 64.34

Morgan Stanley 61748A742 06/01/04 03/30/12 100.000 2.800 5.2533 0.158779
0.160907 0.163090 0.165331 0.167631 57.94 59.53

Morgan Stanley 61748A775 11/25/03 12/30/10 100.000 2.000 5.9877 0.196627
0.200851 0.205201 0.209681 0.214295 71.55 74.69

Morgan Stanley 61748A874 07/29/03 12/30/09 100.000 0.000 4.3835 0.147489
0.150721 0.154025 0.157401 53.68 55.90

Morgan Stanley 61748AAA4 09/24/03 12/30/10 100.000 0.000 5.0246 0.172503
0.176837 0.181279 0.185834 0.190502 62.89 66.09

Morgan Stanley 61748AAC0 04/30/04 12/30/11 100.000 0.000 4.8871 0.162057
0.166017 0.170073 0.174229 0.178487 59.06 61.98

Morgan Stanley 61748AAD8 04/30/04 12/30/11 100.000 0.000 4.8871 0.162057
0.166017 0.170073 0.174229 0.178487 59.06 61.98

Morgan Stanley 61748AAF3 11/29/05 11/30/12 100.000 0.000 5.2402 0.161451
0.165682 0.170023 0.174477 0.179049 59.15 62.29

Morgan Stanley 61748AAG1 11/29/05 11/30/12 100.000 0.000 5.2402 0.161451
0.165682 0.170023 0.174477 0.179049 59.15 62.29

Morgan Stanley 61748AAK2 11/15/06 05/15/09 100.000 0.000 5.2075 0.152286
0.156251 0.160320 55.91 21.48

Morgan Stanley 61748AAL0 12/12/06 11/30/11 100.000 0.000 4.8724 0.139475
0.142873 0.147158 0.149919 0.154415 51.92 54.45

Morgan Stanley 61748U300 04/21/06 04/19/10 100.000 0.000 5.5592 0.167612
0.172271 0.177060 0.181982 0.187040 61.86 65.35

Morgan Stanley 61750V188 05/31/07 05/25/12 100.000 5.318 5.3179 0.147722
0.147722 0.147722 0.147722 0.147722 53.18 53.18

Morgan Stanley 61750V212 04/20/07 04/20/09 100.000 0.000 5.1084 0.145525
0.149242 0.153054 53.59 16.68

Morgan Stanley 61750V220 04/20/07 04/20/11 100.000 0.000 5.1825 0.147690
0.151517 0.155444 0.159472 0.163604 54.41 57.26

Morgan Stanley 61750V238 04/20/07 04/20/10 100.000 0.000 5.1064 0.145466
0.149180 0.152989 0.156896 0.160901 53.57 56.34

Morgan Stanley 61750V295 04/30/07 04/27/12 100.000 5.055 5.0549 0.140417
0.140417 0.140417 0.140417 0.140417 50.55 50.55

Morgan Stanley 61750V337 04/30/07 10/20/08 100.000 0.000 5.0956 0.144951
0.148644 42.56

Morgan Stanley 61750V519 03/30/07 09/20/08 100.000 0.000 5.0736 0.144311
0.147972 38.04

Morgan Stanley 61750V642 02/28/07 02/20/11 100.000 0.000 5.1739 0.144072
0.149424 0.151623 0.158123 0.159569 54.72 57.58

Morgan Stanley 61750V733 01/30/07 07/29/11 100.000 0.000 5.3487 0.152527
0.156606 0.160794 0.165095 0.169510 56.90 59.98

Morgan Stanley 61750V790 01/31/07 07/20/08 100.000 0.000 5.3397 0.152066
0.156126 30.99

Morgan Stanley 61750V840 01/31/07 01/27/12 100.000 5.280 5.2799 0.146667
0.146667 0.146667 0.146667 0.146667 52.80 52.80

Multnomah County, OR 625506HH6 12/08/99 06/01/13 36.019 0.000 7.7198
303.33 0.141377 0.146834 0.152502 0.158388 0.164502 52.21 56.32

Multnomah County, OR 625506HJ2 12/08/99 06/01/14 33.298 0.000 7.7399
281.38 0.131240 0.136319 0.141594 0.147074 0.152766 48.47 52.30

Multnomah County, OR 625506HK9 12/08/99 06/01/15 30.863 0.000 7.7399
260.80 0.121643 0.126350 0.131240 0.136319 0.141594 44.93 48.47

Multnomah County, OR 625506HL7 12/08/99 06/01/16 28.606 0.000 7.7399
241.73 0.112747 0.117110 0.121643 0.126350 0.131240 41.64 44.93

Multnomah County, OR 625506HN3 12/08/99 06/01/20 21.112 0.000 7.7400
178.41 0.083212 0.086432 0.089777 0.093252 0.096860 30.73 33.16

Multnomah County, OR 625506HP8 12/08/99 06/01/21 19.568 0.000 7.7400
165.36 0.077127 0.080112 0.083212 0.086432 0.089777 28.49 30.73

Multnomah County, OR 625506HQ6 12/08/99 06/01/22 18.137 0.000 7.7400
153.27 0.071487 0.074253 0.077127 0.080112 0.083212 26.40 28.49

Multnomah County, OR 625506HR4 12/08/99 06/01/23 16.811 0.000 7.7399
142.06 0.066259 0.068823 0.071487 0.074253 0.077127 24.47 26.40

Multnomah County, OR 625506HS2 12/08/99 06/01/24 15.582 0.000 7.7399
131.67 0.061414 0.063790 0.066259 0.068823 0.071487 22.68 24.47

Multnomah County, OR 625506HT0 12/08/99 06/01/25 14.442 0.000 7.7400
122.04 0.056922 0.059125 0.061413 0.063790 0.066259 21.02 22.68

Multnomah County, OR 625506HU7 12/08/99 06/01/26 13.386 0.000 7.7400
113.12 0.052760 0.054802 0.056922 0.059125 0.061414 19.49 21.02

Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000 7.7400
104.84 0.048902 0.050794 0.052760 0.054802 0.056922 18.06 19.49

Multnomah County, OR 625506HW3 12/08/99 06/01/28 11.500 0.000 7.7399
97.18 0.045326 0.047080 0.048902 0.050794 0.052760 16.74 18.06

Multnomah County, OR 625506HX1 12/08/99 06/01/29 10.659 0.000 7.7399
90.07 0.042011 0.043637 0.045326 0.047080 0.048902 15.52 16.74

Multnomah County, OR 625506HY9 12/08/99 06/01/30 9.879 0.000 7.7401
83.48 0.038938 0.040445 0.042010 0.043636 0.045325 14.38 15.52

Muzak Holdings Finance 62844VAC5 03/18/99 03/15/10 53.328 VARIES 12.9997
0.361106 0.361106 0.361105 0.361105 0.361105 130.00 130.00

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Nabors Industries, Inc. 629568AE6 02/05/01 02/05/21\* 60.841 0.000
2.5000 113.88 0.049656 0.050277 9.33\*

Nabors Industries, Inc. 629568AF3 02/05/01 02/05/21\* 60.841 0.000
2.5000 113.88 0.049656 0.050277 9.33\*

Nanogen, Inc. 630075AA7 08/27/07 08/27/10 72.000 6.250 18.9017 0.378036
0.397356 0.418502 0.441646 0.466978 144.59 160.84

Nash Finch Company 631158AC6 03/15/05 03/15/35 46.611 VARIES 8.0045
0.116278 0.119117 0.122070 0.125142 0.128336 42.99 45.16

Nash Finch Company 631158AD4 03/15/05 03/15/35 46.611 VARIES 8.0045
0.116278 0.119117 0.122070 0.125142 0.128336 42.99 45.16

National Rural Utilities 637432KV6 02/06/08 12/15/23 87.915 0.000 0.8138
0.019873 0.019932 0.020014 0.020095 0.020177 6.47 7.22

National Rural Utilities 637432KX2 02/06/08 12/15/09 98.633 0.000 0.7419
0.020323 0.020383 0.020458 0.020534 6.62 7.05

National Rural Utilities 637432KY0 02/06/08 12/15/10 97.850 0.000 0.7617
0.020700 0.020762 0.020841 0.020921 0.021000 6.74 7.52

National Rural Utilities 637432KZ7 02/06/08 12/15/11 96.997 0.000 0.7917
0.021332 0.021394 0.021478 0.021563 0.021649 6.95 7.75

National Rural Utilities 637432LA1 02/06/08 12/15/12 96.936 0.000 0.6415
0.017268 0.017314 0.017370 0.017425 0.017481 5.62 6.26

National Rural Utilities 637432LB9 02/06/08 12/15/13 96.036 0.000 0.6915
0.018448 0.018495 0.018559 0.018623 0.018688 6.01 6.69

National Rural Utilities 637432LC7 02/06/08 12/15/14 93.808 0.000 0.9341
0.024339 0.024423 0.024537 0.024652 0.024767 7.93 8.86

National Rural Utilities 637432LD5 02/06/08 12/15/15 93.011 0.000 0.9240
0.023873 0.023954 0.024065 0.024176 0.024288 7.78 8.69

National Rural Utilities 637432LE3 02/06/08 12/15/16 92.647 0.000 0.8640
0.022235 0.022304 0.022401 0.022497 0.022595 7.24 8.08

National Rural Utilities 637432LF0 02/06/08 12/15/17 92.124 0.000 0.8338
0.021331 0.021402 0.021491 0.021581 0.021671 6.95 7.76

National Rural Utilities 637432LG8 02/06/08 12/15/18 91.459 0.000 0.8238
0.020929 0.020993 0.021080 0.021166 0.021254 6.82 7.61

National Rural Utilities 637432LH6 02/06/08 12/15/19 90.603 0.000 0.8339
0.020986 0.021050 0.021138 0.021226 0.021314 6.83 7.63

National Rural Utilities 637432LJ2 02/06/08 12/15/20 90.083 0.000 0.8138
0.020363 0.020425 0.020508 0.020591 0.020675 6.63 7.40

National Rural Utilities 637432LK9 02/06/08 12/15/21 89.231 0.000 0.8238
0.020419 0.020481 0.020565 0.020650 0.020735 6.65 7.42

National Rural Utilities 637432LL7 02/06/08 12/15/22 88.108 0.000 0.8538
0.020893 0.020963 0.021052 0.021142 0.021232 6.81 7.60

Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000 4.7500
230.90 0.080597 0.082511 0.084471 0.086477 0.088531 29.89 31.33

NJ Econ Dev Auth 64578JAA4 12/22/05 07/01/15 60.170 0.000 5.4048 68.63
0.100640 0.103360 0.106153 0.109022 36.72 38.73

NJ Econ Dev Auth 64578JAB2 12/22/05 07/01/16 56.811 0.000 5.4449 65.30
0.095803 0.098411 0.101091 0.103843 34.96 36.89

NJ Econ Dev Auth 64578JAC0 12/22/05 07/01/17 53.569 0.000 5.4898 62.10
0.091162 0.093664 0.096235 0.098877 33.27 35.12

NJ Econ Dev Auth 64578JAD8 12/22/05 07/01/18 50.436 0.000 5.5399 59.03
0.086699 0.089100 0.091568 0.094105 31.64 33.42

NJ Econ Dev Auth 64578JAE6 12/22/05 07/01/19 47.535 0.000 5.5748 56.00
0.082283 0.084577 0.086934 0.089358 30.03 31.73

NJ Econ Dev Auth 64578JAF3 09/07/07 07/01/15 62.947 0.000 6.0088 11.98
0.107066 0.110283 0.113596 0.117009 39.12 41.51

NJ Econ Dev Auth 64578JAG1 09/07/07 07/01/16 59.024 0.000 6.0689 11.34
0.101416 0.104494 0.107665 0.110932 37.06 39.35

NJ Econ Dev Auth 64578JAH9 09/07/07 07/01/17 55.019 0.000 6.1789 10.77
0.096281 0.099255 0.102322 0.105483 35.20 37.40

NJ Econ Dev Auth 64578JAJ5 09/07/07 07/01/18 51.284 0.000 6.2689 10.18
0.091077 0.093932 0.096877 0.099913 33.30 35.42

NJ Econ Dev Auth 64578JAK2 09/07/07 07/01/19 47.828 0.000 6.3391 9.60
0.085909 0.088632 0.091441 0.094340 31.42 33.44

NJ Econ Dev Auth 64578JAL0 09/07/07 07/01/20 44.269 0.000 6.4592 9.05
0.081053 0.083671 0.086373 0.089163 29.65 31.60

NJ Econ Dev Auth 64578JAM8 09/07/07 07/01/21 41.265 0.000 6.5092 8.51
0.076150 0.078629 0.081188 0.083830 27.86 29.70

NJ Econ Dev Auth 64578JAN6 09/07/07 07/01/22 38.760 0.000 6.4992 7.98
0.071416 0.073737 0.076133 0.078607 26.13 27.85

NJ Econ Dev Auth 64578JAP1 09/07/07 07/01/23 36.303 0.000 6.5092 7.48
0.066994 0.069174 0.071425 0.073750 24.51 26.13

NJ Econ Dev Auth 645913AL8 06/30/97 02/15/08 47.236 0.000 7.1838 519.16
0.192632 8.48

NJ Econ Dev Auth 645913AM6 06/30/97 02/15/09 43.647 0.000 7.2590 486.74
0.181188 0.187764 0.194579 68.23 8.56

NJ Econ Dev Auth 645913AN4 06/30/97 02/15/10 40.322 0.000 7.3241 455.31
0.169964 0.176188 0.182641 0.189329 0.196263 64.03 68.81

NJ Econ Dev Auth 645913AP9 06/30/97 02/15/11 37.204 0.000 7.3892 425.34
0.159222 0.165105 0.171205 0.177530 0.184089 60.01 64.52

NJ Econ Dev Auth 645913AQ7 06/30/97 02/15/12 34.381 0.000 7.4342 396.43
0.148690 0.154217 0.159949 0.165895 0.172061 56.05 60.30

NJ Econ Dev Auth 645913AR5 06/30/97 02/15/13 31.673 0.000 7.4942 369.37
0.138896 0.144101 0.149500 0.155103 0.160914 52.38 56.38

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

NJ Econ Dev Auth 645913AS3 06/30/97 02/15/14 29.262 0.000 7.5292 343.50
0.129362 0.134232 0.139286 0.144529 0.149970 48.80 52.54

NJ Econ Dev Auth 645913AT1 06/30/97 02/15/15 27.085 0.000 7.5492 319.14
0.120291 0.124832 0.129544 0.134434 0.139508 45.38 48.87

NJ Econ Dev Auth 645913AU8 06/30/97 02/15/16 25.082 0.000 7.5644 296.38
0.111785 0.116013 0.120401 0.124955 0.129681 42.18 45.43

NJ Econ Dev Auth 645913AV6 06/30/97 02/15/17 23.177 0.000 7.5895 275.15
0.103891 0.107834 0.111926 0.116173 0.120581 39.20 42.23

NJ Econ Dev Auth 645913AW4 06/30/97 02/15/18 21.450 0.000 7.6043 255.36
0.096477 0.100145 0.103953 0.107905 0.112008 36.41 39.23

NJ Econ Dev Auth 645913AX2 06/30/97 02/15/19 19.886 0.000 7.6095 236.96
0.089548 0.092955 0.096492 0.100163 0.103974 33.79 36.42

NJ Econ Dev Auth 645913AY0 06/30/97 02/15/20 18.435 0.000 7.6144 219.88
0.083109 0.086273 0.089557 0.092967 0.096507 31.37 33.80

NJ Econ Dev Auth 645913AZ7 06/30/97 02/15/21 17.088 0.000 7.6194 204.00
0.077125 0.080063 0.083113 0.086280 0.089567 29.11 31.37

NJ Econ Dev Auth 645913BA1 06/30/97 02/15/22 15.838 0.000 7.6244 189.26
0.071565 0.074293 0.077125 0.080065 0.083118 27.01 29.11

NJ Econ Dev Auth 645913BB9 06/30/97 02/15/23 14.678 0.000 7.6294 175.56
0.066399 0.068932 0.071562 0.074292 0.077126 25.06 27.01

NJ Econ Dev Auth 645913BC7 06/30/97 02/15/24 13.601 0.000 7.6346 162.83
0.061600 0.063952 0.066393 0.068927 0.071559 23.25 25.06

NJ Econ Dev Auth 645913BD5 06/30/97 02/15/25 12.602 0.000 7.6397 151.02
0.057142 0.059325 0.061591 0.063944 0.066387 21.57 23.25

NJ Econ Dev Auth 645913BE3 06/30/97 02/15/26 11.676 0.000 7.6446 140.05
0.053003 0.055028 0.057132 0.059316 0.061583 20.01 21.57

New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16 100.000 VARIES
11.4999 0.320056 0.338459 0.357921 0.378501 0.400265 121.98 136.41

The City of New York 649654NL0 05/27/93 05/15/08 29.863 0.000 8.2398
671.91 0.219827 29.46

The City of New York 649655LL9 05/27/93 05/15/09 27.086 0.000 8.3497
623.10 0.205155 0.213720 0.222643 76.20 29.83

The City of New York 649655LN5 05/27/93 05/15/10 24.595 0.000 8.4398
576.11 0.190669 0.198715 0.207100 0.215840 0.224948 70.84 76.95

Nexstar Fin Hldgs Inc 65335BAD6 03/27/03 04/01/13 57.442 VARIES 11.3746
0.298963 0.315966 0.315966 0.315965 0.315965 112.22 113.75

Nexstar Fin Hldgs Inc 65335BAE4 03/27/03 04/01/13 57.442 VARIES 11.3746
0.298963 0.315966 0.315966 0.315965 0.315965 112.22 113.75

Nexstar Fin Hldgs Inc 65335BAF1 03/27/03 04/01/13 57.442 VARIES 11.3746
0.298963 0.315966 0.315966 0.315965 0.315965 112.22 113.75

NorAm Energy Corporation 655419AC3 06/17/96 03/15/12 80.000 6.000 8.2985
119.82 0.044284 0.046121 0.048035 0.050028 0.052104 16.67 18.08

Northwest Airlines, Inc. 667281AQ2 12/12/03 04/01/09 85.817 10.500
14.4146 98.60 0.088251 0.094612 0.101431 34.10 9.13

NOVA Gas Transmission 66978QAD3 10/17/95 10/17/25 100.000 VARIES 6.8663
0.024213 0.024105 0.024127 0.023881 0.023893 8.84 8.74

Novell, Inc. 670006AB1 11/10/06 07/15/09 97.665 VARIES 4.2615 0.112617
0.111973 0.114063 0.116198 40.67 22.51

Novell, Inc. 670006AC9 11/10/06 07/15/09 97.665 VARIES 4.2615 0.112617
0.111973 0.114063 0.116198 40.67 22.51

Novi, Michigan 670012ZK2 10/11/95 10/01/08 93.268 6.250 7.0504 61.59
0.020746 0.021477 5.73

Novi, Michigan 670012ZL0 10/11/95 10/01/09 90.349 6.000 7.1003 78.72
0.026584 0.027528 0.028505 0.029517 9.91 7.88

Ocean Star 2004 PLC 675067AF9 10/07/04 11/13/10\* 100.000 VARIES N/A
0.117882 0.115626 25.85\*

Omnicom Group, Inc. 681919AH9 02/07/01 02/07/31 100.000 VARIES 6.7111
0.285305 0.293875 0.302732 0.311886 0.321348 106.76 113.31

Omnicom Group, Inc. 681919AJ5 02/07/01 02/07/31 100.000 VARIES 6.7111
0.285305 0.293875 0.302732 0.311886 0.321348 106.76 113.31

Omnicom Group, Inc. 681919AK2 02/07/01 02/07/31 100.000 VARIES 6.7111
0.285305 0.293875 0.302732 0.311886 0.321348 106.76 113.31

Omnicom Group, Inc. 681919AL0 03/06/02 07/31/32 102.250 VARIES 6.6935
0.265515 0.276385 0.281511 0.294718 0.298595 101.62 107.77

Omnicom Group, Inc. 681919AM8 03/06/02 07/31/32 102.250 VARIES 6.6935
0.265515 0.276385 0.281511 0.294718 0.298595 101.62 107.77

Omnicom Group, Inc. 681919AN6 06/10/03 06/15/33 100.000 VARIES 4.6001
0.156902 0.160511 0.164203 0.167979 0.171843 57.25 59.91

Omnicom Group, Inc. 681919AP1 06/10/03 06/15/33 100.000 VARIES 4.6001
0.156902 0.160511 0.164203 0.167979 0.171843 57.25 59.91

Omnicom Group, Inc. 681919AQ9 06/30/06 07/01/38 100.000 VARIES 7.3396
0.227205 0.235543 0.244187 0.253149 83.29 89.52

Omnicom Group, Inc. 681919AR7 06/10/03 06/15/33 100.000 VARIES 4.6001
0.156902 0.160511 0.164203 0.167979 0.171843 57.25 59.91

Omnicom Group, Inc. 681919AT3 06/30/06 07/01/38 100.000 VARIES 7.3396
0.227205 0.235543 0.244187 0.253149 83.29 89.52

Omnicom Group, Inc. 681919AU0 06/30/06 07/01/38 100.000 VARIES 7.3396
0.227205 0.235543 0.244187 0.253149 83.29 89.52

Oneok, Inc. 682680400 01/28/03 02/16/08 100.000 VARIES 4.9044 0.137081
6.17

Oneok, Inc. 682680AP8 01/28/03 02/16/08 100.000 VARIES 4.9044 0.137081
6.17

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Orange County, CA 68428LAV6 06/12/96 09/01/11 29.734 0.000 8.1288 449.44
0.164175 0.170848 0.177792 0.185018 0.192538 61.94 67.08

Orange County, CA 68428LAW4 06/12/96 09/01/12 27.201 0.000 8.1888 415.72
0.152281 0.158516 0.165007 0.171763 0.178795 57.47 62.27

Orange County, CA 68428LAX2 06/12/96 09/01/13 25.020 0.000 8.2089 383.80
0.140719 0.146495 0.152507 0.158767 0.165284 53.11 57.56

Orange County, CA 68428LAY0 06/12/96 09/01/10 32.377 0.000 8.0887 485.78
0.177120 0.184284 0.191737 0.199491 0.207559 66.81 72.32

Orange County, CA 68428LAZ7 06/12/96 09/01/14 23.005 0.000 8.2290 354.19
0.129983 0.135332 0.140900 0.146697 0.152733 49.07 53.19

Orange County, CA 68428LBA1 06/12/96 09/01/15 21.183 0.000 8.2391 326.75
0.119967 0.124909 0.130055 0.135413 0.140991 45.29 49.10

Orange County, CA 68428LBB9 06/12/96 09/01/16 19.464 0.000 8.2591 301.33
0.110739 0.115312 0.120074 0.125032 0.130196 41.81 45.33

Orange County, CA 68428LBT0 03/03/97 09/01/11 34.929 0.000 7.3901 417.19
0.153563 0.159237 0.165121 0.171222 0.177549 57.69 62.03

Orange County, CA 68428LBU7 04/01/97 09/01/12 30.602 0.000 7.8293 392.89
0.148134 0.153933 0.159959 0.166221 0.172728 55.79 60.24

Orange County, CA 68428LBV5 04/01/97 09/01/13 28.339 0.000 7.8295 363.84
0.137185 0.142556 0.148136 0.153935 0.159962 51.67 55.79

Orange County, CA 68428LBW3 01/17/97 09/01/14 26.499 0.000 7.6793 340.20
0.125873 0.130707 0.135725 0.140937 0.146348 47.37 51.07

Orange County, CA 68428LBX1 04/01/97 09/01/15 24.175 0.000 7.8595 312.10
0.117830 0.122460 0.127273 0.132274 0.137472 44.39 47.94

Orange County, CA 68428LBY9 01/17/97 09/01/16 22.492 0.000 7.7493 292.57
0.108590 0.112797 0.117168 0.121708 0.126423 40.88 44.11

Orange County, CA 68428LBZ6 01/17/97 09/01/17 20.762 0.000 7.7695 271.08
0.100706 0.104618 0.108682 0.112904 0.117290 37.92 40.92

Orange County, CA 68428LCA0 01/17/97 09/01/18 19.198 0.000 7.7795 251.13
0.093336 0.096967 0.100739 0.104657 0.108728 35.14 37.93

Orange County, CA 68428LCB8 01/17/97 09/01/19 17.826 0.000 7.7696 232.75
0.086467 0.089826 0.093315 0.096940 0.100706 32.55 35.13

Orange County, CA 68428LCC6 01/17/97 09/01/20 16.480 0.000 7.7796 215.58
0.080123 0.083240 0.086478 0.089842 0.093336 30.17 32.56

Orange County, CA 68428LCD4 01/17/97 09/01/21 15.306 0.000 7.7694 199.84
0.074240 0.077124 0.080121 0.083233 0.086466 27.95 30.17

Orange County, CA 68428LCH5 01/17/97 09/01/08 43.315 0.000 7.3289 520.13
0.189443 0.196385 46.72

Orange County, CA 68428LCJ1 01/17/97 09/01/09 39.915 0.000 7.4091 486.79
0.177941 0.184532 0.191369 0.198458 66.86 47.20

Orange County, CA 68428LCK8 01/17/97 09/01/10 36.871 0.000 7.4592 454.01
0.166331 0.172535 0.178970 0.185644 0.192568 62.51 67.26

Oregon Community College 68583RAE2 04/23/03 06/30/08 82.583 0.000 3.7234
155.99 0.101539 18.18

Oregon Community College 68583RAF9 04/23/03 06/30/09 77.449 0.000 4.1731
165.54 0.108958 0.111231 0.113552 39.64 20.33

Oregon Community College 68583RAG7 04/23/03 06/30/10 72.765 0.000 4.4727
167.77 0.111237 0.113724 0.116268 0.118868 0.121526 40.50 42.33

Oregon Community College 68583RAH5 04/23/03 06/30/11 68.075 0.000 4.7525
167.77 0.112002 0.114663 0.117388 0.120178 0.123033 40.81 42.77

Oregon Community College 68583RAJ1 04/23/03 06/30/12 63.740 0.000 4.9623
164.76 0.110558 0.113301 0.116113 0.118994 0.121946 40.30 42.32

Oregon Community College 68583RAK8 04/23/03 06/30/13 59.557 0.000 5.1521
160.49 0.108188 0.110975 0.113834 0.116767 0.119775 39.46 41.51

Oregon Community College 68583RAL6 04/23/03 06/30/14 55.504 0.000 5.3320
155.38 0.105206 0.108011 0.110891 0.113847 0.116882 38.38 40.46

Oregon Community College 68583RAM4 04/23/03 06/30/15 51.363 0.000 5.5419
150.13 0.102166 0.104997 0.107906 0.110896 0.113969 37.29 39.39

Oregon Community College 68583RAN2 04/23/03 06/30/16 47.583 0.000 5.7117
143.86 0.098304 0.101111 0.103999 0.106969 0.110024 35.90 37.98

Oregon Community College 68583RAP7 04/23/03 06/30/17 44.239 0.000 5.8317
136.91 0.093828 0.096564 0.099379 0.102277 0.105259 34.28 36.30

Oregon Community College 68583RAQ5 04/23/03 06/30/18 40.975 0.000 5.9616
130.00 0.089367 0.092031 0.094775 0.097600 0.100509 32.66 34.63

Oregon Community College 68583RAR3 04/23/03 06/30/19 37.976 0.000 6.0714
122.99 0.084775 0.087349 0.090001 0.092733 0.095548 30.99 32.90

Oregon Community College 68583RAS1 04/23/03 06/30/20 35.297 0.000 6.1514
116.02 0.080124 0.082589 0.085129 0.087747 0.090446 29.29 31.12

Oregon Community College 68583RAT9 04/23/03 06/30/21 32.815 0.000 6.2213
109.25 0.075576 0.077927 0.080351 0.082850 0.085427 27.64 29.38

Oregon Community College 68583RAU6 04/23/03 06/30/22 30.636 0.000 6.2613
102.74 0.071141 0.073368 0.075665 0.078033 0.080476 26.02 27.67

Oregon Community College 68583RAV4 04/23/03 06/30/23 28.748 0.000 6.2713
96.58 0.066893 0.068991 0.071154 0.073385 0.075686 24.46 26.02

Oregon Sch Brds Assoc 686053AF6 10/31/02 06/30/08 80.119 0.000 3.9493
179.55 0.107579 19.26

Oregon Sch Brds Assoc 686053AG4 10/31/02 06/30/09 75.501 0.000 4.2593
183.84 0.111067 0.113432 0.115848 40.41 20.74

Oregon Sch Brds Assoc 686053AH2 10/31/02 06/30/10 70.827 0.000 4.5493
185.48 0.112929 0.115497 0.118124 0.120811 0.123559 41.12 43.01

Oregon Sch Brds Assoc 686053AJ8 10/31/02 06/30/11 66.180 0.000 4.8194
184.78 0.113319 0.116050 0.118846 0.121710 0.124643 41.29 43.31

Oregon Sch Brds Assoc 686053AK5 10/31/02 06/30/12 62.040 0.000 4.9992
180.46 0.111200 0.113979 0.116829 0.119749 0.122742 40.54 42.59

Oregon Sch Brds Assoc 686053AL3 10/31/02 06/30/13 57.955 0.000 5.1793
175.41 0.108601 0.111413 0.114298 0.117258 0.120295 39.61 41.69

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Oregon Sch Brds Assoc 686053AM1 10/31/02 06/30/14 53.950 0.000 5.3594
169.69 0.105564 0.108393 0.111297 0.114280 0.117342 38.52 40.61

Oregon Sch Brds Assoc 686053AN9 10/31/02 06/30/15 50.233 0.000 5.5093
163.01 0.101806 0.104611 0.107493 0.110454 0.113496 37.16 39.24

Oregon Sch Brds Assoc 686053AP4 10/31/02 06/30/16 46.574 0.000 5.6694
156.12 0.097918 0.100693 0.103548 0.106483 0.109501 35.76 37.81

Oregon Sch Brds Assoc 686053AQ2 10/31/02 06/30/17 43.110 0.000 5.8193
148.87 0.093735 0.096463 0.099270 0.102158 0.105130 34.24 36.26

Oregon Sch Brds Assoc 686053AR0 10/31/02 06/30/18 40.030 0.000 5.9294
141.22 0.089177 0.091821 0.094544 0.097346 0.100233 32.59 34.55

Oregon Sch Brds Assoc 686053AS8 10/31/02 06/30/19 37.212 0.000 6.0194
133.56 0.084539 0.087083 0.089704 0.092404 0.095185 30.90 32.78

Oregon Sch Brds Assoc 686053AT6 10/31/02 06/30/20 34.591 0.000 6.0995
126.04 0.079950 0.082388 0.084901 0.087490 0.090158 29.23 31.04

Oregon Sch Brds Assoc 686053BX6 04/21/03 06/30/08 82.583 0.000 3.7194
156.01 0.101431 18.16

Oregon Sch Brds Assoc 686053BY4 04/21/03 06/30/09 77.449 0.000 4.1693
165.60 0.108865 0.111134 0.113451 39.60 20.31

Oregon Sch Brds Assoc 686053BZ1 04/21/03 06/30/10 72.765 0.000 4.4692
167.85 0.111159 0.113643 0.116183 0.118779 0.121433 40.47 42.30

Oregon Sch Brds Assoc 686053CA5 04/21/03 06/30/11 68.075 0.000 4.7492
167.87 0.111938 0.114596 0.117317 0.120103 0.122955 40.78 42.74

Oregon Sch Brds Assoc 686053CB3 04/21/03 06/30/12 63.740 0.000 4.9593
164.87 0.110505 0.113245 0.116053 0.118931 0.121880 40.28 42.30

Oregon Sch Brds Assoc 686053CC1 04/21/03 06/30/13 59.557 0.000 5.1493
160.60 0.108145 0.110929 0.113785 0.116715 0.119720 39.44 41.50

Oregon Sch Brds Assoc 686053CD9 04/21/03 06/30/14 55.504 0.000 5.3293
155.50 0.105171 0.107974 0.110851 0.113805 0.116837 38.37 40.44

Oregon Sch Brds Assoc 686053CE7 04/21/03 06/30/15 51.363 0.000 5.5394
150.25 0.102137 0.104966 0.107874 0.110861 0.113932 37.28 39.38

Oregon Sch Brds Assoc 686053CF4 04/21/03 06/30/16 47.583 0.000 5.7092
143.99 0.098282 0.101087 0.103973 0.106941 0.109994 35.89 37.97

Oregon Sch Brds Assoc 686053CG2 04/21/03 06/30/17 44.239 0.000 5.8294
137.04 0.093811 0.096545 0.099359 0.102255 0.105235 34.27 36.30

Oregon Sch Brds Assoc 686053CH0 04/21/03 06/30/18 40.975 0.000 5.9593
130.12 0.089354 0.092017 0.094759 0.097582 0.100490 32.65 34.63

Oregon Sch Brds Assoc 686053CJ6 04/21/03 06/30/19 37.976 0.000 6.0693
123.11 0.084766 0.087338 0.089989 0.092719 0.095533 30.98 32.89

Oregon Sch Brds Assoc 686053CK3 04/21/03 06/30/20 35.297 0.000 6.1494
116.13 0.080118 0.082581 0.085120 0.087737 0.090435 29.29 31.12

Oregon Sch Brds Assoc 686053CL1 04/21/03 06/30/21 32.815 0.000 6.2193
109.36 0.075572 0.077922 0.080345 0.082843 0.085419 27.63 29.38

Oregon Sch Brds Assoc 686053CM9 04/21/03 06/30/22 30.636 0.000 6.2594
102.85 0.071138 0.073364 0.075661 0.078029 0.080471 26.01 27.67

Oregon Sch Brds Assoc 686053CN7 04/21/03 06/30/23 28.748 0.000 6.2695
96.68 0.066892 0.068989 0.071152 0.073382 0.075682 24.46 26.02

PMA Capital Corporation 693419AA1 10/21/02 09/30/22 100.000 VARIES
7.5516 0.245863 0.250372 0.256453 0.259907 0.266402 91.80 95.16

Panamsat Holding Corp. 69831YAA3 10/19/04 11/01/14\* 60.103 VARIES
10.3740 0.235403 0.247614 39.89\*

Panamsat Holding Corp. 69831YAB1 10/19/04 11/01/14\* 60.103 VARIES
10.3740 0.235403 0.247614 39.89\*

Paterson, City of 7031302A1 04/11/03 04/01/15 51.501 0.000 5.6199 154.15
0.103015 0.105909 0.108885 0.111945 0.115091 38.13 40.31

Paterson, City of 7031302B9 04/11/03 04/01/16 47.811 0.000 5.7699 147.40
0.098829 0.101680 0.104614 0.107632 0.110737 36.61 38.76

Paterson, City of 7031302C7 04/11/03 04/01/17 44.317 0.000 5.9099 140.37
0.094402 0.097191 0.100063 0.103020 0.106064 35.00 37.10

Paterson, City of 703130Z31 04/11/03 04/01/08 82.728 0.000 3.8498 163.28
0.104920 9.44

Paterson, City of 703130Z49 04/11/03 04/01/09 77.835 0.000 4.2398 170.61
0.110590 0.112935 0.115329 40.66 10.38

Paterson, City of 703130Z56 04/11/03 04/01/10 72.826 0.000 4.5999 174.53
0.114043 0.116666 0.119349 0.122095 0.124903 42.01 43.96

Paterson, City of 703130Z64 04/11/03 04/01/11 68.193 0.000 4.8599 173.64
0.114114 0.116887 0.119727 0.122637 0.125617 42.09 44.16

Paterson, City of 703130Z72 04/11/03 04/01/12 63.812 0.000 5.0698 170.27
0.112422 0.115271 0.118193 0.121190 0.124262 41.50 43.64

Paterson, City of 703130Z80 04/11/03 04/01/13 59.701 0.000 5.2398 165.25
0.109514 0.112383 0.115327 0.118349 0.121449 40.46 42.61

Paterson, City of 703130Z98 04/11/03 04/01/14 55.492 0.000 5.4399 160.16
0.106605 0.109505 0.112484 0.115543 0.118686 39.43 41.60

Peoria, IL SD #150 713040FA6 08/15/05 01/01/11 77.688 0.000 4.7492 91.77
0.114596 0.117317 0.120103 0.122955 41.74 43.75

Peoria, IL SD #150 713040FB4 08/15/05 01/01/12 73.711 0.000 4.8393 88.80
0.111023 0.113710 0.116461 0.119279 40.45 42.43

Peoria, IL SD #150 713040FC2 08/15/05 01/01/13 69.865 0.000 4.9194 85.63
0.107171 0.109808 0.112509 0.115276 39.06 41.00

Peoria County, Illinois 713165EG9 06/01/04 12/01/08 107.011 VARIES
4.6996 0.132815 0.131694 43.63

Peoria County, Illinois 713165EH7 06/01/04 12/01/09 108.053 VARIES
4.7723 0.136885 0.135842 0.134776 0.133683 49.03 44.28

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Petro Stopping Centers 71646DAE2 07/23/99 08/01/08 36.636 VARIES 18.6946
0.502499 0.510522 106.97

Petro Stopping Centers 71646DAJ1 02/09/04 04/30/14 93.312 5.000 N/A
0.178564 0.184818 0.191336 0.198130 0.196005 66.18 70.38

Petro Stopping Centers 71646DAK8 02/09/04 04/30/14 100.000 5.000 N/A
0.178564 0.184818 0.191336 0.198130 0.196005 66.18 70.38

Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 6.6895
151.97 0.062744 0.064843 0.067012 0.069253 0.071569 23.29 24.87

Philadelphia Authority 71781LAQ2 02/03/99 04/15/12 43.760 0.000 6.3590
327.03 0.133275 0.137513 0.141885 0.146397 0.151051 49.40 52.59

Philadelphia Authority 71781LAR0 02/03/99 04/15/13 40.766 0.000 6.4191
308.36 0.125967 0.130010 0.134183 0.138490 0.142934 46.70 49.75

Philadelphia Authority 71781LAS8 02/03/99 04/15/14 37.933 0.000 6.4792
290.40 0.118910 0.122762 0.126739 0.130845 0.135084 44.10 47.00

Philadelphia Authority 71781LAT6 02/03/99 04/15/15 35.256 0.000 6.5392
273.14 0.112108 0.115774 0.119559 0.123468 0.127505 41.58 44.35

Philadelphia Authority 71781LAU3 02/03/99 04/15/16 32.784 0.000 6.5893
256.51 0.105491 0.108967 0.112557 0.116265 0.120096 39.14 41.76

Philadelphia Authority 71781LAV1 02/03/99 04/15/17 30.618 0.000 6.6093
240.51 0.098987 0.102258 0.105637 0.109128 0.112734 36.73 39.20

Philadelphia Authority 71781LAW9 02/03/99 04/15/18 28.637 0.000 6.6193
225.39 0.092801 0.095872 0.099045 0.102324 0.105710 34.44 36.75

Philadelphia Authority 71781LAX7 02/03/99 04/15/19 26.727 0.000 6.6393
211.18 0.087019 0.089908 0.092892 0.095976 0.099162 32.29 34.47

Philadelphia Authority 71781LAY5 02/03/99 04/15/20 24.985 0.000 6.6494
197.81 0.081541 0.084252 0.087053 0.089948 0.092938 30.26 32.31

Philadelphia Authority 71781LAZ2 02/03/99 04/15/21 23.403 0.000 6.6494
185.28 0.076378 0.078917 0.081541 0.084252 0.087053 28.35 30.26

Philadelphia Authority 71781LBA6 02/03/99 04/15/22 21.872 0.000 6.6594
173.50 0.071549 0.073931 0.076393 0.078937 0.081565 26.55 28.35

Philadelphia Authority 71781LBB4 02/03/99 04/15/23 20.437 0.000 6.6695
162.43 0.067012 0.069247 0.071556 0.073942 0.076408 24.87 26.56

Philadelphia Authority 71781LBC2 02/03/99 04/15/25 17.878 0.000 6.6796
142.37 0.058760 0.060722 0.062750 0.064846 0.067012 21.81 23.29

Philadelphia Authority 71781LBD0 02/03/99 04/15/26 16.697 0.000 6.6896
133.23 0.055007 0.056847 0.058748 0.060713 0.062744 20.42 21.81

Phoenix Cos Inc 71902EAA7 12/20/02 02/16/08 100.000 VARIES 7.4104
0.207098 9.32

Pittsburgh, PA 7252086B3 03/14/97 03/01/24 47.086 VARIES 7.3997 0.199733
0.199826 0.199922 0.200022 0.200126 71.94 72.01

Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25 100.000 VARIES
7.7502 0.242912 0.249096 0.255520 0.262192 0.269123 89.90 94.63

Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25 100.000 VARIES
7.7502 0.242912 0.249096 0.255520 0.262192 0.269123 89.90 94.63

Pliant Corporation 729136AG6 02/17/04 06/15/09 73.627 VARIES 11.1182
0.308870 0.308861 0.308851 111.19 50.65

Pliant Corporation 729136AH4 02/17/04 06/15/09 73.627 VARIES 11.1182
0.308870 0.308861 0.308851 111.19 50.65

Pliant Corporation 729136AJ0 02/17/04 06/15/09 73.627 VARIES 11.1182
0.308870 0.308861 0.308851 111.19 50.65

Pope & Talbot, Inc. 732827AC4 07/30/02 06/01/13 86.415 8.375 10.5037
49.61 0.033674 0.035443 0.037304 0.039263 0.041325 12.55 13.90

Pope & Talbot, Inc. 732827AD2 07/30/02 06/01/13 86.415 8.375 10.5037
49.61 0.033674 0.035443 0.037304 0.039263 0.041325 12.55 13.90

Presidio ISD 741020DW8 05/14/98 02/15/12 38.054 0.000 7.1489 368.14
0.144765 0.149939 0.155299 0.160850 0.166600 54.48 58.44

Presidio ISD 741020DX6 05/14/98 02/15/13 35.472 0.000 7.1490 343.18
0.134947 0.139771 0.144767 0.149942 0.155301 50.78 54.48

Presidio ISD 741020DY4 05/14/98 02/15/14 33.066 0.000 7.1490 319.90
0.125793 0.130290 0.134947 0.139771 0.144767 47.34 50.78

Presidio ISD 741020DZ1 05/14/98 02/15/15 30.822 0.000 7.1492 298.20
0.117262 0.121454 0.125795 0.130292 0.134949 44.13 47.34

Presidio ISD 741020EA5 05/14/98 02/15/16 28.486 0.000 7.1992 278.21
0.109621 0.113567 0.117655 0.121891 0.126278 41.27 44.29

Presidio ISD 741020EB3 05/14/98 02/15/17 26.541 0.000 7.1992 259.22
0.102136 0.105812 0.109621 0.113567 0.117655 38.45 41.27

Presidio ISD 741020EC1 05/14/98 02/15/18 24.728 0.000 7.1993 241.52
0.095162 0.098588 0.102137 0.105813 0.109622 35.82 38.45

Presidio ISD 741020ED9 05/14/98 02/15/19 22.810 0.000 7.2493 224.88
0.088786 0.092004 0.095339 0.098794 0.102375 33.43 35.90

Presidio ISD 741020EE7 05/14/98 02/15/20 21.242 0.000 7.2493 209.43
0.082683 0.085680 0.088786 0.092004 0.095339 31.14 33.43

Presidio ISD 741020EF4 05/14/98 02/15/21 19.782 0.000 7.2493 195.03
0.077000 0.079791 0.082683 0.085680 0.088786 29.00 31.14

Presidio ISD 741020EG2 05/14/98 02/15/22 18.422 0.000 7.2494 181.62
0.071707 0.074307 0.077000 0.079791 0.082683 27.00 29.00

Pride International Inc. 74153QAC6 03/28/03 05/15/33\* 100.000 VARIES
8.2500 0.292263 39.16\*

Pride International Inc. 74153QAD4 03/28/03 05/15/33\* 100.000 VARIES
8.2500 0.292263 39.16\*

Primus Telecom IHC, Inc. 74163XAD7 05/20/08 05/20/11 89.500 14.250
19.0014 0.076563 0.083837 0.091802 0.100524 17.22 32.30

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Pride International Inc. 741932AE7 01/16/01 01/16/21 60.841 0.000 2.5000
114.83 0.049656 0.050277 0.050906 0.051542 0.052186 18.19 18.65

Proassurance Corporation 74267CAA4 07/07/03 06/30/23\* 97.250 VARIES N/A
0.296308 0.304532 55.17\*

Proassurance Corporation 74267CAB2 07/07/03 06/30/23\* 97.250 VARIES N/A
0.296308 0.304532 55.17\*

Providian Financial Corp 74406AAC6 05/27/03 05/15/08 100.000 4.000
10.9979 0.424724 56.91

Providian Financial Corp 74406AAD4 03/19/04 03/15/16 100.000 VARIES
9.4998 0.335584 0.347895 0.360792 0.374301 0.388451 125.70 135.25

Providian Financial Corp 74406QAM9 05/08/95 06/02/25 62.648 5.000 8.4383
62.63 0.022484 0.023433 0.024422 0.025452 0.026526 8.32 9.04

Prudential Financial,Inc 744320AH5 12/12/07 06/15/09 98.875 3.516 4.2942
.39 0.020282 0.020718 0.021162 7.39 3.47

Prudential Financial,Inc 744320AJ1 12/12/07 06/15/09 98.875 3.516 4.2942
.39 0.020282 0.020718 0.021162 7.39 3.47

PURE Mortgages 2004 74622TAF6 12/10/04 11/30/09 100.000 VARIES 4.6580
0.124174 0.123320 0.122431 0.121609 44.49 40.13

QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000 3.0644
96.57 0.054770 0.055609 0.056461 0.057326 0.058205 20.00 20.61

QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000 2.6249 95.35
0.049957 0.050613 0.051277 0.051950 0.052632 18.20 18.68

QBE Funding Trust III 74729LAA6 09/24/04 09/24/24 67.165 0.000 2.0000
45.16 0.039610 0.040006 0.040406 0.040810 0.041218 14.41 14.70

Quebecor Media, Inc. 74819RAH9 10/05/07 03/15/16 93.750 7.750 8.8148
1.23 0.014276 0.014835 0.015489 0.016171 0.016884 5.37 5.85

Quicksilver Resources 74837RAA2 11/01/04 11/01/24 98.500 VARIES 6.7504
0.213921 0.219382 0.225028 0.230864 0.236897 78.66 82.77

Quicksilver Resources 74837RAB0 11/01/04 11/01/24 98.500 VARIES 6.7504
0.213921 0.219382 0.225028 0.230864 0.236897 78.66 82.77

R H Donnelley Corp. 74955WAC3 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

R H Donnelley Corp. 74955WAD1 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

R H Donnelley Corp. 74955WAE9 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

R H Donnelley Corp. 74955WAF6 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

R H Donnelley Corp. 749568AA9 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

R H Donnelley Corp. 749568AB7 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

RSL Communications, PLC 74972EAH1 11/09/98 11/01/08 94.489 12.000
13.0014 47.47 0.024526 0.026120 7.64

Regal Beloit Corporation 758750AA1 04/05/04 03/15/24 100.000 VARIES
8.7503 0.300275 0.310070 0.320294 0.330966 0.342104 111.98 119.54

Regal Beloit Corporation 758750AB9 04/05/04 03/15/24 100.000 VARIES
8.7503 0.300275 0.310070 0.320294 0.330966 0.342104 111.98 119.54

Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000 9.8183
0.522377 0.545294 0.569336 0.594559 0.621019 197.16 214.98

Rhodia, SA 762397AK3 05/17/04 06/01/10 96.743 10.250 11.0023 16.99
0.015989 0.016868 0.017796 0.018775 0.019808 5.97 6.64

Rhodia, SA 762397AL1 05/17/04 06/01/10 96.743 10.250 11.0023 16.99
0.015989 0.016868 0.017796 0.018775 0.019808 5.97 6.64

Rhodia, SA 762397AM9 05/17/04 06/01/10 96.743 10.250 11.0023 16.99
0.015989 0.016868 0.017796 0.018775 0.019808 5.97 6.64

Roche Holdings, Inc. 771196AG7 01/19/00 01/19/15 66.386 0.000 2.7499
161.00 0.062239 0.063095 0.063962 0.064842 0.065733 22.84 23.47

Roche Holdings, Inc. 771196AH5 01/19/00 01/19/15 66.386 0.000 2.7499
161.00 0.062239 0.063095 0.063962 0.064842 0.065733 22.84 23.47

Roche Holdings, Inc. 771196AJ1 01/19/00 01/19/15 66.386 0.000 2.7499
161.00 0.062239 0.063095 0.063962 0.064842 0.065733 22.84 23.47

Rockwell ISD, TX 774285UV0 07/02/98 08/15/08 52.654 0.000 6.4391 434.88
0.167881 0.173286 38.58

Roper Industries, Inc. 776696AA4 12/29/03 01/15/34 39.502 1.482 7.0003
0.086662 0.088254 0.089902 0.091608 0.094814 32.02 33.49

Royal Bank of Canada 78008E3H8 03/31/08 03/28/13 100.000 0.000 4.2547
0.118187 0.120673 0.123241 0.125862 32.26 44.39

Royal Bank of Canada 78008E3L9 02/29/08 02/28/14 100.000 0.000 4.7399
0.128804 0.134042 0.134982 0.140471 40.19 49.89

Royal Bank of Canada 78008E3W5 03/20/08 09/22/09 100.000 0.000 2.7500
0.076391 0.076402 0.077453 0.078518 21.57 20.41

Royal Bank of Canada 78008E4D6 03/31/08 09/28/12 100.000 0.000 3.9648
0.110136 0.112295 0.114521 0.116792 30.05 41.25

Royal Bank of Canada 78008E4N4 03/31/08 03/31/10 100.000 0.000 2.9899
0.083055 0.084297 0.085557 0.086836 22.62 30.80

Royal Bank of Canada 78008E6V4 04/30/08 04/29/11 100.000 0.000 3.8934
0.108152 0.110246 0.112392 0.114580 26.19 40.34

Royal Bank of Canada 78008E6Y8 03/31/08 03/29/12 100.000 0.000 3.7626
0.104517 0.106472 0.108475 0.110516 28.50 39.06

Royal Bank of Canada 78008E7C5 04/30/08 04/30/10 100.000 0.000 3.4699
0.096389 0.098061 0.099762 0.101493 23.33 35.82

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Royal Bank of Canada 78008E7D3 04/30/08 04/30/13 100.000 0.000 4.4900
0.124722 0.127522 0.130385 0.133312 30.23 46.78

Royal Bank of Canada 78008EAC1 08/31/05 02/26/10 100.000 0.000 4.5211
0.137268 0.140371 0.143544 0.146789 0.150107 50.76 53.08

Royal Bank of Canada 78008EAK3 01/31/06 07/28/09 100.000 0.000 4.9077
0.146573 0.150170 0.153855 0.157630 54.53 32.53

Royal Bank of Canada 78008EAM9 01/31/06 01/31/11 100.000 0.000 4.9599
0.148285 0.151962 0.155731 0.159593 0.163551 55.17 57.94

Royal Bank of Canada 78008EAQ0 02/28/06 08/28/09 100.000 0.000 5.1100
0.153105 0.157017 0.161029 0.165143 56.80 38.90

Royal Bank of Canada 78008EAR8 02/28/06 02/27/09 100.000 0.000 5.1147
0.149904 0.155427 0.157669 56.86 8.99

Royal Bank of Canada 78008EAX5 03/31/06 03/31/11 100.000 0.000 5.2699
0.158268 0.162439 0.166719 0.171112 0.175621 58.50 61.62

Royal Bank of Canada 78008EAZ0 04/28/06 10/30/09 100.000 0.000 5.3912
0.162245 0.166618 0.171109 0.175722 59.74 51.99

Royal Bank of Canada 78008EBC0 04/28/06 04/29/11 100.000 0.000 5.4968
0.165655 0.170208 0.174886 0.179692 0.184631 61.03 64.43

Royal Bank of Canada 78008EBE6 05/31/06 05/31/11 100.000 0.000 5.4699
0.164755 0.169261 0.173891 0.178647 0.183533 60.41 63.76

Royal Bank of Canada 78008EBG1 05/31/06 05/30/08 100.000 0.000 5.3572
0.159301 23.90

Royal Bank of Canada 78008EBJ5 05/31/06 11/30/09 100.000 0.000 5.4000
0.162481 0.166868 0.171374 0.176001 59.56 57.21

Royal Bank of Canada 78008EBK2 06/30/06 06/30/10 100.000 0.000 5.7499
0.173898 0.178897 0.184041 0.189332 0.194775 63.51 67.22

Royal Bank of Canada 78008EBN6 06/30/06 06/30/11 100.000 0.000 5.7700
0.174554 0.179590 0.184771 0.190102 0.195586 63.76 67.49

Royal Bank of Canada 78008EBP1 07/31/06 01/29/10 100.000 0.000 5.4743
0.160480 0.164872 0.169385 0.174021 0.178785 59.92 63.24

Royal Bank of Canada 78008EBT3 08/31/06 08/31/11 100.000 0.000 5.2799
0.155376 0.158592 0.164608 0.167076 0.173414 57.63 60.77

Royal Bank of Canada 78008EBW6 10/31/06 10/31/13 100.000 0.000 5.2200
0.152668 0.156653 0.160741 0.164937 0.169241 56.17 59.14

Royal Bank of Canada 78008ECA3 09/29/06 09/30/11 100.000 0.000 5.0371
0.147077 0.150782 0.154579 0.158472 0.162464 54.30 57.07

Royal Bank of Canada 78008ECB1 10/31/06 10/30/09 100.000 0.000 5.0946
0.146361 0.150089 0.154758 0.157833 54.78 47.30

Royal Bank of Canada 78008ECC9 10/31/06 10/31/11 100.000 0.000 5.1199
0.149597 0.153427 0.157354 0.161383 0.165514 55.02 57.87

Royal Bank of Canada 78008ECD7 10/31/06 04/29/11 100.000 0.000 5.1231
0.149674 0.153508 0.157440 0.161473 0.165609 55.05 57.91

Royal Bank of Canada 78008ECE5 10/31/06 10/31/11 100.000 0.000 5.1199
0.149597 0.153427 0.157354 0.161383 0.165514 55.02 57.87

Royal Bank of Canada 78008ECH8 11/27/06 11/29/13 100.000 0.000 5.0359
0.147061 0.150764 0.154560 0.158452 0.162441 53.85 56.59

Royal Bank of Canada 78008ECK1 11/27/06 11/30/11 100.000 0.000 4.9914
0.145720 0.149357 0.153084 0.156905 0.160821 53.34 56.04

Royal Bank of Canada 78008ECL9 11/28/06 11/30/09 100.000 0.000 5.0005
0.145976 0.149626 0.153367 0.157202 53.44 51.15

Royal Bank of Canada 78008ECM7 12/28/06 12/28/09 100.000 0.000 5.0100
0.146226 0.149889 0.153644 0.157493 53.32 55.54

Royal Bank of Canada 78008ECN5 12/28/06 12/29/09 100.000 0.000 5.0052
0.146101 0.149758 0.153505 0.157347 53.27 55.65

Royal Bank of Canada 78008ECS4 01/31/07 01/29/10 100.000 0.000 5.3149
0.151538 0.155565 0.159699 0.163943 0.168300 56.52 59.56

Royal Bank of Canada 78008EDB0 02/22/07 02/24/10 100.000 0.000 5.1003
0.145329 0.149036 0.152836 0.156734 0.160731 53.94 56.73

Royal Bank of Canada 78008EDG9 02/07/07 02/07/11 100.000 0.000 5.2200
0.148785 0.152668 0.156653 0.160741 0.164937 55.39 58.32

Royal Bank of Canada 78008EDM6 02/28/07 02/28/11 100.000 0.000 5.0199
0.141374 0.143347 0.149380 0.150633 0.156973 53.09 55.69

Royal Bank of Canada 78008EE37 11/26/07 11/26/12 100.000 0.000 4.8999
0.136109 0.139444 0.142860 0.146360 0.149946 49.84 52.31

Royal Bank of Canada 78008EE45 11/26/07 11/26/12 100.000 0.000 4.8999
0.136109 0.139444 0.142860 0.146360 0.149946 49.84 52.31

Royal Bank of Canada 78008EE60 11/26/07 05/29/09 100.000 0.000 4.4346
0.123230 0.125962 0.128755 45.03 19.06

Royal Bank of Canada 78008EFG7 04/30/07 04/29/11 100.000 0.000 5.0935
0.145071 0.148765 0.152554 0.156439 0.160423 53.35 56.11

Royal Bank of Canada 78008EFH5 04/30/07 04/30/12 100.000 0.000 5.1100
0.145571 0.149291 0.153105 0.157017 0.161029 53.53 56.31

Royal Bank of Canada 78008EFJ1 04/30/07 04/30/09 100.000 0.000 5.0900
0.144988 0.148678 0.152462 53.32 18.14

Royal Bank of Canada 78008EH42 12/31/07 12/29/09 100.000 0.000 4.1859
0.116276 0.118696 0.121180 0.123716 42.30 43.84

Royal Bank of Canada 78008EH59 12/31/07 12/31/13 100.000 0.000 4.7699
0.132499 0.135659 0.138894 0.142207 0.145599 48.27 50.60

Royal Bank of Canada 78008EJU2 06/29/07 12/29/08 100.000 0.000 5.3400
0.152294 0.156361 55.25

Royal Bank of Canada 78008EJV0 06/29/07 06/29/12 100.000 0.000 5.5299
0.157858 0.162223 0.166709 0.171318 0.176055 57.63 60.86

Royal Bank of Canada 78008EJW8 06/29/07 06/29/12 100.000 VARIES 5.5339
0.157975 0.162346 0.166838 0.171455 0.176199 57.68 60.91

Royal Bank of Canada 78008EJX6 06/29/07 06/29/12 100.000 0.000 5.5299
0.157858 0.162223 0.166709 0.171318 0.176055 57.63 60.86

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Royal Bank of Canada 78008EJY4 06/29/07 06/29/12 100.000 0.000 5.5299
0.157858 0.162223 0.166709 0.171318 0.176055 57.63 60.86

Royal Bank of Canada 78008ELR6 07/06/07 07/09/12 100.000 VARIES 5.6200
0.156187 0.160576 0.165088 0.169727 0.174496 58.55 61.88

Royal Bank of Canada 78008EMB0 07/31/07 07/30/10 100.000 0.000 5.1846
0.140888 0.146109 0.148267 0.154632 0.156054 53.66 56.48

Royal Bank of Canada 78008ENW3 08/31/07 08/31/09 100.000 0.000 4.9900
0.137089 0.138982 0.144810 0.146003 51.47 35.26

Royal Bank of Canada 78008EPA9 07/31/07 07/29/11 100.000 0.000 5.2536
0.145935 0.149747 0.153681 0.157718 0.161861 54.40 57.30

Royal Bank of Canada 78008EPB7 07/31/07 07/31/12 100.000 0.000 5.3300
0.148056 0.152001 0.156052 0.160211 0.164481 55.22 58.20

Royal Bank of Canada 78008EPH4 08/31/07 08/31/12 100.000 0.000 5.1899
0.142582 0.144692 0.150907 0.152299 0.158841 53.60 56.31

Royal Bank of Canada 78008EPL5 08/31/07 08/31/12 100.000 0.000 5.1899
0.142582 0.144692 0.150907 0.152299 0.158841 53.60 56.31

Royal Bank of Canada 78008EPN1 08/31/07 08/31/11 100.000 0.000 5.0800
0.139561 0.141550 0.147551 0.148832 0.155142 52.43 55.03

Royal Bank of Canada 78008ER25 01/31/08 07/31/09 100.000 0.000 3.0100
0.083611 0.084870 0.086147 27.87 17.97

Royal Bank of Canada 78008ER33 01/31/08 01/29/10 100.000 0.000 3.2645
0.090681 0.092153 0.093657 0.095186 30.24 33.91

Royal Bank of Canada 78008ER41 01/31/08 01/29/10 100.000 0.000 3.2645
0.090681 0.092153 0.093657 0.095186 30.24 33.91

Royal Bank of Canada 78008ER58 01/31/08 01/31/14 100.000 0.000 4.6199
0.128333 0.131298 0.134331 0.137434 42.93 48.74

Royal Bank of Canada 78008ER66 01/10/08 01/12/09 100.000 0.000 4.1664
0.115735 0.115762 0.118174 41.04 1.30

Royal Bank of Canada 78008ESJ7 08/13/07 08/12/09 100.000 0.000 5.1070
0.141863 0.145466 0.149180 0.152990 52.74 33.65

Royal Bank of Canada 78008EVD6 09/28/07 09/28/09 100.000 0.000 4.8299
0.134167 0.137407 0.140725 0.144124 49.49 38.19

Royal Bank of Canada 78008EWF0 10/31/07 10/31/12 100.000 0.000 4.7100
0.130833 0.133915 0.137068 0.140296 0.143600 48.03 50.32

Royal Bank of Canada 78008EX36 01/31/08 01/29/10 100.000 0.000 3.2645
0.090681 0.092153 0.093657 0.095186 30.24 33.91

Royal Bank of Canada 78008EY27 02/06/08 02/08/10 100.000 0.000 3.2597
0.090549 0.090566 0.092042 0.093542 0.095067 29.64 33.84

Royal Bank of Canada 78008EY84 02/29/08 02/26/10 100.000 0.000 3.3638
0.092413 0.092921 0.096050 0.096073 28.44 34.89

Royal Bank of Canada 78008EY92 02/29/08 02/26/10 100.000 0.000 3.3638
0.092413 0.092921 0.096050 0.096073 28.44 34.89

Royal Bank of Canada 78008EYG6 10/31/07 04/30/09 100.000 0.000 4.8100
0.133613 0.136826 0.140117 49.08 16.67

Royal Bank of Canada 78008EYJ0 10/26/07 04/26/10 100.000 0.000 4.6513
0.129204 0.132209 0.135284 0.138430 0.141650 47.45 49.68

Royal Bank of Canada 78008EZ34 02/29/08 02/26/10 100.000 0.000 3.3638
0.092413 0.092921 0.096050 0.096073 28.44 34.89

Royal Bank of Canada 78008EZH3 11/26/07 11/27/09 100.000 0.000 4.3737
0.121509 0.124166 0.126882 0.129657 44.40 41.86

Royal Bank of Canada 78008EZJ9 11/26/07 11/27/09 100.000 0.000 4.3737
0.121509 0.124166 0.126882 0.129657 44.40 41.86

Royal Bank of Canada 78008GBJ0 04/30/08 10/31/12 100.000 0.000 4.3499
0.120833 0.123461 0.126147 0.128890 29.28 45.26

Royal Bank of Canada 78008GBV3 05/30/08 11/30/12 100.000 0.000 4.6199
0.128333 0.131298 0.134331 0.137434 27.17 48.00

Royal Bank of Canada 78008GBX9 05/30/08 05/31/11 100.000 0.000 4.1200
0.114445 0.116802 0.119208 0.121664 24.22 42.63

Royal Bank of Canada 78008GBY7 05/30/08 05/28/10 100.000 0.000 3.7500
0.104167 0.106099 0.108088 0.110115 22.04 38.69

Royal Bank of Canada 78008GCC4 05/30/08 05/28/10 100.000 0.000 3.7502
0.104172 0.106104 0.108094 0.110121 22.04 38.69

Royal Bank of Canada 78008GDW9 05/27/08 08/24/11 100.000 0.000 4.0799
0.113333 0.114451 0.116786 0.119168 24.40 42.22

Royal Bank of Canada 78008GEN8 06/30/08 06/30/14 100.000 0.000 4.8299
0.134167 0.137407 0.140725 0.144124 24.29 50.07

Royal Bank of Canada 78008GGN6 06/30/08 06/30/10 100.000 0.000 3.8600
0.107222 0.109292 0.111401 0.113551 19.41 39.73

Royal Bank of Canada 78008GGX4 06/24/08 12/24/09 100.000 0.000 3.6600
0.101667 0.103528 0.105422 19.02 36.89

Royal Bank of Canada 78008GGY2 06/24/08 12/24/09 100.000 0.000 3.4199
0.095000 0.096624 0.098276 17.78 34.41

Royal Bank of Canada 78008GHD7 07/31/08 01/31/13 100.000 0.000 4.3700
0.121389 0.124041 0.126752 18.33 44.99

Royal Bank of Canada 78008GHE5 07/31/08 07/30/10 100.000 0.000 3.7350
0.101497 0.105095 0.105312 15.63 38.29

Royal Bank of Canada 78008GHH8 07/31/08 07/29/11 100.000 0.000 4.0200
0.111667 0.113899 0.116188 16.86 41.29

Royal Bank of Canada 78008GHN5 07/31/08 07/30/10 100.000 0.000 3.6249
0.098504 0.101942 0.102097 15.17 37.13

Royal Bank of Canada 78008GHP0 07/31/08 07/30/10 100.000 0.000 3.7350
0.101497 0.105095 0.105312 15.63 38.29

Royal Bank of Canada 78008GKX9 07/23/08 01/25/10 100.000 0.000 3.4099
0.094721 0.094739 0.096355 0.097998 14.97 34.91

Royal Bank of Canada 78008GLE0 07/29/08 01/29/14 100.000 0.000 4.7199
0.131111 0.134205 0.137372 19.93 48.71

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Royal Bank of Canada 78008GLG5 07/30/08 01/28/10 100.000 0.000 3.3400
0.092779 0.094311 0.095886 14.01 34.15

Royal Bank of Canada 78008GLJ9 07/25/08 07/25/12 100.000 0.000 4.5600
0.126667 0.129555 0.132509 19.76 47.03

Royal Bank of Canada 78008GLV2 08/05/08 08/06/12 100.000 0.000 4.3999
0.122221 0.122237 0.124926 0.127675 17.85 45.28

Royal Bank of Canada 78008GLZ3 08/29/08 02/26/10 100.000 0.000 3.4000
0.094445 0.096023 0.097656 11.52 34.69

Royal Bank of Canada 78008GMB5 08/29/08 08/31/10 100.000 0.000 3.4302
0.092710 0.094776 0.094830 0.098055 11.84 35.01

Royal Bank of Canada 78008GMC3 08/29/08 09/28/12 100.000 0.000 4.2399
0.117778 0.118180 0.120686 0.123244 14.41 43.47

Royal Bank of Canada 78008GMD1 08/29/08 08/31/10 100.000 0.000 3.4802
0.094061 0.096158 0.096236 0.099534 12.02 35.53

Royal Bank of Canada 78008GNX6 08/29/08 08/31/10 100.000 0.000 3.4802
0.094061 0.096158 0.096236 0.099534 12.02 35.53

SG Structured Products 78422XBL6 10/31/02 10/31/08 100.000 0.000 3.5692
0.118329 0.120440 35.76

SG Structured Products 78422XBU6 02/28/03 02/29/08 100.000 1.250 4.5650
0.145926 8.61

SLM Corporation 78442FCY2 10/01/04 10/01/14 100.000 VARIES 5.0009
0.137771 0.137840 0.137911 0.137984 0.138059 49.62 49.67

Salomon Smith Barney 79548GBA4 02/28/03 02/28/18\* 41.198 0.000 6.0001
136.46 0.088608 5.14\*

Compass Minerls Intl Inc 795559AD5 05/22/03 06/01/13 55.677 VARIES
11.9990 0.314453 0.333318 0.333317 0.333316 0.333315 117.16 119.99

Compass Minerls Intl Inc 795559AE3 05/22/03 06/01/13 55.677 VARIES
11.9990 0.314453 0.333318 0.333317 0.333316 0.333315 117.16 119.99

San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 5.2695
119.83 0.082602 0.084779 0.087012 0.089305 0.091658 30.66 32.29

San Luis Obispo County 798703AR5 07/02/03 09/01/19 42.462 0.000 5.3695
114.34 0.078975 0.081095 0.083273 0.085508 0.087804 29.33 30.92

San Luis Obispo County 798703AS3 07/02/03 09/01/20 39.603 0.000 5.4695
108.85 0.075335 0.077395 0.079512 0.081686 0.083920 27.99 29.54

San Luis Obispo County 798703AT1 07/02/03 09/01/21 37.061 0.000 5.5395
103.32 0.071605 0.073588 0.075626 0.077721 0.079874 26.62 28.11

San Luis Obispo County 798703AU8 07/02/03 09/01/22 34.700 0.000 5.5995
97.90 0.067934 0.069836 0.071791 0.073801 0.075867 25.26 26.70

San Luis Obispo County 798703AV6 07/02/03 09/01/23 32.578 0.000 5.6397
92.65 0.064341 0.066156 0.068021 0.069939 0.071912 23.93 25.30

San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000 5.6796
87.61 0.060888 0.062617 0.064396 0.066224 0.068105 22.65 23.96

San Luis Obispo County 798703AX2 07/02/03 09/01/25 28.774 0.000 5.6997
82.81 0.057573 0.059214 0.060901 0.062637 0.064422 21.42 22.66

San Luis Obispo County 798703AY0 07/02/03 09/01/26 27.018 0.000 5.7297
78.21 0.054411 0.055969 0.057573 0.059222 0.060919 20.25 21.42

San Luis Obispo County 798703AZ7 07/02/03 09/01/27 25.534 0.000 5.7297
73.91 0.051422 0.052895 0.054411 0.055969 0.057573 19.14 20.25

San Luis Obispo County 798703BA1 07/02/03 09/01/28 24.132 0.000 5.7296
69.85 0.048598 0.049990 0.051422 0.052895 0.054411 18.08 19.14

San Luis Obispo County 798703BB9 07/02/03 09/01/29 22.806 0.000 5.7297
66.02 0.045928 0.047244 0.048598 0.049990 0.051422 17.09 18.08

San Luis Obispo County 798703BC7 07/02/03 09/01/30 21.553 0.000 5.7298
62.39 0.043405 0.044649 0.045928 0.047244 0.048597 16.15 17.09

Sciele Pharma, Inc. 808627AA1 05/14/07 05/15/27 100.000 VARIES 7.2886
0.207212 0.212106 0.217179 0.222436 0.227885 75.94 79.62

Sea Containers Ltd 811371AN3 05/04/04 05/15/12 97.369 10.500 11.0017
9.27 0.008608 0.009081 0.009581 0.010108 0.010664 3.23 3.59

Christian & Mac Cntys,IL 821510AM6 04/01/03 12/01/08 104.513 VARIES
3.9665 0.111179 0.110685 36.60

Christian & Mac Cntys,IL 821510AN4 04/01/03 12/01/09 104.283 VARIES
4.3658 0.123075 0.122639 0.122193 0.121738 44.20 40.24

Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18 100.000 VARIES
9.2480 0.312277 0.320455 0.329012 0.337964 0.347330 116.67 123.10

Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18 100.000 VARIES
9.2480 0.312277 0.320455 0.329012 0.337964 0.347330 116.67 123.10

Sinclair Broadcast Group 829226AV1 06/15/05 09/15/12 81.000 6.000 9.7100
52.55 0.064149 0.067263 0.070529 0.073953 0.077543 24.33 26.75

Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27 100.000 VARIES
7.7902 0.221729 0.227120 0.232720 0.238539 0.244584 81.30 85.37

Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 2.7499
134.53 0.054294 0.055041 0.055798 0.056565 0.057343 19.76 20.31

Sonic Automotive, Inc. 83545GAK8 11/23/05 11/30/10 98.125 4.250 4.6733
7.34 0.010239 0.010478 0.010723 0.010973 0.011230 3.74 3.92

Sovereign Bancorp, Inc. 846048205 02/26/04 03/01/34 100.000 VARIES
7.4512 0.232031 0.236148 0.240418 0.244847 0.249442 85.28 88.43

Spartan Stores, Inc. 846822AD6 05/29/07 05/15/27 100.000 VARIES 8.2501
0.234322 0.240121 0.246159 0.252446 0.258992 85.94 90.34

Spartan Stores, Inc. 846822AE4 05/29/07 05/15/27 100.000 VARIES 8.2501
0.234322 0.240121 0.246159 0.252446 0.258992 85.94 90.34

STMicroelectronics N.V. 861012AF9 02/23/06 02/23/16 100.000 0.000 1.4999
0.042610 0.042930 0.043252 0.043576 0.043903 15.48 15.71

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 10.4989
0.318271 0.318064 0.317846 0.317616 0.317374 114.50 114.34

TVN Entertainment Corp. 87307RAB3 07/29/98 08/01/08 92.930 14.000 N/A
0.008129 0.004369 1.03

TVN Entertainment Corp. 87307RAD9 07/29/98 08/01/08 92.930 14.000 N/A
0.008129 0.004369 1.03

Tabletop Holdings, Inc. 87336NAA9 11/12/03 05/15/14 55.131 VARIES
12.2495 0.302129 0.320634 0.340272 0.340271 0.340271 113.85 122.50

Tabletop Holdings, Inc. 87336NAB7 11/12/03 05/15/14 55.131 VARIES
12.2495 0.302129 0.320634 0.340272 0.340271 0.340271 113.85 122.50

Telemundo Holdings, Inc. 87944FAB8 08/12/98 08/15/08 57.120 VARIES
11.4997 0.319439 0.319439 71.55

Terex Corporation 880779AJ2 03/09/99 04/01/08 94.802 8.875 9.7519 49.89
0.023226 2.09

Thermwood Corporation 883672AC1 04/27/99 04/27/14 45.454 12.000 27.1328
99.58 0.080421 0.091331 0.103722 0.117793 0.133773 32.41 41.80

3M Company 88579YAA9 11/21/02 11/21/32 86.087 VARIES 4.5435 0.136015
0.139105 0.142265 0.145497 0.148803 49.77 52.06

3M Company 88579YAB7 11/21/02 11/21/32 86.087 VARIES 4.5435 0.136015
0.139105 0.142265 0.145497 0.148803 49.77 52.06

3M Company 88579YAC5 11/21/02 11/21/32 86.087 VARIES 4.5435 0.136015
0.139105 0.142265 0.145497 0.148803 49.77 52.06

Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 8.8000
0.112076 0.117008 0.122156 0.127531 0.133142 42.91 46.77

Toyota Motor Credit Corp 892332206 09/08/06 09/08/08 100.000 VARIES
5.2345 0.151062 0.155016 38.02

Toyota Motor Credit Corp 892332305 03/08/07 09/08/08 100.000 0.000
5.0999 0.145279 0.148983 36.55

Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16 100.000 0.000
4.9609 0.144726 0.148316 0.151995 0.155765 0.159629 52.89 55.54

Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37 13.723 0.000 6.7298
8.94 0.026527 0.027419 0.028342 0.029296 0.030282 10.00 10.69

Toyota Motor Credit Corp 89233PB96 01/29/07 01/29/10 100.000 0.000
5.1598 0.147027 0.150820 0.154711 0.158703 0.162797 54.78 57.64

Toyota Motor Credit Corp 89233PC79 02/27/07 08/27/10 100.000 0.000
5.0599 0.144109 0.147755 0.151493 0.155326 0.159256 53.45 56.19

Toyota Motor Credit Corp 89233PE36 05/02/07 05/04/22 100.000 VARIES
5.9240 0.161166 0.157712 0.154156 0.150494 0.147300 57.00 54.45

Toyota Motor Credit Corp 89233PE77 05/04/07 05/05/37 13.645 0.000 6.7501
6.11 0.026453 0.027346 0.028269 0.029223 0.030209 9.79 10.46

Toyota Motor Credit Corp 89233PF76 05/22/07 05/22/37 13.648 0.000 6.7499
5.64 0.026454 0.027346 0.028269 0.029223 0.030210 9.75 10.42

Toyota Motor Credit Corp 89233PH41 06/28/07 06/28/22 100.000 VARIES
6.2953 0.171633 0.168292 0.164846 0.161291 0.159014 61.17 58.69

Toyota Motor Credit Corp 89233PH90 08/01/07 08/01/22\* 100.000 VARIES
5.1936 0.144267 0.140800 29.67\*

Toyota Motor Credit Corp 89233PJ72 09/12/07 09/12/27 100.000 VARIES
6.1532 0.170923 0.168490 0.165982 0.163397 0.160733 60.56 58.72

Toyota Motor Credit Corp 89233PK54 10/12/07 10/12/27 100.000 VARIES
6.2644 0.174013 0.172068 0.170062 0.167994 0.166210 61.98 60.55

Toyota Motor Credit Corp 89233PK62 09/28/07 09/28/10 100.000 0.000
4.8548 0.134858 0.138132 0.141485 0.144919 0.148437 49.75 52.20

Toyota Motor Credit Corp 89233PK70 09/28/07 09/28/22 100.000 VARIES
5.8646 0.162906 0.159537 0.156070 0.152501 0.148828 57.40 54.87

Toyota Motor Credit Corp 89233PL38 10/19/07 10/19/22 100.000 VARIES
5.8482 0.162452 0.159080 0.155609 0.152036 0.148360 57.38 54.85

Toyota Motor Credit Corp 89233PL95 10/31/07 10/31/27 100.000 VARIES
6.2733 0.174259 0.171884 0.169433 0.168569 0.167677 62.01 60.73

Toyota Motor Credit Corp 89233PM45 11/20/07 11/20/27 100.000 VARIES
6.0294 0.167484 0.165310 0.163071 0.161840 0.160573 59.72 58.38

Toyota Motor Credit Corp 89233PN69 12/11/07 12/11/22 100.000 VARIES
5.8560 0.162667 0.159297 0.155828 0.155018 0.154184 57.82 55.92

Toyota Motor Credit Corp 89233PN85 12/14/07 12/14/12 100.000 VARIES
4.7456 0.131823 0.131985 0.131056 0.130233 0.129763 47.47 47.01

Toyota Motor Credit Corp 89233PP26 12/20/07 12/20/27 100.000 VARIES
6.0715 0.168654 0.166606 0.164496 0.162798 0.161049 60.30 58.88

Toyota Motor Credit Corp 89233PP42 01/07/08 01/07/23 100.000 VARIES
5.5225 0.153404 0.149969 0.146440 0.142814 53.71 52.11

Toyota Motor Credit Corp 89233PQ58 01/30/08 01/30/23 100.000 VARIES
5.1341 0.142615 0.140571 0.138475 0.137132 46.90 49.71

Toyota Motor Credit Corp 89233PQ74 02/01/08 02/01/23 100.000 VARIES
5.2566 0.146019 0.142556 0.139002 0.135355 47.67 49.60

Toyota Motor Credit Corp 89233PR32 02/01/08 02/01/23 100.000 VARIES
5.1590 0.143306 0.141642 0.139934 0.138183 47.04 50.16

Toyota Motor Credit Corp 89233PR65 02/21/08 02/21/28 100.000 VARIES
5.7143 0.158733 0.156720 0.154650 0.153034 48.95 55.57

Toyota Motor Credit Corp 89233PS72 02/28/08 02/28/28 100.000 VARIES
5.9780 0.162446 0.163159 0.158494 0.159900 49.96 58.29

Toyota Motor Credit Corp 89233PSP2 10/01/04 10/01/09 100.000 1.220 N/A
103.15 0.124395 0.256317 -0.194607 40.32

Toyota Motor Credit Corp 89233PT55 03/10/08 03/10/23 100.000 VARIES
5.5305 0.150286 0.149362 0.143476 0.142248 44.53 52.63

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Toyota Motor Credit Corp 89233PU46 03/27/08 03/27/28 100.000 VARIES
5.4966 0.152685 0.149247 0.145715 0.143590 41.51 52.56

Toyota Motor Credit Corp 89233PU53 03/26/08 03/26/23 100.000 VARIES
5.1066 0.141851 0.138381 0.134821 0.133679 38.68 48.73

Toyota Motor Credit Corp 89233PU61 03/28/08 03/28/10 100.000 0.000
2.4421 0.067838 0.068666 0.069504 0.070353 18.60 25.03

Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38 24.099 0.000 4.8000
0.032132 0.032903 0.033693 0.034502 8.84 12.14

Toyota Motor Credit Corp 89233PV37 04/16/08 04/14/23 100.000 VARIES
5.1224 0.139957 0.138724 0.135901 0.134519 36.29 49.79

Toyota Motor Credit Corp 89233PV78 04/29/08 04/29/28 100.000 VARIES
5.7390 0.159418 0.157615 0.155762 0.154673 38.47 56.23

Toyota Motor Credit Corp 89233PVF0 09/26/05 09/26/25 30.655 0.000 6.0001
43.94 0.057505 0.059231 0.061008 0.062838 0.064723 21.35 22.65

Toyota Motor Credit Corp 89233PW28 05/07/08 05/07/23 100.000 VARIES
5.3851 0.149587 0.146135 0.142590 0.138633 34.82 51.57

Toyota Motor Credit Corp 89233PX50 06/04/08 06/04/28 100.000 VARIES
5.9811 0.166142 0.161973 0.157679 0.155650 34.28 57.37

Toyota Motor Credit Corp 89233PYX8 08/16/06 08/16/16 100.000 VARIES
6.2307 0.169332 0.167373 0.165353 0.165348 0.165344 60.07 59.52

Toyota Motor Credit Corp 89233PYY6 08/17/06 08/17/09 100.000 0.000
5.1598 0.150820 0.154711 0.158703 0.162797 56.05 36.60

Toyota Motor Credit Corp 89233PZ41 06/26/08 06/26/23 100.000 VARIES
5.9901 0.166392 0.162016 0.157509 0.158367 30.76 57.50

Toyota Motor Credit Corp 89233PZ74 06/30/08 06/30/28 100.000 VARIES
6.0654 0.168484 0.164327 0.160044 0.160732 30.49 58.38

Toyota Motor Credit Corp 89233PZC3 09/01/06 09/01/16\* 100.000 VARIES
5.9183 0.160927 0.159113 38.30\*

Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16 100.000 VARIES
6.2020 0.168260 0.166109 0.164088 0.162498 0.161455 59.91 58.61

Toyota Motor Credit Corp 89233PZR0 10/24/06 10/24/13 100.000 VARIES
5.7902 0.157234 0.155353 0.153417 0.155440 0.157199 56.01 55.85

Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13 100.000 0.500
5.0554 0.146906 0.150268 0.153716 0.157250 0.160874 53.71 56.20

Transmeridian Expl Inc 89376NAA6 12/12/05 12/15/10 87.985 12.000 15.5400
38.75 0.062764 0.067641 0.072897 0.078561 0.084665 23.64 27.45

Transmeridian Expl Inc 89376NAB4 12/12/05 12/15/10 87.985 12.000 15.5400
38.75 0.062764 0.067641 0.072897 0.078561 0.084665 23.64 27.45

Transmeridian Expl Inc 89376NAC2 12/12/05 12/15/10 87.985 12.000 15.5400
38.75 0.062764 0.067641 0.072897 0.078561 0.084665 23.64 27.45

Transmeridian Expl Inc 89376NAD0 12/12/05 12/15/10 87.985 12.000 15.5400
38.75 0.062764 0.067641 0.072897 0.078561 0.084665 23.64 27.45

Transmeridian Expl Inc 89376NAE8 12/12/05 12/15/10 87.985 12.000 15.5400
38.75 0.062764 0.067641 0.072897 0.078561 0.084665 23.64 27.45

Transmeridian Expl Inc 89376NAF5 12/12/05 12/15/10 87.985 12.000 15.5400
38.75 0.062764 0.067641 0.072897 0.078561 0.084665 23.64 27.45

Trenton, City of 895130J37 03/13/03 04/01/08 82.851 0.000 3.7598 162.26
0.102514 9.23

Trenton, City of 895130J45 03/13/03 04/01/09 78.228 0.000 4.0996 168.31
0.107155 0.109351 0.111593 39.37 10.04

Trenton, City of 895130J52 03/13/03 04/01/10 73.222 0.000 4.4698 173.16
0.111171 0.113655 0.116195 0.118792 0.121447 40.92 42.77

Trenton, City of 895130J60 03/13/03 04/01/11 69.016 0.000 4.6597 170.86
0.110165 0.112732 0.115358 0.118046 0.120796 40.59 42.50

Trenton, City of 895130J78 03/13/03 04/01/12 64.697 0.000 4.8697 168.16
0.108936 0.111588 0.114305 0.117088 0.119939 40.18 42.16

Trenton, City of 895130J86 03/13/03 04/01/13 60.578 0.000 5.0498 163.92
0.106623 0.109316 0.112076 0.114906 0.117807 39.36 41.37

Trenton, City of 895130J94 03/13/03 04/01/14 56.464 0.000 5.2397 159.20
0.103992 0.106716 0.109512 0.112381 0.115325 38.42 40.46

Trenton, City of 895130K27 03/13/03 04/01/15 52.558 0.000 5.4098 153.57
0.100696 0.103419 0.106217 0.109090 0.112041 37.24 39.28

Trenton, City of 895130K35 03/13/03 04/01/22 31.423 0.000 6.1698 106.49
0.071009 0.073199 0.075458 0.077785 0.080185 26.36 28.01

Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36 100.000 VARIES
8.5854 0.255866 0.262228 0.268865 0.275786 0.283004 93.65 98.46

UBS AG 902619204 05/31/07 11/28/08 100.000 0.000 5.2255 0.147248
0.149453 49.29

UBS AG 902619436 08/31/07 02/27/09 100.000 0.000 4.8433 0.134537
0.137740 0.141076 49.82 7.90

UBS AG 90261J368 03/23/07 04/25/08 100.000 0.000 5.2320 0.147388 16.95

UBS AG 90261J525 02/13/07 02/12/10 100.000 0.000 5.1607 0.143838
0.149171 0.151357 0.157836 0.159269 54.68 57.54

UBS AG 90261J533 02/13/07 05/14/12 100.000 0.000 5.1800 0.147874
0.150055 0.156493 0.157928 0.164704 54.94 57.78

UBS AG 90261J723 12/29/06 12/31/10 100.000 0.000 4.7524 0.138397
0.141686 0.145052 0.148499 0.152028 50.42 52.85

UBS AG 90261J756 11/30/06 05/30/08 100.000 0.000 5.1971 0.151964 22.64

UBS AG 90261J772 11/30/06 05/31/11 100.000 0.000 4.9842 0.145438
0.149063 0.152778 0.156585 0.160487 53.24 55.92

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

UBS AG 90261KBB5 04/30/02 04/30/09 100.000 0.000 5.4497 0.203474
0.209018 0.214714 74.93 25.55

UBS AG 90261KBF6 05/29/02 05/29/09 100.000 0.000 5.2299 0.192983
0.198029 0.203208 70.71 30.07

UBS AG 90261KBZ2 12/24/02 10/07/11 100.000 0.000 4.4124 0.151050
0.154383 0.157789 0.161270 0.164828 55.54 58.02

UBS AG 90261KCK4 01/30/03 02/07/08 100.000 0.000 3.3370 0.107652 3.88

UBS AG 90261KCN8 02/27/03 09/08/10 100.000 0.000 3.8939 0.128817
0.131325 0.133882 0.136488 0.139146 47.40 49.26

UBS AG 90261KCZ1 03/31/03 04/08/10 100.000 0.000 3.9373 0.130463
0.133031 0.135650 0.138321 0.141044 47.86 49.76

UBS AG 90261KDA5 04/07/03 10/07/09 100.000 0.000 3.6500 0.119311
0.121489 0.123706 0.125964 43.71 34.55

UBS AG 90261KDE7 04/30/03 05/07/10 100.000 0.000 3.8491 0.127027
0.129471 0.131963 0.134503 0.137091 46.44 48.24

UBS AG 90261KDH0 05/30/03 06/07/10 100.000 0.000 3.1911 0.102280
0.103912 0.105570 0.107255 0.108966 37.19 38.39

UBS AG 90261KDL1 05/30/03 08/29/08 100.000 0.000 2.7799 0.086829
0.088036 20.88

UBS AG 90261KDY3 06/30/03 07/08/10 100.000 0.000 3.1599 0.099575
0.101149 0.102747 0.104370 0.106019 36.68 37.85

UBS AG 90261KED8 07/31/03 08/06/10 100.000 0.000 4.0001 0.130276
0.132882 0.135539 0.138250 0.141015 48.13 50.08

UBS AG 90261KEV8 08/27/03 09/08/09 100.000 0.000 4.0885 0.133698
0.136431 0.139220 0.142066 49.25 34.90

UBS AG 90261KFE5 09/30/03 07/30/09 100.000 0.000 3.9088 0.125955
0.128417 0.130926 0.133485 46.54 27.82

UBS AG 90261KFS4 10/31/03 01/31/12 100.000 0.000 4.3914 0.143572
0.146725 0.149946 0.153239 0.156603 53.22 55.58

UBS AG 90261KGC8 12/31/03 01/08/09 100.000 0.000 3.5615 0.112031
0.114026 0.116056 41.39 .81

UBS AG 90261KGT1 01/30/04 02/06/09 100.000 0.000 3.4338 0.107516
0.109362 0.111240 39.58 3.89

UBS AG 90261KHK9 02/27/04 05/31/11 100.000 0.000 3.9738 0.127998
0.130542 0.133135 0.135781 0.138479 46.70 48.57

UBS AG 90261KHL7 03/31/04 01/03/12 100.000 0.000 3.7505 0.117598
0.119803 0.122050 0.124338 0.126670 43.52 45.17

UBS AG 90261KHS2 05/28/04 05/31/11 100.000 0.000 4.8441 0.159163
0.163018 0.166966 0.171010 0.175152 58.23 61.09

UBS AG 90261KHW3 07/30/04 08/07/09 100.000 0.000 4.0340 0.126421
0.128971 0.131572 0.134226 46.71 28.90

UBS AG 90261KJA9 09/30/04 10/07/10 100.000 0.000 3.9704 0.124194
0.126660 0.129174 0.131739 0.134354 45.57 47.40

UBS AG 90261KJE1 10/29/04 11/07/12 100.000 2.810 4.0782 0.116564
0.116091 0.118839 0.117728 0.120536 42.70 43.27

UBS AG 90261KJW1 02/28/05 05/31/11 100.000 0.000 4.5353 0.142526
0.145758 0.149064 0.152444 0.155901 52.09 54.48

UBS AG 90261KKW9 06/30/05 12/30/11 100.000 0.000 4.1500 0.127746
0.130397 0.133103 0.135864 0.138684 46.47 48.42

UBS AG 90261KLE8 07/26/05 07/30/10 100.000 0.000 4.4197 0.134054
0.137016 0.140044 0.143139 0.146302 49.70 51.92

UBS AG 90261KLN8 07/25/05 04/29/11 100.000 0.000 4.7399 0.146389
0.149858 0.153410 0.157045 0.160767 53.76 56.34

UBS AG 90261KLP3 08/04/05 08/04/08 100.000 0.000 4.4401 0.134660
0.137650 29.22

UBS AG 90261KLZ1 01/31/06 01/28/08 100.000 0.000 4.7843 0.142629 3.85

UBS AG 90261KMF4 03/29/06 03/28/08 100.000 0.000 5.2045 0.156133 13.58

UBS AG 90261KMJ6 04/26/06 04/29/08 100.000 0.000 5.3000 0.159311 18.80

UBS AG 90261KMK3 05/30/06 05/30/08 100.000 0.000 5.3989 0.162446 24.20

UBS AG 90261KML1 05/23/06 05/30/08 100.000 0.000 5.3455 0.160883 23.97

UBS AG 90261KMN7 06/07/06 06/09/08 100.000 0.000 5.4966 0.165675 26.18

UBS AG 90261KMQ0 06/30/06 06/30/08 100.000 0.000 5.7277 0.173168 31.00

UBS AG 90261KMR8 07/28/06 07/30/08 100.000 0.000 5.5109 0.161684
0.166139 34.59

UBS AG 90261KMU1 08/31/06 08/29/08 100.000 0.000 5.2824 0.154567
0.158650 37.52

UBS AG 90261KMX5 09/26/06 09/30/08 100.000 0.000 5.0393 0.144794
0.148442 40.20

UBS AG 90261KNC0 11/30/06 11/29/08 100.000 0.000 5.0597 0.147731
0.151469 49.13

UBS AG 90261KND8 11/30/06 11/28/08\* 100.000 0.000 N/A 0.143240 8.31\*

UBS AG 90261KNH9 01/31/07 01/30/09 100.000 0.000 5.2786 0.147208
0.152754 0.155081 56.11 4.50

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

UBS AG 90261KNL0 02/28/07 02/27/09 100.000 0.000 5.1980 0.144903
0.150303 0.152533 54.99 8.69

UBS AG 90261KNM8 03/30/07 03/31/09 100.000 0.000 5.0058 0.140214
0.143723 0.148130 52.70 13.18

UBS AG 90261XAE2 09/27/02 09/28/09 100.000 0.000 3.8484 0.129361
0.131850 0.134387 0.136973 47.49 36.35

UBS AG 90261XAG7 12/22/04 12/22/14 100.000 VARIES 4.7437 0.123929
0.123575 0.123211 0.122840 0.122459 44.54 44.28

UBS AG 90261XAN2 04/27/05 04/27/35 12.879 0.000 6.9499 25.87 0.029494
0.030519 0.031580 0.032677 0.033813 10.94 11.71

UBS AG 90261XBS0 05/31/06 05/29/09 100.000 0.000 5.2500 0.157599
0.161736 0.165982 57.75 24.57

UBS AG 90261XBX9 07/24/06 01/24/08 100.000 0.000 5.4500 0.159752 3.67

UBS AG 90261XCB6 10/16/06 10/16/36\* 12.330 0.000 7.0999 0.026074 2.74\*

UBS AG 90261XCG5 11/29/06 11/29/16 100.000 VARIES 5.0433 0.136496
0.134601 0.134639 0.134679 0.134860 48.74 48.48

UBS AG 90261XCL4 12/21/06 12/21/10\* 100.000 VARIES 4.9237 0.137826
11.58\*

UBS AG 90261XCT7 01/12/07 01/12/47 7.389 0.000 6.6201 4.82 0.014038
0.014502 0.014982 0.015478 0.015991 5.30 5.65

UBS AG 90261XDD1 04/30/07 04/30/08 100.000 VARIES 5.0982 0.140880 16.76

UBS AG 90261XDE9 04/30/07 04/30/08 100.000 VARIES 5.0980 0.140721 16.75

UBS AG 90261XDL3 05/23/07 05/23/22 100.000 VARIES 5.5105 0.150978
0.148826 0.146614 0.145036 0.143414 53.80 52.38

UBS AG 90261XDM1 05/23/07 05/23/22 100.000 VARIES 5.5145 0.151564
0.149901 0.148193 0.147011 0.145797 54.14 53.05

UBS AG 90261XDQ2 06/04/07 06/04/27 26.380 0.000 6.7750 10.32 0.051328
0.053067 0.054864 0.056723 0.058644 18.89 20.19

UBS AG 90261XDS8 06/27/07 06/27/14 100.000 VARIES 5.7007 0.158679
0.159013 0.159356 0.159455 0.159558 57.19 57.39

UBS AG 90261XDU3 07/20/07 07/20/27 100.000 VARIES 5.7801 0.160560
0.159500 0.158410 0.154372 0.150217 57.26 54.98

UBS AG 90261XEE8 10/09/07 10/09/37 12.693 0.000 7.0001 2.02 0.024681
0.025545 0.026439 0.027365 0.028322 9.18 9.84

UBS AG 90261XEL2 12/27/07 02/27/09 100.000 0.000 4.5000 0.125001
0.125939 0.128772 45.64 7.21

UBS AG 90261XEN8 01/24/08 07/24/09 100.000 0.000 3.8027 0.105632
0.107641 0.109688 35.91 22.22

UBS AG 90261XEU2 03/06/08 03/06/18 100.000 VARIES 4.6051 0.127922
0.127670 0.127411 0.126411 37.71 45.77

UBS AG 902623230 01/31/08 01/29/10 100.000 0.000 3.1599 0.086811
0.087209 0.090055 0.089987 29.23 32.78

UBS AG 902623404 09/28/07 09/28/09 100.000 0.000 4.6362 0.127370
0.128906 0.134081 0.134952 47.54 36.36

UBS AG 902623545 12/31/07 12/31/09 100.000 0.000 3.9796 0.109331
0.110294 0.114353 0.114727 40.20 41.69

UBS AG 902644319 04/30/08 04/30/10 100.000 0.000 3.3641 0.091417
0.094496 0.094519 0.097702 22.68 34.69

UBS AG 902644525 05/30/08 05/31/11 100.000 0.000 3.6277 0.099118
0.099129 0.101482 0.102758 0.105197 21.49 37.39

UBS AG 902644707 06/30/08 06/30/11 100.000 0.000 4.0855 0.113488
0.115807 0.118172 0.120586 20.54 42.12

USF&G Corporation 903290AD6 03/03/94 03/03/09 51.298 0.000 4.5000 436.24
0.116928 0.119559 0.122249 43.20 7.58

US Oncology Holdings,Inc 90342DAC3 03/13/07 03/15/12 98.000 0.000 N/A
0.306522 0.229616 0.258413 0.254379 0.258413 92.84 93.58

US Oncology Holdings,Inc 90342DAD1 03/13/07 03/15/12 98.000 0.000 N/A
0.306522 0.229616 0.258413 0.254379 0.258413 92.84 93.58

Union City, NJ 905734MC0 02/07/07 11/01/13 69.720 0.000 5.4276 34.55
0.109336 0.112304 0.115351 0.118482 0.121697 40.26 42.47

Union City, NJ 905734MD8 02/07/07 11/01/14 65.880 0.000 5.4688 32.90
0.104128 0.106976 0.109901 0.112906 0.115993 38.35 40.47

Union City, NJ 905734ME6 02/07/07 11/01/15 62.150 0.000 5.5197 31.33
0.099184 0.101921 0.104734 0.107625 0.110595 36.53 38.58

Union City, NJ 905734MF3 02/07/07 11/01/16 58.640 0.000 5.5586 29.77
0.094268 0.096888 0.099581 0.102348 0.105193 34.73 36.68

Union City, NJ 905734MG1 02/07/07 11/01/17 55.340 0.000 5.5882 28.25
0.089456 0.091955 0.094525 0.097166 0.099881 32.96 34.83

United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 8.9741
3.11 0.000950 0.000982 0.001043 0.001072 0.001139 .36 .39

Univ of NC-Chap Hill 914713KR2 08/14/91 02/15/10 19.000 0.000 9.1799
636.71 0.203746 0.213098 0.222879 0.233109 0.243809 77.63 84.92

Univ of NC-Chap Hill 914713KS0 08/14/91 02/15/11 17.000 0.000 9.2951
583.15 0.187867 0.196598 0.205735 0.215297 0.225303 71.63 78.45

Univ of NC-Chap Hill 914713KT8 08/14/91 02/15/12 16.000 0.000 9.1409
531.93 0.169827 0.177589 0.185705 0.194193 0.203068 64.69 70.74

Univ of NC-Chap Hill 914713KU5 08/14/91 02/15/13 14.000 0.000 9.3557
486.15 0.157171 0.164523 0.172219 0.180275 0.188708 59.95 65.69

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Univ of NC-Chap Hill 914713KV3 08/14/91 02/15/14 13.000 0.000 9.2751
444.14 0.142915 0.149543 0.156478 0.163735 0.171328 54.49 59.66

Univ of NC-Chap Hill 914713KW1 08/14/91 02/15/15 12.000 0.000 9.2278
406.06 0.130303 0.136316 0.142605 0.149185 0.156068 49.66 54.35

Upshur County, WV 916734AD8 12/30/93 04/01/10 96.023 8.750 9.2270 30.28
0.010576 0.011064 0.011574 0.012108 0.012667 3.98 4.36

Uruguay, Republic 917288AK8 03/20/02 03/25/09 87.661 7.875 10.3962 94.96
0.060157 0.063284 0.066574 22.84 5.59

Uruguay, Republic 917288AL6 05/29/03 11/18/08 85.000 7.875 11.6606
119.25 0.093889 0.099363 30.75

Uruguay, Republic 917288AM4 05/29/03 07/02/09 68.000 2.145 9.1027 224.30
0.161750 0.169112 0.176809 0.184856 62.25 33.45

Uruguay, Republic 917288AN2 05/29/03 01/02/10 68.000 2.036 8.4695 203.73
0.145240 0.151390 0.157801 0.164484 0.171449 55.64 60.45

Uruguay, Republic 917288AT9 05/29/03 03/25/14 76.000 7.875 11.8705 67.51
0.052450 0.055563 0.058861 0.062355 0.066056 20.06 22.51

Uruguay, Republic 917288AU6 05/29/03 05/04/14 73.000 7.250 11.6875 75.13
0.058910 0.062352 0.065996 0.069853 0.073935 22.23 24.91

Uruguay, Republic 917288AV4 05/29/03 06/22/15 76.000 8.750 12.6875 53.40
0.043475 0.046233 0.049166 0.052285 0.055602 16.20 18.32

Uruguay, Republic 917288AX0 05/29/03 01/20/17 73.000 7.625 11.6165 50.04
0.037929 0.040132 0.042463 0.044929 0.047539 14.78 16.55

Uruguay, Republic 917288AY8 05/29/03 02/15/11 76.500 7.250 12.0060
114.21 0.087845 0.093119 0.098709 0.104634 0.110916 34.05 38.26

Uruguay, Republic 917288AZ5 05/29/03 03/15/15 71.500 7.500 12.0979 68.04
0.052926 0.056127 0.059522 0.063123 0.066941 20.33 22.86

Uruguay, Republic 917288BA9 05/29/03 01/15/33 100.000 7.875 N/A 0.129801
0.130205 0.130634 0.131090 0.131575 46.94 47.26

Vermilion & Edg Cntys IL 923439CM3 07/07/04 12/01/08 102.103 VARIES
5.0490 0.140861 0.140561 46.43

Vermilion & Edg Cntys IL 923439CN1 07/07/04 12/01/09 103.843 VARIES
5.2522 0.147941 0.147450 0.146945 0.146427 53.14 48.40

Vermilion & Edg Cntys IL 923439CP6 07/07/04 12/01/10 103.260 VARIES
5.4566 0.153825 0.153474 0.153114 0.152745 0.152365 55.29 55.03

Vermilion & Edg Cntys IL 923439CQ4 07/07/04 12/01/11 103.596 VARIES
5.7572 0.162985 0.162639 0.162283 0.161917 0.161541 58.59 58.33

Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12 102.910 VARIES
6.0085 0.169690 0.169447 0.169196 0.168938 0.168673 61.03 60.85

Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13 103.470 VARIES
6.1103 0.173433 0.173173 0.172905 0.172629 0.172345 62.37 62.18

Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14 103.682 VARIES
6.2118 0.176791 0.176544 0.176290 0.176028 0.175758 63.59 63.40

VeriSign, Inc. 92343EAC6 08/20/07 08/15/37 100.000 VARIES 8.5008
0.236136 0.242163 0.248619 0.255349 0.262366 87.79 92.58

VeriSign, Inc. 92343EAD4 08/20/07 08/15/37 100.000 VARIES 8.5008
0.236136 0.242163 0.248619 0.255349 0.262366 87.79 92.58

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 0.153582 0.153230 0.152868 0.152497 0.152115 55.20 54.94

Vermilion Cnty IL SD #7 92407PAA8 05/10/06 12/01/08 103.805 VARIES
5.9964 0.169283 0.167945 55.62

Vermilion Cnty IL SD #7 92407PAB6 05/10/06 12/01/09 105.069 VARIES
6.0851 0.174256 0.173008 0.171722 0.170396 62.43 56.43

Vermilion Cnty IL SD #7 92407PAC4 05/10/06 12/01/10 106.058 VARIES
6.1567 0.178382 0.177246 0.176075 0.174868 0.173624 63.94 63.10

Vermilion Cnty IL SD #7 92407PAD2 05/10/06 12/01/11 106.419 VARIES
6.3192 0.184291 0.183312 0.182302 0.181260 0.180185 66.11 65.38

Visant Holding Corp. 92829NAA3 04/04/06 12/01/13 96.005 8.750 9.4957
6.78 0.011872 0.012436 0.013026 0.013645 0.014293 4.41 4.84

Visant Holding Corp. 92829NAB1 04/04/06 12/01/13 96.005 8.750 9.4957
6.78 0.011872 0.012436 0.013026 0.013645 0.014293 4.41 4.84

VoiceStream Wireless 92861LAD0 11/09/99 11/15/09 56.061 VARIES 11.8745
0.329851 0.329850 0.329850 0.329849 118.75 103.57

WCI Communities, Inc. 92923CAJ3 08/05/03 08/05/23 100.000 VARIES 8.9029
0.304071 0.312661 0.321633 0.331004 0.340792 113.58 120.27

WCI Communities, Inc. 92923CAK0 08/05/03 08/05/23 100.000 VARIES 8.9029
0.304071 0.312661 0.321633 0.331004 0.340792 113.58 120.27

WMG Holdings,Inc. 92930MAE3 12/23/04 12/15/14 63.002 VARIES 9.4995
0.219177 0.229587 0.240492 0.251915 0.263880 81.12 89.01

WMG Holdings Corp. 92930MAF0 12/23/04 12/15/14 63.002 VARIES 9.4995
0.219177 0.229587 0.240492 0.251915 0.263880 81.12 89.01

Wachovia Corporation 929769305 11/03/06 11/03/10 100.000 0.000 5.0440
0.147270 0.150984 0.154792 0.158696 0.162698 54.12 56.89

Wachovia Corporation 92976WAB2 09/02/04 03/02/10 100.000 0.000 3.9756
0.124277 0.126747 0.129267 0.131836 0.134457 45.78 47.62

Wachovia Corporation 92976WAG1 02/02/05 02/02/10 100.000 0.000 4.2142
0.129927 0.132665 0.135460 0.138314 0.141229 48.09 50.14

Wachovia Corporation 92976WAJ5 03/03/05 03/03/10 100.000 0.000 4.3759
0.135448 0.138412 0.141440 0.144535 0.147697 50.00 52.21

Wachovia Corporation 92976WAP1 05/05/05 05/05/10 100.000 0.000 4.4194
0.136937 0.139963 0.143056 0.146217 0.149448 50.18 52.43

Wachovia Corporation 92976WAR7 07/28/05 01/28/09 100.000 0.000 4.3941
0.133144 0.136069 0.139059 49.36 3.75

Wachovia Corporation 929903342 07/06/07 01/05/11 100.000 0.000 5.3883
0.149675 0.153685 0.157826 0.162078 0.166444 56.04 59.10

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Wachovia Corporation 929903375 04/05/07 10/05/08 100.000 0.000 4.8411
0.137733 0.141067 38.34

Wachovia Corporation 929903490 12/06/06 12/06/08 100.000 0.000 4.8022
0.139879 0.143237 47.46

Wachovia Corporation 929903524 10/06/06 04/06/08 100.000 0.000 4.9402
0.144094 13.69

Wachovia Corporation 929903557 08/30/06 01/29/10 100.000 0.000 5.1441
0.149689 0.153539 0.157488 0.161539 0.165694 55.77 58.67

Wachovia Corporation 929903573 08/04/06 08/04/09 100.000 0.000 5.3200
0.155746 0.159889 0.164143 0.168509 58.05 35.75

Wachovia Corporation 929903607 02/19/04 08/19/09 100.000 0.000 3.3997
0.106266 0.108072 0.109909 0.111777 39.06 25.40

Wachovia Corporation 929903615 07/07/06 07/07/08 100.000 0.000 5.5520
0.162904 0.167426 31.11

Wachovia Corporation 929903623 07/07/06 07/07/11 100.000 2.000 5.6798
0.163663 0.166733 0.169890 0.173137 0.176477 60.55 62.89

Wachovia Corporation 929903656 06/06/06 06/08/09 100.000 0.000 5.3242
0.160073 0.164334 0.168709 58.59 26.49

Wachovia Corporation 929903664 07/03/06 04/30/12 100.000 0.000 5.7522
0.172298 0.177253 0.182351 0.187596 0.192992 63.53 67.24

Wachovia Corporation 929903698 04/06/06 10/06/09 100.000 0.000 5.1850
0.155523 0.159555 0.163692 0.167935 57.41 45.78

Wachovia Corporation 929903714 04/06/06 04/01/11 100.000 0.000 5.2167
0.156437 0.160517 0.164704 0.169000 0.173408 57.80 60.85

Wachovia Corporation 929903730 03/06/06 09/06/08 100.000 0.000 4.9953
0.149419 0.153151 37.28

Wachovia Corporation 929903755 03/02/06 09/01/08 100.000 0.000 4.9431
0.147726 0.151377 36.11

Wachovia Corporation 929903763 03/06/06 03/01/11 100.000 0.000 4.9696
0.148494 0.152184 0.155966 0.159841 0.163813 55.02 57.79

Wachovia Corporation 929903797 02/06/06 08/06/09 100.000 0.000 4.9409
0.147675 0.151323 0.155062 0.158892 54.89 34.03

Wachovia Corporation 929903805 11/03/05 11/03/08 100.000 2.000 4.7711
0.140143 0.142161 42.69

Wachovia Corporation 929903847 02/03/06 06/30/09 100.000 0.000 4.8643
0.148106 0.151708 0.155398 53.97 27.82

Wachovia Corporation 929903870 12/14/05 12/01/10 100.000 0.000 4.8742
0.148830 0.152458 0.156173 0.159979 0.163878 54.45 57.14

Wachovia Corporation 929903888 02/06/07 08/06/08 100.000 0.000 4.9117
0.139787 0.143220 30.67

Wachovia Corporation 929903BB7 02/09/06 02/15/12 100.000 0.000 4.8130
0.143696 0.147154 0.150695 0.154322 0.158035 53.30 55.90

Wachovia Corporation 929903BC5 02/09/06 02/15/12 100.000 2.000 4.8189
0.139725 0.141753 0.143830 0.145957 0.148135 51.22 52.75

Wachovia Corporation 929903DD1 04/05/07 04/15/11 100.000 0.000 4.8580
0.138411 0.141774 0.145217 0.148745 0.152358 50.95 53.46

Wachovia Corporation 929903DS8 07/03/07 12/30/08 100.000 0.000 5.0036
0.142410 0.145972 51.77

Wachovia Corporation 929903DY5 08/03/07 01/30/09 100.000 0.000 4.9397
0.137217 0.140549 0.144021 51.03 4.18

Wachovia Corporation 929903DZ2 09/05/07 03/05/09 100.000 0.000 4.7598
0.132217 0.135364 0.138585 48.90 8.87

Wachovia Corporation 929903ED0 10/03/07 01/05/09 100.000 0.000 4.3117
0.119772 0.121092 0.123702 44.05 .49

Walter Industries, Inc. 93317QAB1 04/20/04 05/01/24 100.000 VARIES
7.7498 0.249493 0.255125 0.260974 0.267050 0.273362 91.52 95.79

Walter Industries, Inc. 93317QAC9 04/20/04 05/01/24 100.000 VARIES
7.7498 0.249493 0.255125 0.260974 0.267050 0.273362 91.52 95.79

Watson Pharmaceuticals 942683AB9 03/07/03 03/15/23 100.000 VARIES 6.4936
0.223168 0.228462 0.233927 0.239570 0.245397 82.43 86.45

WebMD Corporation 94769MAD7 06/25/03 06/15/23 97.250 VARIES 8.0012
0.286566 0.296086 0.305986 0.316283 0.326991 105.19 112.34

WebMD Corporation 94769MAE5 06/25/03 06/15/23 97.250 VARIES 8.0012
0.286566 0.296086 0.305986 0.316283 0.326991 105.19 112.34

WebMD Corporation 94769MAF2 08/30/05 09/01/25 100.000 VARIES 6.8001
0.203525 0.207493 0.211597 0.215840 0.220227 74.95 77.97

WebMD Corporation 94769MAG0 08/30/05 09/01/25 100.000 VARIES 6.8001
0.203525 0.207493 0.211597 0.215840 0.220227 74.95 77.97

Wells Fargo & Company 949746ET4 12/19/02 01/04/08 100.000 0.000 3.5533
0.115826 .35

Wells Fargo & Company 949746EU1 12/23/02 01/04/08 100.000 0.000 3.5534
0.115788 .35

Wells Fargo & Company 949746EV9 03/05/03 04/15/09 100.000 0.000 3.7788
0.124751 0.127108 0.129509 45.70 13.47

Wells Fargo & Company 949746FB2 05/05/03 05/05/10 100.000 0.000 3.8530
0.127081 0.129529 0.132025 0.134568 0.137161 46.47 48.27

Wells Fargo & Company 949746FG1 08/29/03 08/25/09 100.000 0.000 3.0429
0.095349 0.096800 0.098272 0.099768 34.96 23.26

Wells Fargo & Company 949746FL0 12/29/03 01/08/10 100.000 0.000 3.5212
0.110621 0.112569 0.114550 0.116567 0.118620 40.85 42.31

Wells Fargo & Company 949746FU0 04/30/04 05/05/11 100.000 0.000 3.1299
0.096968 0.098486 0.100027 0.101592 0.103182 35.35 36.47

Wells Fargo & Company 949746FW6 05/25/04 10/25/12 100.000 2.350 5.3000
0.163264 0.165860 0.168526 0.171262 0.174070 59.59 61.53

Wells Fargo & Company 949746HZ7 07/07/04 10/07/11 100.000 2.900 5.1067
0.152774 0.154618 0.156509 0.158449 0.160438 55.64 57.02

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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Wells Fargo & Company 949746JA0 07/09/04 01/20/10 100.000 0.000 4.4422
0.140974 0.144105 0.147306 0.150578 0.153922 52.33 54.68

Wells Fargo & Company 949746JK8 12/07/04 12/07/11 100.000 0.000 4.4897
0.142487 0.145685 0.148956 0.152300 0.155719 52.03 54.39

Wells Fargo & Company 949746ND9 02/07/06 02/07/11 100.000 0.000 5.0600
0.151498 0.155331 0.159261 0.163290 0.167421 56.35 59.23

Wesco International,Inc. 95082PAD7 09/27/05 10/15/25 100.000 VARIES
7.9634 0.246965 0.253895 0.261101 0.268594 0.276385 91.23 96.51

Wesco International,Inc. 95082PAE5 09/27/05 10/15/25 100.000 VARIES
7.9634 0.246965 0.253895 0.261101 0.268594 0.276385 91.23 96.51

Wesco International,Inc. 95082PAF2 11/02/06 11/15/26 100.000 VARIES
8.0002 0.236940 0.244474 0.252308 0.260457 0.268931 87.36 93.06

Wesco International,Inc. 95082PAG0 11/02/06 11/15/26 100.000 VARIES
8.0002 0.236940 0.244474 0.252308 0.260457 0.268931 87.36 93.06

Whole Foods Market, Inc. 966837AC0 03/02/98 03/02/18 37.243 0.000 5.0000
232.80 0.082693 0.084760 0.086879 0.089051 0.091277 30.64 32.19

Wild Oats Markets, Inc. 96808BAA5 05/25/04 05/15/34 100.000 VARIES
8.2511 0.274233 0.281822 0.289725 0.297953 0.306521 100.80 106.55

Wild Oats Markets, Inc. 96808BAB3 05/25/04 05/15/34 100.000 VARIES
8.2511 0.274233 0.281822 0.289725 0.297953 0.306521 100.80 106.55

Will County IL SD #122 968852FG3 11/19/97 11/01/16 23.888 0.000 7.6998
274.25 0.108360 0.112532 0.116864 0.121363 0.126035 40.27 43.43

Will County IL SD #122 968852FH1 11/19/97 11/01/17 22.150 0.000 7.6997
254.29 0.100474 0.104342 0.108359 0.112531 0.116863 37.34 40.27

Will County, IL 968852TN3 03/15/07 10/01/25 34.635 0.000 5.7999 16.14
0.057567 0.059236 0.060954 0.062722 0.064541 21.33 22.58

Will County, IL 968852TP8 03/15/07 10/01/26 32.402 0.000 5.8498 15.23
0.054333 0.055922 0.057557 0.059241 0.060974 20.14 21.33

Wynn Las Vegas, LLC 983130AH8 11/06/07 12/01/14 97.250 6.625 7.1268 .47
0.008539 0.008843 0.009158 0.009485 0.009823 3.15 3.38

Wynn Las Vegas, LLC 983130AJ4 11/06/07 12/01/14 97.250 6.625 7.1268 .47
0.008539 0.008843 0.009158 0.009485 0.009823 3.15 3.38

Xilinx, Inc. 983919AC5 03/05/07 03/15/37 100.000 VARIES 7.2004 0.204323
0.208554 0.212937 0.217478 0.222182 75.23 78.45

Xilinx, Inc. 983919AD3 03/05/07 03/15/37 100.000 VARIES 7.2004 0.204323
0.208554 0.212937 0.217478 0.222182 75.23 78.45

Yahoo, Inc. 984332AA4 04/09/03 04/01/08 96.550 0.000 0.7065 32.74
0.019558 1.76

Yahoo, Inc. 984332AB2 04/09/03 04/01/08 96.550 0.000 0.7065 32.74
0.019558 1.76

York County, PA 986812LW3 12/28/95 02/01/11 35.767 0.000 6.9294 452.95
0.151652 0.156906 0.162343 0.167967 0.173787 57.14 61.17

York County, PA 986812LX1 12/28/95 02/01/12 33.049 0.000 6.9995 424.65
0.142664 0.147657 0.152825 0.158173 0.163709 53.78 57.61

York County, PA 986812LY9 12/28/95 02/01/13 30.649 0.000 7.0395 397.07
0.133655 0.138359 0.143229 0.148270 0.153489 50.40 54.01

York County, PA 986812LZ6 12/28/95 02/01/14 28.302 0.000 7.0994 371.20
0.125310 0.129759 0.134365 0.139134 0.144073 47.27 50.69

York County, PA 986812MA0 12/28/95 02/01/15 26.297 0.000 7.1196 346.32
0.117027 0.121193 0.125507 0.129975 0.134602 44.15 47.35

York County, PA 986812MB8 12/28/95 02/01/16 24.378 0.000 7.1496 323.02
0.109310 0.113218 0.117265 0.121457 0.125799 41.25 44.25

York County, PA 986812MC6 12/28/95 02/01/17 22.586 0.000 7.1795 301.10
0.102041 0.105704 0.109499 0.113429 0.117501 38.51 41.33

York County, PA 986812MD4 12/28/95 02/01/18 20.780 0.000 7.2396 280.41
0.095305 0.098755 0.102329 0.106033 0.109872 35.98 38.64

York County, PA 986812ME2 12/28/95 02/01/19 19.353 0.000 7.2397 261.16
0.088763 0.091976 0.095305 0.098755 0.102330 33.51 35.98

York County, PA 986812MF9 12/28/95 02/01/20 18.025 0.000 7.2396 243.23
0.082669 0.085662 0.088762 0.091975 0.095305 31.21 33.51

York County, PA 986812MG7 12/28/95 02/01/21 16.787 0.000 7.2397 226.54
0.076994 0.079781 0.082669 0.085662 0.088763 29.07 31.21

York County, PA 986812MH5 12/28/95 02/01/22 15.635 0.000 7.2396 210.99
0.071709 0.074305 0.076994 0.079781 0.082669 27.08 29.07

York County, PA 986812MJ1 12/28/95 02/01/23 14.561 0.000 7.2398 196.50
0.066786 0.069204 0.071709 0.074305 0.076994 25.22 27.08

York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000 7.2396 183.01
0.062201 0.064453 0.066786 0.069204 0.071709 23.49 25.22

Zenith Natl Ins Corp 989390AG4 03/30/03 03/30/23\* 100.000 VARIES N/A
0.225791 0.225860 20.32\*

Zenith Natl Ins Corp 989390AH2 03/30/03 03/30/23\* 100.000 VARIES N/A
0.225791 0.225860 20.32\*

Ziff Davis Media Inc. 98951UAD8 08/12/02 08/12/09\* 100.000 VARIES
12.9069 0.582241 0.590751 107.16\*

Ziff Davis Media Inc. 98951UAE6 08/12/02 08/12/09\* 100.000 VARIES N/A
0.582241 0.590751 107.16\*

Goldman Sachs Group,Inc. 9FI546712 08/12/05 08/03/09 100.000 0.000
4.6932 0.142880 0.146232 0.149664 0.153176 53.04 32.36

Quebecor Media, Inc. C7603NAD4 10/05/07 03/15/16 93.750 7.750 8.8148
1.23 0.014276 0.014835 0.015489 0.016171 0.016884 5.37 5.85

Rhodia, SA F7813KAH4 05/17/04 06/01/10 96.743 10.250 11.0023 16.99
0.015989 0.016868 0.017796 0.018775 0.019808 5.97 6.64

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

Dolphin Telecom, PLC G28058AD0 05/18/99 05/15/09 50.892 VARIES 13.9996
0.388880 0.388880 0.388879 140.00 52.11

NII Holdings, Inc. G6520PAA3 11/12/02 11/01/09 55.746 VARIES 19.3483
0.482993 0.494784 0.507716 0.521898 177.48 154.87

QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 2.6249 95.35
0.049957 0.050613 0.051277 0.051950 0.052632 18.20 18.68

UBS AG G91654437 03/31/06 11/30/09 100.000 0.000 5.1490 0.155686
0.159694 0.163806 0.168023 57.02 54.65

UBS AG G91654452 03/31/06 12/31/10 100.000 0.000 5.1603 0.155014
0.157285 0.164017 0.165506 0.172591 57.16 60.15

UBS AG G91654585 04/28/06 04/28/11 100.000 0.000 5.4584 0.164379
0.168865 0.173474 0.178209 0.183072 60.56 63.91

UBS AG G91654627 05/31/06 06/30/11 100.000 0.000 5.4442 0.162849
0.165464 0.172785 0.174595 0.182320 60.09 63.41

UBS AG G91654643 04/28/06 04/30/10 100.000 0.000 5.4636 0.162791
0.165421 0.172756 0.174582 0.182324 60.68 63.99

UBS AG G91654676 05/19/06 05/21/10 100.000 0.000 5.4430 0.162126
0.164728 0.172016 0.173816 0.181506 60.22 63.51

UBS AG G91654718 05/31/06 09/30/11 100.000 0.000 5.4466 0.159882
0.164236 0.169635 0.173303 0.179001 60.22 63.46

UBS AG G91654742 06/30/06 12/31/08 100.000 0.000 5.7408 0.173598
0.178581 63.22

UBS AG G91654759 06/30/06 06/30/09 100.000 0.000 5.7099 0.172586
0.177513 0.182581 63.03 32.68

UBS AG G91654825 07/31/06 08/31/11 100.000 0.000 5.5653 0.162280
0.164983 0.172385 0.174293 0.182112 61.13 64.47

UBS AG G91659279 10/31/06 02/28/11 100.000 0.000 5.1978 0.149035
0.151246 0.157749 0.159210 0.166055 56.03 58.87

UBS AG G9183D252 12/29/05 11/30/11 100.000 0.000 4.9251 0.150227
0.153927 0.157717 0.161601 0.165581 54.98 57.72

UBS AG G9183D526 01/31/06 01/31/12 100.000 0.000 4.8995 0.143166
0.148285 0.150266 0.156499 0.157719 54.42 57.12

UBS AG G9183D641 01/27/06 06/30/11 100.000 0.000 4.7775 0.143748
0.145582 0.151531 0.152621 0.158857 52.96 55.52

UBS AG G9213L852 11/30/05 02/28/11 100.000 0.000 4.8489 0.144863
0.146763 0.152812 0.153965 0.160312 54.35 56.91

STMicroelectronics N.V. N8357EAF3 02/23/06 02/23/16 100.000 0.000 1.4999
0.042610 0.042930 0.043252 0.043576 0.043903 15.48 15.71

Alliance Imaging, Inc. U01860AC6 12/04/07 12/15/12 91.500 7.250 9.4095
1.02 0.037878 0.039660 0.041526 0.043480 0.045526 14.02 15.37

Anixter INTL, Inc. U03525AB5 07/07/03 07/07/33 38.016 VARIES 7.3003
0.102699 0.106448 0.110333 0.114360 0.118535 38.97 41.87

ASG Consolidated LLC U04402AA8 10/19/04 11/01/11 63.700 VARIES 11.4983
0.285626 0.302047 0.319412 0.319411 0.319409 107.81 114.99

Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000 6.5924
174.50 0.098887 0.102147 0.105514 0.108992 0.112585 37.36 39.86

Burlington Coat Factory U10676AA9 04/13/06 10/15/14 75.522 VARIES
14.4995 0.375546 0.402773 0.402772 0.402772 0.402771 142.17 145.00

Cardinal Health 409, Inc U14147AA7 04/10/07 04/15/15 100.000 9.500
9.4999 0.259563 0.259563 0.260989 0.259563 0.260989 95.11 95.00

Chukchansi Economic U17133AA4 10/08/02 06/15/09 91.476 14.500 16.6607
58.32 0.047213 0.051146 0.055406 17.84 9.09

Cinemark, Inc. U17174AA8 03/31/04 03/15/14 62.373 VARIES 9.7491 0.234784
0.246229 0.258231 0.270819 0.270818 89.07 96.56

Crum & Forster Hldgs U22859AA7 06/05/03 06/15/13\* 96.985 10.375 10.8761
9.93 0.007776 1.28\*

Dayton Superior Corp. U23993AA3 06/16/00 06/15/09 95.575 13.000 13.8760
33.06 0.019898 0.021278 0.022755 7.46 3.73

Dayton Superior Corp. U23993AB1 06/16/00 06/15/09 95.575 13.000 13.8760
33.06 0.019898 0.021278 0.022755 7.46 3.73

Dayton Superior Corp. U23993AC9 03/15/03 09/15/08\* 98.088 10.750
11.2252 15.99 0.011837 0.012501 1.09\*

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

Dex Media, Inc. U24975AB7 11/10/03 11/15/13 64.314 VARIES 8.9997
0.228928 0.239230 0.249995 0.249995 0.249994 85.24 90.00

Dex Media, Inc. U24975AC5 02/11/04 11/15/13 69.384 VARIES 8.3689
0.219604 0.228793 0.238367 0.237880 0.237373 81.57 85.68

E. Spire Communications U26851AA0 07/24/98 07/01/08 59.989 VARIES
10.6233 0.295094 53.12

First Data Corporation U3198DAA2 10/24/07 09/24/15 94.796 9.875 10.8718
.80 0.011974 0.012517 0.013197 0.013915 0.014671 4.53 5.02

Globe Holdings, Inc. U33975AA8 08/06/98 08/01/09 49.672 VARIES 14.2895
0.394992 0.395428 0.395895 0.396395 142.41 83.23

GATX Financial Corp. U3697RAA7 10/25/04 06/15/11 95.703 6.273 7.0956
18.15 0.017903 0.018538 0.019196 0.019877 0.020582 6.58 7.06

Great Lakes Acquisition U39022AA3 05/22/98 05/15/09 53.092 VARIES
13.1241 0.364564 0.364563 0.364562 131.24 48.85

Intermedia Commun Inc U45855AE0 02/24/99 03/01/09 55.057 VARIES 12.2493
0.340263 0.340262 0.340261 122.49 20.42

Jostens Holding Corp. U47995AA0 12/02/03 12/01/13 60.682 VARIES 10.2499
0.257637 0.270841 0.284721 0.284721 0.284721 95.94 102.50

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; 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 2008 1st 2008 2nd 2008
3rd 2009 2nd 2009 3rd \-\-\-\-\-\-\-\-\-\-\-\-\--

Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/08 Period Period
2009 1st Period Period 2008 2009

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_ \_\_\_\_\_ \_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_ \_\_\_\_\_\_

KI Holdings, Inc. U49400AA9 11/18/04 11/15/14 61.808 VARIES 9.8747
0.226207 0.237376 0.249096 0.261395 0.274301 84.50 93.05

Lamar Media Corporation U51260AD6 08/17/06 08/15/15 92.809 6.625 7.7500
8.07 0.017009 0.017669 0.018353 0.019064 0.019803 6.42 6.93

Language Ln Hldgs II Inc U51303AA0 06/11/04 06/15/13 50.460 VARIES
14.1249 0.319722 0.342303 0.366478 0.392360 0.392360 119.91 137.00

Language Ln Hldgs II Inc U51304AA8 06/11/04 06/15/12 97.432 11.125
11.6262 8.63 0.008374 0.008861 0.009376 0.009921 0.010497 3.12 3.49

Liberty Media Corp. U52892AD5 01/11/01 01/15/31 100.000 3.500 9.4998
0.402219 0.416706 0.431881 0.447777 0.464428 152.33 163.74

Linear Technology Corp. U53476AA2 04/24/07 05/01/27 100.000 VARIES
7.0000 0.198491 0.202522 0.206694 0.211011 0.215480 72.67 75.71

Linear Technology Corp. U53476AB0 04/24/07 05/01/27 100.000 VARIES
7.0001 0.198367 0.202271 0.206313 0.210495 0.214825 72.59 75.54

Marquee Holdings, Inc. U57131AA9 08/18/04 08/15/14 55.894 VARIES 11.9996
0.264028 0.279870 0.296661 0.314460 0.333327 102.34 114.99

Michaels Stores, Inc. U59329AE9 10/31/06 11/01/16 50.110 VARIES N/A
0.220944 0.236272 0.252664 0.270193 0.288938 84.20 96.29

Muzak Holdings Finance U62340AA9 03/18/99 03/15/10 53.328 VARIES 12.9997
0.361106 0.361106 0.361105 0.361105 0.361105 130.00 130.00

Nextel Communications U64977AB4 02/11/98 02/15/08 61.471 VARIES 9.9497
0.276383 12.16

Nexstar Finance, Inc. U6497AAA9 03/16/01 04/01/08 96.012 12.000 12.8782
37.82 0.022919 2.06

Nexstar Finance, Inc. U6497BAC3 03/27/03 04/01/13 57.442 VARIES 11.3746
0.298963 0.315966 0.315966 0.315965 0.315965 112.22 113.75

New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16 100.000 VARIES
11.4999 0.320056 0.338459 0.357921 0.378501 0.400265 121.98 136.41

Omnicom Group, Inc. U68191AF9 02/07/01 02/07/31 100.000 VARIES 6.7111
0.285305 0.293875 0.302732 0.311886 0.321348 106.76 113.31

O\'Sullivan Industries U68328AA8 11/30/99 10/15/09 94.546 13.375 14.4277
38.48 0.022132 0.023729 0.025441 0.027276 8.51 7.56

Panamsat Holding Corp. U69808AA8 10/19/04 11/01/14\* 59.460 VARIES
10.4989 0.236541 0.248958 40.09\*

Petro Stopping Centers U71660AB7 07/23/99 08/01/08 36.636 VARIES 18.6946
0.502499 0.510522 106.97

Pliant Corporation U7263LAC1 02/17/04 06/15/09 73.627 VARIES 11.1182
0.308870 0.308861 0.308851 111.19 50.65

Pope & Talbot, Inc. U7316MAA0 07/30/02 06/01/13 86.415 8.375 10.5037
49.61 0.033674 0.035443 0.037304 0.039263 0.041325 12.55 13.90

Roche Holdings, Inc. U75000AE6 01/19/00 01/19/15 66.386 0.000 2.7499
161.00 0.062239 0.063095 0.063962 0.064842 0.065733 22.84 23.47

R H Donnelley Corp. U76214AB8 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

R H Donnelley Corp. U76216AA5 01/27/06 01/15/13 90.981 6.875 8.6239
19.92 0.030536 0.031853 0.033226 0.034659 0.036153 11.68 12.71

Compass Minerls Intl Inc U79616AB1 05/22/03 06/01/13 55.677 VARIES
11.9990 0.314453 0.333318 0.333317 0.333316 0.333315 117.16 119.99

Tabletop Holdings, Inc. U81965AA0 11/12/03 05/15/14 55.131 VARIES
12.2495 0.302129 0.320634 0.340272 0.340271 0.340271 113.85 122.50

Sinclair Brdcast Grp Inc U82751AE5 05/20/03 07/15/18 100.000 VARIES
9.2480 0.312277 0.320455 0.329012 0.337964 0.347330 116.67 123.10

Thermadyne Holdings U88342AA5 05/22/98 06/01/08 54.374 VARIES 12.4990
0.347197 52.08

United Rentals, Inc. U91139AB8 12/24/02 04/15/08 97.045 10.750 11.5089
27.48 0.019935 2.07

US Oncology Holdings,Inc U91245AB3 03/13/07 03/15/12 98.000 0.000 N/A
0.309970 0.223228 0.247248 0.247248 0.247248 89.33 89.01

Visant Holding Corp. U9225GAA9 04/04/06 12/01/13 96.005 8.750 9.4957
6.78 0.011872 0.012436 0.013026 0.013645 0.014293 4.41 4.84

VoiceStream Wireless U92709AB7 11/09/99 11/15/09 56.061 VARIES 11.8745
0.329851 0.329850 0.329850 0.329849 118.75 103.57

WMG Holdings Corp. U97137AC4 12/23/04 12/15/14 63.002 VARIES 9.4995
0.219177 0.229587 0.240492 0.251915 0.263880 81.12 89.01

Wynn Las Vegas, LLC U98347AD6 11/06/07 12/01/14 97.250 6.625 7.1268 .47
0.008539 0.008843 0.009158 0.009485 0.009823 3.15 3.38

\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

\* Called in 2008; reportable OID is computed to call date.

SECTION I-C Inflation Indexed Debt Instruments

Inflation-Adj Stated

Issue Maturity Principal on Interest Total OID 2008 1st 2008 2nd 2008
3rd Calendar Year

Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/08 Period
Period Period 2008

\_\_\_\_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_ \_\_\_\_\_\_\_\_
\_\_\_\_\_\_\_\_\_\_\_\_\_

U.S. Treasury 9128273T7 01/15/98 01/15/08 100.000 3.625% 293.28 0.247794
3.47

U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625% 291.80 0.143091
0.277090 -0.237361 47.22

U.S. Treasury 9128274Y5 01/15/99 01/15/09 100.000 3.875% 274.00 0.244099
0.205827 0.033466 46.57

U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875% 270.95 0.140781
0.272617 -0.233530 46.46

U.S. Treasury 9128275W8 01/15/00 01/15/10 100.000 4.250% 241.85 0.237940
0.200633 0.032622 45.39

U.S. Treasury 9128276R8 01/15/01 01/15/11 100.000 3.500% 200.47 0.230011
0.193947 0.031534 43.88

U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375% 177.10 0.130386
0.252487 -0.216286 43.03

U.S. Treasury 9128277J5 01/15/02 01/15/12 100.000 3.375% 176.68 0.225452
0.190103 0.030909 43.01

U.S. Treasury 912828AF7 07/15/02 07/15/12 100.000 3.000% 162.05 0.222649
0.187740 0.030525 42.47

U.S. Treasury 912828BD1 07/15/03 07/15/13 100.000 1.875% 137.60 0.217964
0.183789 0.029883 41.58

U.S. Treasury 912828BW9 01/15/04 01/15/14 100.000 2.000% 130.76 0.216655
0.182686 0.029703 41.33

U.S. Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375% 108.43 0.212376
0.179078 0.029117 40.52

U.S. Treasury 912828CP3 07/15/04 07/15/14 100.000 2.000% 108.43 0.212376
0.179078 0.029117 40.52

U.S. Treasury 912828CZ1 10/15/04 04/15/10 100.000 0.875% 102.88 0.122165
0.236567 -0.202649 40.31

U.S. Treasury 912828DH0 01/15/05 01/15/15 100.000 1.625% 94.22 0.209653
0.176782 0.028743 40.00

U.S. Treasury 912828EA4 07/15/05 07/15/15 100.000 1.875% 74.17 0.205811
0.173542 0.028217 39.26

U.S. Treasury 912810FS2 01/15/06 01/15/26 100.000 2.000% 52.69 0.201697
0.170073 0.027653 38.48

U.S. Treasury 912828ET3 01/15/06 01/15/16 100.000 2.000% 52.69 0.201697
0.170073 0.027653 38.48

U.S. Treasury 912828FB1 04/15/06 04/15/11 100.000 2.375% 52.65 0.116600
0.225791 -0.193418 38.48

U.S. Treasury 912828FL9 07/15/06 07/15/16 100.000 2.500% 34.58 0.198227
0.167147 0.027177 37.82

U.S. Treasury 912810PS1 01/15/07 01/15/27 100.000 2.375% 36.06 0.198509
0.167385 0.027216 37.87

U.S. Treasury 912828GD6 01/15/07 01/15/17 100.000 2.375% 36.06 0.198509
0.167385 0.027216 37.87

U.S. Treasury 912828GN4 04/15/07 04/15/12 100.000 2.000% 29.64 0.114052
0.220856 -0.189191 37.64

U.S. Treasury 912828GX2 07/15/07 07/15/17 100.000 2.625% 8.10 0.193153
0.162869 0.026481 36.85

U.S. Treasury 912828HN3 01/15/08 01/15/18 100.000 1.625% 0.161127
0.026198 33.78

U.S. Treasury 912810PV4 01/15/08 01/15/28 100.000 1.750% 0.161127
0.026198 33.78

U.S. Treasury 912828HW3 04/15/08 04/15/13 100.000 0.625% 0.212033
-0.181632 24.63

U.S. Treasury 912828JE1 07/15/08 07/15/18 100.000 0.375% 0.025452 4.33

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 2008).

Strips Strips

Maturing OID Maturing OID

From Through per \$1000 From Through per \$1000

\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\--

01/01/08 03/31/08 8.28 07/01/18 09/30/18 27.24

04/01/08 06/30/08 17.15 10/01/18 12/31/18 27.08

07/01/08 09/30/08 25.10 01/01/19 03/31/19 26.92

10/01/08 12/31/08 32.57 04/01/19 06/30/19 26.72

01/01/09 03/31/09 31.64 07/01/19 09/30/19 26.55

04/01/09 06/30/09 30.73 10/01/19 12/31/19 26.34

07/01/09 09/30/09 29.84 01/01/20 03/31/20 26.16

10/01/09 12/31/09 28.88 04/01/20 06/30/20 25.94

01/01/10 03/31/10 28.76 07/01/20 09/30/20 25.72

04/01/10 06/30/10 28.54 10/01/20 12/31/20 25.54

07/01/10 09/30/10 28.33 01/01/21 03/31/21 25.28

10/01/10 12/31/10 28.21 04/01/21 06/30/21 25.06

01/01/11 03/31/11 28.17 07/01/21 09/30/21 24.83

04/01/11 06/30/11 28.30 10/01/21 12/31/21 24.58

07/01/11 09/30/11 28.50 01/01/22 03/31/22 24.32

10/01/11 12/31/11 28.77 04/01/22 06/30/22 24.10

01/01/12 03/31/12 29.03 07/01/22 09/30/22 23.85

04/01/12 06/30/12 29.27 10/01/22 12/31/22 23.60

07/01/12 09/30/12 29.42 01/01/23 03/31/23 23.32

10/01/12 12/31/12 29.48 04/01/23 06/30/23 23.07

01/01/13 03/31/13 29.45 07/01/23 09/30/23 22.83

04/01/13 06/30/13 29.49 10/01/23 12/31/23 22.56

07/01/13 09/30/13 29.44 01/01/24 03/31/24 22.32

10/01/13 12/31/13 29.39 04/01/24 06/30/24 22.06

01/01/14 03/31/14 29.34 07/01/24 09/30/24 21.80

04/01/14 06/30/14 29.28 10/01/24 12/31/24 21.57

07/01/14 09/30/14 29.21 01/01/25 03/31/25 21.32

10/01/14 12/31/14 29.14 04/01/25 06/30/25 21.07

01/01/15 03/31/15 29.06 07/01/25 09/30/25 20.83

04/01/15 06/30/15 28.97 10/01/25 12/31/25 20.58

07/01/15 09/30/15 28.88 01/01/26 03/31/26 20.35

10/01/15 12/31/15 28.79 04/01/26 06/30/26 20.11

01/01/16 03/31/16 28.68 07/01/26 09/30/26 19.88

04/01/16 06/30/16 28.58 10/01/26 12/31/26 19.65

07/01/16 09/30/16 28.46 01/01/27 03/31/27 19.42

10/01/16 12/31/16 28.29 04/01/27 06/30/27 19.20

01/01/17 03/31/17 28.17 07/01/27 09/30/27 18.98

04/01/17 06/30/17 28.04 10/01/27 12/31/27 18.76

07/01/17 09/30/17 27.91 01/01/28 03/31/28 18.55

10/01/17 12/31/17 27.72 04/01/28 06/30/28 18.33

01/01/18 03/31/18 27.58 07/01/28 09/30/28 18.12

04/01/18 06/30/18 27.43 10/01/28 12/31/28 17.92

(continued)

Strips Strips

Maturing OID Maturing OID

From Through per \$1000 From Through per \$1000

\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\--

01/01/29 03/31/29 17.71 01/01/39 03/31/39 11.32

04/01/29 06/30/29 17.51 04/01/39 06/30/39 11.19

07/01/29 09/30/29 17.31 07/01/39 09/30/39 11.07

10/01/29 12/31/29 17.11 10/01/39 12/31/39 10.94

01/01/30 03/31/30 16.92 01/01/40 03/31/40 10.82

04/01/30 06/30/30 16.72 04/01/40 06/30/40 10.70

07/01/30 09/30/30 16.53 07/01/40 09/30/40 10.59

10/01/30 12/31/30 16.35 10/01/40 12/31/40 10.47

01/01/31 03/31/31 16.16 01/01/40 03/31/41 10.35

04/01/31 06/30/31 15.98 04/01/41 06/30/41 10.24

07/01/31 09/30/31 15.80 07/01/41 09/30/41 10.13

10/01/31 12/31/31 15.62 10/01/41 12/31/41 10.01

01/01/32 03/31/32 15.45 01/01/42 03/31/42 9.90

04/01/32 06/30/32 15.27 04/01/42 06/30/42 9.79

07/01/32 09/30/32 15.10 07/01/42 09/30/42 9.69

10/01/32 12/31/32 14.94 10/01/42 12/31/42 9.58

01/01/33 03/31/33 14.77 01/01/43 03/31/43 9.47

04/01/33 06/30/33 14.60 04/01/43 06/30/43 9.37

07/01/33 09/30/33 14.44 07/01/43 09/30/43 9.27

10/01/33 12/31/33 14.28 10/01/43 12/31/43 9.16

01/01/34 03/31/34 14.12 01/01/44 03/31/44 9.06

04/01/34 06/30/34 13.96 04/01/44 06/30/44 8.96

07/01/34 09/30/34 13.80 07/01/44 09/30/44 8.86

10/01/34 12/31/34 13.66 10/01/44 12/31/44 8.77

01/01/35 03/31/35 13.51 01/01/45 03/31/45 8.67

04/01/35 06/30/35 13.36 04/01/45 06/30/45 8.57

07/01/35 09/30/35 13.21 07/01/45 09/30/45 8.48

10/01/35 12/31/35 13.06 10/01/45 12/31/45 8.39

01/01/36 03/31/36 12.92 01/01/46 03/31/46 8.29

04/01/36 06/30/36 12.77 04/01/46 06/30/46 8.20

07/01/36 09/30/36 12.65 07/01/46 09/30/46 8.11

10/01/36 12/31/36 12.51 10/01/46 12/31/46 8.02

01/01/37 03/31/37 12.37 01/01/47 03/31/47 7.93

04/01/37 06/30/37 12.23 04/01/47 06/30/47 7.85

07/01/37 09/30/37 12.10 07/01/47 09/30/47 7.76

10/01/37 12/31/37 11.96 10/01/47 12/31/47 7.67

01/01/38 03/31/38 11.83 01/01/48 03/31/48 7.59

04/01/38 06/30/38 11.70 04/01/48 06/30/48 7.51

07/01/38 09/30/38 11.57 07/01/48 09/30/48 7.42

10/01/38 12/31/38 11.44 10/01/48 12/31/48 7.34

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 2008,

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 2008 - April 2009

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

912795UE9 03/17/08 02/27/08 99.873 1.27

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

912795UD1 04/15/08 02/15/08 99.581 4.19

912795UG4 04/16/08 04/01/08 99.925 0.75

912795D81 04/17/08 10/18/07 97.864 21.36

912795UF6 04/21/08 03/27/08 99.906 0.94

912795M73 04/22/08 04/16/08 99.967 0.33

912795D99 04/24/08 10/25/07 97.982 20.18

912795E23 05/01/08 11/01/07 98.005 19.95

912795E31 05/08/08 11/08/07 98.089 19.11

912795E49 05/15/08 11/15/07 98.167 18.33

912795E56 05/22/08 11/23/07 98.260 17.40

912795E64 05/29/08 11/29/07 98.311 16.89

912795E72 06/05/08 12/06/07 98.387 16.13

912795E80 06/12/08 12/13/07 98.387 16.13

912795R29 06/16/08 05/30/08 99.898 1.02

912795E98 06/19/08 12/20/07 98.341 16.59

912795F22 06/26/08 12/27/07 98.235 17.65

912795F30 07/03/08 01/03/08 98.286 17.14

912795F48 07/10/08 01/10/08 98.397 16.03

912795F55 07/17/08 01/17/08 98.508 14.92

912795F63 07/24/08 01/24/08 98.786 12.14

912795F71 07/31/08 01/31/08 98.832 11.68

912795F89 08/07/08 02/07/08 98.908 10.92

912795F97 08/14/08 02/14/08 98.948 10.52

912795G21 08/21/08 02/21/08 98.968 10.32

912795G39 08/28/08 02/28/08 98.953 10.47

912795G47 09/04/08 03/06/08 99.084 9.16

912795G54 09/11/08 03/13/08 99.266 7.34

912795S93 09/15/08 08/15/08 99.832 1.68

912795G62 09/18/08 03/20/08 99.337 6.63

912795G70 09/25/08 03/27/08 99.216 7.84

Section III-A (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

912795G88 10/02/08 04/03/08 99.242 7.58

912795G96 10/09/08 04/10/08 99.191 8.09

912795H20 10/16/08 04/17/08 99.302 6.98

912795H38 10/23/08 04/24/08 99.151 8.49

912795H46 10/30/08 05/01/08 99.140 8.60

912795H53 11/06/08 05/08/08 99.120 8.80

912795H61 11/13/08 05/15/08 99.064 9.36

912795H79 11/20/08 05/22/08 99.047 9.53

912795H87 11/28/08 05/29/08 99.024 9.76

912795H95 12/04/08 06/05/08 99.014 9.86

912795J28 12/11/08 06/12/08 98.963 10.37

912795J36 12/18/08 06/19/08 98.812 11.88

912795J44 12/26/08 06/26/08 98.853 11.47

Discount to be

Issue Price Reported as 2009

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

912795J51 01/02/09 07/03/08 98.914 10.86

912795J69 01/08/09 07/10/08 98.958 10.42

912795J77 01/15/09 07/17/08 99.011 9.89

912795J85 01/22/09 07/24/08 99.029 9.71

912795J93 01/29/09 07/31/08 99.049 9.51

912795K26 02/05/09 08/07/08 99.029 9.71

912795K34 02/12/09 08/14/08 98.978 10.22

912795K42 02/19/09 08/21/08 98.999 10.01

912795K59 02/26/09 08/28/08 99.026 9.74

912795K67 03/05/09 09/04/08 99.044 9.56

912795K75 03/12/09 09/11/08 99.039 9.61

912795K83 03/19/09 09/18/08 99.216 7.84

912795K91 03/26/09 09/25/08 99.095 9.05

912795L25 04/02/09 10/02/08 99.221 7.79

912795L33 04/09/09 10/09/08 99.443 5.57

912795L41 04/16/09 10/16/08 99.443 5.57

912795L58 04/23/09 10/23/08 99.090 9.10

912795L66 04/30/09 10/30/08 99.292 7.08

Section III-B

FEDERAL HOME LOAN BANKS

Short-Term Obligations Issued at a

Discount and Maturing in 2008

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313384RG6 01/02/08 04/05/07 96.290 37.10

313384RH4 01/03/08 07/03/07 97.419 25.81

313384RJ0 01/04/08 06/19/07 97.214 27.86

313384RM3 01/07/08 06/07/07 97.028 29.72

313384RN1 01/08/08 07/09/07 97.428 25.72

313384RP6 01/09/08 05/10/07 96.611 33.89

313384RQ4 01/10/08 03/19/07 96.040 39.60

313384RR2 01/11/08 01/11/07 94.991 50.09

313384RU5 01/14/08 01/19/07 95.060 49.40

313384RV3 01/15/08 05/25/07 96.749 32.51

313384RW1 01/16/08 01/16/07 94.981 50.19

313384RX9 01/17/08 08/15/07 97.813 21.87

313384RY7 01/18/08 01/22/07 95.046 49.54

313384SC4 01/22/08 03/20/07 95.851 41.49

313384SD2 01/23/08 01/23/07 94.971 50.29

313384SE0 01/24/08 07/26/07 97.452 25.48

313384SF7 01/25/08 01/26/07 94.965 50.35

313384SJ9 01/28/08 07/20/07 97.301 26.99

313384SK6 01/29/08 07/26/07 97.382 26.18

313384SL4 01/30/08 01/30/07 94.941 50.59

313384SM2 01/31/08 07/20/07 97.254 27.46

313384SN0 02/01/08 02/02/07 94.985 50.15

313384SR1 02/04/08 10/03/07 98.450 15.50

313384SS9 02/05/08 10/02/07 98.432 15.68

313384ST7 02/06/08 08/08/07 97.469 25.31

313384SU4 02/07/08 08/16/07 97.584 24.16

313384SV2 02/08/08 06/12/07 96.646 33.54

313384SY6 02/11/08 07/12/07 97.016 29.84

313384SZ3 02/12/08 08/13/07 97.474 25.26

313384TA7 02/13/08 08/10/07 97.420 25.80

313384TB5 02/14/08 07/16/07 97.030 29.70

313384TC3 02/15/08 02/20/07 95.100 49.00

313384TG4 02/19/08 02/28/07 95.224 47.76

313384TH2 02/20/08 02/20/07 95.022 49.78

313384TJ8 02/21/08 02/22/07 95.025 49.75

313384TK5 02/22/08 02/22/07 95.002 49.98

313384TN9 02/25/08 03/05/07 95.280 47.20

313384TP4 02/26/08 02/27/07 95.046 49.54

313384TQ2 02/27/08 07/16/07 96.842 31.58

313384TR0 02/28/08 02/28/07 95.113 48.87

313384TS8 02/29/08 03/02/07 95.125 48.75

313384TV1 03/03/08 08/28/07 97.436 25.64

313384TW9 03/04/08 11/28/07 98.858 11.42

313384TX7 03/05/08 09/05/07 97.528 24.72

313384TY5 03/06/08 09/06/07 97.546 24.54

313384TZ2 03/07/08 03/07/07 95.181 8.94

313384UC1 03/10/08 03/12/07 95.207 47.93

Section III-B (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313384UD9 03/11/08 06/13/07 96.200 38.00

313384UE7 03/12/08 03/14/07 95.202 47.98

313384UF4 03/13/08 03/14/07 95.184 48.16

313384UG2 03/14/08 06/12/07 96.151 38.49

313384UK3 03/17/08 06/19/07 96.200 38.00

313384UL1 03/18/08 09/13/07 97.600 24.00

313384UM9 03/19/08 09/19/07 97.647 23.53

313384UN7 03/20/08 06/25/07 96.264 37.36

313384US6 03/24/08 06/22/07 96.182 38.18

313384UT4 03/25/08 06/19/07 96.088 39.12

313384UU1 03/26/08 09/26/07 97.751 22.49

313384UV9 03/27/08 06/26/07 96.181 38.19

313384UW7 03/28/08 03/30/07 95.137 48.63

313384UZ0 03/31/08 06/27/07 96.139 38.61

313384VA4 04/01/08 04/02/07 95.113 48.87

313384VB2 04/02/08 04/02/07 95.100 12.54

313384VC0 04/03/08 04/03/07 95.110 12.65

313384VD8 04/04/08 07/02/07 96.153 38.47

313384VG1 04/07/08 04/10/07 95.069 49.31

313384VH9 04/08/08 10/05/07 97.699 23.01

313384VJ5 04/09/08 07/03/07 96.097 39.03

313384VK2 04/10/08 07/06/07 96.141 38.59

313384VL0 04/11/08 09/12/07 97.379 26.21

313384VP1 04/14/08 07/10/07 96.117 38.83

313384VQ9 04/15/08 07/18/07 96.207 37.93

313384VR7 04/16/08 10/12/07 97.642 23.58

313384VS5 04/17/08 11/09/07 98.124 18.76

313384VT3 04/18/08 07/13/07 96.096 39.04

313384VW6 04/21/08 04/23/07 95.116 48.84

313384VX4 04/22/08 10/23/07 97.786 22.14

313384VY2 04/23/08 07/10/07 96.032 39.68

313384VZ9 04/24/08 07/26/07 96.239 37.61

313384WA3 04/25/08 06/26/07 95.795 42.05

313384WD7 04/28/08 04/30/07 95.096 49.04

313384WE5 04/29/08 08/01/07 96.320 36.80

313384WF2 04/30/08 04/30/07 95.069 16.51

313384WG0 05/01/08 08/29/07 96.823 31.77

313384WH8 05/02/08 05/04/07 95.106 48.94

313384WL9 05/05/08 11/01/07 97.851 21.49

313384WM7 05/06/08 11/07/07 97.888 21.12

313384WN5 05/07/08 11/05/07 97.838 21.62

313384WP0 05/08/08 05/16/07 95.137 48.63

313384WQ8 05/09/08 11/09/07 97.873 21.27

313384WT2 05/12/08 05/14/07 95.076 49.24

313384WU9 05/13/08 11/14/07 97.924 20.76

313384WV7 05/14/08 11/09/07 97.841 21.59

313384WW5 05/15/08 05/16/07 95.042 49.58

Section III-B (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313384WX3 05/16/08 05/16/07 95.029 18.88

313384XA2 05/19/08 11/02/07 97.695 23.05

313384XB0 05/20/08 10/31/07 97.660 23.40

313384XC8 05/21/08 11/21/07 97.870 21.30

313384XD6 05/22/08 11/19/07 97.847 21.53

313384XE4 05/23/08 05/23/07 94.978 20.06

313384XJ3 05/27/08 06/26/07 95.371 46.29

313384XK0 05/28/08 06/12/07 95.164 48.36

313384XL8 05/29/08 05/30/07 94.981 50.19

313384XM6 05/30/08 05/31/07 94.981 50.19

313384XQ7 06/02/08 06/07/07 95.046 49.54

313384XR5 06/03/08 09/05/07 96.487 35.13

313384XS3 06/04/08 06/12/07 95.048 49.52

313384XT1 06/05/08 06/14/07 95.062 49.38

313384XU8 06/06/08 07/05/07 95.385 46.15

313384XX2 06/09/08 06/13/07 94.992 50.08

313384XY0 06/10/08 06/11/07 94.951 50.49

313384XZ7 06/11/08 06/19/07 95.058 49.42

313384YA1 06/12/08 06/26/07 95.150 48.50

313384YB9 06/13/08 06/20/07 95.044 49.56

313384YE3 06/16/08 06/18/07 94.965 50.35

313384YF0 06/17/08 12/24/07 97.986 20.14

313384YG8 06/18/08 06/19/07 94.961 50.39

313384YH6 06/19/08 07/13/07 95.288 47.12

313384YJ2 06/20/08 06/22/07 94.975 50.25

313384YM5 06/23/08 09/14/07 96.470 35.30

313384YN3 06/24/08 07/19/07 95.311 46.89

313384YP8 06/25/08 06/27/07 95.005 49.95

313384YQ6 06/26/08 07/16/07 95.243 47.57

313384YR4 06/27/08 06/27/07 94.978 24.87

313384YU7 06/30/08 08/13/07 95.751 42.49

313384YV5 07/01/08 09/07/07 96.316 36.84

313384YW3 07/02/08 07/02/07 94.998 25.47

313384YX1 07/03/08 07/06/07 95.009 49.91

313384ZB8 07/07/08 07/12/07 95.036 49.64

313384ZC6 07/08/08 01/16/08 98.429 15.71

313384ZD4 07/09/08 01/09/08 98.070 19.30

313384ZE2 07/10/08 07/26/07 95.265 47.35

313384ZF9 07/11/08 07/12/07 94.981 50.19

313384ZJ1 07/14/08 07/16/07 94.985 50.15

313384ZK8 07/15/08 09/28/07 96.516 34.84

313384ZL6 07/16/08 07/17/07 94.971 50.29

313384ZM4 07/17/08 07/18/07 94.971 50.29

313384ZN2 07/18/08 07/19/07 94.971 50.29

313384ZR3 07/21/08 07/23/07 95.035 49.65

313384ZS1 07/22/08 10/19/07 96.699 33.01

313384ZT9 07/23/08 07/23/07 94.988 28.41

Section III-B (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313384ZU6 07/24/08 08/09/07 95.450 45.50

313384ZV4 07/25/08 07/27/07 95.116 48.84

313384ZY8 07/28/08 08/29/07 95.732 42.68

313384ZZ5 07/29/08 11/05/07 96.944 30.56

313384A25 07/30/08 07/31/07 95.103 48.97

313384A33 07/31/08 11/01/07 96.876 31.24

313384A41 08/01/08 08/21/07 95.723 42.77

313384A74 08/04/08 11/09/07 96.974 30.26

313384A82 08/05/08 01/02/08 97.630 23.70

313384A90 08/06/08 11/08/07 96.887 31.13

313384B24 08/07/08 11/09/07 96.932 30.68

313384B32 08/08/08 08/08/07 95.110 29.72

313384B65 08/11/08 08/20/07 95.458 45.42

313384B73 08/12/08 02/13/08 98.758 12.42

313384B81 08/13/08 11/14/07 96.936 30.64

313384B99 08/14/08 08/15/07 95.336 46.64

313384C23 08/15/08 11/13/07 96.903 30.97

313384C56 08/18/08 11/16/07 96.918 30.82

313384C64 08/19/08 02/20/08 98.763 12.37

313384C72 08/20/08 02/15/08 98.722 12.78

313384C80 08/21/08 12/24/07 97.336 26.64

313384C98 08/22/08 08/31/07 95.468 45.32

313384D48 08/25/08 02/05/08 98.580 14.20

313384D55 08/26/08 11/30/07 97.068 29.32

313384D63 08/27/08 11/28/07 97.035 29.65

313384D71 08/28/08 08/29/07 95.367 46.33

313384D89 08/29/08 11/29/07 97.024 29.76

313384E47 09/02/08 12/10/07 97.115 28.85

313384E54 09/03/08 02/11/08 98.645 13.55

313384E62 09/04/08 12/05/07 97.055 29.45

313384E70 09/05/08 12/11/07 97.123 28.77

313384F20 09/08/08 09/17/07 95.518 44.82

313384F38 09/09/08 06/06/08 99.419 5.81

313384F46 09/10/08 02/21/08 98.614 13.86

313384F53 09/11/08 02/19/08 98.622 13.78

313384F61 09/12/08 12/10/07 96.991 30.09

313384F95 09/15/08 09/27/07 95.791 42.09

313384G29 09/16/08 10/04/07 95.853 41.47

313384G37 09/17/08 03/17/08 99.104 8.96

313384G45 09/18/08 10/17/07 95.947 40.53

313384G52 09/19/08 12/27/07 97.130 28.70

313384G86 09/22/08 09/24/07 95.652 43.48

313384G94 09/23/08 11/16/07 96.533 34.67

313384H28 09/24/08 03/24/08 98.962 10.38

313384H36 09/25/08 09/25/07 95.649 32.04

313384H44 09/26/08 09/26/07 95.649 32.16

313384H77 09/29/08 10/01/07 95.693 43.07

Section III-B (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313384H85 09/30/08 10/09/07 95.726 42.74

313384H93 10/01/08 10/02/07 95.640 43.60

313384J26 10/02/08 01/03/08 97.194 28.06

313384J34 10/03/08 04/04/08 98.923 10.77

313384J67 10/06/08 12/28/07 97.052 29.48

313384J75 10/07/08 02/07/08 98.400 16.00

313384J83 10/08/08 04/09/08 98.932 10.68

313384J91 10/09/08 05/07/08 99.117 8.83

313384K24 10/10/08 04/08/08 98.921 10.79

313384K65 10/14/08 10/15/07 95.569 44.31

313384K73 10/15/08 01/16/08 97.664 23.36

313384K81 10/16/08 10/23/07 95.862 41.38

313384K99 10/17/08 10/19/07 95.733 42.67

313384L49 10/20/08 10/31/07 96.016 39.84

313384L56 10/21/08 11/01/07 96.006 39.94

313384L64 10/22/08 01/18/08 97.575 24.25

313384L72 10/23/08 04/23/08 98.943 10.57

313384L80 10/24/08 01/22/08 98.022 19.78

313384M30 10/27/08 10/31/07 95.928 40.72

313384M48 10/28/08 03/31/08 98.804 11.96

313384M55 10/29/08 02/06/08 98.227 17.73

313384M63 10/30/08 10/30/07 95.862 34.44

313384M71 10/31/08 11/02/07 95.895 41.05

313384N21 11/03/08 11/05/07 95.966 40.34

313384N39 11/04/08 02/06/08 98.141 18.59

313384N47 11/05/08 11/06/07 95.924 40.76

313384N54 11/06/08 11/07/07 95.893 41.07

313384N62 11/07/08 11/07/07 95.862 35.24

313384N96 11/10/08 05/09/08 98.940 10.60

313384P37 11/12/08 11/21/07 96.093 39.07

313384P45 11/13/08 11/13/07 95.964 35.03

313384P52 11/14/08 11/16/07 95.996 40.04

313384P86 11/17/08 11/21/07 96.048 39.52

313384P94 11/18/08 11/20/07 96.016 39.84

313384Q28 11/19/08 11/21/07 96.016 39.84

313384Q36 11/20/08 11/26/07 96.080 39.20

313384Q44 11/21/08 11/30/07 96.232 37.68

313384Q77 11/24/08 01/25/08 97.931 20.69

313384Q85 11/25/08 01/23/08 98.081 19.19

313384Q93 11/26/08 11/28/07 96.158 38.42

313384R35 11/28/08 04/15/08 98.714 12.86

313384R68 12/01/08 12/06/07 96.250 37.50

313384R76 12/02/08 12/11/07 96.209 37.91

313384R84 12/03/08 12/06/07 96.229 37.71

313384R92 12/04/08 12/04/07 96.198 35.20

313384S26 12/05/08 12/06/07 96.198 38.02

313384S59 12/08/08 01/03/08 96.477 35.23

Section III-B (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313384S67 12/09/08 12/10/07 96.107 38.93

313384S75 12/10/08 04/10/08 98.611 13.89

313384S83 12/11/08 02/11/08 98.016 19.84

313384S91 12/12/08 12/18/07 96.140 38.60

313384T41 12/15/08 12/18/07 96.148 38.52

313384T58 12/16/08 12/18/07 96.097 39.03

313384T66 12/17/08 12/28/07 96.282 37.18

313384T74 12/18/08 12/18/07 96.076 37.84

313384T82 12/19/08 12/21/07 96.198 38.02

313384U31 12/22/08 12/28/07 96.210 37.90

313384U49 12/23/08 12/31/07 96.301 36.99

313384U56 12/24/08 12/27/07 96.189 38.11

313384U72 12/26/08 12/28/07 96.188 38.12

313384V22 12/29/08 01/03/08 96.310 36.90

313384V30 12/30/08 03/25/08 98.390 16.10

313384V48 12/31/08 02/14/08 97.905 20.95

Section III-C

FEDERAL NATIONAL MORTGAGE ASSOCIATION

Short-Term Obligations Issued at a

Discount and Maturing in 2008

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313588RG2 01/02/08 01/17/07 95.168 48.32

313588RH0 01/03/08 01/18/07 95.168 48.32

313588RJ6 01/04/08 01/11/07 95.087 49.13

313588RM9 01/07/08 01/17/07 95.094 49.06

313588RN7 01/08/08 01/23/07 95.168 48.32

313588RP2 01/09/08 02/22/07 95.542 44.58

313588RQ0 01/10/08 01/19/07 95.095 49.05

313588RR8 01/11/08 01/19/07 95.081 49.19

313588RU1 01/14/08 02/09/07 95.320 46.80

313588RV9 01/15/08 01/23/07 95.081 49.19

313588RW7 01/16/08 02/06/07 95.241 47.59

313588RX5 01/17/08 02/08/07 95.255 47.45

313588RY3 01/18/08 02/08/07 95.260 47.40

313588SC0 01/22/08 05/04/07 96.376 36.24

313588SD8 01/23/08 05/31/07 96.689 33.11

313588SE6 01/24/08 06/21/07 96.956 30.44

313588SF3 01/25/08 03/28/07 95.893 41.07

313588SJ5 01/28/08 03/16/07 95.698 43.02

313588SK2 01/29/08 07/03/07 97.066 29.34

313588SL0 01/30/08 03/12/07 95.626 43.74

313588SM8 01/31/08 03/09/07 95.563 44.37

313588SN6 02/01/08 02/07/07 95.049 49.51

313588SR7 02/04/08 03/20/07 95.649 43.51

313588SS5 02/05/08 08/21/07 97.811 21.89

313588ST3 02/06/08 04/19/07 95.996 40.04

313588SU0 02/07/08 03/14/07 95.600 44.00

313588SV8 02/08/08 03/12/07 95.495 45.05

313588SY2 02/11/08 03/09/07 95.489 45.11

313588SZ9 02/12/08 06/14/07 96.585 34.15

313588TA3 02/13/08 03/23/07 95.595 44.05

313588TB1 02/14/08 04/03/07 95.721 42.79

313588TC9 02/15/08 03/08/07 95.423 45.77

313588TG0 02/19/08 04/20/07 95.832 41.68

313588TH8 02/20/08 04/16/07 95.746 42.54

313588TJ4 02/21/08 04/04/07 95.657 43.43

313588TK1 02/22/08 03/30/07 95.554 44.46

313588TN5 02/25/08 04/27/07 95.845 41.55

313588TP0 02/26/08 05/29/07 96.201 37.99

313588TQ8 02/27/08 06/14/07 96.374 36.26

313588TR6 02/28/08 04/24/07 95.781 42.19

313588TS4 02/29/08 03/07/07 95.193 48.07

313588TV7 03/03/08 04/23/07 95.713 42.87

313588TW5 03/04/08 06/05/07 96.178 38.22

313588TX3 03/05/08 08/24/07 97.403 25.97

313588TY1 03/06/08 05/04/07 95.796 42.04

313588TZ8 03/07/08 04/30/07 95.745 42.55

Section III-C (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313588UC7 03/10/08 04/10/07 95.450 45.50

313588UD5 03/11/08 07/27/07 96.859 31.41

313588UE3 03/12/08 06/07/07 96.102 38.98

313588UF0 03/13/08 05/11/07 95.796 42.04

313588UG8 03/14/08 04/11/07 95.390 46.10

313588UK9 03/17/08 04/12/07 95.382 46.18

313588UL7 03/18/08 06/13/07 96.086 39.14

313588UM5 03/19/08 04/09/07 95.304 46.96

313588UN3 03/20/08 05/02/07 95.604 43.96

313588UP8 03/21/08 05/31/07 95.895 41.05

313588US2 03/24/08 06/04/07 95.892 41.08

313588UT0 03/25/08 06/05/07 95.900 41.00

313588UU7 03/26/08 05/10/07 95.604 43.96

313588UV5 03/27/08 05/31/07 95.828 41.72

313588UW3 03/28/08 04/04/07 95.158 48.42

313588UZ6 03/31/08 05/01/07 95.459 45.41

313588VA0 04/01/08 05/02/07 95.459 45.41

313588VB8 04/02/08 10/03/07 97.745 22.55

313588VC6 04/03/08 05/29/07 95.712 42.88

313588VD4 04/04/08 05/04/07 95.436 45.64

313588VG7 04/07/08 04/23/07 95.275 47.25

313588VH5 04/08/08 04/18/07 95.194 48.06

313588VJ1 04/09/08 04/20/07 95.208 47.92

313588VK8 04/10/08 05/18/07 95.490 45.10

313588VL6 04/11/08 04/23/07 95.211 47.89

313588VP7 04/14/08 06/01/07 95.575 44.25

313588VQ5 04/15/08 06/20/07 95.825 41.75

313588VR3 04/16/08 06/20/07 95.811 41.89

313588VS1 04/17/08 04/23/07 95.160 48.40

313588VT9 04/18/08 05/31/07 95.505 44.95

313588VW2 04/21/08 06/27/07 95.856 41.44

313588VX0 04/22/08 06/14/07 95.618 43.82

313588VY8 04/23/08 06/07/07 95.524 44.76

313588VZ5 04/24/08 07/24/07 96.196 38.04

313588WA9 04/25/08 05/02/07 95.134 48.66

313588WD3 04/28/08 07/03/07 95.858 41.42

313588WE1 04/29/08 06/01/07 95.366 46.34

313588WF8 04/30/08 05/16/07 95.246 47.54

313588WG6 05/01/08 05/18/07 95.230 47.70

313588WH4 05/02/08 06/19/07 95.583 44.17

313588WL5 05/05/08 06/06/07 95.352 46.48

313588WM3 05/06/08 08/01/07 96.210 37.90

313588WN1 05/07/08 05/23/07 95.197 48.03

313588WP6 05/08/08 05/18/07 95.135 48.65

313588WQ4 05/09/08 05/23/07 95.160 48.40

313588WT8 05/12/08 05/21/07 95.111 48.89

Section III-C (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313588WU5 05/13/08 08/13/07 96.347 36.53

313588WV3 05/14/08 06/20/07 95.412 45.88

313588WW1 05/15/08 06/15/07 95.319 46.81

313588WX9 05/16/08 06/14/07 95.287 47.13

313588XA8 05/19/08 07/13/07 95.698 43.02

313588XB6 05/20/08 12/18/07 98.233 17.67

313588XC4 05/21/08 11/05/07 97.712 22.88

313588XD2 05/22/08 06/29/07 95.454 45.46

313588XE0 05/23/08 06/05/07 95.117 48.83

313588XJ9 05/27/08 07/16/07 95.602 43.98

313588XK6 05/28/08 07/13/07 95.556 44.44

313588XL4 05/29/08 07/17/07 95.597 44.03

313588XM2 05/30/08 06/06/07 94.997 50.03

313588XQ3 06/02/08 07/11/07 95.477 45.23

313588XR1 06/03/08 08/01/07 95.856 41.44

313588XS9 06/04/08 11/15/07 97.699 23.01

313588XT7 06/05/08 07/13/07 95.454 45.46

313588XU4 06/06/08 07/11/07 95.421 45.79

313588XX8 06/09/08 07/02/07 95.265 47.35

313588XY6 06/10/08 07/09/07 95.329 46.71

313588XZ3 06/11/08 06/29/07 95.186 48.14

313588YA7 06/12/08 06/18/07 94.960 50.40

313588YB5 06/13/08 06/28/07 95.154 48.46

313588YE9 06/16/08 06/27/07 95.129 48.71

313588YF6 06/17/08 11/09/07 97.526 24.74

313588YG4 06/18/08 07/27/07 95.604 43.96

313588YH2 06/19/08 07/26/07 95.540 44.60

313588YJ8 06/20/08 06/28/07 95.068 49.32

313588YM1 06/23/08 07/27/07 95.564 44.36

313588YN9 06/24/08 10/01/07 96.915 30.85

313588YP4 06/25/08 10/24/07 97.094 29.06

313588YQ2 06/26/08 08/02/07 95.586 44.14

313588YR0 06/27/08 07/03/07 95.043 49.57

313588YU3 06/30/08 07/26/07 95.353 46.47

313588YV1 07/01/08 07/23/07 95.318 46.82

313588YW9 07/02/08 10/11/07 96.732 32.68

313588YX7 07/03/08 08/14/07 95.707 42.93

313588ZB4 07/07/08 07/20/07 95.156 48.44

313588ZC2 07/08/08 08/01/07 95.412 45.88

313588ZD0 07/09/08 12/14/07 97.747 22.53

313588ZE8 07/10/08 07/20/07 95.125 48.75

313588ZF5 07/11/08 07/20/07 95.131 48.69

313588ZJ7 07/14/08 08/23/07 95.943 40.57

313588ZK4 07/15/08 09/10/07 96.464 35.36

313588ZL2 07/16/08 12/19/07 97.708 22.92

313588ZM0 07/17/08 08/22/07 95.948 40.52

Section III-C (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313588ZN8 07/18/08 08/14/07 95.565 44.35

313588ZR9 07/21/08 11/21/07 97.233 27.67

313588ZS7 07/22/08 11/09/07 97.184 28.16

313588ZT5 07/23/08 10/12/07 96.517 34.83

313588ZU2 07/24/08 01/03/08 97.823 21.77

313588ZV0 07/25/08 08/01/07 95.211 47.89

313588ZY4 07/28/08 10/02/07 96.492 35.08

313588ZZ1 07/29/08 10/17/07 96.536 34.64

313588A21 07/30/08 08/29/07 95.791 42.09

313588A39 07/31/08 02/14/08 98.861 11.39

313588A47 08/01/08 08/13/07 95.477 45.23

313588A70 08/04/08 10/10/07 96.304 36.96

313588A88 08/05/08 10/11/07 96.321 36.79

313588A96 08/06/08 10/15/07 96.366 36.34

313588B20 08/07/08 10/05/07 96.273 37.27

313588B38 08/08/08 08/17/07 95.785 42.15

313588B61 08/11/08 11/20/07 97.033 29.67

313588B79 08/12/08 01/11/08 97.919 20.81

313588B87 08/13/08 11/16/07 97.011 29.89

313588B95 08/14/08 10/18/07 96.430 35.70

313588C29 08/15/08 10/05/07 96.176 38.24

313588C52 08/18/08 01/17/08 98.068 19.32

313588C60 08/19/08 01/07/08 97.706 22.94

313588C78 08/20/08 01/11/08 97.953 20.47

313588C86 08/21/08 10/25/07 96.647 33.53

313588C94 08/22/08 12/03/07 97.246 27.54

313588D44 08/25/08 12/04/07 97.210 27.90

313588D51 08/26/08 10/17/07 96.206 37.94

313588D69 08/27/08 10/05/07 96.022 39.78

313588D77 08/28/08 10/05/07 96.009 39.91

313588D85 08/29/08 09/05/07 95.343 46.57

313588E43 09/02/08 10/25/07 96.531 34.69

313588E50 09/03/08 01/09/08 97.673 23.27

313588E68 09/04/08 11/02/07 96.529 34.71

313588E76 09/05/08 10/12/07 96.006 39.94

313588F26 09/08/08 11/08/07 96.611 33.89

313588F34 09/09/08 02/19/08 98.641 13.59

313588F42 09/10/08 10/01/07 96.071 39.29

313588F59 09/11/08 10/11/07 95.940 40.60

313588F67 09/12/08 12/05/07 97.047 29.53

313588F91 09/15/08 10/17/07 95.964 40.36

313588G25 09/16/08 11/09/07 96.646 33.54

313588G33 09/17/08 03/19/08 99.051 9.49

313588G41 09/18/08 01/30/08 98.473 15.27

313588G58 09/19/08 10/16/07 95.913 40.87

313588G82 09/22/08 01/14/08 97.865 21.35

Section III-C (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313588G90 09/23/08 05/30/08 99.301 6.99

313588H24 09/24/08 01/23/08 98.537 14.63

313588H32 09/25/08 11/20/07 96.659 33.41

313588H73 09/29/08 04/25/08 99.115 8.85

313588H81 09/30/08 11/14/07 96.478 35.22

313588H99 10/01/08 10/11/07 95.688 43.12

313588J22 10/02/08 12/17/07 96.963 30.37

313588J30 10/03/08 10/11/07 95.694 43.06

313588J63 10/06/08 01/02/08 97.120 28.80

313588J71 10/07/08 01/29/08 98.390 16.10

313588J89 10/08/08 01/14/08 97.744 22.56

313588J97 10/09/08 01/14/08 97.601 23.99

313588K20 10/10/08 01/15/08 97.743 22.57

313588K61 10/14/08 11/01/07 96.143 38.57

313588K79 10/15/08 01/30/08 98.317 16.83

313588K87 10/16/08 01/09/08 97.276 27.24

313588K95 10/17/08 12/28/07 97.052 29.48

313588L45 10/20/08 01/17/08 97.692 23.08

313588L52 10/21/08 02/14/08 98.382 16.18

313588L60 10/22/08 01/14/08 97.650 23.50

313588L78 10/23/08 04/02/08 98.833 11.67

313588L86 10/24/08 01/09/08 97.295 27.05

313588M36 10/27/08 01/16/08 97.665 23.35

313588M44 10/28/08 02/15/08 98.357 16.43

313588M51 10/29/08 02/27/08 98.401 15.99

313588M69 10/30/08 12/21/07 96.921 30.79

313588M77 10/31/08 11/07/07 95.902 40.98

313588N27 11/03/08 12/31/07 96.937 30.63

313588N35 11/04/08 04/02/08 98.734 12.66

313588N43 11/05/08 03/10/08 98.693 13.07

313588N50 11/06/08 12/17/07 96.660 33.40

313588N68 11/07/08 01/11/08 97.207 27.93

313588N92 11/10/08 01/04/08 96.950 30.50

313588P33 11/12/08 04/15/08 98.804 11.96

313588P41 11/13/08 01/08/08 97.055 29.45

313588P58 11/14/08 12/18/07 96.680 33.20

313588P82 11/17/08 01/03/08 96.881 31.19

313588P90 11/18/08 04/07/08 98.719 12.81

313588Q24 11/19/08 01/02/08 96.825 31.75

313588Q32 11/20/08 01/10/08 97.121 28.79

313588Q40 11/21/08 01/04/08 96.905 30.95

313588Q73 11/24/08 11/30/07 96.310 36.90

313588Q81 11/25/08 03/27/08 98.630 13.70

313588Q99 11/26/08 02/06/08 98.146 18.54

313588R31 11/28/08 12/05/07 96.192 38.08

313588R64 12/01/08 01/22/08 97.959 20.41

Section III-C (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313588R72 12/02/08 06/26/08 98.887 11.13

313588R80 12/03/08 06/04/08 98.842 11.58

313588R98 12/04/08 02/15/08 98.169 18.31

313588S22 12/05/08 01/30/08 98.071 19.29

313588S55 12/08/08 02/12/08 98.117 18.83

313588S63 12/09/08 02/11/08 98.146 18.54

313588S71 12/10/08 04/18/08 98.689 13.11

313588S89 12/11/08 01/24/08 97.988 20.12

313588S97 12/12/08 02/05/08 98.013 19.87

313588T47 12/15/08 01/23/08 97.820 21.80

313588T54 12/16/08 04/03/08 98.508 14.92

313588T62 12/17/08 03/27/08 98.513 14.87

313588T70 12/18/08 02/20/08 98.045 19.55

313588T88 12/19/08 03/26/08 98.489 15.11

313588U37 12/22/08 02/19/08 98.056 19.44

313588U45 12/23/08 05/01/08 98.689 13.11

313588U52 12/24/08 04/24/08 98.631 13.69

313588U78 12/26/08 01/02/08 96.303 36.97

313588V28 12/29/08 01/22/08 97.720 22.80

313588V36 12/30/08 01/24/08 97.869 21.31

313588V44 12/31/08 02/01/08 97.903 20.97

Section III-D

FEDERAL FARM CREDIT BANKS

Short-Term Obligations Issued at a

Discount and Maturing in 2008

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313312RG7 01/02/08 06/06/07 97.036 29.64

313312RH5 01/03/08 10/04/07 98.844 11.56

313312RJ1 01/04/08 01/04/07 95.042 49.58

313312RM4 01/07/08 11/14/07 99.358 6.42

313312RN2 01/08/08 11/02/07 99.188 8.12

313312RP7 01/09/08 11/19/07 99.385 6.15

313312RQ5 01/10/08 11/19/07 99.373 6.27

313312RR3 01/11/08 10/12/07 98.824 11.76

313312RU6 01/14/08 07/16/07 97.426 25.74

313312RV4 01/15/08 11/29/07 99.450 5.50

313312RW2 01/16/08 01/16/07 94.950 50.50

313312RX0 01/17/08 08/17/07 97.947 20.53

313312RY8 01/18/08 10/01/07 98.646 13.54

313312SC5 01/22/08 07/23/07 97.412 25.88

313312SD3 01/23/08 02/06/07 95.144 48.56

313312SE1 01/24/08 12/04/07 99.399 6.01

313312SF8 01/25/08 05/22/07 96.528 34.72

313312SJ0 01/28/08 10/01/07 98.529 14.71

313312SK7 01/29/08 07/31/07 97.446 25.54

313312SL5 01/30/08 10/03/07 98.512 14.88

313312SM3 01/31/08 10/04/07 98.495 15.05

313312SN1 02/01/08 02/01/07 94.930 50.70

313312SR2 02/04/08 12/12/07 99.383 6.17

313312SS0 02/05/08 10/01/07 98.430 15.70

313312ST8 02/06/08 07/06/07 96.966 30.34

313312SU5 02/07/08 12/11/07 99.328 6.72

313312SV3 02/08/08 12/14/07 99.352 6.48

313312SY7 02/11/08 11/13/07 98.937 10.63

313312SZ4 02/12/08 12/27/07 99.442 5.58

313312TA8 02/13/08 10/17/07 98.476 15.24

313312TB6 02/14/08 10/01/07 98.318 16.82

313312TC4 02/15/08 03/19/07 95.458 45.42

313312TG5 02/19/08 11/20/07 98.910 10.90

313312TH3 02/20/08 07/24/07 97.034 29.66

313312TJ9 02/21/08 05/09/07 96.048 39.52

313312TK6 02/22/08 03/22/07 95.469 45.31

313312TN0 02/25/08 03/26/07 95.445 45.55

313312TP5 02/26/08 12/03/07 99.005 9.95

313312TQ3 02/27/08 11/28/07 98.928 10.72

313312TR1 02/28/08 08/28/07 97.485 25.15

313312TS9 02/29/08 12/05/07 99.006 9.94

313312TV2 03/03/08 01/24/08 99.688 3.12

313312TW0 03/04/08 09/04/07 97.532 24.68

313312TX8 03/05/08 11/05/07 98.558 14.42

313312TY6 03/06/08 12/06/07 98.948 10.52

313312TZ3 03/07/08 11/02/07 98.495 15.05

Section III-D (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313312UC2 03/10/08 01/29/08 99.675 3.25

313312UD0 03/11/08 01/31/08 99.702 2.98

313312UE8 03/12/08 12/12/07 98.963 10.37

313312UF5 03/13/08 02/01/08 99.694 3.06

313312UG3 03/14/08 10/15/07 98.074 19.26

313312UK4 03/17/08 01/16/08 99.384 6.16

313312UL2 03/18/08 10/17/07 98.053 19.47

313312UM0 03/19/08 12/21/07 98.954 10.46

313312UN8 03/20/08 02/04/08 99.661 3.39

313312US7 03/24/08 09/24/07 97.760 22.40

313312UT5 03/25/08 03/27/07 95.116 48.84

313312UU2 03/26/08 09/26/07 97.760 22.40

313312UV0 03/27/08 02/06/08 99.629 3.71

313312UW8 03/28/08 03/30/07 95.116 48.84

313312UZ1 03/31/08 10/02/07 97.767 22.33

313312VA5 04/01/08 02/05/08 99.584 4.16

313312VB3 04/02/08 01/02/08 98.956 10.44

313312VC1 04/03/08 02/12/08 99.624 3.76

313312VD9 04/04/08 02/12/08 99.617 3.83

313312VG2 04/07/08 08/22/07 97.023 29.77

313312VH0 04/08/08 02/15/08 99.598 4.02

313312VJ6 04/09/08 08/08/07 96.624 33.76

313312VK3 04/10/08 02/20/08 99.615 3.85

313312VL1 04/11/08 02/20/08 99.607 3.93

313312VP2 04/14/08 02/21/08 99.592 4.08

313312VQ0 04/15/08 06/22/07 95.869 41.31

313312VR8 04/16/08 02/22/08 99.586 4.14

313312VS6 04/17/08 12/20/07 98.618 13.82

313312VT4 04/18/08 12/21/07 98.618 13.82

313312VW7 04/21/08 02/26/08 99.582 4.18

313312VX5 04/22/08 02/27/08 99.585 4.15

313312VY3 04/23/08 10/24/07 97.800 22.00

313312VZ0 04/24/08 02/28/08 99.583 4.17

313312WA4 04/25/08 07/30/07 96.317 36.83

313312WD8 04/28/08 07/31/07 96.267 37.33

313312WE6 04/29/08 10/30/07 97.851 21.49

313312WF3 04/30/08 03/03/08 99.597 4.03

313312WG1 05/01/08 11/13/07 98.035 19.65

313312WH9 05/02/08 08/21/07 96.812 31.88

313312WL0 05/05/08 10/29/07 97.774 22.26

313312WM8 05/06/08 12/04/07 98.237 17.63

313312WN6 05/07/08 03/13/08 99.671 3.29

313312WP1 05/08/08 11/05/07 97.815 21.85

313312WQ9 05/09/08 09/26/07 97.244 27.56

313312WT3 05/12/08 03/17/08 99.734 2.66

313312WU0 05/13/08 03/18/08 99.738 2.62

Section III-D (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313312WV8 05/14/08 01/16/08 98.839 11.61

313312WW6 05/15/08 02/19/08 99.357 6.43

313312WX4 05/16/08 06/19/07 95.352 46.48

313312XA3 05/19/08 03/31/08 99.730 2.70

313312XB1 05/20/08 02/19/08 99.322 6.78

313312XC9 05/21/08 09/19/07 97.005 29.95

313312XD7 05/22/08 04/01/08 99.726 2.74

313312XE5 05/23/08 04/02/08 99.716 2.84

313312XJ4 05/27/08 01/29/08 99.064 9.36

313312XK1 05/28/08 01/11/08 98.608 13.92

313312XL9 05/29/08 11/29/07 97.912 20.88

313312XM7 05/30/08 02/29/08 99.365 6.35

313312XQ8 06/02/08 03/03/08 99.370 6.30

313312XR6 06/03/08 03/04/08 99.375 6.25

313312XS4 06/04/08 12/05/07 97.952 20.48

313312XT2 06/05/08 03/06/08 99.418 5.82

313312XU9 06/06/08 03/07/08 99.436 5.64

313312XX3 06/09/08 04/14/08 99.682 3.18

313312XY1 06/10/08 04/14/08 99.677 3.23

313312XZ8 06/11/08 03/12/08 99.446 5.54

313312YA2 06/12/08 09/28/07 96.868 31.32

313312YB0 06/13/08 12/19/07 97.974 20.26

313312YE4 06/16/08 02/05/08 99.065 9.35

313312YF1 06/17/08 01/15/08 98.541 14.59

313312YG9 06/18/08 09/19/07 96.693 33.07

313312YH7 06/19/08 04/21/08 99.667 3.33

313312YJ3 06/20/08 04/21/08 99.661 3.39

313312YM6 06/23/08 01/10/08 98.290 17.10

313312YN4 06/24/08 12/24/07 97.890 21.10

313312YP9 06/25/08 12/24/07 97.878 21.22

313312YQ7 06/26/08 12/24/07 97.867 21.33

313312YR5 06/27/08 02/01/08 98.946 10.54

313312YU8 06/30/08 02/05/08 98.965 10.35

313312YV6 07/01/08 12/21/07 97.796 22.04

313312YW4 07/02/08 09/20/07 96.560 34.40

313312YX2 07/03/08 09/19/07 96.528 34.72

313312ZB9 07/07/08 12/06/07 97.616 23.84

313312ZC7 07/08/08 05/07/08 99.667 3.33

313312ZD5 07/09/08 05/08/08 99.671 3.29

313312ZE3 07/10/08 05/08/08 99.665 3.35

313312ZF0 07/11/08 10/19/07 96.808 31.92

313312ZJ2 07/14/08 05/09/08 99.649 3.51

313312ZK9 07/15/08 03/17/08 99.473 5.27

313312ZL7 07/16/08 05/16/08 99.656 3.44

313312ZM5 07/17/08 05/19/08 99.667 3.33

313312ZN3 07/18/08 05/19/08 99.661 3.39

Section III-D (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313312ZR4 07/21/08 11/21/07 97.279 27.21

313312ZS2 07/22/08 07/30/07 95.196 48.04

313312ZT0 07/23/08 01/24/08 98.727 12.73

313312ZU7 07/24/08 05/22/08 99.648 3.52

313312ZV5 07/25/08 02/13/08 98.854 11.46

313312ZY9 07/28/08 05/29/08 99.641 3.59

313312ZZ6 07/29/08 03/27/08 99.335 6.65

313312A26 07/30/08 06/02/08 99.656 3.44

313312A34 07/31/08 06/03/08 99.664 3.36

313312A42 08/01/08 02/08/08 98.789 12.11

313312A75 08/04/08 06/03/08 99.640 3.60

313312A83 08/05/08 06/09/08 99.656 3.44

313312A91 08/06/08 06/10/08 99.654 3.46

313312B25 08/07/08 09/21/07 96.112 38.88

313312B33 08/08/08 06/13/08 99.659 3.41

313312B66 08/11/08 06/16/08 99.660 3.40

313312B74 08/12/08 06/16/08 99.654 3.46

313312B82 08/13/08 01/16/08 98.098 19.02

313312B90 08/14/08 01/17/08 98.051 19.49

313312C24 08/15/08 10/04/07 96.172 38.28

313312C57 08/18/08 06/17/08 99.626 3.74

313312C65 08/19/08 02/19/08 98.756 12.44

313312C73 08/20/08 06/19/08 99.628 3.72

313312C81 08/21/08 05/22/08 99.476 5.24

313312C99 08/22/08 06/20/08 99.618 3.82

313312D49 08/25/08 11/16/07 96.831 31.69

313312D56 08/26/08 06/24/08 99.616 3.84

313312D64 08/27/08 06/26/08 99.621 3.79

313312D72 08/28/08 01/31/08 98.547 14.53

313312D80 08/29/08 06/27/08 99.613 3.87

313312E48 09/02/08 01/25/08 98.299 17.01

313312E55 09/03/08 02/28/08 98.710 12.90

313312E63 09/04/08 06/30/08 99.582 4.18

313312E71 09/05/08 07/02/08 99.600 4.00

313312F21 09/08/08 07/02/08 99.582 4.18

313312F39 09/09/08 07/03/08 99.582 4.18

313312F47 09/10/08 07/07/08 99.602 3.98

313312F54 09/11/08 11/08/07 96.492 35.08

313312F62 09/12/08 07/10/08 99.623 3.77

313312F96 09/15/08 10/02/07 95.802 41.98

313312G20 09/16/08 07/15/08 99.613 3.87

313312G38 09/17/08 07/16/08 99.609 3.91

313312G46 09/18/08 09/21/07 95.603 43.97

313312G53 09/19/08 09/21/07 95.591 44.09

313312G87 09/22/08 06/25/08 99.406 5.94

313312G95 09/23/08 09/24/07 95.609 43.91

Section III-D (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313312H29 09/24/08 07/30/08 99.651 3.49

313312H37 09/25/08 03/18/08 99.124 8.76

313312H45 09/26/08 07/30/08 99.639 3.61

313312H78 09/29/08 02/04/08 98.320 16.80

313312H86 09/30/08 10/31/07 96.156 38.44

313312H94 10/01/08 12/28/07 96.980 30.20

313312J27 10/02/08 12/21/07 96.877 31.23

313312J35 10/03/08 08/01/08 99.602 3.98

313312J68 10/06/08 08/04/08 99.604 3.96

313312J76 10/07/08 08/04/08 99.598 4.02

313312J84 10/08/08 08/05/08 99.924 0.76

313312J92 10/09/08 08/05/08 99.920 0.80

313312K25 10/10/08 08/06/08 99.597 4.03

313312K66 10/14/08 08/07/08 99.580 4.20

313312K74 10/15/08 01/07/08 97.156 28.44

313312K82 10/16/08 01/17/08 97.550 24.50

313312K90 10/17/08 08/12/08 99.598 4.02

313312L40 10/20/08 11/16/07 96.223 37.77

313312L57 10/21/08 10/23/07 95.763 42.37

313312L65 10/22/08 08/13/08 99.576 4.24

313312L73 10/23/08 08/13/08 99.570 4.30

313312L81 10/24/08 02/22/08 98.359 16.41

313312M31 10/27/08 08/18/08 99.558 4.42

313312M49 10/28/08 10/29/07 95.812 41.88

313312M56 10/29/08 08/19/08 99.564 4.36

313312M64 10/30/08 02/04/08 98.124 18.76

313312M72 10/31/08 11/02/07 95.814 41.86

313312N22 11/03/08 07/02/08 99.169 8.31

313312N30 11/04/08 12/04/07 96.472 35.28

313312N48 11/05/08 11/06/07 95.873 41.27

313312N55 11/06/08 08/29/08 99.568 4.32

313312N63 11/07/08 11/09/07 95.985 40.15

313312N97 11/10/08 05/15/08 98.940 10.60

313312P38 11/12/08 04/28/08 98.850 11.50

313312P46 11/13/08 01/17/08 97.341 26.59

313312P53 11/14/08 11/19/07 96.008 39.92

313312P87 11/17/08 01/29/08 97.867 21.33

313312P95 11/18/08 09/09/08 99.605 3.95

313312Q29 11/19/08 09/11/08 99.601 3.99

313312Q37 11/20/08 02/21/08 98.126 18.74

313312Q45 11/21/08 04/23/08 98.769 12.31

313312Q78 11/24/08 06/23/08 98.917 10.83

313312Q86 11/25/08 09/24/08 99.607 3.93

313312Q94 11/26/08 11/28/07 96.117 38.83

313312R36 11/28/08 11/29/07 96.116 38.84

313312R69 12/01/08 02/21/08 98.059 19.41

Section III-D (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313312R77 12/02/08 10/10/08 99.834 1.66

313312R85 12/03/08 06/05/08 98.848 11.52

313312R93 12/04/08 06/04/08 98.841 11.59

313312S27 12/05/08 01/17/08 97.227 27.73

313312S50 12/08/08 07/07/08 98.943 10.57

313312S68 12/09/08 10/20/08 99.878 1.22

313312S76 12/10/08 10/23/08 99.849 1.51

313312S84 12/11/08 10/24/08 99.849 1.51

313312S92 12/12/08 06/12/08 98.713 12.87

313312T42 12/15/08 01/16/08 97.133 28.67

313312T59 12/16/08 10/28/08 99.839 1.61

313312T67 12/17/08 02/20/08 97.959 20.41

313312T75 12/18/08 01/17/08 97.078 29.22

313312T83 12/19/08 11/06/08 99.975 0.25

313312U32 12/22/08 06/25/08 98.695 13.05

313312U40 12/23/08 11/24/08 99.981 0.19

313312U57 12/24/08 12/03/08 99.989 0.11

313312U73 12/26/08 11/26/08 99.981 0.19

313312V23 12/29/08 11/13/08 99.958 0.42

313312V31 12/30/08 11/17/08 99.949 0.51

313312V49 12/31/08 11/17/08 99.947 0.53

Section III-E

FEDERAL HOME LOAN MORTGAGE CORPORATION

Short-Term Obligations Issued at a

Discount and Maturing in 2008

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313396RG0 01/02/08 05/24/07 96.884 31.16

313396RH8 01/03/08 03/01/07 95.851 41.49

313396RJ4 01/04/08 03/23/07 96.110 38.90

313396RM7 01/07/08 01/08/07 95.025 49.75

313396RN5 01/08/08 03/06/07 95.851 41.49

313396RP0 01/09/08 11/26/07 99.471 5.29

313396RQ8 01/10/08 11/14/07 99.327 6.73

313396RR6 01/11/08 02/09/07 95.352 46.48

313396RU9 01/14/08 03/15/07 95.908 40.92

313396RV7 01/15/08 08/27/07 98.120 18.80

313396RW5 01/16/08 11/09/07 99.199 8.01

313396RX3 01/17/08 11/09/07 99.187 8.13

313396RY1 01/18/08 02/08/07 95.251 47.49

313396SC8 01/22/08 02/28/07 95.526 44.74

313396SD6 01/23/08 03/14/07 95.774 42.26

313396SE4 01/24/08 02/28/07 95.545 44.55

313396SF1 01/25/08 02/28/07 95.532 44.68

313396SJ3 01/28/08 04/16/07 96.038 39.62

313396SK0 01/29/08 06/07/07 96.689 33.11

313396SL8 01/30/08 04/05/07 95.933 40.67

313396SM6 01/31/08 05/17/07 96.424 35.76

313396SN4 02/01/08 08/24/07 97.898 21.02

313396SR5 02/04/08 02/05/07 94.965 50.35

313396SS3 02/05/08 03/15/07 95.604 43.96

313396ST1 02/06/08 07/05/07 96.982 30.18

313396SU8 02/07/08 03/22/07 95.671 43.29

313396SV6 02/08/08 03/21/07 95.608 43.92

313396SY0 02/11/08 08/13/07 97.452 25.48

313396SZ7 02/12/08 01/17/08 99.736 2.64

313396TA1 02/13/08 09/13/07 98.066 19.34

313396TB9 02/14/08 09/06/07 97.871 21.29

313396TC7 02/15/08 12/05/07 99.156 8.44

313396TG8 02/19/08 07/16/07 96.954 30.46

313396TH6 02/20/08 03/29/07 95.618 43.82

313396TJ2 02/21/08 03/28/07 95.591 44.09

313396TK9 02/22/08 03/27/07 95.536 44.64

313396TN3 02/25/08 05/30/07 96.244 37.56

313396TP8 02/26/08 06/06/07 96.290 37.10

313396TQ6 02/27/08 06/07/07 96.297 37.03

313396TR4 02/28/08 05/01/07 95.867 41.33

313396TS2 02/29/08 05/29/07 96.167 38.33

313396TV5 03/03/08 03/05/07 95.147 48.53

313396TW3 03/04/08 12/26/07 99.185 8.15

313396TX1 03/05/08 12/21/07 99.113 8.87

313396TY9 03/06/08 12/21/07 99.101 8.99

313396TZ6 03/07/08 08/08/07 97.079 29.21

Section III-E (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313396UC5 03/10/08 09/10/07 97.649 23.51

313396UD3 03/11/08 11/08/07 98.546 14.54

313396UE1 03/12/08 12/26/07 99.091 9.09

313396UF8 03/13/08 04/19/07 95.549 44.51

313396UG6 03/14/08 04/17/07 95.463 45.37

313396UK7 03/17/08 09/17/07 97.654 23.46

313396UL5 03/18/08 01/30/08 99.627 3.73

313396UM3 03/19/08 11/05/07 98.403 15.97

313396UN1 03/20/08 03/22/07 95.096 49.04

313396UP6 03/21/08 06/14/07 96.050 39.50

313396US0 03/24/08 05/31/07 95.870 41.30

313396UT8 03/25/08 06/04/07 95.895 41.05

313396UU5 03/26/08 05/30/07 95.845 41.55

313396UV3 03/27/08 06/01/07 95.832 41.68

313396UW1 03/28/08 05/15/07 95.636 43.64

313396UZ4 03/31/08 04/02/07 95.116 48.84

313396VA8 04/01/08 11/15/07 98.402 15.98

313396VB6 04/02/08 03/07/08 99.830 1.70

313396VC4 04/03/08 12/05/07 98.630 13.70

313396VD2 04/04/08 02/04/08 99.555 4.45

313396VG5 04/07/08 05/15/07 95.517 44.83

313396VH3 04/08/08 11/05/07 98.183 18.17

313396VJ9 04/09/08 05/15/07 95.490 45.10

313396VK6 04/10/08 05/17/07 95.504 44.96

313396VL4 04/11/08 05/10/07 95.394 46.06

313396VP5 04/14/08 10/15/07 97.679 23.21

313396VQ3 04/15/08 12/13/07 98.608 13.92

313396VR1 04/16/08 04/19/07 95.089 49.11

313396VS9 04/17/08 09/05/07 97.063 29.37

313396VT7 04/18/08 04/23/07 95.127 48.73

313396VW0 04/21/08 10/22/07 97.791 22.09

313396VX8 04/22/08 01/03/08 98.769 12.31

313396VY6 04/23/08 08/27/07 96.853 31.47

313396VZ3 04/24/08 06/21/07 95.722 42.78

313396WA7 04/25/08 11/16/07 98.131 18.69

313396WD1 04/28/08 04/30/07 95.076 49.24

313396WE9 04/29/08 11/20/07 98.108 18.92

313396WF6 04/30/08 06/01/07 95.361 46.39

313396WG4 05/01/08 06/22/07 95.646 43.54

313396WH2 05/02/08 01/25/08 99.276 7.24

313396WL3 05/05/08 11/06/07 97.870 21.30

313396WM1 05/06/08 12/10/07 98.323 16.77

313396WN9 05/07/08 10/04/07 97.372 26.28

313396WP4 05/08/08 07/12/07 95.826 41.74

313396WQ2 05/09/08 07/10/07 95.769 42.31

313396WT6 05/12/08 11/13/07 97.903 20.97

Section III-E (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313396WU3 05/13/08 03/27/08 99.765 2.35

313396WV1 05/14/08 05/16/07 95.066 49.34

313396WW9 05/15/08 01/04/08 98.555 14.45

313396WX7 05/16/08 08/23/07 96.559 34.41

313396XA6 05/19/08 08/15/07 96.378 36.22

313396XB4 05/20/08 07/18/07 95.753 42.47

313396XC2 05/21/08 08/24/07 96.477 35.23

313396XD0 05/22/08 06/15/07 95.241 47.59

313396XE8 05/23/08 06/15/07 95.198 48.02

313396XJ7 05/27/08 05/29/07 94.975 50.25

313396XK4 05/28/08 07/25/07 95.765 42.35

313396XL2 05/29/08 08/15/07 96.248 37.52

313396XM0 05/30/08 06/25/07 95.287 47.13

313396XQ1 06/02/08 06/22/07 95.204 47.96

313396XR9 06/03/08 06/28/07 95.330 46.70

313396XS7 06/04/08 08/29/07 96.407 35.93

313396XT5 06/05/08 08/09/07 96.012 39.88

313396XU2 06/06/08 08/09/07 95.999 40.01

313396XX6 06/09/08 12/10/07 97.932 20.68

313396XY4 06/10/08 02/04/08 99.083 9.17

313396XZ1 06/11/08 06/11/07 94.917 22.89

313396YA5 06/12/08 06/13/07 94.890 51.10

313396YB3 06/13/08 06/15/07 94.914 50.86

313396YE7 06/16/08 12/17/07 97.897 21.03

313396YF4 06/17/08 11/29/07 97.744 22.56

313396YG2 06/18/08 11/29/07 97.733 22.67

313396YH0 06/19/08 11/29/07 97.722 22.78

313396YJ6 06/20/08 07/13/07 95.293 47.07

313396YM9 06/23/08 06/25/07 94.995 50.05

313396YN7 06/24/08 10/09/07 96.834 31.66

313396YP2 06/25/08 11/16/07 97.503 24.97

313396YQ0 06/26/08 09/27/07 96.694 33.06

313396YR8 06/27/08 09/06/07 96.288 37.12

313396YU1 06/30/08 07/16/07 95.207 47.93

313396YV9 07/01/08 09/28/07 96.653 33.47

313396YW7 07/02/08 10/01/07 96.677 33.23

313396YX5 07/03/08 09/28/07 96.629 33.71

313396ZB2 07/07/08 01/07/08 98.059 19.41

313396ZC0 07/08/08 02/08/08 98.956 10.44

313396ZD8 07/09/08 02/06/08 98.901 10.99

313396ZE6 07/10/08 11/13/07 97.340 26.60

313396ZF3 07/11/08 11/23/07 97.369 26.31

313396ZJ5 07/14/08 12/26/07 97.783 22.17

313396ZK2 07/15/08 12/27/07 97.795 22.05

313396ZL0 07/16/08 05/28/08 99.721 2.79

313396ZM8 07/17/08 05/20/08 99.670 3.30

Section III-E (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313396ZN6 07/18/08 05/19/08 99.658 3.42

313396ZR7 07/21/08 07/23/07 95.005 49.95

313396ZS5 07/22/08 06/03/08 99.713 2.87

313396ZT3 07/23/08 03/27/08 99.338 6.62

313396ZU0 07/24/08 09/28/07 96.392 36.08

313396ZV8 07/25/08 08/29/07 95.798 42.02

313396ZY2 07/28/08 01/28/08 98.605 13.95

313396ZZ9 07/29/08 02/21/08 98.891 11.09

313396A29 07/30/08 09/28/07 96.328 36.72

313396A37 07/31/08 08/29/07 95.716 42.84

313396A45 08/01/08 01/04/08 97.766 22.34

313396A78 08/04/08 10/09/07 96.342 36.58

313396A86 08/05/08 10/10/07 96.342 36.58

313396A94 08/06/08 03/31/08 99.275 7.25

313396B28 08/07/08 03/17/08 99.305 6.95

313396B36 08/08/08 10/10/07 96.305 36.95

313396B69 08/11/08 02/11/08 98.751 12.49

313396B77 08/12/08 04/03/08 99.229 7.71

313396B85 08/13/08 04/17/08 99.331 6.69

313396B93 08/14/08 04/14/08 99.271 7.29

313396C27 08/15/08 10/17/07 96.280 37.20

313396C50 08/18/08 08/20/07 95.349 46.51

313396C68 08/19/08 04/01/08 99.211 7.89

313396C76 08/20/08 01/16/08 98.143 18.57

313396C84 08/21/08 01/29/08 98.605 13.95

313396C92 08/22/08 12/19/07 97.331 26.69

313396D42 08/25/08 10/17/07 96.157 38.43

313396D59 08/26/08 11/29/07 97.072 29.28

313396D67 08/27/08 02/04/08 98.633 13.67

313396D75 08/28/08 10/18/07 96.211 37.89

313396D83 08/29/08 09/05/07 95.473 45.27

313396E41 09/02/08 01/11/08 97.846 21.54

313396E58 09/03/08 04/11/08 99.170 8.30

313396E66 09/04/08 04/04/08 99.103 8.97

313396E74 09/05/08 04/14/08 99.176 8.24

313396F24 09/08/08 02/21/08 98.611 13.89

313396F32 09/09/08 02/21/08 98.604 13.96

313396F40 09/10/08 10/04/07 95.915 40.85

313396F57 09/11/08 07/11/08 99.623 3.77

313396F65 09/12/08 10/15/07 95.958 40.42

313396F99 09/15/08 09/17/07 95.420 45.80

313396G23 09/16/08 12/21/07 97.188 28.12

313396G31 09/17/08 01/15/08 97.895 21.05

313396G49 09/18/08 04/21/08 99.142 8.58

313396G56 09/19/08 01/09/08 97.538 24.62

313396G80 09/22/08 11/21/07 96.728 32.72

Section III-E (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313396G98 09/23/08 01/10/08 97.537 24.63

313396H22 09/24/08 07/15/08 99.542 4.58

313396H30 09/25/08 11/09/07 96.523 34.77

313396H48 09/26/08 01/07/08 97.363 26.37

313396H71 09/29/08 11/19/07 96.579 34.21

313396H89 09/30/08 11/07/07 96.374 36.26

313396H97 10/01/08 12/26/07 97.146 28.54

313396J20 10/02/08 10/11/07 95.696 43.04

313396J38 10/03/08 07/25/08 99.543 4.57

313396J61 10/06/08 11/05/07 96.285 37.15

313396J79 10/07/08 05/13/08 99.163 8.37

313396J87 10/08/08 06/13/08 99.246 7.54

313396J95 10/09/08 11/01/07 96.122 38.78

313396K28 10/10/08 11/16/07 96.436 35.64

313396K69 10/14/08 10/15/07 95.488 45.12

313396K77 10/15/08 06/25/08 99.238 7.62

313396K85 10/16/08 07/30/08 99.480 5.20

313396K93 10/17/08 08/01/08 99.495 5.05

313396L43 10/20/08 03/07/08 98.707 12.93

313396L50 10/21/08 03/26/08 98.821 11.79

313396L68 10/22/08 03/05/08 98.620 13.80

313396L76 10/23/08 11/29/07 96.555 34.45

313396L84 10/24/08 11/27/07 96.431 35.69

313396M34 10/27/08 11/21/07 96.372 36.28

313396M42 10/28/08 03/31/08 98.810 11.90

313396M59 10/29/08 11/29/07 96.510 34.90

313396M67 10/30/08 11/27/07 96.376 36.24

313396M75 10/31/08 11/28/07 96.479 35.21

313396N25 11/03/08 04/04/08 98.746 12.54

313396N33 11/04/08 07/23/08 99.249 7.51

313396N41 11/05/08 04/04/08 98.734 12.66

313396N58 11/06/08 08/27/08 99.501 4.99

313396N66 11/07/08 04/04/08 98.722 12.78

313396N90 11/10/08 11/13/07 95.977 40.23

313396P31 11/12/08 06/10/08 99.010 9.90

313396P49 11/13/08 06/25/08 99.009 9.91

313396P56 11/14/08 02/07/08 98.189 18.11

313396P80 11/17/08 05/19/08 98.903 10.97

313396P98 11/18/08 04/25/08 98.775 12.25

313396Q22 11/19/08 04/29/08 98.793 12.07

313396Q30 11/20/08 01/16/08 97.511 24.89

313396Q48 11/21/08 01/02/08 96.850 31.50

313396Q71 11/24/08 02/29/08 98.393 16.07

313396Q89 11/25/08 03/28/08 98.642 13.58

313396Q97 11/26/08 02/07/08 98.128 18.72

313396R39 11/28/08 12/03/07 96.350 36.50

Section III-E (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

313396R62 12/01/08 05/09/08 98.810 11.90

313396R70 12/02/08 05/09/08 98.804 11.96

313396R88 12/03/08 05/09/08 98.798 12.02

313396R96 12/04/08 05/12/08 98.810 11.90

313396S20 12/05/08 05/06/08 98.805 11.95

313396S53 12/08/08 12/11/07 96.060 39.40

313396S61 12/09/08 08/28/08 99.248 7.52

313396S79 12/10/08 04/18/08 98.663 13.37

313396S87 12/11/08 09/24/08 99.432 5.68

313396S95 12/12/08 04/10/08 98.620 13.80

313396T45 12/15/08 02/04/08 97.883 21.17

313396T52 12/16/08 07/24/08 98.941 10.59

313396T60 12/17/08 08/05/08 99.069 9.31

313396T78 12/18/08 07/02/08 98.840 11.60

313396T86 12/19/08 01/09/08 96.790 32.10

313396U35 12/22/08 04/21/08 98.598 14.02

313396U43 12/23/08 05/16/08 98.680 13.20

313396U50 12/24/08 04/21/08 98.587 14.13

313396U76 12/26/08 02/07/08 97.954 20.46

313396V26 12/29/08 02/29/08 98.227 17.73

313396V34 12/30/08 03/26/08 98.427 15.73

313396V42 12/31/08 02/29/08 98.215 17.85

Section III-F

FEDERAL AGRICULTURAL MORTGAGE CORPORATION

Short-Term Obligations Issued at a

Discount and Maturing in 2008

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

31315KRG7 01/02/08 10/04/07 98.852 11.48

31315KRH5 01/03/08 01/02/08 99.989 0.11

31315KRJ1 01/04/08 01/10/07 94.939 50.61

31315KRM4 01/07/08 12/06/07 99.622 3.78

31315KRN2 01/08/08 01/07/08 99.989 0.11

31315KRP7 01/09/08 10/05/07 98.766 12.34

31315KRQ5 01/10/08 01/09/08 99.989 0.11

31315KRR3 01/11/08 12/13/07 99.661 3.39

31315KRU6 01/14/08 01/11/08 99.965 0.35

31315KRV4 01/15/08 12/17/07 99.657 3.43

31315KRW2 01/16/08 10/16/07 98.801 11.99

31315KRX0 01/17/08 12/20/07 99.664 3.36

31315KRY8 01/18/08 10/23/07 98.913 10.87

31315KSC5 01/22/08 12/27/07 99.688 3.12

31315KSD3 01/23/08 10/23/07 98.850 11.50

31315KSE1 01/24/08 08/13/07 97.672 23.28

31315KSF8 01/25/08 01/04/08 99.759 2.41

31315KSJ0 01/28/08 01/24/08 99.969 0.31

31315KSK7 01/29/08 01/02/08 99.685 3.15

31315KSL5 01/30/08 10/30/07 98.894 11.06

31315KSM3 01/31/08 01/07/08 99.725 2.75

31315KSN1 02/01/08 01/31/08 99.994 0.06

31315KSR2 02/04/08 11/07/07 98.923 10.77

31315KSS0 02/05/08 01/04/08 99.636 3.64

31315KST8 02/06/08 02/05/08 99.992 0.08

31315KSU5 02/07/08 11/05/07 98.863 11.37

31315KSV3 02/08/08 02/07/08 99.993 0.07

31315KSY7 02/11/08 02/08/08 99.978 0.22

31315KSZ4 02/12/08 02/11/08 99.992 0.08

31315KTA8 02/13/08 01/10/08 99.622 3.78

31315KTB6 02/14/08 02/13/08 99.992 0.08

31315KTC4 02/15/08 01/03/08 99.504 4.96

31315KTG5 02/19/08 01/18/08 99.664 3.36

31315KTH3 02/20/08 01/23/08 99.776 2.24

31315KTJ9 02/21/08 06/27/07 96.602 33.98

31315KTK6 02/22/08 02/21/08 99.993 0.07

31315KTN0 02/25/08 02/22/08 99.977 0.23

31315KTP5 02/26/08 11/26/07 98.894 11.06

31315KTQ3 02/27/08 02/26/08 99.993 0.07

31315KTR1 02/28/08 11/28/07 98.899 11.01

31315KTS9 02/29/08 02/04/08 99.811 1.89

31315KTV2 03/03/08 02/29/08 99.983 0.17

31315KTW0 03/04/08 02/05/08 99.789 2.11

31315KTX8 03/05/08 02/05/08 99.782 2.18

31315KTY6 03/06/08 02/08/08 99.799 2.01

31315KTZ3 03/07/08 01/24/08 99.669 3.31

31315KUC2 03/10/08 03/07/08 99.981 0.19

Section III-F (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

31315KUD0 03/11/08 03/10/08 99.993 0.07

31315KUE8 03/12/08 09/14/07 97.669 23.31

31315KUF5 03/13/08 12/13/07 98.947 10.53

31315KUG3 03/14/08 01/03/08 99.187 8.13

31315KUK4 03/17/08 02/20/08 99.801 1.99

31315KUL2 03/18/08 12/20/07 98.954 10.46

31315KUM0 03/19/08 02/27/08 99.838 1.62

31315KUN8 03/20/08 03/19/08 99.997 0.03

31315KUS7 03/24/08 02/22/08 99.758 2.42

31315KUT5 03/25/08 02/27/08 99.790 2.10

31315KUU2 03/26/08 03/25/08 99.996 0.04

31315KUV0 03/27/08 03/26/08 99.996 0.04

31315KUW8 03/28/08 12/28/07 98.915 10.85

31315KUZ1 03/31/08 12/28/07 98.880 11.20

31315KVA5 04/01/08 01/02/08 98.960 10.40

31315KVB3 04/02/08 03/05/08 99.799 2.01

31315KVC1 04/03/08 03/06/08 99.811 1.89

31315KVD9 04/04/08 01/03/08 98.950 10.50

31315KVG2 04/07/08 03/07/08 99.799 2.01

31315KVH0 04/08/08 04/01/08 99.962 0.38

31315KVJ6 04/09/08 01/09/08 98.990 10.10

31315KVK3 04/10/08 01/14/08 99.123 8.77

31315KVL1 04/11/08 01/11/08 99.050 9.50

31315KVP2 04/14/08 04/11/08 99.984 0.16

31315KVQ0 04/15/08 03/14/08 99.806 1.94

31315KVR8 04/16/08 01/16/08 99.084 9.16

31315KVS6 04/17/08 01/16/08 99.074 9.26

31315KVT4 04/18/08 04/17/08 99.995 0.05

31315KVW7 04/21/08 01/17/08 99.042 9.58

31315KVX5 04/22/08 03/25/08 99.846 1.54

31315KVY3 04/23/08 01/23/08 99.292 7.08

31315KVZ0 04/24/08 01/24/08 99.292 7.08

31315KWA4 04/25/08 03/28/08 99.842 1.58

31315KWD8 04/28/08 04/25/08 99.984 0.16

31315KWE6 04/29/08 01/30/08 99.293 7.07

31315KWF3 04/30/08 04/07/08 99.869 1.31

31315KWG1 05/01/08 04/03/08 99.842 1.58

31315KWH9 05/02/08 02/05/08 99.345 6.55

31315KWL0 05/05/08 02/05/08 99.323 6.77

31315KWM8 05/06/08 04/29/08 99.962 0.38

31315KWN6 05/07/08 02/07/08 99.335 6.65

31315KWP1 05/08/08 02/07/08 99.328 6.72

31315KWQ9 05/09/08 05/08/08 99.995 0.05

31315KWT3 05/12/08 11/26/07 98.041 19.59

31315KWU0 05/13/08 02/14/08 99.328 6.72

31315KWV8 05/14/08 02/14/08 99.320 6.80

31315KWW6 05/15/08 02/14/08 99.312 6.88

Section III-F (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

31315KWX4 05/16/08 11/30/07 98.074 19.26

31315KXA3 05/19/08 05/16/08 99.984 0.16

31315KXB1 05/20/08 04/18/08 99.820 1.80

31315KXC9 05/21/08 05/20/08 99.995 0.05

31315KXD7 05/22/08 02/21/08 99.310 6.90

31315KXE5 05/23/08 05/29/07 94.923 50.77

31315KXJ4 05/27/08 04/29/08 99.846 1.54

31315KXK1 05/28/08 05/14/08 99.922 0.78

31315KXL9 05/29/08 04/30/08 99.841 1.59

31315KXM7 05/30/08 02/29/08 99.350 6.50

31315KXQ8 06/02/08 05/27/08 99.968 0.32

31315KXR6 06/03/08 06/02/08 99.994 0.06

31315KXS4 06/04/08 03/18/08 99.627 3.73

31315KXT2 06/05/08 05/08/08 99.846 1.54

31315KXU9 06/06/08 05/15/08 99.874 1.26

31315KXX3 06/09/08 06/06/08 99.985 0.15

31315KXY1 06/10/08 05/13/08 99.841 1.59

31315KXZ8 06/11/08 06/10/08 99.995 0.05

31315KYA2 06/12/08 03/13/08 99.449 5.51

31315KYB0 06/13/08 03/13/08 99.443 5.57

31315KYE4 06/16/08 03/14/08 99.439 5.61

31315KYF1 06/17/08 06/11/08 99.965 0.35

31315KYG9 06/18/08 03/20/08 99.520 4.80

31315KYH7 06/19/08 06/18/08 99.995 0.05

31315KYJ3 06/20/08 05/01/08 99.739 2.61

31315KYM6 06/23/08 03/19/08 99.499 5.01

31315KYN4 06/24/08 05/29/08 99.842 1.58

31315KYP9 06/25/08 04/29/08 99.687 3.13

31315KYQ7 06/26/08 03/28/08 99.480 5.20

31315KYR5 06/27/08 03/27/08 99.468 5.32

31315KYU8 06/30/08 04/01/08 99.480 5.20

31315KYV6 07/01/08 03/28/08 99.451 5.49

31315KYW4 07/02/08 04/14/08 99.546 4.54

31315KYX2 07/03/08 06/05/08 99.838 1.62

31315KZB9 07/07/08 04/14/08 99.517 4.83

31315KZC7 07/08/08 04/09/08 99.473 5.27

31315KZD5 07/09/08 07/08/08 99.994 0.06

31315KZE3 07/10/08 04/10/08 99.472 5.28

31315KZF0 07/11/08 06/13/08 99.834 1.66

31315KZJ2 07/14/08 04/16/08 99.488 5.12

31315KZK9 07/15/08 07/08/08 99.960 0.40

31315KZL7 07/16/08 04/16/08 99.477 5.23

31315KZM5 07/17/08 04/17/08 99.477 5.23

31315KZN3 07/18/08 06/23/08 99.851 1.49

31315KZR4 07/21/08 04/21/08 99.474 5.26

31315KZS2 07/22/08 04/23/08 99.480 5.20

31315KZT0 07/23/08 06/09/08 99.742 2.58

Section III-F (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

31315KZU7 07/24/08 05/15/08 99.598 4.02

31315KZV5 07/25/08 07/02/08 99.864 1.36

31315KZY9 07/28/08 07/23/08 99.972 0.28

31315KZZ6 07/29/08 07/28/08 99.994 0.06

31315KA26 07/30/08 04/29/08 99.471 5.29

31315KA34 07/31/08 07/07/08 99.857 1.43

31315KA42 08/01/08 07/01/08 99.812 1.88

31315KA75 08/04/08 05/02/08 99.475 5.25

31315KA83 08/05/08 05/05/08 99.484 5.16

31315KA91 08/06/08 07/10/08 99.848 1.52

31315KB25 08/07/08 05/07/08 99.481 5.19

31315KB33 08/08/08 07/11/08 99.830 1.70

31315KB66 08/11/08 08/08/08 99.984 0.16

31315KB74 08/12/08 08/05/08 99.962 0.38

31315KB82 08/13/08 05/16/08 99.468 5.32

31315KB90 08/14/08 05/14/08 99.466 5.34

31315KC24 08/15/08 04/11/08 99.262 7.38

31315KC57 08/18/08 08/13/08 99.974 0.26

31315KC65 08/19/08 08/12/08 99.962 0.38

31315KC73 08/20/08 07/21/08 99.820 1.80

31315KC81 08/21/08 05/21/08 99.456 5.44

31315KC99 08/22/08 07/22/08 99.810 1.90

31315KD49 08/25/08 06/27/08 99.623 3.77

31315KD56 08/26/08 05/22/08 99.427 5.73

31315KD64 08/27/08 07/23/08 99.788 2.12

31315KD72 08/28/08 05/30/08 99.443 5.57

31315KD80 08/29/08 07/28/08 99.809 1.91

31315KE48 09/02/08 07/30/08 99.794 2.06

31315KE55 09/03/08 06/04/08 99.431 5.69

31315KE63 09/04/08 08/04/08 99.812 1.88

31315KE71 09/05/08 08/05/08 99.813 1.87

31315KF21 09/08/08 06/04/08 99.400 6.00

31315KF39 09/09/08 09/02/08 99.961 0.39

31315KF47 09/10/08 09/09/08 99.995 0.05

31315KF54 09/11/08 06/10/08 99.411 5.89

31315KF62 09/12/08 08/06/08 99.777 2.23

31315KF96 09/15/08 06/10/08 99.386 6.14

31315KG20 09/16/08 06/17/08 99.401 5.99

31315KG38 09/17/08 06/12/08 99.370 6.30

31315KG46 09/18/08 06/12/08 99.363 6.37

31315KG53 09/19/08 08/21/08 99.824 1.76

31315KG87 09/22/08 09/19/08 99.984 0.16

31315KG95 09/23/08 06/13/08 99.331 6.69

31315KH29 09/24/08 09/23/08 99.997 0.03

31315KH37 09/25/08 06/27/08 99.395 6.05

31315KH45 09/26/08 08/26/08 99.814 1.86

31315KH78 09/29/08 06/27/08 99.366 6.34

Section III-F (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

31315KH86 09/30/08 07/01/08 99.396 6.04

31315KH94 10/01/08 08/18/08 99.727 2.73

31315KJ35 10/03/08 09/26/08 99.990 0.10

31315KJ68 10/06/08 09/29/08 99.990 0.10

31315KJ76 10/07/08 09/05/08 99.809 1.91

31315KJ84 10/08/08 04/02/08 98.845 11.55

31315KJ92 10/09/08 10/08/08 99.999 0.01

31315KK25 10/10/08 04/04/08 98.871 11.29

31315KK66 10/14/08 04/09/08 98.888 11.12

31315KK82 10/16/08 07/15/08 99.385 6.15

31315KL40 10/20/08 10/17/08 99.999 0.01

31315KL57 10/21/08 07/15/08 99.355 6.45

31315KL65 10/22/08 08/07/08 99.512 4.88

31315KL73 10/23/08 07/16/08 99.332 6.68

31315KL81 10/24/08 07/23/08 99.359 6.41

31315KM31 10/27/08 10/07/08 99.987 0.13

31315KM49 10/28/08 07/29/08 99.391 6.09

31315KM56 10/29/08 10/01/08 99.920 0.80

31315KM64 10/30/08 07/22/08 99.297 7.03

31315KM72 10/31/08 07/30/08 99.377 6.23

31315KN22 11/03/08 09/29/08 99.766 2.34

31315KN30 11/04/08 10/28/08 99.990 0.10

31315KN48 11/05/08 10/07/08 99.933 0.67

31315KN55 11/06/08 08/06/08 99.392 6.08

31315KN63 11/07/08 10/03/08 99.900 1.00

31315KN97 11/10/08 07/11/08 99.177 8.23

31315KP38 11/12/08 10/03/08 99.886 1.14

31315KP46 11/13/08 08/12/08 99.380 6.20

31315KP53 11/14/08 08/13/08 99.380 6.20

31315KP87 11/17/08 11/14/08 99.999 0.01

31315KQ37 11/20/08 10/23/08 99.904 0.96

31315KQ45 11/21/08 10/02/08 99.774 2.26

31315KQ78 11/24/08 11/21/08 99.999 0.01

31315KQ86 11/25/08 10/30/08 99.940 0.60

31315KQ94 11/26/08 11/28/07 96.805 31.95

31315KR69 12/01/08 11/26/08 99.998 0.02

31315KR77 12/02/08 11/24/08 99.996 0.04

31315KR85 12/03/08 08/28/08 99.305 6.95

31315KR93 12/04/08 11/06/08 99.984 0.16

31315KS27 12/05/08 06/05/08 98.831 11.69

31315KS50 12/08/08 09/05/08 99.332 6.68

31315KS68 12/09/08 11/26/08 99.994 0.06

31315KS76 12/10/08 11/12/08 99.981 0.19

31315KS84 12/11/08 09/05/08 99.310 6.90

31315KS92 12/12/08 06/24/08 98.737 12.63

31315KT42 12/15/08 10/16/08 99.786 2.14

31315KT67 12/17/08 09/09/08 99.401 5.99

> Section III-F (continued)

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

31315KT75 12/18/08 08/28/08 99.172 8.28

31315KU32 12/22/08 07/15/08 98.889 11.11

31315KU40 12/23/08 06/10/08 98.639 13.61

31315KU57 12/24/08 12/01/08 99.985 0.15

31315KV23 12/29/08 12/11/08 99.998 0.02

31315KV31 12/30/08 09/29/08 99.302 6.98

31315KV49 12/31/08 10/03/08 99.572 4.28

Discount to be

Issue Price Reported as 2008

CUSIP Maturity Issue (% of Principal Interest(Per \$1,000

Number Date Date Amount) Maturity Value)

\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-- \-\-\-\-\-\-\--
\-\-\-\-\-\-\-\-\-\-\-\-\-\-- \-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\-\--

31315KJ27 10/01/08 10/02/08 99.9995 0.005

31315KK74 10/14/08 10/15/08 99.9996 0.004

31315KK90 10/16/08 10/17/08 99.9996 0.004

31315KP95 11/17/08 11/18/08 99.9997 0.003

31315KQ29 11/18/08 11/19/08 99.9998 0.002

31315KT59 12/15/08 12/16/08 99.9999 0.001