SECTION I-A                                                                                                                                                       
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969,                        
and before January 1, 1985.  Debt instruments which matured or were entirely called before 2007 are not included. See Section I-B for corporate                    
discount debt instruments issued after 1984.                                                                                                                       
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                       
rounding or updated information.                                                                                                                                   
                                                                                                                                             OID per               
                                                                                                         Daily OID per $1,000               $1,000 of              
                                                                                                          of Maturity Value                 Maturity               
                                                               Issue Price   Annual                    for Each Accrual Period              Value for              
                                                               (Percent of   Stated      Total      -------------------------------       Calendar Year            
                                           Issue    Maturity    Principal   Interest     OID to     2007 1st    2007 2nd   2008 2nd       ---------------          
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/07      Period     2008 1st    Period        2007       2008          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Allied Corp.                 019087BA2   08/15/84   08/01/07       6.113      0.000      872.02     0.315326                             66.85                     
Allied Corp.                 019087BB0   08/03/84   08/01/09       6.136      0.000      689.38     0.231663    0.258323   0.289632      88.58      99.27          
Empire Incorporated          291737AB0   06/07/83   12/31/07      59.000      9.000      353.36     0.143179    0.165022                 56.64                     
Fannie Mae                   313586QR3   07/05/84   07/05/14       3.625      0.000      400.43     0.132258    0.147318   0.164994      50.98      57.10          
Fannie Mae                   313586RC5   10/09/84   10/09/19       3.200      0.000      253.09     0.078841    0.086751   0.095978      29.44      32.53          
Fruit of the Loom, Inc.      359416AH7   03/18/81   03/15/11      52.750      7.000      406.33     0.043135    0.043135                 15.74      15.79          
GMAC LLC                     36186CAC7   04/01/81   04/01/11      44.510      6.000      476.35     0.050643    0.050643                 18.48      18.54          
General Foods Corp.          369856AF6   06/23/81   06/15/11      51.624      7.000      411.92     0.044183    0.044183                 16.13      16.17          
GMAC                         370424CF8   04/01/81   04/01/11      44.510      6.000      476.35     0.050643    0.050643                 18.48      18.54          
Honeywell Intl, Inc.         438516AH9   08/15/84   08/01/07       6.113      0.000      872.02     0.315326                             66.85                     
Honeywell Intl, Inc.         438516AJ5   08/03/84   08/01/09       6.136      0.000      689.38     0.231663    0.258323   0.289632      88.58      99.27          
ITT Corporation              450679BP9   05/06/81   05/01/11      41.890      6.500      497.21     0.053059    0.053059                 19.37      19.42          
ITT Corporation              450680AM5   05/06/81   05/01/11      41.890      6.500      497.21     0.053059    0.053059                 19.37      19.42          
ITT Corporation              460470AM9   07/01/81   07/01/11      50.218      7.500      423.22     0.045434    0.045434                 16.58      16.63          
Pepsico Cap Resources        713440AW5   04/14/82   04/01/07       4.310      0.000      947.46     0.104946                              9.45                     
Pepsico Cap Resources        713440AX3   04/14/82   04/01/08       3.894      0.000      914.85     0.101335    0.101335                 36.99       9.22          
Pepsico Cap Resources        713440AY1   04/14/82   04/01/09       3.525      0.000      884.33     0.097954    0.097954                 35.75      35.85          
Pepsico Cap Resources        713440AZ8   04/14/82   04/01/10       3.196      0.000      855.64     0.094776    0.094776                 34.59      34.69          
Pepsico Cap Resources        713440BA2   04/14/82   04/01/11       2.904      0.000      828.61     0.091782    0.091782                 33.50      33.59          
Pepsico Cap Resources        713440BB0   04/14/82   04/01/12       2.643      0.000      803.05     0.088951    0.088951                 32.47      32.56          
Rapid-American Corp.         753329BB6   03/01/84   03/01/07       4.449      0.000      935.05     0.346763                             20.46                     
Sallie Mae                   863871AL3   08/15/84   05/15/14       3.900      0.000      409.05     0.135451    0.150640   0.168452      51.55      57.61          
Sallie Mae                   863871AM1   10/03/84   10/03/22       2.734      0.000      197.73     0.059799    0.065561   0.072272      22.35      24.60          
Tennessee Gas Pipeline       880451AJ8   12/15/81   12/15/11      40.783      6.000      494.35     0.054831    0.054831                 19.74      19.74          
Transamerica Finl Corp       893502AM6   08/18/82   09/01/07       3.816      0.000      936.28     0.105177                             25.56                     
Transamerica Finl Corp       893502AN4   08/18/82   03/01/10       2.753      0.000      860.79     0.096696    0.096696                 35.29      35.39          
Transamerica Finl Corp       893502AP9   08/18/82   09/01/12       1.986      0.000      795.22     0.089331    0.089331                 32.61      32.70          















SECTION I-B                                                                                                                                                            
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984.                       
Debt instruments which matured or were entirely called before 2007 are not included.  See Section I-A for corporate discount debt instruments                          
issued before 1985.                                                                                                                                                    
    CAUTION:  The following OID information supersedes previously published information.  Numbers may vary from previous editions because of                           
rounding or updated information.                                                                                                                                       
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
ABN Amro Bank N.V.       00078UAE0 11/30/06 11/30/10    100.000     0.000    4.8420              0.134501   0.137757   0.141092   0.144508  0.148007     49.21    51.62
ABN Amro Bank N.V.       00078UER7 03/15/07 03/13/12    100.000     0.000    4.8108                         0.133634   0.136813   0.140104  0.143474     38.56    50.56
ABN Amro Bank N.V.       00078UKZ2 05/16/07 05/14/10    100.000     0.000    4.9938                         0.138717   0.142143   0.145692  0.149330     31.37    52.15
ABN Amro Bank N.V.       00079FBH4 07/16/03 01/16/14    100.000     0.000    4.1274              0.129599   0.132274   0.135004   0.137790  0.140633     48.03    50.03
ABN Amro Bank N.V.       00079FBM3 08/13/03 11/13/13    100.000     0.000    4.3128              0.137632   0.140599   0.143631   0.146729  0.149893     50.37    52.57
ABN Amro Bank N.V.       00079FBR2 09/10/03 09/10/13    100.000     0.000    5.0200              0.161808   0.165870   0.170033   0.174301  0.178676     59.89    62.94
ABN Amro Bank N.V.       00079FBX9 10/08/03 10/08/13    100.000     0.000    5.1600              0.167004   0.171312   0.175732   0.180266  0.184917     61.62    64.84
ABN Amro Bank N.V.       00079FCY6 03/10/04 12/10/13    100.000     0.000    4.7792              0.151180   0.154793   0.158492   0.162279  0.166157     55.23    57.90
ABN Amro Bank N.V.       00079FDB5 03/24/04 12/24/13    100.000     0.000    4.7792              0.151180   0.154793   0.158492   0.162279  0.166157     55.13    57.79
ABN Amro Bank N.V.       00079FED0 06/23/04 12/23/09    100.000     0.000    4.0499              0.124361   0.126879   0.129449   0.132070  0.134744     45.26    47.12
ABN Amro Bank N.V.       00079FEK4 07/21/04 01/21/10    100.000     0.000    4.0700              0.122545   0.125039   0.127584   0.130180  0.132829     45.37    47.24
ABN Amro Bank N.V.       00079FEN8 08/04/04 02/04/10    100.000     0.000    3.9600              0.118977   0.121332   0.123735   0.126185  0.128683     43.96    45.71
ABN Amro Bank N.V.       00079FHN5 01/13/05 01/13/20    100.000    VARIES    4.7500              0.128062   0.128124   0.128187   0.128609  0.129042     46.13    46.37
ABN Amro Bank N.V.       00079FHT2 01/21/05 01/21/20    100.000    VARIES    4.7448              0.126832   0.125096   0.123319   0.121500  0.119637     44.78    43.48
ABN Amro Bank N.V.       00079FHV7 01/28/05 01/28/20    100.000    VARIES    4.6673              0.125005   0.123384   0.121726   0.120029  0.118292     44.21    42.99
ABN Amro Bank N.V.       00079FJD5 02/15/05 02/15/20    100.000    VARIES    4.6374              0.124148   0.122518   0.120850   0.119143  0.117397     43.95    42.73
ABN Amro Bank N.V.       00079FLN0 07/20/05 04/20/09    100.000     0.000    3.9485              0.115183   0.117457   0.119776   0.122140  0.124552     42.20    43.88
ABN Amro Bank N.V.       00079FMR0 09/30/05 10/03/20    100.000     7.500    4.4483              0.119720   0.117749   0.115734   0.113675  0.111570     42.39    40.93
ABN Amro Bank N.V.       00079FMS8 10/03/05 10/03/20    100.000    VARIES    4.4457              0.120303   0.118655   0.116971   0.115248  0.113488     42.72    41.49
ABN Amro Bank N.V.       00079FNF5 11/15/05 11/15/20    100.000    VARIES    5.2985              0.142363   0.137992   0.137382   0.133730  0.133693     50.92    49.44
ABN Amro Bank N.V.       00079FNM0 12/21/05 12/21/10    100.000    VARIES    4.5200              0.123261   0.122707   0.122830   0.122946  0.123741     44.88    44.99
ABN Amro Bank N.V.       00079FQY1 06/28/06 06/29/09    100.000     0.000    5.2501              0.149687   0.153617   0.157649   0.161788  0.166035     54.61    57.52
ABN Amro Bank N.V.       00079FRK0 07/05/06 07/05/08    100.000    VARIES    5.2997              0.147215   0.146705   0.146423   0.146851               52.77    27.02
ABN Amro Bank N.V.       00079FRU8 08/09/06 02/09/10    100.000     0.000    4.9028              0.136192   0.139530   0.142951   0.146455  0.150045     50.59    53.10
ABN Amro Bank N.V.       00079FSN3 08/31/06 08/31/10    100.000     0.000    5.1472              0.142188   0.143470   0.148779   0.150949  0.157400     52.95    55.91
ABN Amro Bank N.V.       00079FSU7 09/29/06 03/29/11    100.000     0.000    4.9533              0.137594   0.141002   0.144494   0.148073  0.151740     50.78    53.33
ABN Amro Bank N.V.       00079FTU6 10/31/06 10/29/10    100.000     0.000    4.9534              0.137595   0.140984   0.144475   0.148054  0.151720     50.57    53.10
AIG FP Private Funding   001378AC2 06/19/06 05/19/08    100.000     0.000    5.3068              0.149831   0.151299   0.157021                          55.27    21.83
AIG FP Private Funding   001378AD0 06/12/06 05/12/08    100.000     0.000    5.3042              0.150598   0.154592   0.158692                          55.33    20.79
AIG FP Private Funding   001378AE8 06/12/06 05/12/08    100.000     0.000    5.3042              0.150598   0.154592   0.158692                          55.33    20.79
AIG FP Private Funding   001378AF5 06/19/06 05/19/08    100.000     0.000    5.3068              0.149831   0.151299   0.157021                          55.27    21.83
AIG FP Private Funding   001378AG3 07/31/06 07/31/08    100.000     0.000    5.4390              0.151085   0.155194   0.159415   0.163750               56.39    34.10
AIG FP Private Funding   001378AH1 07/31/06 07/31/08    100.000     0.000    5.4390              0.151085   0.155194   0.159415   0.163750               56.39    34.10
AIG FP Private Funding   001378AJ7 10/04/06 10/06/08    100.000     0.000    5.0499              0.140317   0.143860   0.147492   0.151217               51.76    41.23
AIG FP Private Funding   001378AK4 10/04/06 10/06/08    100.000     0.000    5.0499              0.140317   0.143860   0.147492   0.151217               51.76    41.23
AIG FP Private Funding   001378AL2 10/04/06 10/05/09    100.000     0.000    4.9866              0.138536   0.141991   0.145531   0.149159  0.152878     51.10    53.68
AIG FP Private Funding   001378AM0 10/04/06 10/05/09    100.000     0.000    4.9866              0.138536   0.141991   0.145531   0.149159  0.152878     51.10    53.68
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
AIG FP Private Funding   001378AN8 11/03/06 11/05/09    100.000     0.000    4.8876              0.135806   0.139125   0.142525   0.146008  0.149576     49.86    52.33
AIP FP Private Funding   001378AP3 11/03/06 11/05/09    100.000     0.000    4.8876              0.135806   0.139125   0.142525   0.146008  0.149576     49.86    52.33
AIG FP Private Funding   001378AQ1 12/13/06 12/16/09    100.000     0.000    4.8418              0.134549   0.137806   0.141142   0.144559  0.148059     49.12    51.53
AIG FP Private Funding   001378AR9 12/13/06 12/16/09    100.000     0.000    4.8418              0.134549   0.137806   0.141142   0.144559  0.148059     49.12    51.53
AIG FP Private Funding   001378AY4 11/27/06 10/01/08    100.000     0.000    4.9879              0.138555   0.140936   0.144451   0.148053               50.84    39.65
AIG FP Private Funding   001378AZ1 11/27/06 10/01/08    100.000     0.000    4.9879              0.138555   0.140936   0.144451   0.148053               50.84    39.65
AIG FP Private Funding   001378BA5 11/27/06 10/01/08    100.000     0.000    4.9879              0.138555   0.140936   0.144451   0.148053               50.84    39.65
AIG FP Private Funding   001378BB3 11/27/06 10/01/08    100.000     0.000    4.9879              0.138555   0.140936   0.144451   0.148053               50.84    39.65
AIG FP Private Funding   001379AB2 05/22/06 06/02/08    100.000     0.000    5.2898              0.151048   0.155043   0.159144                          55.33    24.03
AIG FP Private Funding   001379AC0 05/22/06 06/02/08    100.000     0.000    5.2898              0.151048   0.155043   0.159144                          55.33    24.03
AIG FP Private Funding   001379AD8 09/01/06 09/01/11    100.000     0.000    5.1471              0.142975   0.146655   0.150429   0.154300  0.158271     53.03    55.79
AIG FP Private Funding   001379AE6 09/01/06 09/01/11    100.000     0.000    5.1471              0.142975   0.146655   0.150429   0.154300  0.158271     53.03    55.79
AIG FP Private Funding   001379AH9 01/02/07 06/27/08    100.000     0.000    5.1305              0.142516   0.146070   0.149817                          51.83    26.37
AIG FP Private Funding   001379AJ5 01/02/07 06/27/08    100.000     0.000    5.1305              0.142516   0.146070   0.149817                          51.83    26.37
AMR Corporation          001765AZ9 09/23/03 09/23/23     98.000     4.250    4.7035              0.011479   0.011749   0.012026   0.012308                4.23     3.20
AMR Corporation          001765BA3 09/23/03 09/23/23     98.000     4.250    4.7035              0.011479   0.011749   0.012026   0.012308                4.23     3.20
AMR Corporation          001765BB1 02/13/04 02/15/24     98.500     4.500    4.8410              0.008405   0.008608   0.008817   0.009030  0.009249      3.12     3.27
APP Finance VI           00202NAA3 11/18/97 11/18/12     20.424     0.000   10.8751   332.37     0.160025   0.168726   0.177901   0.187574  0.197774     59.94    66.64
ASG Consolidated LLC     00210VAA5 10/19/04 11/01/11     63.700    VARIES   11.4983              0.255413   0.270098   0.285626   0.302047  0.319412     96.40   107.81
ASG Consolidated LLC     00210VAB3 10/19/04 11/01/11     63.700    VARIES   11.4983              0.255413   0.270098   0.285626   0.302047  0.319412     96.40   107.81
AB Svensk Exportkredit   00254EBD3 05/22/06 05/22/08    100.000     0.000    5.3056              0.150452   0.151925   0.157669                          55.47    22.39
Adams & Hancock Cntys IL 005495AY2 05/24/05 12/01/07    106.710    VARIES    4.0579              0.115720   0.114235                                     37.92         
Community Unit SD # 1    005770BQ4 06/03/03 02/01/07    104.499    VARIES    3.3316              0.093124                                                 2.79         
Community Unit SD # 1    005770BR2 06/03/03 02/01/08    103.613    VARIES    3.7831              0.106327   0.105921   0.105508                          38.08     3.17
Advanced Medical Optics  00763MAF5 06/22/04 07/15/24    100.000    VARIES    7.7883              0.241450   0.248148   0.255107   0.262337  0.269849     90.39    95.59
Advanced Medical Optics  00763MAG3 06/22/04 07/15/24    100.000    VARIES    7.7883              0.241450   0.248148   0.255107   0.262337  0.269849     90.39    95.59
Advanced Medical Optics  00763MAH1 07/18/05 07/01/25    100.000    VARIES    6.9000              0.207572   0.213415   0.219461   0.225714               75.78    80.13
Advanced Medical Optics  00763MAJ7 07/18/05 07/01/25    100.000    VARIES    6.9000              0.207572   0.213415   0.219461   0.225714               75.78    80.13
Adv Med Opts Inc         00763MAK4 06/13/06 08/01/26    100.000    VARIES    7.9988              0.223597   0.228929   0.234475   0.240242  0.246239     83.09    87.21
Adv Med Opts Inc         00763MAL2 06/13/06 08/01/26    100.000    VARIES    7.9988              0.223597   0.228929   0.234475   0.240242  0.246239     83.09    87.21
Aladdin Gaming Holdings  010714AC7 02/26/98 03/01/10     45.168    VARIES   15.0505              0.398704   0.394111   0.400516   0.398369  0.407383    144.90   147.03
Alameda, CA              010781AQ5 03/14/02 02/01/12     97.458     7.625    8.0020     9.93     0.006803   0.007075   0.007358   0.007653  0.007959      2.58     2.79
Alameda, CA              010781AW2 03/14/02 02/01/10     97.388     7.500    7.9523    13.97     0.009564   0.009944   0.010340   0.010751  0.011178      3.63     3.92
Alaska Communications    011679AD9 08/26/03 08/15/11*    96.687     9.875   10.4987    10.75     0.010388   0.010933                                      2.43*        
Alaska Communications    011679AE7 08/26/03 08/15/11*    96.687     9.875   10.4987    10.75     0.010388   0.010933                                      2.43*        
Alaska Communications    011679AF4 08/26/03 08/15/11*    96.687     9.875   10.4987    10.75     0.010388   0.010933                                      2.43*        
Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10     83.687     8.000    N/A                 0.090386   0.087299   0.086522   0.082415  0.080354     32.42    30.91
Alliance One Intl Inc    018772AE3 05/13/05 11/15/12     90.000    12.750   15.0159    13.61     0.026403   0.028385   0.030516   0.032808  0.035271     10.05    11.62
Alliance One Intl Inc    018772AF0 05/13/05 11/15/12     90.000    12.750   15.0159    13.61     0.026403   0.028385   0.030516   0.032808  0.035271     10.05    11.62
Alliant Energy Resources 018803205 02/15/00 02/15/30    100.000    VARIES    9.5812              0.371510   0.385980   0.401145   0.417035  0.433687    140.38   151.70
Alliant Energy Resources 018803304 02/15/00 02/15/30    100.000    VARIES    9.5812              0.371510   0.385980   0.401145   0.417035  0.433687    140.38   151.70
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Alliant Energy Resources 018803403 02/15/00 02/15/30    100.000    VARIES    9.5812              0.371510   0.385980   0.401145   0.417035  0.433687    140.38   151.70
Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24    100.000    VARIES    6.1250              0.185273   0.188608   0.192045   0.195587  0.199237     68.22    70.75
Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24    100.000    VARIES    6.1250              0.185273   0.188608   0.192045   0.195587  0.199237     68.22    70.75
Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24    100.000    VARIES    6.9757              0.210053   0.214472   0.219046   0.223780  0.228678     77.64    81.02
Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24    100.000    VARIES    6.9757              0.210053   0.214472   0.219046   0.223780  0.228678     77.64    81.02
Alltel Corporation       020039798 05/06/02 05/17/07    100.000    VARIES    7.1463              0.199788                                                27.17         
Alltel Corporation       020039DF7 05/06/02 05/17/07    100.000    VARIES    7.1463              0.199788                                                27.17         
Alza Corporation         022615AC2 07/14/94 07/14/14     35.471     0.000    5.2499   322.00     0.096340   0.098869   0.101464   0.104128  0.106861     35.99    37.91
AAM Hldg, Inc.           024061AA1 02/11/04 02/15/24    100.000     2.000    4.5774              0.135770   0.137606   0.139484   0.141405  0.143369     49.71    51.09
AAM Hldg, Inc.           024061AB9 02/11/04 02/15/24    100.000     2.000    4.5774              0.135770   0.137606   0.139484   0.141405  0.143369     49.71    51.09
Amer Elec Pwr Co Inc     025537AC5 06/11/02 08/16/07    100.000    VARIES    6.7031              0.188781   0.187511                                     42.25         
Amer Med Sys Hldgs Inc   02744MAA6 06/27/06 07/01/36    100.000    VARIES    9.1005              0.260359   0.268098   0.276190   0.284649               95.12   100.95
AmerUs Group Co.         03072M504 05/16/06 05/16/11    102.760     6.583    5.9369              0.169069   0.168659   0.168238   0.167804  0.167357     60.75    60.45
Amgen Inc.               031162AC4 03/01/02 03/01/32     71.423    VARIES    N/A                 0.096852   0.099018   0.101233   0.103497  0.105811     35.78    37.40
Amgen Inc.               031162AD2 03/01/02 03/01/32     71.423    VARIES    N/A                 0.096852   0.099018   0.101233   0.103497  0.105811     35.78    37.40
Amgen Inc.               031162AE0 03/01/02 03/01/32     71.423    VARIES    N/A                 0.096852   0.099018   0.101233   0.103497  0.105811     35.78    37.40
Amgen Inc.               031162AK6 03/01/05 03/01/32     72.947    VARIES    4.4729              0.096854   0.099020   0.101235   0.103499  0.105814     35.78    37.40
Amgen Inc.               031162AL4 03/01/05 03/01/32     72.947    VARIES    4.4729              0.096854   0.099020   0.101235   0.103499  0.105814     35.78    37.40
Anixter International    035290AD7 07/07/03 07/07/33     38.016    VARIES    7.3003              0.095593   0.099082   0.102699   0.106448  0.110333     36.28    38.97
Anixter International    035290AE5 07/07/03 07/07/33     38.016    VARIES    7.3003              0.095593   0.099082   0.102699   0.106448  0.110333     36.28    38.97
Anixter International    035290AF2 07/07/03 07/07/33     38.016    VARIES    7.3003              0.095593   0.099082   0.102699   0.106448  0.110333     36.28    38.97
Anixter International    035290AG0 07/07/03 07/07/33     38.016    VARIES    7.3003              0.095593   0.099082   0.102699   0.106448  0.110333     36.28    38.97
Anixter International    035290AH8 02/16/07 02/15/13     70.400     1.000    7.1568                         0.112177   0.116169   0.120326  0.124632     35.88    43.72
Anixter International    035290AJ4 02/16/07 02/15/13     70.400     1.000    7.1568                         0.112177   0.116169   0.120326  0.124632     35.88    43.72
Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08      3.000    VARIES    N/A                 1.000915   1.678524   2.990356                         780.72    89.71
Aon Corporation          037389AQ6 11/07/02 11/15/12    100.000    VARIES    9.0983              0.319637   0.329754   0.340333   0.351392  0.359424    117.84   125.39
Aon Corporation          037389AT0 11/07/02 11/15/12    100.000    VARIES    9.0983              0.319637   0.329754   0.340333   0.351392  0.359424    117.84   125.39
Apria Healthcare Group   037933AA6 08/20/03 09/01/33    100.000    VARIES    8.6241              0.282089   0.290211   0.298682   0.307519  0.316737    105.01   111.28
Apria Healthcare Group   037933AB4 08/20/03 09/01/33    100.000    VARIES    8.6241              0.282089   0.290211   0.298682   0.307519  0.316737    105.01   111.28
Republic of Argentina    040114BD1 03/01/99 03/01/29     75.576     8.875    N/A                 0.025192   0.025191   0.025190   0.025189  0.025187      9.07     9.07
Republic of Argentina    040114GA2 06/15/00 06/15/15     91.700    11.750   13.0226    18.91     0.012097   0.012885   0.013724   0.014618  0.015569      4.52     5.13
Republic of Argentina    040114GB0 07/21/00 07/21/30     80.144    10.250   12.8669     5.96     0.003645   0.003880   0.004130   0.004395  0.004678      1.43     1.62
Republic of Argentina    040114GF1 06/19/01 12/19/08     77.800    VARIES    N/A                 0.167844   0.126179   0.084327   0.042273               51.92    21.78
Republic of Argentina    040114GG9 06/19/01 06/19/18     75.375     0.000    N/A                 0.639684   0.638410   0.640797   0.643363  0.649672    233.27   235.12
Republic of Argentina    040114GH7 06/19/01 06/19/31     75.250    12.000    N/A                 0.594275   0.591305   0.591603   0.591921  0.595517    216.33   216.64
Arlngtn Sport Fac Auth   04184EAA7 02/17/93 12/31/08     28.800     0.000    7.9988   567.01     0.189933   0.197530   0.205430   0.213646               69.76    75.23
Armor Holdings, Inc.     042260AC3 10/29/04 11/01/24     99.000    VARIES    7.0025              0.212852   0.218360   0.224060   0.229960  0.236066     78.29    82.44
Armstrong Cnty Ind Dev   04233KAB2 07/29/99 08/20/34      6.955     0.000    7.7498    52.77     0.025609   0.026601   0.027632   0.028703  0.029815      9.66    10.43
Aubrey ISD               050195HA7 08/07/03 02/15/07     88.833     0.000    3.3900   107.60     0.092600                                                 4.07         
Aubrey ISD               050195HB5 08/07/03 02/15/08     84.421     0.000    3.7800   114.67     0.099266   0.101142   0.103053                          36.59     4.53
Aubrey ISD               050195HC3 08/07/03 02/15/09     79.705     0.000    4.1500   119.51     0.104028   0.106187   0.108390   0.110640  0.112935     38.43    40.04
Aubrey ISD               050195HD1 08/07/03 02/15/10     74.664     0.000    4.5300   122.88     0.107574   0.110011   0.112502   0.115051  0.117657     39.84    41.66
Avnet, Inc.              053807AL7 03/05/04 03/15/34    100.000    VARIES    7.8752              0.254100   0.261918   0.270043   0.278489  0.287267     94.57   100.56
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Azusa Calif Redev Agy    05502MAB9 06/16/92 12/01/12     16.502     0.000    9.0030   428.96     0.147440   0.154077   0.161013   0.168261  0.175835     54.68    59.71
Banco Macro S.A.         05963GAA6 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Banco Macro S.A.         05963GAB4 12/18/06 12/18/16    100.000     9.750    9.7499              0.270833   0.270833   0.270833   0.270833  0.270833     97.50    97.50
Bank of America Corp.    060505AT1 10/29/02 03/01/07     94.733     0.000    3.6047              0.108806                                                 6.53         
Bank of America Corp.    060505CZ5 02/15/07 02/15/12    100.000     0.250    5.2599                         0.146109   0.149769   0.153525  0.157380     46.67    55.63
Bank of America Corp.    06050MAW7 11/10/00 11/10/07    110.000     0.250    7.7500              0.369687   0.383743                                    116.76         
Bank of America Corp.    06050MBV8 06/28/02 07/02/07    100.000     0.000    4.7591              0.159648   0.163447                                     29.58         
Bank of America Corp.    06050MBY2 11/27/02 11/29/07    100.000     0.000    3.9953              0.130040   0.132638                                     43.12         
Bank of America Corp.    06050MCB1 02/20/03 02/20/08    100.000     0.000    3.6499              0.115072   0.117172   0.119310                          42.36     5.85
Bank of America Corp.    06050MCH8 04/25/03 04/29/08    100.000     0.000    3.5419              0.111297   0.113268   0.115274                          40.67    13.60
Bank of America Corp.    06050MCK1 05/30/03 06/03/08    100.000     0.000    2.8951              0.088955   0.090242   0.091549                          32.33    13.92
Bank of America Corp.    06050MCM7 06/04/03 06/04/07    100.000     0.000    2.3999              0.072472                                                11.09         
Bank of America Corp.    06050MCN5 05/29/03 05/29/08    100.000     0.000    2.9999              0.092487   0.093874   0.095282                          33.63    14.10
Bank of America Corp.    06050MCP0 06/25/03 06/25/10    100.000     0.000    3.5500              0.111536   0.113516   0.115531   0.117581  0.119668     40.53    41.98
Bank of America Corp.    06050MCQ8 07/25/03 07/29/08    100.000     0.000    3.4570              0.106468   0.108309   0.110181   0.112085               39.22    23.26
Bank of America Corp.    06050MCS4 11/12/03 11/13/08    100.000     0.000    3.9410              0.123085   0.125511   0.127984   0.130506               44.98    40.38
Bank of America Corp.    06050MCV7 12/19/03 12/23/08    100.000     0.000    3.6364              0.112592   0.114639   0.116724   0.118846               40.93    41.47
Bank of America Corp.    06050MCY1 01/30/04 02/03/09    100.000     0.000    3.4992              0.106040   0.107895   0.109783   0.111704  0.113658     39.06    40.44
Bank of America Corp.    06050MDA2 03/02/04 03/04/09    100.000     0.000    3.5091              0.106353   0.108219   0.110118   0.112050  0.114016     39.06    40.45
Bank of America Corp.    06050MDC8 03/25/04 03/27/09    100.000     0.000    3.3125              0.099910   0.101565   0.103247   0.104957  0.106696     36.58    37.80
Bank of America Corp.    06050MDE4 05/28/04 06/01/10    100.000     0.000    4.7926              0.149925   0.153517   0.157196   0.160963  0.164820     54.84    57.50
Bank of America Corp.    06050MDG9 06/09/04 06/09/08     99.000    11.000    3.6001              0.096533   0.098270   0.100039                          35.14    15.81
Bank of America Corp.    06050MDH7 06/25/04 06/28/10    100.000     0.000    4.7147              0.147204   0.150674   0.154226   0.157861  0.161583     53.64    56.20
Bank of America Corp.    06050MDJ3 06/24/04 06/24/10    100.000     0.000    4.7242              0.147478   0.150961   0.154527   0.158177  0.161914     53.77    56.34
Bank of America Corp.    06050MDK0 06/28/04 06/28/08     99.000    11.000    3.8500              0.103891   0.105891   0.107929                          37.77    19.10
Bank of America Corp.    06050MDM6 07/30/04 08/02/10    100.000     0.000    4.5676              0.138910   0.142082   0.145327   0.148646  0.152041     51.53    53.92
Bank of America Corp.    06050MDN4 08/26/04 08/28/09    100.000     0.000    4.2830              0.129529   0.132303   0.135136   0.138030  0.140986     47.82    49.89
Bank of America Corp.    06050MDR5 09/23/04 09/25/09    100.000     0.000    3.8427              0.115212   0.117425   0.119681   0.121981  0.124325     42.30    43.94
Bank of America Corp.    06050MEC7 11/26/04 11/26/10    100.000     1.500    4.2768              0.125613   0.127408   0.129241   0.131114  0.133027     45.67    47.00
Bank of America Corp.    06050MED5 11/15/04 11/13/09    100.000     0.000    3.9639              0.119077   0.121437   0.123844   0.126298  0.128801     43.52    45.26
Bank of America Corp.    06050MEF0 11/29/04 11/29/10    100.000     0.000    3.9607              0.119000   0.121357   0.123760   0.126211  0.128710     43.42    45.15
Bank of America Corp.    06050MEG8 12/27/04 06/28/10    100.000     0.000    4.0825              0.122964   0.125474   0.128036   0.130649  0.133316     44.73    46.58
Bank of America Corp.    06050MEH6 12/28/04 12/28/10    100.000     1.000    4.2553              0.126150   0.128243   0.130380   0.132563  0.134793     45.80    47.34
Bank of America Corp.    06050MEK9 01/27/05 01/28/11    100.000     0.000    4.3233              0.128066   0.130834   0.133662   0.136551  0.139503     47.46    49.53
Bank of America Corp.    06050MEL7 01/28/05 01/28/11    100.000     1.000    4.3662              0.127543   0.129721   0.131947   0.134221  0.136545     46.98    48.61
Bank of America Corp.    06050MEM5 01/26/05 01/26/10    100.000     0.250    4.0650              0.119512   0.121800   0.124135   0.126517  0.128947     44.15    45.86
Bank of America Corp.    06050MEP8 02/24/05 02/24/10    100.000     1.250    4.3096              0.125325   0.127277   0.129271   0.131309  0.133390     45.97    47.43
Bank of America Corp.    06050MER4 03/24/05 03/27/09    100.000     0.000    4.4897              0.133355   0.136349   0.139409   0.142539  0.145739     49.12    51.35
Bank of America Corp.    06050MEU7 04/28/05 04/30/09    100.000     1.750    4.3698              0.126278   0.127975   0.129709   0.131481  0.133292     45.97    47.23
Bank of America Corp.    06050MEW3 05/27/05 05/27/10    100.000     1.000    4.3093              0.125776   0.127888   0.130045   0.132248  0.134499     45.80    47.36
Bank of America Corp.    06050MEY9 06/24/05 06/25/10    100.000     0.000    4.7416              0.141323   0.144674   0.148103   0.151615  0.155209     51.52    53.99
Bank of America Corp.    06050MEZ6 07/29/05 07/29/11    100.000     1.500    4.5615              0.130633   0.132662   0.134737   0.136860  0.139031     48.02    49.54
Bank of America Corp.    06050MFA0 08/25/05 08/25/10    100.000     1.250    4.5105              0.129425   0.131561   0.133745   0.135978  0.138262     47.52    49.12
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bank of America Corp.    06050MFB8 08/26/05 08/28/09    100.000     0.000    4.4018              0.127745   0.130556   0.133430   0.136367  0.139368     47.19    49.29
Bank of America Corp.    06050MFC6 10/28/05 10/28/10    100.000     2.000    4.8533              0.138709   0.140727   0.142794   0.144911  0.147079     50.56    52.06
Bank of America Corp.    06050MFE2 09/28/05 09/29/10    100.000     0.000    4.5189              0.131280   0.134246   0.137280   0.140382  0.143553     48.35    50.56
Bank of America Corp.    06050MFG7 11/21/05 11/24/10    100.000     0.000    4.8973              0.142840   0.146338   0.149921   0.153592  0.157353     52.31    54.91
Bank of America Corp.    06050MFJ1 12/27/05 12/27/10    100.000     1.250    5.0014              0.144205   0.146943   0.149750   0.152626  0.155574     52.43    54.45
Bank of America Corp.    06050MFK8 12/28/05 12/28/11    100.000     1.500    5.0510              0.145353   0.147972   0.150657   0.153409  0.156232     52.81    54.75
Bank of America Corp.    06050MFL6 03/24/06 03/25/11    100.000     0.000    5.1630              0.147143   0.150941   0.154838   0.158835  0.162936     54.39    57.24
Bank of America Corp.    06050MFP7 04/28/06 04/28/11    100.000     1.750    5.5388              0.156770   0.159766   0.162844   0.166008  0.169259     57.36    59.60
Bank of America Corp.    06050MFR3 03/27/06 03/27/09    100.000     0.750    5.1969              0.147568   0.150862   0.154240   0.157707  0.161263     54.34    56.81
Bank of America Corp.    06050MFS1 05/26/06 08/26/10    100.000     0.000    5.4111              0.152344   0.156466   0.160699   0.165047  0.169512     56.63    59.74
Bank of America Corp.    06050MFT9 05/25/06 05/25/10    100.000     2.000    5.4394              0.153694   0.156363   0.159104   0.161921  0.164813     56.00    57.99
Bank of America Corp.    06050MFV4 06/27/06 06/27/11    100.000     0.000    5.6598              0.161667   0.166243   0.170947   0.175785  0.180759     59.06    62.45
Bank of America Corp.    06050MFW2 07/28/06 01/28/11    100.000     0.000    5.5354              0.153763   0.158019   0.162392   0.166887  0.171506     57.44    60.66
Bank of America Corp.    06050MFX0 07/28/06 07/29/10    100.000     0.000    5.4654              0.151842   0.155991   0.160254   0.164633  0.169132     56.69    59.83
Bank of America Corp.    06050MFZ5 08/24/06 08/26/10    100.000     0.000    5.2025              0.144556   0.148316   0.152174   0.156133  0.160194     53.67    56.50
Bank of America Corp.    06050MGB7 09/29/06 10/03/11    100.000     0.000    4.9679              0.138075   0.141504   0.145019   0.148622  0.152313     50.94    53.50
Bank of America Corp.    06050MGD3 09/18/06 09/19/11    100.000     0.000    5.1632              0.143444   0.147147   0.150946   0.154843  0.158840     53.07    55.85
Bank of America Corp.    06050MGF8 10/27/06 10/27/11    100.000     0.000    5.2609              0.146136   0.149980   0.153926   0.157974  0.162130     53.80    56.67
Bank of America Corp.    06050MGM3 12/22/06 12/27/11    100.000     0.000    4.9879              0.138651   0.142109   0.145653   0.149285  0.153009     50.56    53.12
Bank of America Corp.    06050MGN1 12/29/06 12/29/11    100.000     0.000    4.9680              0.138001   0.141429   0.144942   0.148542  0.152232     50.31    52.84
Bank of America Corp.    06050MGP6 02/23/07 02/23/12    100.000     0.000    5.2024                         0.144511   0.148270   0.152127  0.156084     44.99    55.07
Bank of America Corp.    06050MGQ4 01/26/07 01/27/12    100.000     0.000    5.1926              0.144238   0.144260   0.148006   0.151849  0.155791     48.90    55.17
Bank of America Corp.    06050MGU5 02/23/07 11/23/11    100.000     0.000    5.1129              0.142025   0.143841   0.147518   0.151289  0.155157     44.28    54.08
Bank of America Corp.    06050MGV3 02/23/07 02/24/12    100.000     0.000    5.1048              0.141800   0.141822   0.145442   0.149154  0.152961     44.14    53.98
Bank of America Corp.    06050MGW1 02/20/07 02/19/10    100.000     0.000    5.1731                         0.143699   0.147395   0.151208  0.155119     45.18    54.77
Bank of America Corp.    06050MGY7 03/30/07 03/30/10    100.000     0.000    4.9975                         0.138821   0.142289   0.145845  0.149489     37.94    52.52
Bank of America Corp.    06050MGZ4 03/29/07 03/29/12    100.000     2.000    5.0300                         0.139723   0.141840   0.144010  0.146235     38.20    51.86
Bank of America Corp.    06050MHB6 03/30/07 03/30/12    100.000     0.000    4.9829                         0.138415   0.141864   0.145398  0.149021     37.82    52.36
Bank of America Corp.    06050MHC4 04/27/07 04/27/09    100.000     0.000    4.8413                         0.134482   0.137737   0.141072  0.144486     33.02    50.62
Bank of America Corp.    06050MHF7 05/25/07 02/27/12    100.000     0.000    5.2687                         0.146354   0.148325   0.152232  0.156242     31.86    55.08
Bank of America Corp.    06050MHP5 07/27/07 07/28/11    100.000     0.000    5.3581                         0.148836   0.148859   0.152847  0.156942     22.92    55.54
Bank of America Corp.    06050MHT7 08/30/07 09/01/11    100.000     0.000    5.1144                         0.142067   0.142089   0.145722  0.149449     17.19    52.69
Bank of America Corp.    06050MHU4 08/31/07 09/02/11    100.000     0.000    5.0622                         0.140618   0.140658   0.144218  0.147869     17.02    52.14
Bank of America Corp.    06050MHV2 09/28/07 03/28/13    100.000     0.000    5.2121                                    0.144782   0.148555  0.152426     13.46    53.51
Bank of America Corp.    06050MHW0 09/27/07 09/29/10    100.000     0.000    4.9389                         0.137193   0.137230   0.140619  0.144092     12.90    50.64
Bank of America Corp.    06050MHY6 11/30/07 11/30/12    100.000     1.250    4.9200                                    0.136669   0.139177  0.141746      4.24    49.81
Bank of America Corp.    06050MJB4 11/29/07 12/01/11    100.000     0.000    4.6068                         0.127967   0.128000   0.130948  0.133964      4.10    46.79
Bank of America Corp.    06050MJC2 11/30/07 11/30/09    100.000     0.000    4.2646                                    0.118462   0.120988  0.123568      3.67    43.26
Bank of America Corp.    06050MJD0 11/30/07 11/30/10    100.000     0.000    4.4308                                    0.123080   0.125807  0.128594      3.82    44.97
Baxter International,Inc 071813604 12/17/02 02/16/08    100.000    VARIES    4.3864              0.123830   0.123183   0.122522                          44.29     5.51
Baxter International,Inc 071813AV1 12/17/02 02/16/08    100.000    VARIES    4.3864              0.123830   0.123183   0.122522                          44.29     5.51
Bayerische Landesbank    0727G0AA8 05/31/02 05/28/10    100.000     0.000    5.2947              0.186017   0.190941   0.195996   0.201185  0.206511     68.18    71.84
Bayerische Landesbank    0727G0CJ7 11/26/04 02/26/09    100.000     0.000    3.8824              0.115359   0.117598   0.119881   0.122208  0.124580     42.50    44.16
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Bayerische Landesbank    0727G0CR9 02/23/05 02/23/07    100.000     0.000    3.5768              0.104785                                                 5.45         
Bayerische Landesbank    0727G0DQ0 07/13/05 07/13/07    100.000     0.000    3.7203              0.107225   0.109220                                     20.95         
Bear Stearns Co., Inc.   073928G23 08/31/04 07/01/19     51.530     1.000    5.9698    51.27     0.066176   0.068151   0.070185   0.072280               24.18    25.64
Bear Stearns Co., Inc.   073928JS3 06/03/99 06/30/11     46.328     0.000    6.4740   287.58     0.135007   0.139377   0.143889   0.148546  0.153355     49.40    52.65
Bear Stearns Co., Inc.   073928WN9 02/27/02 08/15/13     49.000     0.000    6.3184   172.41     0.111084   0.116492   0.118213   0.123288  0.125801     42.52    45.24
Bear Stearns Co., Inc.   073928Y64 10/11/07 10/11/11     79.721     0.000    5.7469                                    0.127265   0.130922  0.134684     10.18    47.07
Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24     17.103     0.000    7.0298   119.61     0.056304   0.058283   0.060331   0.062452  0.064647     20.79    22.28
BellSouth Telecomm       079867AS6 12/13/95 12/15/95     25.235    VARIES    6.8500              0.100767   0.104218   0.107788   0.111480  0.115298     37.01    39.59
Bexar Cnty Hsg Fin Corp  08837EAB7 09/28/05 04/01/22     39.225     0.000    5.7500    29.05     0.066338   0.068245   0.070207   0.072226  0.074302     24.57    26.01
Bond & Fayette County,IL 097850CF6 04/01/03 12/01/07    105.533    VARIES    3.5638              0.100283   0.099645                                     32.98         
Bond & Fayette County,IL 097850CG4 04/01/03 12/01/08    105.035    VARIES    3.8666              0.109523   0.109009   0.108485   0.107951               39.30    35.70
Brill Media Company      109492AC2 12/30/97 12/15/07     89.963    VARIES   12.4296              0.134089   0.134003                                     46.64         
Brill Newspapers, Inc.   109492AH1 12/30/97 12/15/07     92.200    VARIES    N/A                 0.133865   0.135627                                     46.91         
Burlington Coat Factory  121577AA8 04/13/06 10/15/14     75.522    VARIES   14.4995              0.326491   0.350160   0.375546   0.402773  0.402772    125.53   142.17
Burlington Coat Factory  121577AB6 04/13/06 10/15/14     75.522    VARIES   14.4995              0.326491   0.350160   0.375546   0.402773  0.402772    125.53   142.17
Butler Cnty Dev Auth     12359RAT9 01/15/97 05/01/07     45.174     0.000    7.8682   523.02     0.210290                                                25.23         
Butler Cnty Dev Auth     12359RAU6 01/15/97 11/01/07     43.373     0.000    7.8884   503.99     0.202810   0.210809                                     62.28         
Butler Cnty Dev Auth     12359RAV4 01/15/97 05/01/08     41.546     0.000    7.9285   486.21     0.195991   0.203761   0.211838                          72.91    25.42
Butler Cnty Dev Auth     12359RAW2 01/15/97 11/01/08     39.917     0.000    7.9383   467.97     0.188717   0.196208   0.203995   0.212092               70.20    62.66
Butler Cnty Dev Auth     12359RAX0 01/15/97 05/01/09     38.166     0.000    7.9885   451.44     0.182439   0.189726   0.197304   0.205185  0.213381     67.88    73.41
Butler Cnty Dev Auth     12359RAY8 01/15/97 11/01/09     36.700     0.000    7.9885   434.10     0.175432   0.182439   0.189727   0.197305  0.205186     65.27    70.59
Butler Cnty Dev Auth     12359RAZ5 01/15/97 05/01/10     35.110     0.000    8.0286   418.24     0.169312   0.176109   0.183178   0.190532  0.198180     63.01    68.17
Butler Cnty Dev Auth     12359RBA9 01/15/97 11/01/10     33.621     0.000    8.0586   402.63     0.163197   0.169773   0.176614   0.183730  0.191133     60.74    65.73
Butler Cnty Dev Auth     12359RBB7 01/15/97 05/01/11     32.274     0.000    8.0687   387.18     0.157004   0.163338   0.169928   0.176783  0.183915     58.44    63.25
CBIZ, Inc.               124805AA0 05/30/06 06/01/26    100.000    VARIES    8.9994              0.257370   0.265045   0.273065   0.281446  0.290205     94.51   100.33
CBIZ, Inc.               124805AB8 05/30/06 06/01/26    100.000    VARIES    8.9994              0.257370   0.265045   0.273065   0.281446  0.290205     94.51   100.33
Harrah's Oper Co Inc     127687AA9 06/13/05 04/15/24    127.250    VARIES    6.1985              0.228473   0.232020   0.235678   0.239234  0.242900     83.44    86.03
Harrah's Oper Co Inc     127687AB7 06/13/05 04/15/24    127.250    VARIES    6.1985              0.228473   0.232020   0.235678   0.239234  0.242900     83.44    86.03
CapitalSource Inc.       14055XAC6 07/07/04 07/15/34    100.000    VARIES    8.2001              0.250828   0.257126   0.263682   0.270507  0.277612     93.57    98.47
CapitalSource Inc.       14055XAD4 07/07/04 07/15/34    100.000    VARIES    8.2001              0.250828   0.257126   0.263682   0.270507  0.277612     93.57    98.47
Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15    100.000     9.500    9.4999              0.260989   0.259563   0.259563   0.259563  0.260989     69.05    95.11
Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29    100.000     2.000    9.8183              0.479710   0.500532   0.522377   0.545294  0.569336    180.97   197.16
Century Commun Corp      156503AK0 11/13/97 11/15/17*    93.375     8.375    9.1001    16.85     0.007568                                                  .32*        
Century Commun Corp      156503AM6 01/15/98 01/15/08*    41.266     0.000    9.0500   499.62     0.215350   0.228825                                      9.65*        
Century Commun Corp      156503AN4 01/15/98 01/15/08*    41.266     0.000    9.0500   499.62     0.215350   0.228825                                      9.65*        
CenturyTel, Inc.         156700AD8 05/06/02 05/15/07    100.000    VARIES    7.4272              0.208314                                                27.91         
CenturyTel, Inc.         156700AE6 06/26/02 08/01/32*   100.000    VARIES    N/A                 0.299941   0.307476   0.315349                          68.44*        
CenturyTel, Inc.         156700AH9 06/26/02 08/01/32*   100.000    VARIES    N/A                 0.299941   0.307476   0.315349                          68.44*        
Champaign County, IL     158199AR0 03/29/07 12/01/08    102.070     0.000    5.2811              0.149736   0.151098   0.155088   0.159183               41.13    51.92
Champaign County, IL     158199AS8 03/29/07 12/01/09    102.940    VARIES    5.3606              0.153285   0.154701   0.158847   0.163105  0.150538     42.12    57.70
Chesapeake Energy Corp.  165167BZ9 05/15/07 05/15/37    100.000    VARIES    6.7505                         0.187517   0.191502   0.195622  0.199881     42.56    70.07
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Chesapeake Energy Corp.  165167CA3 08/14/07 05/15/37     97.625    VARIES    8.0008                         0.216968   0.219951   0.225972  0.232234     29.86    80.83
Chiron Corporation       170040AF6 07/30/03 08/01/33    100.000     1.625    6.1446              0.195706   0.200332   0.205100   0.210015  0.215080     72.70    76.22
Chiron Corporation       170040AG4 07/30/03 08/01/33    100.000     1.625    6.1446              0.195706   0.200332   0.205100   0.210015  0.215080     72.70    76.22
Chiron Corporation       170040AH2 06/22/04 06/30/34    100.000     2.750    6.5761              0.201514   0.205628   0.209877   0.214266  0.218800     73.29    76.35
Chiron Corporation       170040AJ8 06/22/04 06/30/34    100.000     2.750    6.5761              0.201514   0.205628   0.209877   0.214266  0.218800     73.29    76.35
The Chubb Corporation    171232AG6 12/02/02 11/16/07    100.000    VARIES    4.7980              0.134653   0.133974                                     42.29         
The Chubb Corporation    171232AK7 06/24/03 08/16/08    100.000    VARIES    3.1054              0.088227   0.087747   0.087260   0.086765               31.54    19.54
Chukchansi Econ Dev Auth 171276AA6 10/08/02 06/15/09     91.476    14.500   16.6607    43.12     0.040231   0.043582   0.047213   0.051146  0.055406     15.20    17.84
Chukchansi Econ Dev Auth 171276AB4 10/08/02 06/15/09     91.476    14.500   16.6607    43.12     0.040231   0.043582   0.047213   0.051146  0.055406     15.20    17.84
Cinemark, Inc.           17243RAA9 03/31/04 03/15/14     62.373    VARIES    9.7491              0.213466   0.223871   0.234784   0.246229  0.258231     80.98    89.07
Cinemark, Inc.           17243RAB7 03/31/04 03/15/14     62.373    VARIES    9.7491              0.213466   0.223871   0.234784   0.246229  0.258231     80.98    89.07
Citigroup Global Markets 17307EBE2 07/01/04 09/07/16     51.400     0.000    5.5371    75.31     0.089080   0.091546   0.094080   0.096685  0.099362     33.08    34.94
Citigroup Funding, Inc.  17308CKY1 08/24/07 08/31/12    100.000     1.080    5.0702                         0.137780   0.139400   0.140636  0.145835     18.11    52.04
Citigroup Funding, Inc.  1730T0AK5 05/15/06 05/15/36     11.570     0.000    7.3199     5.36     0.024387   0.025279   0.026204   0.027163  0.028158      9.02     9.70
Citigroup Funding, Inc.  1730T0AN9 05/19/06 05/19/08    100.000     0.000    5.3749              0.153316   0.157436   0.161667                          56.29    22.31
Citigroup Funding, Inc.  1730T0AT6 07/25/06 07/25/08    100.000     0.000    5.5902              0.155284   0.159624   0.164086   0.168672               58.06    34.30
Citigroup Funding, Inc.  1730T0AV1 09/06/06 09/05/08    100.000     0.000    5.2226              0.145074   0.148842   0.152728   0.156717               53.79    37.98
Citigroup Funding, Inc.  1730T0AW9 09/07/06 09/07/11    100.000     0.125    5.2915              0.146989   0.150786   0.154683   0.158684  0.162791     54.48    57.33
Citigroup Funding, Inc.  1730T0AY5 09/26/06 09/26/08    100.000     0.000    5.2584              0.146068   0.149909   0.153850   0.157895               54.02    41.50
Citigroup Funding, Inc.  1730T0BD0 11/13/06 11/17/09    100.000     0.000    5.2643              0.146319   0.150170   0.154123   0.158180  0.162343     53.71    56.58
Citigroup Funding, Inc.  1730T0BE8 11/20/06 11/21/07    100.000     0.000    5.3216              0.147844   0.151778                                     48.02         
Citigroup Funding, Inc.  1730T0BF5 11/22/06 11/26/07    100.000     0.000    5.3305              0.148158   0.152107                                     48.86         
Citigroup Funding, Inc.  1730T0BK4 12/19/06 12/19/08    100.000     0.000    5.0518              0.140329   0.143874   0.147508   0.151234               51.24    52.00
Citigroup Funding, Inc.  1730T0BM0 12/19/06 12/20/07    100.000     0.000    5.1836              0.144012   0.147744                                     50.93         
Citigroup Funding, Inc.  1730T0BQ1 01/26/07 01/26/17    100.000     5.420    5.4199                         0.150556   0.150556   0.150556  0.150556     50.44    54.20
Citigroup Funding, Inc.  1730T0BS7 02/07/07 08/07/09    100.000     0.000    5.2644                         0.146236   0.150085   0.154036  0.158091     47.93    55.89
Citigroup Funding, Inc.  1730T0BT5 02/14/07 02/14/37    100.000    VARIES    5.8403                         0.162233   0.159127   0.155930  0.155972     51.00    56.28
Citigroup Funding, Inc.  1730T0BU2 02/12/07 02/13/08    100.000     0.000    5.3730              0.149251   0.149275   0.153285                          48.17     6.44
Citigroup Funding, Inc.  1730T0CH0 03/28/07 03/28/37    100.000    VARIES    5.6199                         0.156110   0.153198   0.150205  0.150247     42.35    54.34
Citigroup Funding, Inc.  1730T0CJ6 03/29/07 03/29/09    100.000    VARIES    5.0798                         0.141107   0.144691   0.140182  0.143742     38.71    51.19
Citigroup Funding, Inc.  1730T0CQ0 04/27/07 10/27/08    100.000     0.000    5.0805                         0.141125   0.144710   0.148386               34.66    43.50
Citigroup Funding, Inc.  1730T0CR8 05/25/07 05/25/22    100.000    VARIES    5.6847                         0.157909   0.154502   0.150998  0.147395     33.99    54.73
Citigroup Funding, Inc.  1730T0CU1 05/25/07 05/25/22    100.000    VARIES    5.6847                         0.157909   0.154502   0.150998  0.147395     33.99    54.73
Citigroup Funding, Inc.  1730T0CV9 05/22/07 05/22/09    100.000    VARIES    5.1300                         0.142503   0.146158   0.141357  0.144983     31.35    51.71
Citigroup Funding, Inc.  1730T0DB2 05/29/07 06/01/10    100.000     0.000    5.2381              0.145504   0.145546   0.149358   0.153270  0.157284     30.97    54.71
Citigroup Funding, Inc.  1730T0EA3 10/25/07 10/25/09    100.000     0.000    4.7496                                    0.131934   0.135067  0.138274      8.71    48.48
Citigroup Funding, Inc.  1730T0EC9 09/27/07 09/27/09    100.000     0.000    5.0202                                    0.139453   0.142953  0.146541     13.11    51.50
Citigroup Funding, Inc.  1730T0ED7 10/29/07 10/29/09    100.000    VARIES    4.6501                                    0.129170   0.132174  0.129434      8.01    47.06
Citigroup Funding, Inc.  1730T0EF2 10/22/07 10/22/22    100.000     5.430    5.4299                                    0.150833   0.150833  0.150833     10.41    54.30
Citigroup Funding, Inc.  1730T0EJ4 10/29/07 10/29/19    100.000    VARIES    5.6410                                    0.156695   0.155238  0.153741      9.72    55.96
Citigroup Funding, Inc.  1730T0EL9 10/26/07 06/26/09    100.000     0.000    4.6597                         0.129439   0.130444   0.133483  0.136593      8.42    47.54
Citigroup Funding, Inc.  1730T0EM7 10/30/07 06/26/09    100.000     0.000    4.6297                         0.128604   0.129531   0.132529  0.135597      7.85    47.20
Citigroup Funding, Inc.  1730T0EN5 10/30/07 06/26/09    100.000     0.000    4.6297                         0.128604   0.129531   0.132529  0.135597      7.85    47.20
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Citigroup Funding, Inc.  1730T0ER6 11/13/07 11/13/09    100.000     0.000    4.7001                                    0.130561   0.133629  0.136770      6.27    47.85
Citigroup Funding, Inc.  17311G540 08/24/07 08/31/12    100.000     2.800    5.0771                         0.137965   0.139542   0.139598  0.143550     18.13    51.58
Citigroup Funding, Inc.  17311GBD3 10/10/07 10/10/14    100.000     0.000    5.1599                                    0.143333   0.147031  0.150824     11.61    52.87
Clinton & Wash Cntys IL  187327AP6 05/13/04 12/01/07    105.447    VARIES    3.7025              0.104497   0.103680                                     34.34         
Clinton & Wash Cntys IL  187327AQ4 05/13/04 12/01/08    105.302    VARIES    4.2055              0.119693   0.118997   0.118287   0.117561               42.92    38.90
Cogent Communications    19239VAA2 06/11/07 06/15/14     97.750     1.000    1.3372              0.008498   0.008534   0.008591   0.008649  0.008706      1.71     3.10
Cogent Communications    19239VAB0 06/11/07 06/15/14     97.750     1.000    1.3372              0.008498   0.008534   0.008591   0.008649  0.008706      1.71     3.10
Comcast Corporation      200300507 10/15/99 10/15/29    100.000     2.000   10.5154              0.540240   0.565724   0.592547   0.620780  0.650498    203.05   222.80
Comcast Corporation      200300606 11/15/99 11/15/29    100.000     2.000   10.3810              0.528349   0.552890   0.578704   0.605859  0.634422    196.94   215.78
Compass Minerals Intl    20451NAA9 12/20/02 12/15/12     53.995    VARIES   12.7492              0.312981   0.332933   0.354156   0.354155  0.354155    116.92   127.50
CompuCredit Corporation  20478NAA8 05/27/05 05/30/25    100.000    VARIES    9.1300              0.274136   0.277480   0.288790   0.294194  0.308151    101.14   107.31
CompuCredit Corporation  20478NAB6 05/27/05 05/30/25    100.000    VARIES    9.1300              0.274136   0.277480   0.288790   0.294194  0.308151    101.14   107.31
CompuCredit Corporation  20478NAC4 11/23/05 01/31/36    100.000     5.875    N/A                 0.250901   0.259249   0.259330   0.266731  0.268537     94.39    97.68
CompuCredit Corporation  20478NAD2 11/23/05 01/31/36    100.000     5.875    N/A                 0.250901   0.259249   0.259330   0.266731  0.268537     94.39    97.68
Connetics Corporation    208192AC8 03/23/05 03/30/15*   100.000     2.000    N/A                 0.209743                                                 7.76*        
Connetics Corporation    208192AD6 03/23/05 03/30/15*   100.000     2.000    N/A                 0.209743                                                 7.76*        
Conseco, Inc.            208464BG1 08/15/05 09/30/35     99.000     3.500    7.3752              0.211798   0.216023   0.220404   0.224947  0.229657     77.79    81.01
Conseco, Inc.            208464BH9 08/15/05 09/30/35     99.000     3.500    7.3752              0.211798   0.216023   0.220404   0.224947  0.229657     77.79    81.01
Convergent Communication 211914AC0 04/02/98 04/01/08     95.696    13.000   13.8065    34.09     0.018338   0.019604   0.020957                           7.07     1.89
Cook County, Illinois    213309KR7 04/28/05 12/01/16     52.896     0.000    5.5696    51.05     0.089319   0.091806   0.094363   0.096991  0.099692     32.75    34.60
Cook County, Illinois    213309KS5 04/28/05 12/01/17     49.824     0.000    5.6095    48.44     0.084788   0.087166   0.089611   0.092124  0.094708     31.10    32.87
Cook County, Illinois    213309KT3 04/28/05 12/01/18     46.339     0.000    5.7396    46.13     0.080848   0.083168   0.085555   0.088010  0.090536     29.66    31.39
Cook County, Illinois    213309KU0 04/28/05 12/01/19     43.603     0.000    5.7697    43.64     0.076509   0.078716   0.080987   0.083324  0.085727     28.07    29.72
Cook County, Illinois    213309KV8 04/28/05 12/01/20     40.881     0.000    5.8197    41.28     0.072411   0.074518   0.076686   0.078918  0.081214     26.58    28.14
Cook County, Illinois    213314DE4 09/16/03 12/01/08     79.030     0.000    4.5687   126.79     0.115947   0.118596   0.121305   0.124076               42.38    40.53
Cook County, IL SD #89   214201FV2 09/07/05 12/01/10     78.217     0.000    4.7487    49.95     0.109332   0.111928   0.114586   0.117307  0.120092     39.98    41.91
Cook County, IL SD #89   214201FW0 09/07/05 12/01/11     73.907     0.000    4.9088    48.82     0.106996   0.109622   0.112313   0.115070  0.117894     39.15    41.10
Cook County, IL SD #89   214201FX8 09/07/05 12/01/12     70.159     0.000    4.9590    46.83     0.102672   0.105218   0.107827   0.110500  0.113240     37.57    39.46
Cook County, IL SD #89   214201FY6 09/07/05 12/01/13     66.377     0.000    5.0390    45.04     0.098799   0.101289   0.103841   0.106457  0.109139     36.17    38.01
Cook County, IL SD #89   214201FZ3 09/07/05 12/01/14     62.531     0.000    5.1492    43.37     0.095236   0.097688   0.100203   0.102783  0.105429     34.88    36.69
Cook County, Illinois    214471HQ0 12/30/02 12/01/22     21.989     0.000    7.7496    78.28     0.063775   0.066246   0.068813   0.071479  0.074249     23.55    25.42
Cook County, IL SD #104  214471JS4 02/08/07 12/01/10     81.913     0.000    5.2980              0.120550   0.122555   0.125802   0.129134  0.132555     39.46    46.09
Cook County, IL SD #104  214471JT2 02/08/07 12/01/11     77.556     0.000    5.3485              0.115222   0.117159   0.120292   0.123509  0.126812     37.72    44.08
Cook County, IL SD #104  214471JU9 02/08/07 12/01/12     73.485     0.000    5.3685              0.109584   0.111433   0.114424   0.117495  0.120649     35.87    41.93
Cook County, IL SD #104  214471JV7 02/08/07 12/01/13     69.553     0.000    5.3989              0.104305   0.106076   0.108940   0.111880  0.114901     34.15    39.93
Cook County, IL SD #123  214651JV4 10/15/07 12/01/13     71.288     0.000    5.5988                         0.110868   0.111662   0.114788  0.118002      8.45    40.95
Cook County, IL SD #123  214651JW2 10/15/07 12/01/14     66.759     0.000    5.7491                         0.106611   0.107396   0.110483  0.113659      8.13    39.41
Cook County, IL SD #123  214651JX0 10/15/07 12/01/15     62.337     0.000    5.8991                         0.102138   0.102919   0.105954  0.109079      7.79    37.78
Cook County, IL SD #123  214651JY8 10/15/07 12/01/16     58.297     0.000    5.9991                         0.097140   0.097892   0.100829  0.103853      7.41    35.95
Cook County, IL SD #123  214651JZ5 10/15/07 12/01/17     54.681     0.000    6.0492                         0.091876   0.092593   0.095393  0.098279      7.00    34.01
Cook County, IL SD #123  214651KA8 10/15/07 12/01/18     51.240     0.000    6.0992                         0.086807   0.087489   0.090157  0.092906      6.62    32.14
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #123  214651KB6 10/15/07 12/01/19     48.025     0.000    6.1392                         0.081893   0.082542   0.085076  0.087688      6.24    30.33
Cook County, IL SD #123  214651KC4 10/15/07 12/01/20     44.691     0.000    6.2294                         0.077325   0.077949   0.080377  0.082880      5.90    28.65
Cook County, IL SD #123  214651KD2 10/15/07 12/01/21     41.802     0.000    6.2694                         0.072790   0.073382   0.075682  0.078055      5.55    26.97
Cook County, IL SD #123  214651KE0 10/15/07 12/01/22     39.242     0.000    6.2794                         0.068443   0.068999   0.071165  0.073399      5.22    25.36
Cook County, IL SD #123  214651KF7 10/15/07 12/01/23     36.831     0.000    6.2895                         0.064342   0.064864   0.066904  0.069008      4.91    23.84
Cook County, IL SD #123  214651KG5 10/15/07 12/01/24     34.562     0.000    6.2995                         0.060476   0.060966   0.062886  0.064867      4.61    22.41
Cook County, IL SD #123  214651KH3 10/15/07 12/01/25     32.426     0.000    6.3095                         0.056830   0.057290   0.059098  0.060962      4.33    21.06
Cook County, IL SD #123  214651KJ9 10/15/07 12/01/26     30.417     0.000    6.3195                         0.053388   0.053826   0.055526  0.057281      4.07    19.79
Cook County, IL SD #123  214651KK6 10/15/07 06/01/27     29.429     0.000    6.3295                         0.051737   0.052161   0.053812  0.055515      3.94    19.18
Cook County, IL SD #127  214723CV8 09/07/05 12/01/19     46.971     0.000    5.3794    34.07     0.074943   0.076959   0.079029   0.081155  0.083337     27.46    28.96
Cook County, IL SD #127  214723CW6 09/07/05 12/01/20     44.082     0.000    5.4494    32.40     0.071310   0.073253   0.075249   0.077299  0.079406     26.14    27.58
Cook County, IL SD #127  214723CX4 09/07/05 12/01/21     41.315     0.000    5.5194    30.77     0.067749   0.069619   0.071540   0.073515  0.075544     24.84    26.23
Cook County, IL SD #127  214723CY2 09/07/05 12/01/22     38.734     0.000    5.5794    29.17     0.064254   0.066046   0.067889   0.069783  0.071729     23.56    24.90
Cook County, IL SD #127  214723CZ9 09/07/05 12/01/23     36.271     0.000    5.6395    27.62     0.060861   0.062577   0.064341   0.066156  0.068021     22.32    23.60
Cook County, IL SD #127  214723DA3 09/07/05 12/01/24     33.990     0.000    5.6895    26.11     0.057572   0.059210   0.060895   0.062627  0.064409     21.12    22.34
Cook County, IL SD #127  214723DC9 09/07/05 12/01/13     66.537     0.000    5.0090    44.87     0.098413   0.100878   0.103404   0.105994  0.108649     36.02    37.85
Cook County, Illinois    215030CN5 01/08/04 12/01/12     63.060     0.000    5.2494   105.39     0.106853   0.109657   0.112536   0.115489  0.118520     39.14    41.22
Cook County, Illinois    215030CP0 01/08/04 12/01/13     58.732     0.000    5.4494   102.15     0.103896   0.106727   0.109635   0.112622  0.115691     38.08    40.19
Cook County, Illinois    215030CQ8 01/08/04 12/01/14     54.489     0.000    5.6495    98.50     0.100496   0.103334   0.106253   0.109255  0.112341     36.86    38.97
Cook County, Illinois    215030CR6 01/08/04 12/01/15     50.650     0.000    5.7994    94.17     0.096301   0.099093   0.101967   0.104924  0.107966     35.34    37.42
Cook County, Illinois    215093EV3 06/17/03 12/01/13     59.669     0.000    4.9998   113.99     0.098293   0.100751   0.103269   0.105851  0.108497     35.98    37.80
Cook County, Illinois    215093EW1 06/17/03 12/01/14     55.539     0.000    5.1998   110.69     0.095793   0.098284   0.100839   0.103461  0.106151     35.09    36.93
Cook County, Illinois    215093EX9 06/17/03 12/01/15     51.495     0.000    5.3998   106.90     0.092857   0.095364   0.097939   0.100583  0.103299     34.03    35.89
Cook County, Illinois    215183FW9 12/10/03 12/01/12     60.122     0.000    5.7499   113.87     0.113669   0.116937   0.120299   0.123758  0.127316     41.71    44.14
Cook County, Illinois    215183FX7 12/10/03 12/01/13     55.449     0.000    5.9998   109.94     0.110185   0.113490   0.116895   0.120402  0.124014     40.46    42.93
Cook County, Illinois    215183FY5 12/10/03 12/01/14     51.438     0.000    6.1497   104.74     0.105223   0.108459   0.111794   0.115231  0.118774     38.66    41.07
Cook County, Illinois    215183FZ2 12/10/03 12/01/15     47.578     0.000    6.2999    99.44     0.100136   0.103290   0.106544   0.109900  0.113361     36.81    39.16
Cook County, IL SD #155  215219DY9 02/01/01 12/01/07     63.741     0.000    6.6983   304.05     0.174201   0.180035                                     58.54         
Cook County, IL SD #155  215219DZ6 02/01/01 12/01/08     59.225     0.000    6.7985   287.55     0.165213   0.170829   0.176636   0.182640               60.83    59.37
Cook County, IL SD #155  215219EA0 02/01/01 12/01/09     55.158     0.000    6.8487   270.16     0.155443   0.160766   0.166271   0.171964  0.177853     57.24    61.23
Cook County, IL SD #155  215219EB8 02/01/01 12/01/10     51.321     0.000    6.8987   253.56     0.146099   0.151138   0.156352   0.161745  0.167324     53.81    57.59
Cook County, IL SD #155  215219EG7 02/01/01 12/01/14     37.337     0.000    7.2490   195.76     0.113914   0.118043   0.122322   0.126755  0.131350     42.00    45.10
Cook County, IL SD #155  215219EH5 02/01/01 12/01/15     34.277     0.000    7.3490   182.71     0.106618   0.110536   0.114597   0.118808  0.123174     39.33    42.27
Cook County, Illinois    215219FB7 06/30/03 12/01/07     84.673     0.000    3.7996   119.38     0.101648   0.103579                                     33.89         
Cook County, Illinois    215219FC5 06/30/03 12/01/08     81.113     0.000    3.8995   117.54     0.100270   0.102225   0.104218   0.106250               36.57    34.76
Cook County, Illinois    215219FD3 06/30/03 12/01/09     76.100     0.000    4.2996   122.34     0.105126   0.107386   0.109694   0.112053  0.114462     38.39    40.06
Cook County, Illinois    215219FE1 06/30/03 12/01/10     71.619     0.000    4.5496   122.29     0.105566   0.107968   0.110424   0.112936  0.115505     38.58    40.36
Cook County, Illinois    215219FN1 06/30/03 12/01/18     44.637     0.000    5.2998    89.81     0.078587   0.080670   0.082807   0.085002  0.087254     28.79    30.34
Cook County, IL SD #155  215219FP6 06/30/03 12/01/19     41.690     0.000    5.3998    85.59     0.075033   0.077059   0.079140   0.081277  0.083471     27.50    29.00
Cook County, IL SD #155  215219FQ4 06/30/03 12/01/20     39.193     0.000    5.4498    81.27     0.071311   0.073254   0.075250   0.077301  0.079407     26.14    27.58
Cook County, IL SD #155  215219FR2 06/30/03 12/01/21     36.482     0.000    5.5497    77.15     0.067821   0.069702   0.071637   0.073624  0.075667     24.87    26.27
Cook County, IL SD #155  215219FS0 06/30/03 12/01/22     33.892     0.000    5.6497    73.08     0.064355   0.066173   0.068043   0.069965  0.071941     23.61    24.96
Cook County, IL SD #155  215219GA8 06/02/05 12/01/15     59.242     0.000    5.0500    48.62     0.089548   0.091810   0.094128   0.096505  0.098941     32.78    34.46
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, IL SD #155  215219GB6 06/02/05 12/01/16     55.669     0.000    5.1601    46.71     0.086119   0.088341   0.090620   0.092958  0.095356     31.54    33.19
Cook County, IL SD #155  215219GC4 06/02/05 12/01/17     52.327     0.000    5.2501    44.69     0.082469   0.084634   0.086856   0.089136  0.091476     30.21    31.82
Cook County, IL SD #155  215219GD2 06/02/05 12/01/18     49.294     0.000    5.3100    42.60     0.078645   0.080733   0.082877   0.085077  0.087336     28.82    30.37
Cook County, IL SD #155  215219GE0 06/02/05 12/01/19     46.448     0.000    5.3600    40.53     0.074857   0.076863   0.078923   0.081038  0.083210     27.43    28.92
Cook County, IL SD #155  215219GF7 06/02/05 12/01/20     43.922     0.000    5.3801    38.47     0.071071   0.072983   0.074946   0.076963  0.079033     26.05    27.47
Cook County, IL SD #155  215219GG5 06/02/05 12/01/21     41.054     0.000    5.4700    36.58     0.067629   0.069479   0.071379   0.073331  0.075337     24.79    26.17
Cook County, IL SD #155  215219GH3 06/02/05 12/01/22     38.699     0.000    5.5000    34.67     0.064127   0.065891   0.067703   0.069564  0.071477     23.51    24.82
Cook County, IL SD #155  215219GQ3 06/02/05 12/01/23     36.261     0.000    5.5600    32.86     0.060797   0.062487   0.064224   0.066009  0.067845     22.29    23.55
Cook County, IL SD #155  215219GR1 06/02/05 12/01/24     34.002     0.000    5.6100    31.09     0.057564   0.059178   0.060838   0.062545  0.064299     21.11    22.31
Cook County, IL SD #155  215219GX8 06/29/06 12/01/07     92.317     0.000    5.6969    26.69     0.149604   0.153865                                     50.14         
Cook County, IL SD #155  215219GY6 06/29/06 12/01/08     87.231     0.000    5.7179    25.32     0.141896   0.145952   0.150125   0.154417               52.06    50.31
Cook County, IL SD #155  215219GZ3 06/29/06 12/01/09     82.420     0.000    5.7285    23.96     0.134325   0.138173   0.142130   0.146201  0.150389     49.28    52.15
Cook County, IL SD #155  215219HA7 06/29/06 12/01/10     77.826     0.000    5.7488    22.71     0.127297   0.130956   0.134721   0.138593  0.142577     46.71    49.43
Cook County, IL SD #155  215219HB5 06/29/06 12/01/16     54.002     0.000    5.9995    16.45     0.092276   0.095045   0.097896   0.100832  0.103857     33.89    35.95
Cook County, IL SD #155  215219HC3 06/29/06 12/01/17     50.621     0.000    6.0495    15.55     0.087237   0.089876   0.092595   0.095396  0.098281     32.04    34.01
Cook County, IL SD #155  215219HD1 06/29/06 12/01/18     47.405     0.000    6.0996    14.68     0.082389   0.084901   0.087491   0.090159  0.092909     30.27    32.14
Cook County, IL SD #155  215219HE9 06/29/06 12/01/19     44.524     0.000    6.1196    13.83     0.077643   0.080018   0.082467   0.084990  0.087591     28.52    30.30
Cook County, IL SD #155  215219HF6 06/29/06 12/01/20     41.744     0.000    6.1496    13.03     0.073160   0.075410   0.077728   0.080119  0.082582     26.88    28.56
Cook County, IL SD #155  215219HG4 06/29/06 12/01/21     39.173     0.000    6.1696    12.27     0.068884   0.071009   0.073199   0.075457  0.077785     25.31    26.90
Cook County, IL SD #155  215219HH2 06/29/06 12/01/22     36.688     0.000    6.1996    11.55     0.064835   0.066845   0.068917   0.071053  0.073256     23.82    25.32
Cook County, IL SD #155  215219HJ8 06/29/06 12/01/23     34.398     0.000    6.2197    10.86     0.060990   0.062887   0.064843   0.066859  0.068939     22.41    23.83
Cook County, IL SD #155  215219HK5 06/29/06 12/01/24     32.181     0.000    6.2498    10.21     0.057342   0.059134   0.060982   0.062888  0.064853     21.07    22.41
Cook County, IL SD #155  215219HL3 06/29/06 12/01/25     30.147     0.000    6.2697     9.60     0.053894   0.055583   0.057326   0.059123  0.060976     19.81    21.07
Cook County, IL SD #155  215219HM1 06/29/06 06/01/26     29.062     0.000    6.2996     9.30     0.052209   0.053853   0.055549   0.057299  0.059104     19.19    20.42
Cook County, IL SD #155  215219JA5 06/29/06 12/01/07     92.317     0.000    5.6969    26.69     0.149604   0.153865                                     50.14         
Cook County, IL SD #155  215219JB3 06/29/06 12/01/08     87.231     0.000    5.7179    25.32     0.141896   0.145952   0.150125   0.154417               52.06    50.31
Cook County, IL SD #155  215219JC1 06/29/06 12/01/09     82.420     0.000    5.7285    23.96     0.134325   0.138173   0.142130   0.146201  0.150389     49.28    52.15
Cook County, IL SD #155  215219JD9 06/29/06 12/01/10     77.826     0.000    5.7488    22.71     0.127297   0.130956   0.134721   0.138593  0.142577     46.71    49.43
Cook County, IL SD #155  215219JE7 06/29/06 12/01/11     73.537     0.000    5.7490    21.46     0.120286   0.123743   0.127300   0.130960  0.134724     44.14    46.71
Cook County, IL SD #155  215219JF4 06/29/06 12/01/12     69.397     0.000    5.7692    20.32     0.113924   0.117210   0.120591   0.124070  0.127649     41.80    44.25
Cook County, IL SD #155  215219JG2 06/29/06 12/01/13     65.418     0.000    5.7993    19.26     0.107965   0.111095   0.114317   0.117632  0.121042     39.62    41.95
Cook County, IL SD #155  215219JH0 06/29/06 12/01/14     61.530     0.000    5.8495    18.27     0.102447   0.105443   0.108527   0.111701  0.114968     37.60    39.83
Cook County, IL SD #155  215219JJ6 06/29/06 12/01/15     57.818     0.000    5.8994    17.31     0.097108   0.099972   0.102921   0.105957  0.109082     35.65    37.78
Cook County, IL SD #155  215219JK3 06/29/06 12/01/16     54.002     0.000    5.9995    16.45     0.092276   0.095045   0.097896   0.100832  0.103857     33.89    35.95
Cook County, IL SD #155  215219JL1 06/29/06 12/01/17     50.621     0.000    6.0495    15.55     0.087237   0.089876   0.092595   0.095396  0.098281     32.04    34.01
Cook County, IL SD #155  215219JM9 06/29/06 12/01/18     47.405     0.000    6.0996    14.68     0.082389   0.084901   0.087491   0.090159  0.092909     30.27    32.14
Cook County, IL SD #155  215219JN7 06/29/06 12/01/19     44.524     0.000    6.1196    13.83     0.077643   0.080018   0.082467   0.084990  0.087591     28.52    30.30
Cook County, Illinois    215255EW6 06/30/04 12/01/11     66.619     0.000    5.5494    97.89     0.117242   0.120495   0.123839   0.127275  0.130807     42.99    45.41
Cook County, Illinois    215255EX4 06/30/04 12/01/12     62.198     0.000    5.7195    94.36     0.113269   0.116508   0.119840   0.123267  0.126792     41.56    43.97
Cook County, Illinois    215255EY2 06/30/04 12/01/13     57.985     0.000    5.8696    90.41     0.108752   0.111943   0.115229   0.118611  0.122092     39.92    42.30
Cook County, Illinois    215255EZ9 06/30/04 12/01/14     53.847     0.000    6.0295    86.39     0.104134   0.107273   0.110507   0.113839  0.117271     38.24    40.59
Cook County, Illinois    215255FA3 06/30/04 12/01/15     50.015     0.000    6.1596    82.08     0.099112   0.102165   0.105311   0.108555  0.111898     36.42    38.69
Cook County, Illinois    215381HP2 08/07/03 12/01/07     86.272     0.000    3.4494   106.44     0.092596   0.094193                                     30.84         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Cook County, Illinois    215381HQ0 08/07/03 12/01/12     61.760     0.000    5.2392   118.82     0.106709   0.109504   0.112373   0.115316  0.118337     39.09    41.16
Cook County, Illinois    215381HR8 08/07/03 12/01/13     57.537     0.000    5.4293   115.04     0.103655   0.106469   0.109359   0.112328  0.115377     37.99    40.08
Cook County, Illinois    215381HS6 08/07/03 12/01/14     53.466     0.000    5.6091   110.73     0.100092   0.102899   0.105785   0.108751  0.111802     36.71    38.80
Cook County, Illinois    215903EV3 06/17/03 12/01/13     59.669     0.000    4.9998   113.99     0.098293   0.100751   0.103269   0.105851  0.108497     35.98    37.80
Cook County, Illinois    215903EW1 06/17/03 12/01/14     55.539     0.000    5.1998   110.69     0.095793   0.098284   0.100839   0.103461  0.106151     35.09    36.93
Cook County, Illinois    215903EX9 06/17/03 12/01/15     51.495     0.000    5.3998   106.90     0.092857   0.095364   0.097939   0.100583  0.103299     34.03    35.89
Corvallie, Benton County 2208855C7 03/12/02 01/01/08     72.008     0.000    5.7383   224.91     0.150631   0.154953                                     55.01         
Corvallie, Benton County 2208855D5 03/12/02 01/01/09     67.064     0.000    5.9584   218.56     0.147175   0.151559   0.156074   0.160724               53.77    57.02
Corvallie, Benton County 2208855E3 03/12/02 01/01/10     62.052     0.000    6.2087   211.89     0.143561   0.148018   0.152613   0.157351               52.48    55.79
Corvallie, Benton County 2208855F0 03/12/02 01/01/11     57.678     0.000    6.3487   202.02     0.137344   0.141704   0.146202   0.150843               50.23    53.47
Corvallie, Benton County 2208855G8 03/12/02 01/01/12     53.670     0.000    6.4489   191.37     0.130424   0.134630   0.138971   0.143452               47.71    50.84
Corvallie, Benton County 2208855H6 03/12/02 01/01/13     49.793     0.000    6.5588   181.01     0.123697   0.127754   0.131944   0.136271               45.26    48.28
Corvallie, Benton County 2208855J2 03/12/02 01/01/14     46.414     0.000    6.6090   170.21     0.116457   0.120306   0.124281   0.128388               42.62    45.48
Corvallie, Benton County 2208855K9 03/12/02 01/01/15     43.223     0.000    6.6591   159.88     0.109527   0.113174   0.116942   0.120836               40.09    42.80
Corvallie, Benton County 2208855L7 03/12/02 01/01/16     39.945     0.000    6.7591   150.31     0.103220   0.106709   0.110315   0.114043               37.79    40.38
Corvallie, Benton County 2208855M5 03/12/02 01/01/17     37.109     0.000    6.8092   140.83     0.096827   0.100124   0.103533   0.107057               35.45    37.91
Carvallie, Benton County 2208855N3 03/12/02 01/01/18     34.442     0.000    6.8591   131.81     0.090737   0.093849   0.097067   0.100396               33.23    35.54
Corvallie, Benton County 2208855P8 03/12/02 01/01/19     31.935     0.000    6.9091   123.24     0.084943   0.087878   0.090914   0.094054               31.11    33.29
Corvallie, Benton County 2208855Q6 03/12/02 01/01/20     29.582     0.000    6.9592   115.12     0.079439   0.082203   0.085063   0.088023               29.10    31.16
Corvallie, Benton County 2208855R4 03/12/02 01/01/21     27.475     0.000    6.9893   107.45     0.074205   0.076798   0.079482   0.082259               27.18    29.11
Corvallie, Benton County 2208855S2 03/12/02 01/01/22     25.504     0.000    7.0193   100.24     0.069273   0.071705   0.074221   0.076826               25.38    27.19
Corvallie, Benton County 2208855T0 03/12/02 01/01/23     23.613     0.000    7.0594    93.42     0.064623   0.066904   0.069265   0.071710               23.67    25.38
Costco Companies, Inc.   22160QAA0 08/19/97 08/19/17     49.960     0.000    3.5000   191.88     0.066376   0.067537   0.068719   0.069922  0.071145     24.41    25.28
Costco Companies, Inc.   22160QAB8 08/19/97 08/19/17     49.960     0.000    3.5000   191.88     0.066376   0.067537   0.068719   0.069922  0.071145     24.41    25.28
Costco Companies, Inc.   22160QAC6 08/19/97 08/19/17     49.960     0.000    3.5000   191.88     0.066376   0.067537   0.068719   0.069922  0.071145     24.41    25.28
Covad Communications     222814AD7 03/11/98 03/15/08     50.666    VARIES   13.8062              0.379853   0.374130   0.378749                         137.47    28.03
Covad Communications     222814AG0 03/11/98 03/15/08     50.666    VARIES   13.8062              0.379853   0.374130   0.378749                         137.47    28.03
Covad Communications     222814AH8 03/11/98 03/15/08     50.666    VARIES   13.8062              0.379853   0.374130   0.378749                         137.47    28.03
Cox Communications, Inc. 224044BB2 02/23/01 02/23/21     69.503     0.348    2.2500    75.65     0.038196   0.038625   0.039060   0.039499  0.039943     13.94    14.25
Credit Suisse USA, Inc.  22541FDM5 04/28/06 10/30/09    100.000     0.000    5.4114              0.154432   0.158611   0.162902   0.167310  0.171837     56.86    59.98
Credit Suisse USA, Inc.  22541FDN3 02/28/06 08/31/10    100.000     0.000    5.1563              0.146112   0.147435   0.152899   0.155136  0.161773     54.41    57.46
Credit Suisse USA, Inc.  22541FDP8 02/02/06 08/17/09    100.000     0.000    5.0482              0.144071   0.147708   0.151436   0.155258  0.159177     53.51    56.24
Credit Suisse USA, Inc.  22541FDQ6 03/22/06 09/30/09    100.000     0.000    5.1196              0.146041   0.149779   0.153613   0.157545  0.161578     53.94    56.73
Credit Suisse USA, Inc.  22541FDR4 04/28/06 04/29/13    100.000     0.000    5.5223              0.157659   0.162013   0.166486   0.171083  0.175807     58.09    61.34
Credit Suisse USA, Inc.  22541FDS2 04/28/06 07/28/10    100.000     0.000    5.4196              0.152585   0.156720   0.160967   0.165329  0.169809     56.96    60.09
Credit Suisse USA, Inc.  22541FDT0 05/26/06 05/26/09    100.000     0.000    5.4700              0.156102   0.160371   0.164757   0.169264  0.173893     57.27    60.44
Credit Suisse USA, Inc.  22541FDU7 05/31/06 08/31/10    100.000     0.000    5.4966              0.153928   0.155580   0.161613   0.164250  0.171561     57.43    60.86
Credit Suisse USA, Inc.  22541FDV5 07/28/06 07/28/10    100.000     0.000    5.5850              0.155140   0.159473   0.163926   0.168504  0.173209     57.97    61.26
Credit Suisse USA, Inc.  22541FDW3 07/31/06 01/29/10    100.000     0.000    5.5553              0.154316   0.158578   0.162983   0.167510  0.172163     57.64    60.88
Credit Suisse USA, Inc.  22541FDZ6 09/29/06 06/30/10    100.000     0.000    5.0745              0.142788   0.146411   0.150126   0.153935  0.157841     52.06    54.74
Credit Suisse USA, Inc.  22541FEA0 09/29/06 09/30/10    100.000     0.000    5.0769              0.141047   0.144627   0.148299   0.152063  0.155923     52.08    54.76
Credit Suisse USA, Inc.  22541FEB8 10/27/06 04/30/10    100.000     0.000    5.3259              0.148030   0.151972   0.156019   0.160174  0.164440     54.49    57.43
Credit Suisse USA, Inc.  22541FEC6 09/28/06 09/28/21    100.000    VARIES    5.4728              0.152023   0.146872   0.141580   0.141833  0.142092     52.83    51.06
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Credit Suisse USA, Inc.  22541FEE2 10/31/06 10/29/10    100.000     0.000    5.1407              0.142798   0.146448   0.150213   0.154074  0.158034     52.52    55.26
Credit Suisse USA, Inc.  22541FEG7 11/29/06 11/30/10    100.000     0.000    4.9761              0.138245   0.141684   0.145209   0.148822  0.152525     50.60    53.15
Credit Suisse USA, Inc.  22541FEH5 10/31/06 10/29/10    100.000     0.000    5.3405              0.148348   0.152287   0.156354   0.160529  0.164815     54.61    57.56
Credit Suisse USA, Inc.  22541FEJ1 12/28/06 01/14/11    100.000     0.000    4.9860              0.138502   0.138809   0.142270   0.145817  0.149452     50.55    53.05
Credit Suisse USA, Inc.  22541FEM4 01/31/07 07/29/08    100.000     0.000    5.3183                         0.147732   0.151639   0.155671               49.49    32.27
Credit Suisse USA, Inc.  22541FEN2 01/31/07 01/31/11    100.000     0.000    5.2714                         0.146429   0.150289   0.154250  0.158316     49.05    56.03
Credit Suisse USA, Inc.  22541FEP7 01/31/07 01/30/09    100.000     0.000    5.3522                         0.147853   0.149313   0.154994  0.157412     49.76    56.94
Credit Suisse USA, Inc.  22541FEQ5 02/27/07 08/29/08    100.000     0.000    5.3005              0.144820   0.145639   0.147874   0.153461               45.14    36.65
Credit Suisse USA, Inc.  22541FER3 02/28/07 11/30/11    100.000     0.000    5.0891              0.141365   0.143163   0.146806   0.150542  0.154373     43.04    53.76
Credit Suisse USA, Inc.  22541HAL6 02/08/06 02/09/09    100.000     0.000    5.0871              0.144925   0.148612   0.152392   0.156268  0.160243     53.90    56.67
Credit Suisse USA, Inc.  22541HAN2 03/28/06 03/23/11    100.000     1.000    5.2042              0.147517   0.150633   0.153830   0.157110  0.160475     54.29    56.62
Credit Suisse USA, Inc.  22541HBF8 09/01/06 08/26/13    100.000     1.000    5.3576              0.148824   0.151976   0.155303   0.158719  0.162227     54.95    57.39
Credit Suisse USA, Inc.  22541HBK7 10/18/06 10/11/11    100.000     0.250    5.3153              0.147649   0.151243   0.155078   0.159015  0.163056     54.39    57.17
Credit Suisse USA, Inc.  22541HBQ4 02/13/07 02/07/14    100.000     2.000    5.2240                         0.145114   0.147375   0.149774  0.152235     46.47    54.19
Credit Suisse USA, Inc.  22541HBU5 04/27/07 04/21/14    100.000     0.250    5.0791                         0.141087   0.144380   0.147870  0.151449     34.66    53.10
Credit Suisse USA, Inc.  22541HBV3 05/11/07 05/05/14    100.000     1.750    5.1032                         0.141757   0.144054   0.146490  0.148987     32.73    52.57
Credit Suisse USA, Inc.  2254C0GB7 02/23/06 02/25/08    100.000     0.000    5.1724              0.147437   0.151250   0.155162                          54.74     8.38
Credit Suisse USA, Inc.  2254C0GR2 03/30/06 03/31/08    100.000     0.000    5.2704              0.150260   0.154220   0.158284                          55.54    14.09
Credit Suisse USA, Inc.  2254C0HJ9 05/16/06 05/16/16    100.000     0.000    5.7188              0.163398   0.168071   0.172876   0.177820  0.182904     60.09    63.58
Credit Suisse USA, Inc.  2254C0HM2 05/31/06 08/31/09    100.000     0.000    5.4674              0.155679   0.158158   0.163389   0.166924  0.173414     57.42    60.67
Credit Suisse USA, Inc.  2254C0HN0 06/16/06 09/30/09    100.000     0.000    5.4959              0.155089   0.159350   0.163729   0.168229  0.172851     57.39    60.58
Credit Suisse USA, Inc.  2254C0HY6 07/19/06 07/31/09    100.000     0.000    5.6243              0.156524   0.160925   0.165451   0.170104  0.174887     58.49    61.82
Credit Suisse USA, Inc.  2254C0KC0 10/13/06 10/13/09    100.000     0.000    5.2653              0.146260   0.150111   0.154063   0.158119  0.162282     53.96    56.83
Credit Suisse USA, Inc.  2254C0KL0 11/24/06 11/30/10    100.000     0.000    5.0169              0.139477   0.142976   0.146562   0.150239  0.154008     51.06    53.66
Credit Suisse USA, Inc.  2254C0KN6 11/30/06 11/28/08    100.000     0.000    5.0696              0.140823   0.144353   0.148012   0.151764               51.57    49.08
Credit Suisse USA, Inc.  2254C0KX4 02/20/07 08/20/08    100.000     0.000    5.2452                         0.145701   0.149522   0.153444               45.81    34.95
Credit Suisse USA, Inc.  2254C0LZ8 02/28/07 02/26/10    100.000     0.000    5.0235                         0.138773   0.139901   0.144992  0.147018     42.75    53.04
Credit Suisse USA, Inc.  2254C0MG9 02/28/07 03/31/08    100.000     0.000    5.4164              0.150458   0.151137   0.155230                          45.84    13.82
Credit Suisse USA, Inc.  2254C0MP9 03/30/07 09/30/11    100.000     0.000    4.9795                         0.138320   0.141764   0.145293  0.148911     37.80    52.32
Credit Suisse USA, Inc.  2254C0MW4 04/27/07 10/31/11    100.000     0.000    4.9514              0.137541   0.137598   0.141005   0.144496  0.148073     33.78    51.82
Credit Suisse USA, Inc.  2254C0NA1 04/30/07 07/29/11    100.000     0.000    4.9688                         0.138023   0.139718   0.143190  0.146747     33.52    51.99
Credit Suisse USA, Inc.  2254C0NJ2 05/04/07 05/03/12    100.000     0.000    5.0627                         0.140631   0.144171   0.147821  0.151562     33.53    52.99
Credit Suisse USA, Inc.  2254C0NP8 05/17/07 05/17/12    100.000     0.000    5.0303                         0.139732   0.143246   0.146849  0.150542     31.45    52.54
Crum & Forster Hldgs     228800AA6 06/05/03 06/15/13     96.985    10.375   10.8761     7.33     0.006994   0.007375   0.007776   0.008198  0.008644      2.60     2.89
Crum & Forster Hldgs     228800AB4 06/05/03 06/15/13     96.985    10.375   10.8761     7.33     0.006994   0.007375   0.007776   0.008198  0.008644      2.60     2.89
Crum & Forster Hldgs     228800AC2 06/05/03 06/15/13     96.985    10.375   10.8761     7.33     0.006994   0.007375   0.007776   0.008198  0.008644      2.60     2.89
Cytyc Corporation        232946AA1 03/22/04 03/15/24    100.000    VARIES    6.7499              0.209879   0.214853   0.219994   0.225310  0.230805     77.52    81.30
Cytyc Corporation        232946AB9 03/22/04 03/15/24    100.000    VARIES    6.7499              0.209879   0.214853   0.219994   0.225310  0.230805     77.52    81.30
DST Systems, Inc.        233326AA5 08/12/03 08/15/23    100.000    VARIES    8.4000              0.266692   0.273081   0.279738   0.286674  0.293902     98.93   103.88
DST Systems, Inc.        233326AB3 08/12/03 08/15/23    100.000    VARIES    8.4000              0.266692   0.273081   0.279738   0.286674  0.293902     98.93   103.88
DST Systems, Inc.        233326AC1 08/12/03 08/15/23    100.000     3.625    8.4000              0.270593   0.277729   0.285164   0.292912  0.300985    100.68   106.21
DST Systems, Inc.        233326AD9 08/12/03 08/15/23    100.000     3.625    8.4000              0.270593   0.277729   0.285164   0.292912  0.300985    100.68   106.21
DTE Energy Company       233331AL1 06/25/02 08/16/07    100.000    VARIES    5.5039              0.154836   0.153874                                     34.66         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Danka Business Systems   236277AC3 06/29/01 04/01/08*    28.000    10.000    N/A                 0.538070   0.656894                                    124.63*        
Dayton Superior Corp.    240028AB6 06/16/00 06/15/09     95.575    13.000   13.8760    26.54     0.017400   0.018607   0.019898   0.021278  0.022755      6.52     7.46
Dayton Superior Corp.    240028AC4 06/16/00 06/15/09     95.575    13.000   13.8760    26.54     0.017400   0.018607   0.019898   0.021278  0.022755      6.52     7.46
Dayton Superior Corp.    240028AD2 06/16/00 06/15/09     95.575    13.000   13.8760    26.54     0.017400   0.018607   0.019898   0.021278  0.022755      6.52     7.46
Dayton Superior Corp.    240028AE0 06/16/00 06/15/09     95.575    13.000   13.8760    26.54     0.017400   0.018607   0.019898   0.021278  0.022755      6.52     7.46
Dayton Superior Corp.    240028AF7 06/16/00 06/15/09     95.575    13.000   13.8760    26.54     0.017400   0.018607   0.019898   0.021278  0.022755      6.52     7.46
Dayton Superior Corp.    240028AG5 03/15/03 09/15/08     98.088    10.750   11.2252    11.94     0.010612   0.011208   0.011837   0.012501                4.06     3.13
Dayton Superior Corp.    240028AH3 03/15/03 09/15/08     98.088    10.750   11.2252    11.94     0.010612   0.011208   0.011837   0.012501                4.06     3.13
Delta Air Lines, Inc.    247361YQ5 09/04/03 08/15/08*    85.000    10.000   14.3353    89.27     0.091299   0.097844                                     11.36*        
Delta Air Lines, Inc.    247361YT9 09/04/03 08/15/08*    85.000    10.000   14.3353    89.27     0.091299   0.097844                                     11.36*        
Delta Air Lines, Inc.    247361YX0 11/24/04 12/15/07     66.000     8.000   24.4023   207.55     0.361917   0.406075                                    132.45         
Details Capital Corp.    25063TAA5 11/18/97 11/15/07     54.595    VARIES   12.4995              0.347211   0.347210                                    109.02         
Deutsche Bank AG         251525AE1 01/29/03 01/31/08    100.000     0.000    3.3426              0.104292   0.106035   0.107807                          38.39     3.13
Deutsche Bank AG         251525AH4 03/31/03 04/02/08    100.000     0.000    3.3554              0.104738   0.106495   0.108282                          38.34     9.85
Deutsche Bank AG         25152AAB6 10/28/04 10/28/11    100.000    VARIES    4.4042              0.126822   0.127675   0.129256   0.130166  0.131817     46.60    47.64
Deutsche Bank AG         25152AAC4 11/15/04 11/15/16    100.000    VARIES    5.0434              0.131895   0.129522   0.127089   0.125303  0.123471     46.83    45.26
Deutsche Bank AG         25152AAD2 03/22/05 03/22/10    100.000    VARIES    4.1450              0.116005   0.115945   0.115830   0.115665  0.115558     41.73    41.64
Deutsche Bank AG         25152AAE0 04/26/05 04/26/10    100.000     4.760    4.7599              0.132222   0.132222   0.132222   0.132222  0.132222     47.60    47.60
Deutsche Bank AG         25152AAF7 06/28/05 06/28/07    100.000     0.000    3.8038              0.111805                                                19.79         
Deutsche Bank AG         25152AAH3 08/17/05 08/17/07    100.000     0.000    4.2938              0.124451   0.127123                                     28.61         
Deutsche Bank AG         25152AAR1 03/24/06 03/25/08    100.000     0.000    5.0294              0.143239   0.146841   0.150534                          52.91    12.64
Deutsche Bank AG         25152ABF6 08/10/06 08/10/09    100.000    VARIES    5.3285              0.148014   0.146888   0.146441   0.146655  0.146930     52.86    52.83
Deutsche Bank AG         25152ABG4 08/30/06 08/30/11*   100.000    VARIES    5.3076              0.145813   0.143554                                     34.73*        
Deutsche Bank AG         25152C296 06/29/07 06/30/09    100.000     0.000    5.1756              0.142973   0.140664   0.145890   0.148038  0.154386     26.17    53.80
Deutsche Bank AG         25152C304 12/29/06 06/30/08    100.000     0.000    5.1143              0.142105   0.145739   0.149466                          51.82    26.75
Deutsche Bank AG         25152C312 06/29/07 12/31/08    100.000     0.000    5.1499              0.143053   0.143075   0.146759   0.150538               26.04    53.37
Deutsche Bank AG         25152C338 06/29/07 06/30/11    100.000     0.000    5.3500              0.148611   0.148634   0.152610   0.156693  0.160884     27.06    55.68
Deutsche Bank AG         25152C395 05/31/07 05/29/09    100.000     0.000    5.0502                         0.137235   0.142209   0.144215  0.150307     29.67    52.68
Deutsche Bank AG         25152C411 05/31/07 05/31/11    100.000     0.000    5.2220                         0.145056   0.148844   0.152730  0.156718     30.72    54.53
Deutsche Bank AG         25152C478 05/31/07 11/28/08    100.000     0.000    5.2799                         0.146666   0.150495   0.154468               31.07    49.93
Deutsche Bank AG         25152C486 04/30/07 04/30/09    100.000     0.000    4.8692                         0.135258   0.138551   0.141924  0.145379     32.80    50.90
Deutsche Bank AG         25152C502 01/31/07 07/31/08    100.000     0.000    5.2604                         0.146123   0.149966   0.153911               48.95    32.05
Deutsche Bank AG         25152C551 04/30/07 04/29/11    100.000     0.000    4.9528                         0.137579   0.140968   0.144459  0.148036     33.37    51.81
Deutsche Bank AG         25152C569 04/30/07 10/31/08    100.000     0.000    5.0703                         0.140844   0.144414   0.148075               34.16    43.84
Deutsche Bank AG         25152C601 01/31/07 01/31/11    100.000     0.000    5.1384                         0.142734   0.146401   0.150162  0.154020     47.80    54.53
Deutsche Bank AG         25152C643 03/30/07 09/30/08    100.000     0.000    5.1337                         0.142604   0.146265   0.150019               38.98    40.02
Deutsche Bank AG         25152C791 02/28/07 02/28/12    100.000     0.000    5.0466                         0.137137   0.142142   0.144145  0.150232     42.72    53.39
Deutsche Bank AG         25152C817 02/28/07 08/29/08    100.000     0.000    5.2604                         0.146123   0.149966   0.153911               44.60    36.40
Deutsche Bank AG         25152CAA4 03/21/03 03/26/08    100.000     0.000    3.4054              0.106514   0.108328   0.110172                          39.02     9.36
Deutsche Bank AG         25152CAC0 06/25/03 06/27/08    100.000     0.000    2.6192              0.079707   0.080751   0.081809                          28.89    14.40
Deutsche Bank AG         25152CAD8 07/02/03 07/07/08    100.000     0.000    2.8456              0.086071   0.087296   0.088538   0.089798               31.64    16.69
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         25152CAE6 09/02/03 03/06/07    100.000     0.000    3.2959              0.101024                                                 6.57         
Deutsche Bank AG         25152CAF3 08/05/03 02/07/07    100.000     0.000    3.1280              0.095388                                                 3.43         
Deutsche Bank AG         25152CAH9 09/17/03 09/19/07    100.000     0.000    3.1247              0.095276   0.096764                                     24.85         
Deutsche Bank AG         25152CAL0 10/03/03 10/07/08    100.000    VARIES    3.2878              0.090506   0.090707   0.090911   0.091119               32.65    25.13
Deutsche Bank AG         25152CAQ9 11/14/03 05/08/07    100.000     0.000    3.1290              0.095353                                                12.11         
Deutsche Bank AG         25152CAS5 11/14/03 05/08/07    100.000     0.000    3.1290              0.095353                                                12.11         
Deutsche Bank AG         25152CAT3 11/14/03 05/08/07    100.000     0.000    3.1290              0.095353                                                12.11         
Deutsche Bank AG         25152CAU0 11/28/03 11/24/08    100.000    VARIES    3.5818              0.098768   0.098945   0.099126   0.099310               35.60    32.05
Deutsche Bank AG         25152CAY2 02/12/04 02/16/07    100.000     0.000    2.6922              0.079980                                                 3.60         
Deutsche Bank AG         25152CBE5 03/12/04 03/16/07    100.000     0.000    2.3298              0.068594                                                 5.14         
Deutsche Bank AG         25152CBF2 03/24/04 03/26/07    100.000     0.000    2.3473              0.069129                                                 5.88         
Deutsche Bank AG         25152CBJ4 04/29/04 05/04/09    100.000    VARIES    3.9589              0.110790   0.110795   0.110662   0.110527  0.110251     39.88    39.79
Deutsche Bank AG         25152CBL9 05/24/04 05/26/09    100.000    VARIES    4.3473              0.121492   0.121494   0.121376   0.121255  0.121010     43.73    43.66
Deutsche Bank AG         25152CBM7 06/03/04 06/04/09    100.000    VARIES    4.2210              0.118122   0.118128   0.117988   0.117844  0.117551     42.52    42.44
Deutsche Bank AG         25152CBN5 06/03/04 06/04/09    100.000     0.000    4.2445              0.130974   0.133754   0.136593   0.139492  0.142452     47.80    49.85
Deutsche Bank AG         25152CBP0 06/30/04 07/06/11    100.000    VARIES    4.2057              0.114767   0.114213   0.113647   0.113602  0.113557     41.02    40.89
Deutsche Bank AG         25152CBW5 09/23/04 09/27/07    100.000     0.000    3.1957              0.094615   0.096127                                     25.44         
Deutsche Bank AG         25152CBX3 09/30/04 10/05/09    100.000    VARIES    3.6803              0.102990   0.102993   0.102997   0.102874  0.102748     37.08    37.04
Deutsche Bank AG         25152CCC8 12/22/04 12/24/09    100.000     0.000    3.9655              0.119179   0.121542   0.123952   0.126410  0.128916     43.36    45.10
Deutsche Bank AG         25152CCG9 02/03/05 02/03/12    100.000     0.000    4.3481              0.128834   0.131635   0.134496   0.137421  0.140408     47.72    49.82
Deutsche Bank AG         25152CCM6 02/28/05 03/02/10    100.000     0.000    4.2482              0.125023   0.125597   0.129674   0.130989  0.135989     46.30    48.47
Deutsche Bank AG         25152CCN4 02/28/05 03/02/10    100.000     0.000    4.2482              0.125023   0.125597   0.129674   0.130989  0.135989     46.30    48.47
Deutsche Bank AG         25152CCQ7 03/03/05 03/03/10    100.000     0.000    4.2953              0.127170   0.129901   0.132691   0.135541  0.138452     46.92    48.96
Deutsche Bank AG         25152CCS3 04/08/05 04/12/10    100.000     0.000    4.5917              0.136607   0.139743   0.142951   0.146233  0.149591     50.24    52.58
Deutsche Bank AG         25152CCU8 04/20/05 04/22/10    100.000     0.000    4.3177              0.127904   0.130665   0.133486   0.136368  0.139312     46.93    48.98
Deutsche Bank AG         25152CDF0 07/29/05 08/03/10    100.000     0.000    4.5289              0.131631   0.134612   0.137660   0.140777  0.143965     48.82    51.05
Deutsche Bank AG         25152CDG8 07/29/05 02/02/09    100.000     0.000    4.4256              0.128484   0.131327   0.134234   0.137204  0.140240     47.62    49.75
Deutsche Bank AG         25152CDN3 08/30/05 09/02/11    100.000    VARIES    4.5019              0.125807   0.126038   0.126274   0.126359  0.126445     45.39    45.49
Deutsche Bank AG         25152CEL6 12/29/05 12/30/10    100.000     0.000    4.8963              0.142770   0.146265   0.149846   0.153515  0.157273     52.03    54.61
Deutsche Bank AG         25152CER3 01/31/06 02/02/11    100.000     0.000    4.9465              0.140840   0.144324   0.147893   0.151551  0.155299     52.38    55.00
Deutsche Bank AG         25152CFF8 05/02/06 05/04/09    100.000     0.000    5.3947              0.153941   0.158094   0.162358   0.166737  0.171235     56.65    59.74
Deutsche Bank AG         25152CFK7 05/31/06 12/03/09    100.000     0.000    5.3632              0.153044   0.157148   0.161362   0.165689  0.170132     56.07    59.11
Deutsche Bank AG         25152CFM3 05/31/06 10/02/08    100.000     0.000    5.3749              0.152025   0.156110   0.160306   0.164614               56.20    44.22
Deutsche Bank AG         25152CGM2 07/31/06 08/03/09    100.000     0.000    5.3098              0.147560   0.151478   0.155499   0.159628  0.163866     55.00    57.96
Deutsche Bank AG         25152CGU4 09/22/06 09/28/09    100.000     0.000    4.9549              0.137752   0.141165   0.144662   0.148246  0.151919     50.85    53.40
Deutsche Bank AG         25152CHU3 12/28/06 12/30/09    100.000     0.000    4.9398              0.137257   0.140647   0.144121   0.147680  0.151328     50.03    52.53
Deutsche Bank AG         25152CHY5 01/05/07 01/06/12    100.000     0.000    5.0371              0.139919   0.139940   0.143464   0.147077  0.150782     50.44    53.58
Deutsche Bank AG         25153EBK6 05/15/00 05/15/07    100.000     1.250    7.6865              0.324839                                                43.53         
Deutsche Bank AG         25153EBM2 11/15/00 11/15/07    100.000     0.250    6.8281              0.280321   0.289654                                     89.70         
Deutsche Bank AG         25153EBR1 02/08/01 02/08/08    100.000     2.750    5.7690              0.186896   0.193283   0.193460                          70.33     7.35
Deutsche Bank AG         25153Q146 07/26/07 04/28/10    100.000     0.000    5.1490                         0.143030   0.144912   0.148643  0.152470     22.29    53.32
Deutsche Bank AG         25153Q849 08/31/07 08/31/09    100.000     0.000    4.6950                                    0.128985   0.130578  0.135859     15.87    48.35
Deutsche Bank AG         25153Q856 08/31/07 08/31/10    100.000     0.000    4.7048                                    0.129253   0.130856  0.136154     15.90    48.45
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Deutsche Bank AG         2515A0AF0 01/23/07 01/23/17    100.000    VARIES    5.2638                         0.146217   0.143851   0.141423  0.141439     49.05    50.97
Deutsche Bank AG         2515A0AJ2 01/31/07 01/31/17    100.000    VARIES    5.3777                         0.149382   0.147162   0.144882  0.144718     49.11    52.20
Deutsche Bank AG         2515A0AV5 02/22/07 02/22/22    100.000    VARIES    5.2821                         0.146726   0.144732   0.142686  0.141195     45.08    51.28
Deutsche Bank AG         2515A0AX1 02/28/07 02/28/22    100.000    VARIES    5.2812                         0.143513   0.143299   0.139923  0.140345     44.03    51.46
Deutsche Bank AG         2515A0AY9 02/20/07 02/20/22    100.000    VARIES    5.3403                         0.148343   0.146741   0.145097  0.143650     45.92    52.13
Deutsche Bank AG         2515A0BA0 02/28/07 02/28/22    100.000    VARIES    5.2810                         0.143507   0.142850   0.139030  0.138969     43.98    51.10
Deutsche Bank AG         2515A0BJ1 03/21/07 03/24/08    100.000     0.000    5.1166              0.142130   0.142191   0.145829                          40.17    12.10
Deutsche Bank AG         2515A0BS1 03/29/07 09/29/08    100.000     0.000    4.9193                         0.136648   0.140009   0.143453               37.48    38.14
Deutsche Bank AG         2515A0BY8 04/03/07 04/03/17    100.000    VARIES    5.1530                         0.143141   0.138845   0.133738  0.129250     37.98    48.22
Deutsche Bank AG         2515A0CV3 05/31/07 08/31/10    100.000     0.000    5.2089                         0.141549   0.144968   0.147127  0.153461     30.85    54.50
Deutsche Bank AG         2515A0EN9 09/05/07 09/05/17    100.000    VARIES    5.2125                                    0.144793   0.141689  0.138504     16.80    50.84
Deutsche Bank AG         2515A0FC2 09/05/07 09/05/17    100.000    VARIES    5.2125                                    0.144794   0.142776  0.140705     16.80    51.29
Deutsche Bank AG         2515A0HA4 10/30/07 10/30/22    100.000    VARIES    5.1205                                    0.142236   0.138766  0.135207      8.68    50.15
Deutsche Bank AG         2515A0HB2 10/30/07 10/30/22    100.000    VARIES    5.1185                                    0.142183   0.138713  0.135154      8.67    50.13
Deutsche Bank AG         2515A0HC0 11/06/07 11/06/22    100.000    VARIES    5.1456                                    0.142934   0.139464  0.135906      7.86    50.45
Devon Energy             25179MAA1 08/02/98 08/15/08     97.500     4.900    7.4487              0.254234   0.258634   0.263197   0.267930               93.54    59.81
Devon Energy             25179MAB9 08/02/98 08/15/08     96.562     4.950    7.4488              0.249637   0.253814   0.258146   0.262639               91.78    58.63
Dex Media, Inc.          25212EAD2 11/10/03 11/15/13     64.314    VARIES    8.9997              0.209637   0.219071   0.228928   0.239230  0.249995     78.05    85.24
Dex Media, Inc.          25212EAE0 11/10/03 11/15/13     64.314    VARIES    8.9997              0.209637   0.219071   0.228928   0.239230  0.249995     78.05    85.24
Dex Media, Inc.          25212EAF7 11/10/03 11/15/13     64.314    VARIES    8.9997              0.209637   0.219071   0.228928   0.239230  0.249995     78.05    85.24
Dex Media, Inc.          25212EAG5 02/11/04 11/15/13     69.384    VARIES    8.3689              0.202317   0.210783   0.219604   0.228793  0.238367     75.15    81.57
Dex Media, Inc.          25212EAH3 02/11/04 11/15/13     69.384    VARIES    8.3689              0.202317   0.210783   0.219604   0.228793  0.238367     75.15    81.57
Domtar Corporation       257559AB0 11/19/07 12/01/13     93.400     5.375    6.7237                         0.025134   0.025194   0.026041  0.026916      1.06     9.27
DuPage County, IL SDN99  263417GR2 04/04/02 02/01/11     55.425     0.000    6.7986   206.90     0.139786   0.144538   0.149451   0.154531  0.159784     52.63    56.27
Duarte, Calif Redev Agy  263594AB9 06/16/92 12/01/12     16.484     0.000    9.0085   428.96     0.147484   0.154127   0.161069   0.168324  0.175906     54.70    59.74
Duke Energy Corporation  264399EJ1 05/07/03 05/15/23    100.000    VARIES    6.0300              0.195177   0.199596   0.204149   0.208838  0.213669     71.47    74.78
East Orange NJ           274137WT1 04/14/03 04/01/22     29.893     0.000    6.4698    79.81     0.066983   0.069150   0.071387   0.073696  0.076080     24.90    26.54
East Orange NJ           274137WU8 04/14/03 04/01/23     27.886     0.000    6.4999    74.83     0.062840   0.064883   0.066991   0.069169  0.071417     23.36    24.91
East Orange NJ           274137WV6 04/14/03 04/01/24     26.105     0.000    6.5100    70.17     0.058937   0.060856   0.062837   0.064882  0.066994     21.91    23.36
East Orange NJ           274137WW4 04/14/03 04/01/25     24.381     0.000    6.5300    65.76     0.055251   0.057055   0.058918   0.060842  0.062829     20.55    21.91
East Orange NJ           274137WX2 04/14/03 04/01/26     22.763     0.000    6.5498    61.61     0.051776   0.053472   0.055223   0.057031  0.058899     19.25    20.54
East Orange NJ           274137WY0 04/14/03 04/01/27     21.292     0.000    6.5600    57.72     0.048522   0.050113   0.051757   0.053455  0.055208     18.05    19.25
East Orange NJ           274137WZ7 04/14/03 04/01/28     19.913     0.000    6.5699    54.08     0.045463   0.046957   0.048499   0.050093  0.051738     16.91    18.04
Edwards Lifesciences     28176EAA6 05/09/03 05/15/33    100.000    VARIES    4.8509              0.139720   0.140498   0.141294   0.142109  0.142945     50.51    51.09
Edwards Lifesciences     28176EAB4 05/09/03 05/15/33    100.000    VARIES    4.8509              0.139720   0.140498   0.141294   0.142109  0.142945     50.51    51.09
Eksportfinans ASA        282645AR1 05/04/07 05/25/10    100.000     0.000    4.7576              0.132158   0.132525   0.135677   0.138905  0.142209     31.51    49.66
Eksportfinans ASA        28264QAQ7 02/22/05 02/22/07    100.000     0.000    3.6393              0.106714                                                 5.44         
Eksportfinans ASA        28264QAV6 07/19/05 07/19/07    100.000     0.000    3.9862              0.115188   0.117484                                     23.22         
Eksportfinans ASA        28264QBR4 04/19/06 10/19/09    100.000     0.000    5.1373              0.146368   0.150128   0.153984   0.157940  0.161997     53.92    56.72
Eksportfinans ASA        28264QBX1 04/18/06 04/18/12    100.000     2.000    5.0935              0.143676   0.145920   0.148221   0.150581  0.153001     52.46    54.13
Eksportfinans ASA        28264QCD4 05/30/06 11/30/07    100.000     0.000    5.3016              0.151171   0.155178                                     50.46         
Eksportfinans ASA        28264QCV4 08/04/06 11/30/07    100.000     0.000    5.4191              0.153161   0.157311                                     51.14         
Eksportfinans ASA        28264QDX9 12/06/06 12/06/10    100.000     0.000    4.5670              0.126863   0.129760   0.132723   0.135754  0.138854     46.34    48.48
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Eksportfinans ASA        28264QEE0 12/28/06 12/28/16    100.000    VARIES    5.4135              0.150376   0.149183   0.147958   0.147791  0.147619     53.91    53.23
El Paso Corporation      28336LAA7 02/28/01 02/28/21     45.289     0.000    4.0000   117.88     0.062222   0.062432   0.064380   0.064954  0.067352     23.02    24.03
El Paso Corporation      28336LAC3 02/28/01 02/28/21     45.289     0.000    4.0000   117.88     0.062222   0.062432   0.064380   0.064954  0.067352     23.02    24.03
El Paso Corporation      28336LAG4 06/26/02 08/16/07    100.000    VARIES    7.0517              0.198482   0.197205                                     44.43         
El Paso Corporation      28336LAH2 06/26/02 08/16/07    100.000    VARIES    7.0517              0.198482   0.197205                                     44.43         
Electronics for Imaging  284745AA4 06/04/03 06/01/23    100.000    VARIES    7.9030              0.274813   0.284025   0.293602   0.303558  0.313906    101.15   108.10
Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21     77.941    VARIES    5.3200              0.148112   0.151221   0.155244   0.158949  0.163647     55.22    58.19
Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23    100.000    VARIES    5.7999              0.171269   0.173115   0.175013   0.176967  0.178978     62.61    64.01
Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23    100.000    VARIES    5.7999              0.171269   0.173115   0.175013   0.176967  0.178978     62.61    64.01
Enbridge U.S. Inc.       292502AA9 06/20/07 06/20/22     43.706     0.000    5.5947                         0.067923   0.069823   0.071776  0.073784     12.99    25.53
Enbridge Energy Partners 29250RAJ5 08/29/07 08/28/22     45.249     0.000    5.3580                                    0.067345   0.069141  0.070993      8.22    25.02
Entergy Corporation      29364G202 12/20/05 02/17/11    100.000    VARIES    5.8649              0.163040   0.163137   0.163237   0.163340  0.163447     58.74    58.81
Entergy Corporation      29364GAD5 12/20/05 02/17/11    100.000    VARIES    5.8649              0.163040   0.163137   0.163237   0.163340  0.163447     58.74    58.81
Essex Cnty Util Auth     296816AY7 03/30/99 04/01/12     60.121     0.000    3.9516   213.12     0.088512   0.090261   0.092045   0.093863  0.095718     32.50    33.79
Euronet Worldwide, Inc.  298736AC3 12/15/04 12/15/24    100.000    VARIES    9.0521              0.291414   0.302561   0.314212   0.326391  0.339121    107.28   115.71
Euronet Worldwide, Inc.  298736AD1 12/15/04 12/15/24    100.000    VARIES    9.0521              0.291414   0.302561   0.314212   0.326391  0.339121    107.28   115.71
Euronet Worldwide, Inc.  298736AE9 10/04/05 10/15/25    100.000    VARIES    8.5029              0.245870   0.250857   0.257457   0.264337  0.273001     91.56    96.70
Euronet Worldwide, Inc.  298736AF6 10/04/05 10/15/25    100.000    VARIES    8.5029              0.245870   0.250857   0.257457   0.264337  0.273001     91.56    96.70
European Investment Bank 298785DW3 03/10/06 03/10/21     44.672     0.000    5.4449    19.87     0.069405   0.071295   0.073236   0.075230  0.077278     25.75    27.17
First Citizens Bancorp   30244CAC0 03/24/98 03/15/28    100.000     8.250    8.2499              0.229167   0.229167   0.229167   0.229167  0.229167     82.50    82.50
Freddie Mac              3128X02Z1 03/28/03 03/28/33     15.782     0.000    6.2500    41.09     0.033985   0.035047   0.036142   0.037272  0.038436     12.63    13.43
Freddie Mac              3128X03C1 04/01/03 04/01/33     15.108     0.000    6.4000    40.28     0.033485   0.034557   0.035662   0.036804  0.037981     12.44    13.25
Freddie Mac              3128X03L1 04/14/03 04/14/33     13.648     0.000    6.7499    38.18     0.032283   0.033373   0.034499   0.035664  0.036867     11.99    12.81
Freddie Mac              3128X04L0 04/21/03 04/21/33     14.464     0.000    6.5499    38.91     0.032976   0.034056   0.035171   0.036323  0.037512     12.22    13.03
Freddie Mac              3128X04V8 04/29/03 04/29/33     14.152     0.000    6.6250    38.29     0.032717   0.033801   0.034921   0.036078  0.037273     12.11    12.93
Freddie Mac              3128X0AQ2 10/03/02 12/30/07     83.710     0.000    3.4205   129.64     0.091846   0.093417                                     33.26         
Freddie Mac              3128X0AR0 10/03/02 12/30/09     75.410     0.000    3.9348   135.67     0.097243   0.099156   0.101107   0.103096  0.105125     35.36    36.76
Freddie Mac              3128X0AS8 10/03/02 01/02/13     63.710     0.000    4.4476   130.83     0.092822   0.094886   0.096996   0.099153  0.101358     34.53    36.09
Freddie Mac              3128X0AT6 10/03/02 01/02/22     36.810     0.000    5.2599    90.79     0.065340   0.067058   0.068822   0.070632  0.072490     24.45    25.76
Freddie Mac              3128X0AU3 10/03/02 01/02/30     23.710     0.000    5.3523    59.61     0.042970   0.044120   0.045301   0.046513  0.047758     16.09    16.97
Freddie Mac              3128X0AV1 10/03/02 04/15/32     21.010     0.000    5.3530    52.84     0.038661   0.039695   0.040758   0.041849  0.042969     14.26    15.04
Freddie Mac              3128X0AW9 10/03/02 06/15/32     20.810     0.000    5.3554    52.36     0.038655   0.039690   0.040753   0.041844  0.042965     14.14    14.90
Freddie Mac              3128X0AX7 10/03/02 09/15/32     20.510     0.000    5.3601    51.66     0.037635   0.038644   0.039679   0.040743  0.041835     13.95    14.70
Freddie Mac              3128X0AY5 10/03/02 12/15/32     20.210     0.000    5.3650    50.95     0.037623   0.038632   0.039668   0.040732  0.041825     13.76    14.51
Freddie Mac              3128X0AZ2 10/03/02 01/02/34     19.160     0.000    5.3582    48.23     0.034770   0.035701   0.036658   0.037640  0.038648     13.02    13.73
Freddie Mac              3128X0DS5 11/05/02 11/05/32     14.675     0.000    6.5001    44.71     0.034223   0.035336   0.036484   0.037670  0.038894     12.65    13.48
Freddie Mac              3128X0L23 03/04/03 03/04/33     14.890     0.000    6.4500    40.95     0.033316   0.034391   0.035500   0.036645  0.037826     12.44    13.26
Freddie Mac              3128X0S91 04/07/03 04/07/33     15.108     0.000    6.4000    40.08     0.033485   0.034557   0.035662   0.036804  0.037981     12.43    13.24
Freddie Mac              3128X0TU3 12/27/02 12/27/17    100.000    VARIES    5.3942              0.038309   0.037844   0.037366   0.037025  0.036675     13.70    13.39
Freddie Mac              3128X0V48 03/24/03 03/24/23     30.359     0.000    6.0500    76.52     0.062856   0.064757   0.066716   0.068735  0.070814     23.34    24.78
Freddie Mac              3128X0W47 04/07/03 04/07/33     14.676     0.000    6.4999    39.61     0.033147   0.034224   0.035336   0.036485  0.037670     12.31    13.12
Freddie Mac              3128X0WW5 01/28/03 01/28/33     14.675     0.000    6.5001    41.90     0.033146   0.034223   0.035336   0.036484  0.037670     12.46    13.28
Freddie Mac              3128X0Z69 04/14/03 04/14/33     14.152     0.000    6.6250    38.78     0.032717   0.033801   0.034921   0.036078  0.037273     12.14    12.96
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X0Z93 04/01/03 04/01/33     13.847     0.000    6.7001    38.84     0.032457   0.033545   0.034668   0.035830  0.037030     12.08    12.90
Freddie Mac              3128X12R7 11/05/03 11/05/14     54.324     0.000    5.6249   103.98     0.100250   0.103069   0.105968   0.108948  0.112013     36.92    39.02
Freddie Mac              3128X1BK2 05/12/03 05/12/33     15.108     0.000    6.4000    38.91     0.033485   0.034557   0.035662   0.036804  0.037981     12.35    13.16
Freddie Mac              3128X1BY2 05/20/03 05/20/33     15.727     0.000    6.2620    39.27     0.033945   0.035008   0.036104   0.037235  0.038401     12.50    13.30
Freddie Mac              3128X1CN5 05/27/03 05/27/33     15.419     0.000    6.3300    38.73     0.033720   0.034787   0.035888   0.037024  0.038196     12.40    13.20
Freddie Mac              3128X1DB0 05/27/03 05/27/33     15.285     0.000    6.3600    38.59     0.033620   0.034689   0.035792   0.036930  0.038104     12.37    13.17
Freddie Mac              3128X1GZ4 06/17/03 06/17/33     18.796     0.000    5.6500    40.97     0.035852   0.036865   0.037906   0.038977  0.040078     13.12    13.87
Freddie Mac              3128X1HA8 06/23/03 06/23/33     16.728     0.000    6.0499    39.08     0.034633   0.035681   0.036760   0.037872  0.039018     12.67    13.45
Freddie Mac              3128X1HB6 06/13/03 06/13/33     17.732     0.000    5.8499    40.29     0.035257   0.036289   0.037350   0.038443  0.039567     12.92    13.68
Freddie Mac              3128X1HD2 06/23/03 06/23/33     16.728     0.000    6.0499    39.08     0.034633   0.035681   0.036760   0.037872  0.039018     12.67    13.45
Freddie Mac              3128X1HZ3 06/17/03 06/17/33     16.925     0.000    6.0097    39.46     0.034761   0.035805   0.036881   0.037990  0.039131     12.73    13.51
Freddie Mac              3128X1JE8 06/20/03 06/20/28     23.542     0.000    5.8700    53.36     0.047003   0.048382   0.049802   0.051264  0.052769     17.20    18.22
Freddie Mac              3128X1MD6 06/30/03 06/30/33     16.631     0.000    6.0699    38.75     0.034570   0.035619   0.036700   0.037814  0.038961     12.64    13.41
Freddie Mac              3128X1MS3 06/30/03 06/30/33     17.222     0.000    5.9500    39.26     0.034948   0.035988   0.037059   0.038161  0.039297     12.77    13.54
Freddie Mac              3128X1NP8 07/07/03 07/07/33     17.680     0.000    5.8599    39.40     0.034224   0.035227   0.036259   0.037321  0.038415     12.86    13.62
Freddie Mac              3128X1NV5 07/07/03 07/07/33     17.475     0.000    5.9000    39.24     0.034098   0.035104   0.036139   0.037205  0.038303     12.81    13.58
Freddie Mac              3128X1PP6 07/07/03 07/07/33     16.728     0.000    6.0499    38.60     0.033616   0.034633   0.035681   0.036760  0.037872     12.64    13.42
Freddie Mac              3128X1QB6 07/07/03 07/07/33     16.201     0.000    6.1599    38.13     0.033255   0.034280   0.035336   0.036424  0.037546     12.52    13.30
Freddie Mac              3128X1QT7 06/30/03 06/30/33     16.679     0.000    6.0600    38.79     0.034601   0.035650   0.036730   0.037843  0.038989     12.65    13.43
Freddie Mac              3128X1RP4 07/16/03 07/16/33     14.890     0.000    6.4500    36.56     0.032275   0.033316   0.034391   0.035500  0.036645     12.16    12.95
Freddie Mac              3128X1RQ2 07/03/03 06/26/08     87.646     0.000    2.6651    84.96     0.071149   0.072097   0.073057                          25.79    12.79
Freddie Mac              3128X1TM9 07/28/03 07/28/33     14.676     0.000    6.4999    35.96     0.032103   0.033147   0.034224   0.035336  0.036485     12.07    12.87
Freddie Mac              3128X1Y76 10/21/03 10/21/33     14.152     0.000    6.6250    32.78     0.031668   0.032717   0.033801   0.034921  0.036078     11.74    12.53
Freddie Mac              3128X23Z6 04/27/05 04/27/35     14.152     0.000    6.6250    16.37     0.028719   0.029670   0.030653   0.031668  0.032717     10.63    11.35
Freddie Mac              3128X24W2 04/15/04 04/15/19     42.355     0.000    5.8100    71.20     0.078879   0.081171   0.083529   0.085955  0.088452     29.16    30.88
Freddie Mac              3128X26L4 04/28/04 04/28/34     15.108     0.000    6.4000    27.75     0.031441   0.032447   0.033485   0.034557  0.035662     11.63    12.38
Freddie Mac              3128X2GG4 12/30/03 12/30/19    100.000    VARIES    5.6824              0.044150   0.043431   0.042771   0.042170  0.041632     15.76    15.29
Freddie Mac              3128X2KD6 12/29/03 06/29/07     98.050     2.455    3.0466    16.62     0.016187                                                 2.88         
Freddie Mac              3128X2KE4 12/24/03 12/24/07     98.050     2.810    3.3347    14.48     0.014103   0.014338                                      5.02         
Freddie Mac              3128X2KW4 12/30/03 12/22/08     83.523     0.000    3.6498    95.83     0.094308   0.096029   0.097782   0.099566               34.29    34.64
Freddie Mac              3128X2RW7 01/30/04 10/01/07     90.198     0.000    2.8306    77.18     0.076450   0.077532                                     20.84         
Freddie Mac              3128X2RX5 01/30/04 04/01/08     88.056     0.000    3.0734    82.06     0.081556   0.082809   0.084081                          29.81     7.57
Freddie Mac              3128X2RY3 01/30/04 10/01/08     85.870     0.000    3.2884    85.85     0.085578   0.086985   0.088416   0.089869               31.32    24.13
Freddie Mac              3128X2RZ0 01/30/04 04/01/09     83.646     0.000    3.4838    88.81     0.088767   0.090313   0.091887   0.093487  0.095116     32.52    33.66
Freddie Mac              3128X2S48 04/07/04 04/07/34     15.782     0.000    6.2500    28.93     0.031957   0.032955   0.033985   0.035047  0.036142     11.85    12.61
Freddie Mac              3128X2S97 04/08/04 04/08/19     42.727     0.000    5.7500    71.58     0.078636   0.080897   0.083222   0.085615  0.088076     29.10    30.79
Freddie Mac              3128X2SA4 01/30/04 10/01/09     81.441     0.000    3.6533    90.86     0.091037   0.092700   0.094393   0.096117  0.097873     33.37    34.61
Freddie Mac              3128X2SB2 01/30/04 04/01/10     79.227     0.000    3.8094    92.35     0.092726   0.094492   0.096292   0.098126  0.099995     34.02    35.33
Freddie Mac              3128X2SC0 01/30/04 10/01/10     77.037     0.000    3.9494    93.26     0.093820   0.095673   0.097562   0.099489  0.101454     34.45    35.82
Freddie Mac              3128X2SD8 01/30/04 04/01/11     74.840     0.000    4.0828    93.81     0.094553   0.096483   0.098453   0.100463  0.102514     34.74    36.17
Freddie Mac              3128X2SE6 01/30/04 10/01/11     72.645     0.000    4.2100    94.04     0.094954   0.096953   0.098994   0.101078  0.103206     34.91    36.39
Freddie Mac              3128X2SF3 01/30/04 04/01/12     70.491     0.000    4.3258    93.90     0.094961   0.097015   0.099113   0.101257  0.103447     34.93    36.46
Freddie Mac              3128X2SG1 01/30/04 10/01/12     68.379     0.000    4.4321    93.45     0.094642   0.096740   0.098883   0.101075  0.103315     34.83    36.39
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X2SH9 01/30/04 04/01/13     66.275     0.000    4.5362    92.82     0.094139   0.096274   0.098458   0.100691  0.102975     34.66    36.25
Freddie Mac              3128X2SJ5 01/30/04 10/01/13     64.227     0.000    4.6310    91.94     0.093367   0.095529   0.097741   0.100004  0.102320     34.39    36.01
Freddie Mac              3128X2SK2 01/30/04 04/01/14     62.210     0.000    4.7217    90.90     0.092425   0.094607   0.096841   0.099127  0.101467     34.06    35.69
Freddie Mac              3128X2SL0 01/30/04 10/01/14     60.256     0.000    4.8040    89.67     0.091278   0.093471   0.095716   0.098015  0.100369     33.65    35.29
Freddie Mac              3128X2SM8 01/30/04 04/01/15     58.361     0.000    4.8793    88.29     0.089971   0.092166   0.094414   0.096718  0.099077     33.18    34.82
Freddie Mac              3128X2SN6 01/30/04 10/01/15     56.535     0.000    4.9468    86.78     0.088516   0.090706   0.092949   0.095248  0.097604     32.66    34.29
Freddie Mac              3128X2SP1 01/30/04 04/01/16     54.741     0.000    5.0126    85.22     0.086996   0.089177   0.091412   0.093703  0.096051     32.11    33.74
Freddie Mac              3128X2SQ9 01/30/04 10/01/16     52.987     0.000    5.0758    83.59     0.085411   0.087579   0.089801   0.092080  0.094417     31.53    33.15
Freddie Mac              3128X2SR7 01/30/04 04/01/17     51.299     0.000    5.1327    81.89     0.083742   0.085891   0.088095   0.090356  0.092675     30.93    32.53
Freddie Mac              3128X2SS5 01/30/04 10/01/17     49.661     0.000    5.1861    80.16     0.082025   0.084151   0.086334   0.088572  0.090869     30.30    31.89
Freddie Mac              3128X2ST3 01/30/04 04/01/18     48.064     0.000    5.2374    78.40     0.080279   0.082382   0.084539   0.086753  0.089025     29.66    31.24
Freddie Mac              3128X2SU0 01/30/04 10/01/18     46.530     0.000    5.2834    76.60     0.078495   0.080569   0.082697   0.084882  0.087124     29.01    30.56
Freddie Mac              3128X2SV8 01/30/04 04/01/19     45.040     0.000    5.3272    74.81     0.076698   0.078741   0.080839   0.082992  0.085203     28.35    29.88
Freddie Mac              3128X2SW6 01/30/04 10/01/19     43.600     0.000    5.3679    73.00     0.074892   0.076902   0.078966   0.081086  0.083262     27.69    29.20
Freddie Mac              3128X2SX4 01/30/04 04/01/20     42.215     0.000    5.4047    71.20     0.073080   0.075055   0.077083   0.079166  0.081306     27.02    28.50
Freddie Mac              3128X2SY2 01/30/04 10/01/20     40.880     0.000    5.4384    69.41     0.071273   0.073211   0.075202   0.077246  0.079347     26.36    27.81
Freddie Mac              3128X2SZ9 01/30/04 04/01/07     92.208     0.000    2.5754    71.56     0.070629                                                 6.36         
Freddie Mac              3128X2U94 04/08/04 04/08/19     42.727     0.000    5.7500    71.58     0.078636   0.080897   0.083222   0.085615  0.088076     29.10    30.79
Freddie Mac              3128X2V28 04/08/04 04/08/19     42.727     0.000    5.7500    71.58     0.078636   0.080897   0.083222   0.085615  0.088076     29.10    30.79
Freddie Mac              3128X2V36 04/07/04 04/07/34     15.329     0.000    6.3501    28.59     0.031613   0.032617   0.033653   0.034721  0.035823     11.73    12.49
Freddie Mac              3128X2V85 03/17/04 03/17/34     15.782     0.000    6.2500    29.57     0.031957   0.032955   0.033985   0.035047  0.036142     11.90    12.65
Freddie Mac              3128X2ZJ7 03/04/04 03/04/19     41.198     0.000    6.0001    74.93     0.079601   0.081989   0.084449   0.086983  0.089592     29.65    31.46
Freddie Mac              3128X32B8 12/29/04 12/29/34     16.486     0.000    6.1000    21.12     0.031502   0.032463   0.033453   0.034473  0.035525     11.52    12.23
Freddie Mac              3128X32G7 01/19/05 01/19/35     13.948     0.000    6.6750    19.06     0.028539   0.029492   0.030476   0.031493  0.032544     10.76    11.49
Freddie Mac              3128X32J1 01/19/05 01/19/35     14.463     0.000    6.5502    19.38     0.028987   0.029936   0.030917   0.031929  0.032975     10.92    11.65
Freddie Mac              3128X33A9 01/19/05 01/19/35     14.152     0.000    6.6250    19.19     0.028719   0.029670   0.030653   0.031668  0.032717     10.82    11.55
Freddie Mac              3128X33L5 02/01/05 02/01/07     93.204     0.000    3.5501    65.05     0.096894                                                 2.91         
Freddie Mac              3128X33P6 01/26/05 01/26/35     15.152     0.000    6.3900    19.57     0.029556   0.030501   0.031475   0.032481  0.033519     11.11    11.83
Freddie Mac              3128X33R2 01/26/05 01/26/35     15.374     0.000    6.3400    19.70     0.029733   0.030676   0.031648   0.032651  0.033686     11.17    11.89
Freddie Mac              3128X33S0 02/01/05 02/01/35     15.108     0.000    6.4000    19.40     0.029521   0.030466   0.031441   0.032447  0.033485     11.09    11.81
Freddie Mac              3128X33V3 02/01/05 02/01/35     14.675     0.000    6.5001    19.15     0.029166   0.030113   0.031092   0.032103  0.033146     10.96    11.68
Freddie Mac              3128X33Y7 02/14/05 02/14/25     30.359     0.000    6.0500    36.04     0.055792   0.057480   0.059219   0.061010  0.062856     20.86    22.14
Freddie Mac              3128X34B6 02/16/05 02/16/35     14.890     0.000    6.4500    18.84     0.029344   0.030290   0.031267   0.032275  0.033316     10.99    11.71
Freddie Mac              3128X34E0 03/01/05 03/28/13     70.400     0.000    4.3936    58.46     0.092010   0.094032   0.096097   0.098209  0.100366     33.87    35.37
Freddie Mac              3128X34J9 02/14/05 02/14/35     16.154     0.000    6.1699    19.57     0.030328   0.031264   0.032228   0.033222  0.034247     11.35    12.06
Freddie Mac              3128X34N0 02/16/05 02/16/35     15.644     0.000    6.2801    19.25     0.029943   0.030884   0.031853   0.032854  0.033885     11.21    11.92
Freddie Mac              3128X35C3 02/28/05 02/28/35     15.463     0.000    6.3202    18.77     0.029638   0.030076   0.031368   0.032007  0.033566     11.11    11.87
Freddie Mac              3128X35M1 02/28/05 02/28/35     15.329     0.000    6.3501    18.70     0.029533   0.029974   0.031266   0.031908  0.033467     11.07    11.83
Freddie Mac              3128X35S8 02/28/05 02/28/35     14.890     0.000    6.4500    18.47     0.029181   0.029631   0.030923   0.031574  0.033132     10.95    11.71
Freddie Mac              3128X36B4 03/23/05 03/23/35     15.782     0.000    6.2500    18.21     0.030049   0.030988   0.031957   0.032955  0.033985     11.17    11.88
Freddie Mac              3128X36K4 03/28/05 03/28/35     14.847     0.000    6.4600    17.58     0.029308   0.030255   0.031232   0.032241  0.033282     10.90    11.62
Freddie Mac              3128X36W8 04/06/05 04/06/35     14.675     0.000    6.5001    17.26     0.029166   0.030113   0.031092   0.032103  0.033146     10.83    11.55
Freddie Mac              3128X37C1 03/30/05 03/30/35     14.463     0.000    6.5502    17.32     0.028987   0.029936   0.030917   0.031929  0.032975     10.78    11.50
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X37F4 03/28/05 03/28/35     14.255     0.000    6.6001    17.26     0.028808   0.029759   0.030741   0.031756  0.032803     10.72    11.44
Freddie Mac              3128X3A37 10/20/04 10/20/34     14.049     0.000    6.6502    21.74     0.029580   0.030564   0.031580   0.032630  0.033715     10.97    11.71
Freddie Mac              3128X3D59 10/27/04 10/27/34     14.463     0.000    6.5502    21.81     0.029936   0.030917   0.031929   0.032975  0.034055     11.08    11.82
Freddie Mac              3128X3DR1 04/26/04 04/21/09     82.475     0.000    3.9017    90.05     0.098401   0.100320   0.102277   0.104273  0.106307     36.04    37.46
Freddie Mac              3128X3E90 11/03/04 11/03/34     14.675     0.000    6.5001    21.77     0.030113   0.031092   0.032103   0.033146  0.034223     11.13    11.87
Freddie Mac              3128X3K36 11/15/04 11/15/34     14.675     0.000    6.5001    21.41     0.030113   0.031092   0.032103   0.033146  0.034223     11.11    11.84
Freddie Mac              3128X3QY2 07/02/04 03/30/07     90.817     0.000    3.5393    83.23     0.096605                                                 8.60         
Freddie Mac              3128X3QZ9 07/02/04 06/29/07     89.742     0.000    3.6505    84.85     0.099587                                                17.73         
Freddie Mac              3128X3R39 12/06/04 12/06/34     14.464     0.000    6.5499    20.65     0.029937   0.030917   0.031930   0.032976  0.034056     11.00    11.74
Freddie Mac              3128X3RA3 07/06/04 07/06/09     80.880     0.000    4.2894    90.01     0.104906   0.107156   0.109454   0.111802  0.114200     38.97    40.66
Freddie Mac              3128X3TY9 08/26/04 08/26/24     29.204     0.000    6.2499    45.42     0.057342   0.059134   0.060982   0.062888  0.064853     21.42    22.78
Freddie Mac              3128X3V42 12/13/04 12/13/34     15.218     0.000    6.3751    20.90     0.030553   0.031527   0.032532   0.033569  0.034639     11.21    11.94
Freddie Mac              3128X3V75 12/22/04 12/22/34     14.569     0.000    6.5250    20.23     0.030025   0.031005   0.032016   0.033061  0.034140     11.00    11.73
Freddie Mac              3128X3W25 12/22/04 12/22/34     14.463     0.000    6.5502    20.17     0.029936   0.030917   0.031929   0.032975  0.034055     10.97    11.70
Freddie Mac              3128X3W66 12/28/04 12/28/34     14.675     0.000    6.5001    20.12     0.030113   0.031092   0.032103   0.033146  0.034223     11.02    11.75
Freddie Mac              3128X3W74 12/06/04 12/06/34     14.463     0.000    6.5502    20.65     0.029936   0.030917   0.031929   0.032975  0.034055     11.00    11.74
Freddie Mac              3128X3X57 12/22/04 12/22/34     14.675     0.000    6.5001    20.30     0.030113   0.031092   0.032103   0.033146  0.034223     11.03    11.76
Freddie Mac              3128X3Y72 12/29/04 12/29/34     14.890     0.000    6.4500    20.22     0.030290   0.031267   0.032275   0.033316  0.034391     11.08    11.81
Freddie Mac              3128X3YB3 10/20/04 10/20/34     14.890     0.000    6.4500    22.31     0.030290   0.031267   0.032275   0.033316  0.034391     11.22    11.96
Freddie Mac              3128X3Z63 12/29/04 12/29/34     14.675     0.000    6.5001    20.09     0.030113   0.031092   0.032103   0.033146  0.034223     11.02    11.75
Freddie Mac              3128X42F7 04/25/06 04/25/36*    11.979     0.000    7.1999     5.95     0.024820                                                 2.83*        
Freddie Mac              3128X42G5 04/25/06 04/25/36*    12.083     0.000    7.1701     5.98     0.024928                                                 2.84*        
Freddie Mac              3128X42Q3 04/17/06 05/03/07    100.000     0.000    5.1257              0.146364                                                17.86         
Freddie Mac              3128X42V2 04/10/06 05/01/07    100.000     0.000    5.1230              0.146388                                                17.57         
Freddie Mac              3128X43J8 04/18/06 05/18/07    100.000     0.000    5.1190              0.146458                                                20.06         
Freddie Mac              3128X43L3 04/20/06 05/18/07    100.000     0.000    5.1297              0.146730                                                20.10         
Freddie Mac              3128X43N9 04/21/06 05/21/07    100.000     0.000    5.1384              0.147030                                                20.58         
Freddie Mac              3128X44B4 05/05/06 06/05/07    100.000     0.000    5.1675              0.147887                                                22.77         
Freddie Mac              3128X44C2 05/05/06 06/05/07    100.000     0.000    5.1675              0.147887                                                22.77         
Freddie Mac              3128X44F5 04/24/06 05/24/07    100.000     0.000    5.1772              0.148171                                                21.19         
Freddie Mac              3128X44Z1 04/20/06 06/28/12     72.625     0.000    5.2343    26.70     0.109431   0.112295   0.115234   0.118250  0.121345     39.93    42.05
Freddie Mac              3128X45Y3 05/15/06 06/15/07    100.000     0.000    5.2160              0.149315                                                24.49         
Freddie Mac              3128X46A4 05/15/06 06/15/07    100.000     0.000    5.2160              0.149315                                                24.49         
Freddie Mac              3128X46C0 05/19/06 06/19/07    100.000     0.000    5.2160              0.149315                                                25.08         
Freddie Mac              3128X46T3 05/22/06 05/22/26*    25.257     0.000    7.0000    10.82     0.050830                                                 7.17*        
Freddie Mac              3128X46X4 05/18/06 06/20/07    100.000     0.000    5.2150              0.149329                                                25.24         
Freddie Mac              3128X47F2 05/30/06 05/30/36     12.048     0.000    7.1801     5.10     0.024892   0.025786   0.026712   0.027670  0.028664      9.18     9.85
Freddie Mac              3128X4AC5 04/19/05 04/15/14     65.973     0.000    4.6809    54.04     0.091901   0.094052   0.096253   0.098506  0.100812     33.80    35.40
Freddie Mac              3128X4AD3 04/19/05 12/15/14     63.722     0.000    4.7214    52.67     0.090290   0.092421   0.094603   0.096836  0.099122     32.96    34.53
Freddie Mac              3128X4AE1 04/19/05 04/15/17     56.285     0.000    4.8518    47.84     0.081470   0.083446   0.085470   0.087544  0.089668     29.99    31.46
Freddie Mac              3128X4AG6 05/18/05 05/18/35     14.675     0.000    6.5001    16.03     0.029166   0.030113   0.031092   0.032103  0.033146     10.75    11.46
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X4AU5 05/18/05 05/18/35     15.108     0.000    6.4000    16.24     0.029521   0.030466   0.031441   0.032447  0.033485     10.88    11.59
Freddie Mac              3128X4B59 01/26/06 08/31/10     81.134     0.000    4.6074    35.14     0.107864   0.109122   0.112260   0.114208  0.118152     39.59    41.48
Freddie Mac              3128X4BN0 06/15/05 06/15/35     15.329     0.000    6.3501    15.54     0.029697   0.030640   0.031613   0.032617  0.033653     10.89    11.59
Freddie Mac              3128X4C33 01/27/06 02/26/07    100.000     0.000    4.8041              0.137184                                                 7.55         
Freddie Mac              3128X4CH2 06/29/05 06/29/35     16.874     0.000    6.0201    15.76     0.030843   0.031772   0.032728   0.033713  0.034728     11.27    11.96
Freddie Mac              3128X4D81 02/01/06 02/28/07    100.000     0.000    4.8506              0.137742                                                 7.99         
Freddie Mac              3128X4DN8 07/06/05 07/06/35     15.966     0.000    6.2101    15.19     0.029279   0.030188   0.031126   0.032092  0.033089     11.03    11.72
Freddie Mac              3128X4ES6 08/10/05 08/10/35     15.509     0.000    6.3099    14.02     0.028926   0.029839   0.030780   0.031751  0.032753     10.84    11.53
Freddie Mac              3128X4EY3 08/10/05 08/10/35     15.782     0.000    6.2500    14.13     0.029139   0.030049   0.030988   0.031957  0.032955     10.91    11.61
Freddie Mac              3128X4FC0 08/10/05 08/10/35     15.419     0.000    6.3300    13.98     0.028855   0.029768   0.030711   0.031683  0.032685     10.81    11.51
Freddie Mac              3128X4FV8 08/04/05 06/01/11     77.489     0.000    4.4255    49.35     0.100954   0.103187   0.105471   0.107805  0.110190     36.88    38.53
Freddie Mac              3128X4FX4 08/04/05 06/01/07     92.716     0.000    4.1845    55.76     0.113856                                                17.08         
Freddie Mac              3128X4FY2 08/04/05 12/01/07     90.774     0.000    4.2048    54.86     0.112039   0.114395                                     37.40         
Freddie Mac              3128X4FZ9 08/04/05 06/01/08     88.800     0.000    4.2474    54.23     0.110775   0.113128   0.115530                          40.45    17.33
Freddie Mac              3128X4G39 02/22/06 02/22/36*    12.693     0.000    7.0001     7.74     0.025545                                                 1.30*        
Freddie Mac              3128X4GA3 08/04/05 12/01/11     75.722     0.000    4.4446    48.43     0.099101   0.101303   0.103555   0.105856  0.108209     36.21    37.83
Freddie Mac              3128X4GB1 08/04/05 12/01/08     86.894     0.000    4.2683    53.33     0.108962   0.111288   0.113663   0.116089               39.79    37.95
Freddie Mac              3128X4GC9 08/24/05 08/24/35     15.108     0.000    6.4000    13.46     0.028606   0.029521   0.030466   0.031441  0.032447     10.70    11.39
Freddie Mac              3128X4GD7 08/04/05 06/01/12     73.943     0.000    4.4715    47.59     0.097392   0.099569   0.101795   0.104071  0.106398     35.59    37.19
Freddie Mac              3128X4GE5 08/04/05 06/01/09     84.918     0.000    4.3187    52.74     0.107810   0.110138   0.112517   0.114946  0.117428     39.37    41.09
Freddie Mac              3128X4GF2 08/04/05 12/01/09     83.027     0.000    4.3460    51.90     0.106114   0.108420   0.110775   0.113183  0.115642     38.76    40.46
Freddie Mac              3128X4GG0 08/04/05 12/01/12     72.215     0.000    4.4929    46.70     0.095598   0.097746   0.099941   0.102187  0.104482     34.93    36.52
Freddie Mac              3128X4GH8 08/04/05 06/01/10     81.144     0.000    4.3765    51.09     0.104477   0.106764   0.109100   0.111487  0.113927     38.16    39.85
Freddie Mac              3128X4GJ4 08/04/05 12/01/10     79.323     0.000    4.3967    50.18     0.102630   0.104886   0.107192   0.109548  0.111957     37.49    39.16
Freddie Mac              3128X4GK1 08/04/05 06/01/13     70.468     0.000    4.5226    45.88     0.093938   0.096062   0.098235   0.100456  0.102728     34.33    35.90
Freddie Mac              3128X4H46 02/10/06 03/07/07    100.000     0.000    4.9264              0.140734                                                 9.29         
Freddie Mac              3128X4H61 02/08/06 03/07/07*   100.000     0.000    N/A                 0.141315                                                 5.23*        
Freddie Mac              3128X4HU8 08/12/05 01/10/13     71.011     0.000    4.6724    46.99     0.096130   0.098376   0.100674   0.103026  0.105433     35.79    37.48
Freddie Mac              3128X4HY0 09/06/05 09/06/35     14.675     0.000    6.5001    12.94     0.028247   0.029166   0.030113   0.031092  0.032103     10.55    11.25
Freddie Mac              3128X4J28 02/09/06 06/09/08     89.458     0.000    4.8289    39.09     0.124873   0.127889   0.130976                          45.63    20.69
Freddie Mac              3128X4JH5 09/06/05 09/06/35     15.196     0.000    6.3801    13.15     0.028677   0.029592   0.030536   0.031510  0.032515     10.70    11.40
Freddie Mac              3128X4KK6 10/05/05 10/05/35     15.329     0.000    6.3501    12.36     0.028784   0.029697   0.030640   0.031613  0.032617     10.69    11.38
Freddie Mac              3128X4L66 03/07/06 03/07/36*    12.693     0.000    7.0001     7.35     0.025545                                                 1.69*        
Freddie Mac              3128X4ML2 09/28/05 09/28/35     15.374     0.000    6.3400    12.58     0.028819   0.029733   0.030676   0.031648  0.032651     10.71    11.40
Freddie Mac              3128X4MR9 09/28/05 09/28/35     15.196     0.000    6.3801    12.52     0.028677   0.029592   0.030536   0.031510  0.032515     10.66    11.35
Freddie Mac              3128X4MY4 09/30/05 09/30/30     22.810     0.000    6.0001    17.56     0.040333   0.041543   0.042789   0.044073  0.045395     14.96    15.87
Freddie Mac              3128X4NC1 09/28/05 09/28/35     15.285     0.000    6.3600    12.55     0.028748   0.029663   0.030606   0.031579  0.032583     10.69    11.38
Freddie Mac              3128X4NH0 10/05/05 10/05/35     15.329     0.000    6.3501    12.36     0.028784   0.029697   0.030640   0.031613  0.032617     10.69    11.38
Freddie Mac              3128X4NP2 10/05/05 10/05/35     14.977     0.000    6.4300    12.24     0.028499   0.029415   0.030360   0.031337  0.032344     10.58    11.28
Freddie Mac              3128X4PQ8 10/05/05 10/05/35     15.064     0.000    6.4101    12.27     0.028570   0.029485   0.030430   0.031406  0.032412     10.61    11.30
Freddie Mac              3128X4QQ7 10/18/05 10/18/35     14.675     0.000    6.5001    11.76     0.028247   0.029166   0.030113   0.031092  0.032103     10.47    11.16
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X4QW4 10/24/05 10/24/35     14.675     0.000    6.5001    11.59     0.028247   0.029166   0.030113   0.031092  0.032103     10.46    11.15
Freddie Mac              3128X4RH6 10/24/05 10/24/35     14.675     0.000    6.5001    11.59     0.028247   0.029166   0.030113   0.031092  0.032103     10.46    11.15
Freddie Mac              3128X4S77 03/24/06 06/20/16     59.540     0.000    5.1280    23.72     0.088053   0.090311   0.092627   0.095002  0.097438     32.16    33.83
Freddie Mac              3128X4S85 03/14/06 03/15/07    100.000     0.000    4.9678              0.141442                                                10.47         
Freddie Mac              3128X4SE2 11/02/05 11/02/35     14.255     0.000    6.6001    11.21     0.027888   0.028808   0.029759   0.030741  0.031756     10.32    11.01
Freddie Mac              3128X4T92 04/04/06 04/04/36     12.693     0.000    7.0001     6.67     0.025545   0.026439   0.027365   0.028322  0.029314      9.52    10.19
Freddie Mac              3128X4TD3 11/16/05 11/16/35     13.928     0.000    6.6800    10.70     0.027600   0.028521   0.029474   0.030458  0.031476     10.19    10.88
Freddie Mac              3128X4TJ0 11/21/05 11/21/35     13.847     0.000    6.7001    10.53     0.027527   0.028449   0.029402   0.030387  0.031405     10.15    10.84
Freddie Mac              3128X4TT8 11/01/05 06/10/08     88.755     0.000    4.6243    48.69     0.119941   0.122715   0.125552                          43.80    19.96
Freddie Mac              3128X4U41 03/28/06 04/09/14     66.671     0.000    5.1122    26.08     0.097249   0.099735   0.102284   0.104899  0.107580     35.87    37.73
Freddie Mac              3128X4UG4 11/30/05 11/30/35*    12.693     0.000    7.0001     9.86     0.026439                                                 3.94*        
Freddie Mac              3128X4W56 04/04/06 04/04/36     14.255     0.000    6.6001     7.05     0.026997   0.027888   0.028808   0.029759  0.030741     10.04    10.71
Freddie Mac              3128X4XP1 01/11/06 01/11/36     13.219     0.000    6.8600     8.96     0.026054   0.026948   0.027872   0.028828  0.029817      9.85    10.54
Freddie Mac              3128X4XQ9 12/21/05 06/04/10     81.270     0.000    4.7117    39.89     0.111196   0.113816   0.116497   0.119242  0.122051     40.65    42.58
Freddie Mac              3128X4XZ9 01/18/06 01/18/36     13.529     0.000    6.7801     8.88     0.026344   0.027237   0.028161   0.029115  0.030102      9.94    10.63
Freddie Mac              3128X4YT2 01/30/06 01/30/36     13.807     0.000    6.7100     8.65     0.026599   0.027491   0.028413   0.029367  0.030352     10.01    10.69
Freddie Mac              3128X52H0 04/03/07 04/02/37     21.177     0.000    5.2421                         0.030837   0.031641   0.032470  0.033321      8.34    11.69
Freddie Mac              3128X52U1 04/04/07 07/31/14     70.210     0.000    4.8862                         0.095294   0.096808   0.099173  0.101596     25.77    36.00
Freddie Mac              3128X52W7 04/05/07 01/10/12     79.775     0.000    4.7983                         0.106327   0.107677   0.110260  0.112906     28.51    40.12
Freddie Mac              3128X53Z9 04/13/07 04/30/13     74.533     0.000    4.9196              0.101847   0.102091   0.104603   0.107176  0.109812     26.49    38.44
Freddie Mac              3128X54N5 04/18/07 12/30/14     68.522     0.000    4.9690              0.094579   0.095521   0.097894   0.100326  0.102819     24.10    35.68
Freddie Mac              3128X54W5 04/30/07 04/30/37     14.548     0.000    6.5300                         0.026389   0.027250   0.028140  0.029059      6.41    10.08
Freddie Mac              3128X55E4 05/04/07 05/04/37     16.728     0.000    6.0499                         0.028112   0.028963   0.029839  0.030741      6.71    10.69
Freddie Mac              3128X55H7 04/27/07 11/30/12     76.622     0.000    4.8161              0.102493   0.102972   0.105452   0.107991  0.110592     25.29    38.58
Freddie Mac              3128X55L8 05/01/07 05/10/12     78.630     0.000    4.8418              0.105713   0.105881   0.108445   0.111070  0.113759     25.54    39.78
Freddie Mac              3128X56M5 05/22/07 05/22/37     14.676     0.000    6.4999                         0.026498   0.027359   0.028248  0.029166      5.84    10.08
Freddie Mac              3128X57F9 05/17/07 02/26/10     87.508     0.000    4.8642                         0.118233   0.119822   0.122736  0.125721     26.68    44.40
Freddie Mac              3128X57G7 05/17/07 12/31/09     88.200     0.000    4.8493              0.118803   0.119498   0.122395   0.125363  0.128402     26.74    44.60
Freddie Mac              3128X5CM8 06/13/06 07/13/07    100.000     0.000    5.2644              0.146875   0.150741                                     28.90         
Freddie Mac              3128X5CP1 06/06/06 07/06/07    100.000     0.000    5.2644              0.146875   0.150741                                     27.87         
Freddie Mac              3128X5CR7 06/12/06 07/12/07    100.000     0.000    5.2886              0.147554   0.151456                                     28.89         
Freddie Mac              3128X5CS5 06/13/06 07/13/07    100.000     0.000    5.2934              0.147689   0.151598                                     29.06         
Freddie Mac              3128X5CU0 06/20/06 07/20/07    100.000     0.000    5.2886              0.147554   0.151456                                     30.07         
Freddie Mac              3128X5DU9 07/11/06 08/15/12     72.660     0.000    5.3088    18.29     0.107688   0.110546   0.113481   0.116493  0.119585     40.07    42.23
Freddie Mac              3128X5DV7 07/11/06 05/15/12     73.645     0.000    5.3020    18.53     0.110445   0.113373   0.116379   0.119464  0.122631     40.56    42.74
Freddie Mac              3128X5EQ7 06/30/06 06/30/36     12.330     0.000    7.1002     4.40     0.025182   0.026076   0.027001   0.027960  0.028953      9.23     9.89
Freddie Mac              3128X5ES3 06/29/06 06/29/12     72.129     0.000    5.5200    20.14     0.113651   0.116788   0.120011   0.123324  0.126727     41.49    43.81
Freddie Mac              3128X5EZ7 07/12/06 04/10/08     91.050     0.000    5.4424    23.41     0.139479   0.143275   0.147174                          51.52    14.57
Freddie Mac              3128X5F37 02/15/07 03/14/08    100.000     0.000    5.0031              0.138977   0.139537   0.143028                          44.45    10.44
Freddie Mac              3128X5FD5 07/13/06 12/28/12     70.884     0.000    5.3995    17.87     0.108949   0.111890   0.114911   0.118013  0.121200     39.77    41.95
Freddie Mac              3128X5FH6 07/19/06 12/31/12     71.004     0.000    5.3796    17.30     0.108673   0.111596   0.114598   0.117680  0.120846     39.65    41.82
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X5FS2 07/21/06 06/28/13     69.242     0.000    5.3695    16.53     0.105695   0.108533   0.111447   0.114439  0.117511     38.58    40.68
Freddie Mac              3128X5FT0 07/21/06 05/29/09     86.149     0.000    5.2873    20.32     0.128907   0.132314   0.135812   0.139403  0.143088     47.24    49.77
Freddie Mac              3128X5G69 02/27/07 05/29/09     89.466     0.000    4.9929              0.124076   0.125666   0.128803   0.132019  0.135314     38.16    47.16
Freddie Mac              3128X5HF8 08/10/06 01/31/11     79.500     0.000    5.1924    16.17     0.114666   0.117495   0.120546   0.123675  0.126886     42.68    44.92
Freddie Mac              3128X5HG6 08/10/06 10/31/12     72.515     0.000    5.2285    15.03     0.106558   0.109343   0.112202   0.115135  0.118145     39.21    41.28
Freddie Mac              3128X5HX9 08/24/06 02/26/10     84.132     0.000    4.9899    14.81     0.116648   0.119558   0.122541   0.125599  0.128732     43.25    45.44
Freddie Mac              3128X5JC3 08/25/06 08/10/09     86.407     0.000    4.9993    15.12     0.119990   0.122743   0.125811   0.128956  0.132179     44.51    46.76
Freddie Mac              3128X5JD1 08/25/06 07/31/09     86.441     0.000    5.0282    15.21     0.120735   0.123367   0.126468   0.129648  0.132908     44.80    47.07
Freddie Mac              3128X5JX7 09/19/06 09/19/36     12.693     0.000    7.0001     2.52     0.024681   0.025545   0.026439   0.027365  0.028322      9.22     9.88
Freddie Mac              3128X5LH9 09/29/06 02/29/12     77.393     0.000    4.7840              0.102279   0.102633   0.106242   0.107601  0.112001     37.88    39.84
Freddie Mac              3128X5LK2 10/02/06 10/02/34     24.784     0.000    5.0446     3.09     0.034729   0.035605   0.036503   0.037424  0.038368     12.82    13.47
Freddie Mac              3128X5MX3 10/20/06 05/28/10     83.869     0.000    4.9375     8.19     0.115629   0.118484   0.121409   0.124407  0.127478     42.33    44.45
Freddie Mac              3128X5MY1 10/25/06 05/30/14     68.360     0.000    5.0693     6.37     0.096737   0.099189   0.101703   0.104280  0.106924     35.42    37.24
Freddie Mac              3128X5MZ8 10/26/06 10/31/08     90.425     0.000    5.0602     8.39     0.127194   0.130412   0.133712   0.137095               46.77    40.59
Freddie Mac              3128X5ND6 11/01/06 03/10/09     89.333     0.000    4.8381     7.20     0.120052   0.122139   0.125093   0.128119  0.131219     44.15    46.26
Freddie Mac              3128X5P69 03/09/07 09/15/15     66.760     0.000    4.8010              0.089013   0.089104   0.091243   0.093433  0.095676     26.24    33.71
Freddie Mac              3128X5PN2 11/14/06 05/30/08     92.725     0.000    4.9492     6.00     0.127757   0.130919   0.134159                          46.76    19.99
Freddie Mac              3128X5Q43 03/14/07 12/01/12     76.253     0.000    4.8003              0.101674   0.102721   0.105187   0.107711  0.110297     29.47    38.47
Freddie Mac              3128X5Q50 03/14/07 06/01/08     94.213     0.000    4.9653              0.129941   0.131326   0.134586                          37.68    20.19
Freddie Mac              3128X5Q68 03/14/07 12/01/08     92.106     0.000    4.8516              0.124128   0.125418   0.128461   0.131577               35.99    42.95
Freddie Mac              3128X5Q76 03/14/07 06/01/12     78.159     0.000    4.7812              0.103799   0.104867   0.107374   0.109941  0.112569     30.09    39.27
Freddie Mac              3128X5Q84 03/14/07 12/01/11     80.074     0.000    4.7686              0.106062   0.107150   0.109705   0.112320  0.114998     30.74    40.12
Freddie Mac              3128X5Q92 03/14/07 06/01/11     82.025     0.000    4.7562              0.108369   0.109473   0.112076   0.114742  0.117471     31.41    40.99
Freddie Mac              3128X5QQ4 11/22/06 04/12/10     85.169     0.000    4.7921     4.42     0.113372   0.115485   0.118252   0.121085  0.123987     41.58    43.53
Freddie Mac              3128X5R26 03/14/07 06/01/13     74.414     0.000    4.8117              0.099454   0.100485   0.102903   0.105378  0.107914     28.83    37.64
Freddie Mac              3128X5R34 03/14/07 06/01/09     90.056     0.000    4.7842              0.119669   0.120904   0.123796   0.126758  0.129790     34.69    45.28
Freddie Mac              3128X5R42 03/14/07 12/01/09     88.010     0.000    4.7594              0.116345   0.117539   0.120336   0.123199  0.126131     33.73    44.01
Freddie Mac              3128X5R59 03/14/07 06/01/10     85.999     0.000    4.7465              0.113385   0.114540   0.117258   0.120041  0.122890     32.87    42.88
Freddie Mac              3128X5R67 03/14/07 12/01/10     83.993     0.000    4.7505              0.110838   0.111964   0.114624   0.117347  0.120134     32.13    41.92
Freddie Mac              3128X5RJ9 12/01/06 04/30/09     89.288     0.000    4.7476     3.53     0.117752   0.120066   0.122916   0.125834  0.128821     43.12    45.14
Freddie Mac              3128X5SF6 12/22/06 12/22/36     14.804     0.000    6.4700      .24     0.026606   0.027467   0.028355   0.029273  0.030220      9.75    10.39
Freddie Mac              3128X5T24 03/13/07 06/30/09     89.760     0.000    4.7554              0.118567   0.120245   0.123104   0.126031  0.129027     34.45    44.85
Freddie Mac              3128X5T32 03/13/07 07/31/09     89.470     0.000    4.7213                         0.117335   0.119463   0.122283  0.125170     34.23    44.38
Freddie Mac              3128X5UN6 12/19/06 11/28/12     75.500     0.000    4.7858     1.20     0.100367   0.102491   0.104943   0.107455  0.110026     36.67    38.40
Freddie Mac              3128X5XD5 01/17/07 01/17/12    100.000    VARIES    5.1899                         0.144165   0.143364   0.142544  0.142729     49.46    51.36
Freddie Mac              3128X5Y93 03/28/07 11/10/09     88.508     0.000    4.7183              0.115988   0.116641   0.119392   0.122209  0.125092     31.96    43.78
Freddie Mac              3128X5YP7 02/09/07 02/09/37     14.675     0.000    6.5001                         0.026497   0.027358   0.028247  0.029166      8.65    10.27
Freddie Mac              3128X5Z43 04/03/07 04/03/37     14.675     0.000    6.5001                         0.026497   0.027358   0.028247  0.029166      7.18    10.17
Freddie Mac              3128X5ZD3 01/26/07 06/09/10     84.810     0.000    4.9482              0.116572   0.118704   0.121640   0.124650  0.127734     39.55    44.47
Freddie Mac              3128X6AX4 05/24/07 09/30/14     69.050     0.000    5.1017                         0.097848   0.099601   0.102141  0.104747     21.39    36.78
Freddie Mac              3128X6BB1 05/25/07 06/10/08     94.817     0.000    5.1726              0.136220   0.136530   0.140061                          29.56    22.27
Freddie Mac              3128X6BZ8 06/07/07 06/07/28     26.771     0.000    6.3749                         0.047407   0.048918   0.050477  0.052086      9.71    17.97
Freddie Mac              3128X6CP9 06/19/07 06/19/37     13.648     0.000    6.7499                         0.025590   0.026454   0.027346  0.028269      4.92     9.71
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3128X6DK9 06/15/07 06/15/37     13.258     0.000    6.8499                         0.025227   0.026091   0.026984  0.027909      4.96     9.58
Freddie Mac              3128X6EC6 06/14/07 08/31/12     75.547     0.000    5.4515                         0.111906   0.114451   0.116293  0.121443     22.81    43.09
Freddie Mac              3128X6JJ6 07/31/07 08/01/08     95.010     0.000    5.1702                         0.134910   0.133503   0.138460               20.56    29.34
Freddie Mac              3128X6JK3 07/31/07 07/31/09     90.400     0.000    5.1104                                    0.128330   0.131609  0.134972     19.38    47.79
Freddie Mac              3128X6JL1 07/31/07 07/30/10     85.850     0.000    5.1555                                    0.120270   0.124711  0.126535     18.52    45.80
Freddie Mac              3128X6JM9 07/31/07 08/01/11     81.360     0.000    5.2205                         0.117970   0.118001   0.121081  0.124241     17.82    43.97
Freddie Mac              3128X6JN7 07/31/07 08/01/12     77.040     0.000    5.2825                         0.112470   0.113063   0.116049  0.119114     17.07    42.15
Freddie Mac              3128X6JY3 08/03/07 09/01/11     81.672     0.000    5.0260                         0.114020   0.114470   0.117347  0.120296     16.93    42.43
Freddie Mac              3128X6JZ0 08/03/07 10/06/11     81.295     0.000    5.0204                         0.113361   0.114367   0.117238  0.120181     16.86    42.18
Freddie Mac              3128X6KX3 08/22/07 02/28/12     80.662     0.000    4.8063                         0.105308   0.106633   0.108009  0.112438     14.06    39.99
Freddie Mac              3128X6NN2 10/02/07 05/10/13     77.376     0.000    4.6276                         0.099448   0.099949   0.102262  0.104628      8.88    36.64
Freddie Mac              3128X6PP5 10/11/07 07/02/15     68.530     0.000    4.9512                                    0.094250   0.095302  0.097661      7.54    34.73
Freddie Mac              3128X6QB5 10/19/07 08/31/15     68.362     0.000    4.8939                                    0.091908   0.092539  0.096375      6.80    34.30
Freddie Mac              3128X6QE9 10/19/07 08/30/13     76.143     0.000    4.7019                                    0.097818   0.099491  0.102390      7.24    36.67
Freddie Mac              3128X6QQ2 11/01/07 06/28/13     77.875     0.000    4.4676                         0.096633   0.097328   0.099502  0.101724      5.80    35.44
Freddie Mac              3128X6RD0 11/20/07 11/20/37     14.463     0.000    6.5502                                    0.026316   0.027177  0.028068      1.08     9.70
Freddie Mac              3128X6RF5 12/18/07 02/15/12     84.080     0.000    4.2125                                    0.098374   0.099044  0.101130      1.28    35.91
Freddie Mac              3129023V9 10/30/00 05/15/07     67.060     0.000    6.2019   307.01     0.167094                                                22.39         
Freddie Mac              3129026G9 12/06/00 03/30/10     56.100     0.000    6.3003   256.66     0.140854   0.145291   0.149868   0.154589  0.159459     52.33    55.68
Freddie Mac              312902FT1 10/12/99 07/01/07     60.216     0.000    6.6781   365.53     0.179511                                                32.31         
Freddie Mac              312902FU8 10/12/99 08/01/08     55.888     0.000    6.7184   341.85     0.163519   0.169011   0.174689   0.180557               61.53    37.74
Freddie Mac              312902FY0 10/12/99 06/01/07     60.546     0.000    6.6786   367.61     0.179523                                                26.93         
Freddie Mac              312902FZ7 10/12/99 07/01/08     56.244     0.000    6.7083   343.33     0.168784   0.174445   0.180296                          61.78    32.45
Freddie Mac              312902LX5 12/17/99 12/17/29     14.255     0.000    6.6001    82.61     0.041174   0.042533   0.043936   0.045386  0.046884     15.11    16.12
Freddie Mac              312902VG1 04/25/00 01/04/21     25.643     0.000    6.6857   141.60     0.071567   0.073959   0.076432   0.078987  0.081627     27.06    28.89
Freddie Mac              312902VH9 04/25/00 01/04/22     24.042     0.000    6.6795   132.61     0.067012   0.069250   0.071563   0.073953  0.076423     25.33    27.05
Freddie Mac              312902VJ5 04/25/00 01/04/23     22.536     0.000    6.6749   124.19     0.062753   0.064848   0.067012   0.069248  0.071560     23.72    25.33
Freddie Mac              312902VK2 04/25/00 01/04/24     21.145     0.000    6.6664   116.35     0.058775   0.060734   0.062759   0.064850  0.067012     22.22    23.72
Freddie Mac              312902VL0 04/25/00 01/04/25     20.007     0.000    6.6235   109.23     0.055112   0.056937   0.058823   0.060771  0.062783     20.83    22.23
Freddie Mac              312902VM8 04/25/00 01/04/26     18.780     0.000    6.6160   102.39     0.051650   0.053358   0.055123   0.056947  0.058831     19.52    20.83
Freddie Mac              312902VN6 04/25/00 01/04/27     17.654     0.000    6.6033    96.03     0.048424   0.050023   0.051674   0.053380  0.055143     18.30    19.52
Freddie Mac              312902VS5 04/25/00 01/04/12     46.161     0.000    6.7212   256.54     0.129789   0.134151   0.138659   0.143319  0.148136     49.08    52.43
Freddie Mac              312902VT3 04/25/00 01/04/13     43.203     0.000    6.7221   240.14     0.121497   0.125580   0.129801   0.134164  0.138673     45.94    49.08
Freddie Mac              312902VU0 04/25/00 01/04/14     40.436     0.000    6.7227   224.78     0.113728   0.117551   0.121503   0.125587  0.129808     43.01    45.95
Freddie Mac              312902VV8 04/25/00 01/04/18     31.141     0.000    6.7034   172.51     0.087235   0.090158   0.093180   0.096303  0.099531     32.98    35.23
Freddie Mac              312902VW6 04/25/00 01/04/19     29.163     0.000    6.7017   161.50     0.081664   0.084401   0.087229   0.090152  0.093173     30.88    32.98
Freddie Mac              312902VX4 04/25/00 01/04/20     27.313     0.000    6.6997   151.20     0.076452   0.079013   0.081660   0.084395  0.087222     28.91    30.87
Freddie Mac              312902WE5 04/25/00 01/04/07     64.216     0.000    6.7276   357.30     0.180798                                                  .54         
Freddie Mac              312902WF2 04/25/00 01/04/08     59.995     0.000    6.7521   335.29     0.169777   0.175509   0.181434                          64.21      .54
Freddie Mac              312902WG0 04/25/00 01/04/09     56.172     0.000    6.7454   313.55     0.158737   0.164091   0.169625   0.175346  0.181260     60.04    64.15
Freddie Mac              312902WH8 04/25/00 01/04/10     52.605     0.000    6.7376   293.22     0.148415   0.153414   0.158583   0.163925  0.169447     56.13    59.97
Freddie Mac              312902WJ4 04/25/00 01/04/11     49.272     0.000    6.7297   274.25     0.138784   0.143454   0.148281   0.153271  0.158428     52.48    56.08
Freddie Mac              312902WK1 04/25/00 01/04/15     37.975     0.000    6.6992   210.21     0.106285   0.109846   0.113525   0.117328  0.121258     40.18    42.92
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              312902WL9 04/25/00 01/04/16     35.607     0.000    6.6893   196.74     0.099451   0.102777   0.106215   0.109767  0.113438     37.60    40.16
Freddie Mac              312902WM7 04/25/00 01/04/17     33.256     0.000    6.7048   184.27     0.093187   0.096311   0.099539   0.102876  0.106325     35.23    37.64
Freddie Mac              312923CN3 01/10/01 08/17/12     61.750     1.000    5.5038   167.09     0.090324   0.092810   0.095364   0.097988  0.100685     33.64    35.52
Freddie Mac              312924TN3 11/19/01 11/19/20    100.000     5.881    N/A                 0.183442   0.188836   0.163363   0.168166  0.173111     66.17    60.08
Freddie Mac              3129255S5 09/19/02 09/14/07     84.361     0.000    3.4399   132.74     0.092350   0.093938                                     23.65         
Freddie Mac              312925UB4 06/21/02 06/21/32     12.693     0.000    7.0001    46.40     0.033638   0.034816   0.036034   0.037295  0.038601     12.35    13.22
Freddie Mac              312925ZY9 07/26/02 01/26/07     83.786     0.000    3.9700   159.44     0.108134                                                 2.70         
Federal Home Loan Banks  31339X6F6 06/12/03 06/12/23    100.000    VARIES    3.1248              0.082422   0.081757   0.081081   0.080395  0.079698     29.53    29.04
Federal Home Loan Banks  31339XA53 06/09/03 06/09/28     22.811     0.000    5.9999    53.46     0.046757   0.048160   0.049605   0.051093  0.052626     17.15    18.19
Federal Home Loan Banks  31339XAF1 06/09/03 06/09/33     15.782     0.000    6.2500    38.68     0.033985   0.035047   0.036142   0.037272  0.038436     12.47    13.26
Federal Home Loan Banks  31339XBL7 06/10/03 06/10/33     15.108     0.000    6.4000    37.97     0.033485   0.034557   0.035662   0.036804  0.037981     12.29    13.09
Federal Home Loan Banks  31339XDQ4 06/16/03 06/16/33     15.554     0.000    6.3000    38.22     0.033820   0.034885   0.035984   0.037117  0.038286     12.40    13.19
Federal Home Loan Banks  31339XGE8 06/16/03 06/16/33     15.967     0.000    6.2099    38.62     0.034117   0.035176   0.036268   0.037394  0.038555     12.50    13.29
Federal Home Loan Banks  31339XKS2 06/23/03 06/23/28     23.714     0.000    5.8400    53.31     0.047056   0.048430   0.049845   0.051300  0.052798     17.21    18.23
Federal Home Loan Banks  31339XKT0 06/19/03 06/19/18    100.000    VARIES    3.1035              0.083217   0.082762   0.082301   0.081832  0.081356     29.87    29.53
Federal Home Loan Banks  31339XMN1 06/18/03 06/18/18     44.966     0.000    5.4000    93.25     0.081278   0.083472   0.085726   0.088041  0.090418     29.71    31.34
Federal Home Loan Banks  31339XMW1 06/26/03 06/26/23     31.870     0.000    5.8000    70.92     0.062722   0.064541   0.066412   0.068338  0.070320     22.93    24.27
Federal Home Loan Banks  31339XN42 06/26/03 06/26/08    100.000    VARIES    3.0378              0.085871   0.085515   0.085010                          30.85    14.88
Federal Home Loan Banks  31339XQ72 07/03/03 07/03/23     32.181     0.000    5.7500    70.50     0.060930   0.062682   0.064484   0.066338  0.068245     22.88    24.22
Federal Home Loan Banks  31339XRT3 06/30/03 06/30/23     33.134     0.000    5.6000    70.72     0.062534   0.064285   0.066084   0.067935  0.069837     22.83    24.13
Federal Home Loan Banks  31339XSM7 07/02/03 07/02/18    100.000    VARIES    2.9907              0.080337   0.079856   0.079368   0.078872  0.078369     28.66    28.30
Federal Home Loan Banks  31339XUQ5 06/30/03 07/02/18     46.694     0.000    5.1400    90.85     0.077656   0.079652   0.081699   0.083798  0.085952     29.04    30.55
Federal Home Loan Banks  31339Y4A7 07/16/03 07/16/18    100.000    VARIES    2.9616              0.079608   0.079141   0.078668   0.078188  0.077700     28.42    28.07
Federal Home Loan Banks  31339YBR2 07/07/03 07/07/23     32.181     0.000    5.7500    70.26     0.060930   0.062682   0.064484   0.066338  0.068245     22.87    24.20
Federal Home Loan Banks  31339YMR0 07/28/03 07/28/23     30.656     0.000    5.9999    68.82     0.061008   0.062838   0.064723   0.066665  0.068664     22.86    24.25
Federal Home Loan Banks  31339YPD8 07/29/03 07/29/19     39.750     0.000    5.8499    86.74     0.076791   0.079037   0.081349   0.083728  0.086177     28.74    30.45
Federal Home Loan Banks  31339YQP0 08/07/03 08/07/08    100.000    VARIES    2.7564              0.036721   0.036653   0.036584   0.035748               13.15     7.75
Federal Home Loan Banks  3133M2JB4 12/18/97 12/18/12     33.623     0.000    7.4000   312.13     0.132918   0.137836   0.142936   0.148225  0.153709     48.87    52.55
Federal Home Loan Banks  3133M4JQ7 06/05/98 06/05/28     12.678     0.000    7.0041   101.98     0.044284   0.045834   0.047440   0.049101  0.050820     16.30    17.47
Federal Home Loan Banks  3133M4T86 07/07/98 07/07/28     13.648     0.000    6.7499   103.22     0.043523   0.044992   0.046510   0.048080  0.049703     16.45    17.58
Federal Home Loan Banks  3133M5ER7 09/08/98 09/08/28     13.727     0.000    6.7301   100.76     0.043579   0.045045   0.046561   0.048128  0.049747     16.29    17.40
Federal Home Loan Banks  3133M5LN8 09/18/98 09/18/28     13.928     0.000    6.6800   100.83     0.043718   0.045178   0.046687   0.048247  0.049858     16.31    17.41
Federal Home Loan Banks  3133M5QZ6 09/29/98 09/29/28     14.934     0.000    6.4399   102.71     0.044358   0.045787   0.047261   0.048783  0.050354     16.49    17.57
Federal Home Loan Banks  3133M95W8 07/13/99 07/13/29     12.331     0.000    7.0999    84.30     0.039633   0.041040   0.042496   0.044005  0.045567     15.00    16.09
Federal Home Loan Banks  3133M9CD2 08/17/99 08/17/29     11.806     0.000    7.2501    81.55     0.039144   0.040562   0.042033   0.043557  0.045136     14.73    15.82
Federal Home Loan Banks  3133MCF83 10/27/00 04/27/10     79.882     0.000    N/A                 0.026309   0.019697   0.020324   0.016004  0.016513      7.90     6.30
Federal Home Loan Banks  3133MLRW7 02/22/02 02/22/07    100.000    VARIES    4.7828              0.134297                                                 6.85         
Federal Home Loan Banks  3133MQDM3 08/05/02 08/05/08*   100.000    VARIES    4.1772              0.119011   0.118560                                     14.72*        
Federal Home Loan Banks  3133MS3B4 09/19/02 09/14/07     84.850     0.000    3.3220   128.64     0.089289   0.090772                                     22.86         
Federal Home Loan Banks  3133MSHD5 10/17/02 10/19/09     76.775     0.000    3.8083   132.04     0.094468   0.096267   0.098100   0.099968  0.101871     34.59    35.92
Federal Home Loan Banks  3133MSHE3 10/17/02 10/19/09     76.745     0.000    3.8140   132.20     0.094593   0.096397   0.098235   0.100109  0.102018     34.64    35.97
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Federal Home Loan Banks  3133MSRX0 10/15/02 10/05/07     85.446     0.000    3.1883   121.78     0.085806   0.087174                                     23.76         
Federal Home Loan Banks  3133MSYC8 11/05/02 11/05/32     14.255     0.000    6.6001    44.18     0.033886   0.035004   0.036159   0.037353  0.038585     12.53    13.37
Federal Home Loan Banks  3133MTES3 11/15/02 11/15/32     13.648     0.000    6.7499    43.04     0.033373   0.034499   0.035664   0.036867  0.038112     12.32    13.17
Federal Home Loan Banks  3133MUP74 12/27/02 12/27/32     15.241     0.000    6.3699    43.59     0.034656   0.035760   0.036899   0.038074  0.039287     12.68    13.50
Federal Home Loan Banks  3133MUSN6 01/13/03 01/13/33     14.675     0.000    6.5001    42.39     0.033146   0.034223   0.035336   0.036484  0.037670     12.49    13.32
Federal Home Loan Banks  3133MW7G0 03/03/03 03/03/08    100.000    VARIES    3.2123              0.090717   0.090362   0.089860                          32.49     5.57
Federal Home Loan Banks  3133MWGF2 03/05/03 03/05/07    100.000    VARIES    3.2164              0.090072                                                 5.76         
Federal Home Loan Banks  3133MWU90 03/24/03 03/24/08    100.000    VARIES    3.6243              0.102771   0.102272   0.101563                          36.79     8.43
Federal Home Loan Banks  3133MXEJ4 04/01/03 04/01/33     14.977     0.000    6.4300    40.14     0.033384   0.034457   0.035565   0.036708  0.037889     12.41    13.22
Federal Home Loan Banks  3133MXWJ4 04/14/03 04/14/15     55.287     0.000    5.0000   111.35     0.091278   0.093560   0.095899   0.098297  0.100754     33.63    35.33
Federal Home Loan Banks  3133X16J1 09/29/03 09/29/10    100.000    VARIES    4.5679              0.073098   0.073202   0.073065   0.072683  0.072050     26.34    26.15
Federal Home Loan Banks  3133X1BR7 09/17/03 09/12/08     84.441     0.000    3.4206    99.68     0.088785   0.090304   0.091848   0.093419               32.57    23.34
Federal Home Loan Banks  3133X1DT1 10/06/03 10/06/08*   100.000    VARIES    3.4569              0.098098   0.097849                                     18.13*        
Federal Home Loan Banks  3133X4UM1 03/30/04 03/30/11*   100.000    VARIES    5.0004              0.135253                                                12.04*        
Federal Home Loan Banks  3133X4UW9 03/11/04 03/11/11*   100.000    VARIES    5.0058              0.135418                                                 9.48*        
Federal Home Loan Banks  3133X4V65 03/10/04 03/10/08    100.000    VARIES    3.2987              0.050681   0.050302   0.049695                          17.76     3.42
Federal Home Loan Banks  3133X4V81 03/09/04 01/23/09    100.000     1.560    N/A                 0.050179   0.050035   0.049715   0.049214  0.048725     17.99    17.68
Federal Home Loan Banks  3133X5BL1 04/08/04 10/08/09*   100.000    VARIES    2.7208              0.075037                                                 7.28*        
Federal Home Loan Banks  3133X5C30 04/08/04 04/08/09*   100.000    VARIES    2.6580              0.073186                                                 7.10*        
Federal Home Loan Banks  3133X5FD5 03/18/04 03/18/09    100.000    VARIES    2.7977              0.077172   0.077059   0.077220   0.077383  0.077548     27.77    27.86
Federal Home Loan Banks  3133X5GD4 04/14/04 10/14/09*   100.000    VARIES    2.5545              0.070331                                                 7.24*        
Federal Home Loan Banks  3133X5GW2 04/14/04 10/14/09*   100.000    VARIES    2.5677              0.070718                                                 7.28*        
Federal Home Loan Banks  3133X5HB7 04/16/04 10/16/09*   100.000    VARIES    2.5545              0.070331                                                 7.38*        
Federal Home Loan Banks  3133X5HN1 04/16/04 10/16/09*   100.000    VARIES    2.6111              0.071808                                                 7.54*        
Federal Home Loan Banks  3133X5JF6 04/08/04 10/08/09*   100.000    VARIES    2.7339              0.075425                                                 7.32*        
Federal Home Loan Banks  3133X5KQ0 03/25/04 03/25/09    100.000    VARIES    2.7853              0.076846   0.076736   0.076892   0.077050  0.077210     27.65    27.74
Federal Home Loan Banks  3133X5MR6 04/21/04 04/21/14*   100.000    VARIES    2.4268              0.066423                                                 7.31*        
Federal Home Loan Banks  3133X5PZ5 04/23/04 04/23/13    100.000    VARIES    3.5104              0.096277   0.096017   0.095752   0.095482  0.095208     34.58    34.39
Federal Home Loan Banks  3133X5R59 04/22/04 10/22/09*   100.000    VARIES    2.6243              0.072195                                                 8.01*        
Federal Home Loan Banks  3133X5SZ2 04/06/04 04/06/09    100.000    VARIES    2.6889              0.074002   0.073858   0.074063   0.074270  0.074481     26.62    26.74
Federal Home Loan Banks  3133X5VL9 04/23/04 04/23/14    100.000    VARIES    3.6511              0.100504   0.100310   0.100113   0.099913  0.099708     36.12    35.98
Federal Home Loan Banks  3133X5YM4 04/23/04 10/23/09*   100.000    VARIES    2.7166              0.074612                                                 8.36*        
Federal Home Loan Banks  3133X63U8 04/26/04 10/26/09*   100.000    VARIES    2.7832              0.076325                                                 8.78*        
Federal Home Loan Banks  3133X64C7 04/30/04 10/30/09*   100.000    VARIES    2.8800              0.078827                                                 9.38*        
Federal Home Loan Banks  3133X64S2 04/30/04 10/30/09*   100.000    VARIES    2.8957              0.079250                                                 9.43*        
Federal Home Loan Banks  3133X64Y9 04/15/04 04/15/09    100.000    VARIES    2.9488              0.080857   0.080636   0.080948   0.081265  0.081587     29.08    29.25
Federal Home Loan Banks  3133X65D4 04/28/04 04/28/09    100.000    VARIES    3.0683              0.084380   0.084545   0.084713   0.084884  0.085056     30.43    30.55
Federal Home Loan Banks  3133X6DJ2 04/23/04 10/23/09*   100.000    VARIES    2.9243              0.079985                                                 8.96*        
Federal Home Loan Banks  3133X6P42 05/12/04 05/12/14*   100.000    VARIES    3.4919              0.095409                                                12.50*        
Federal Home Loan Banks  3133X8C75 09/03/04 03/03/10*   100.000    VARIES    3.4593              0.094988   0.094700                                     22.94*        
Federal Home Loan Banks  3133X8FZ0 09/03/04 09/03/13*    61.428     0.000    5.4884    82.57     0.104362   0.107226                                     25.77*        
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Federal Home Loan Banks  3133X8G22 09/09/04 03/09/10*   100.000    VARIES    3.4514              0.094991   0.094761                                     23.52*        
Federal Home Loan Banks  3133X9GW4 11/18/04 05/18/10    100.000    VARIES    3.6949              0.101993   0.101825   0.101653   0.101843  0.102036     36.67    36.65
Federal Home Loan Banks  3133X9HG8 11/24/04 05/24/10    100.000    VARIES    3.6376              0.100501   0.100359   0.100214   0.100374  0.100538     36.14    36.12
Federal Home Loan Banks  3133XAD95 01/12/05 01/12/07     93.670     0.000    3.2964    62.31     0.090084                                                  .99         
Federal Home Loan Banks  3133XBNM3 04/29/05 04/29/15    100.000    VARIES    4.6920              0.129620   0.129370   0.129114   0.128852  0.128584     46.59    46.40
Federal Home Loan Banks  3133XC6C2 06/30/05 06/30/20    100.000    VARIES    4.9759              0.051863   0.050907   0.050100   0.049273  0.048598     18.50    17.89
Federal Home Loan Banks  3133XEQJ1 02/24/06 02/24/11    100.000    VARIES    5.3280              0.147504   0.146994   0.146470   0.146672  0.146879     52.88    52.82
Federal Home Loan Banks  3133XERA9 02/23/06 03/07/07    100.000     0.000    4.8592              0.138519                                                 9.14         
Federal Home Loan Banks  3133XEYQ6 03/29/06 03/29/11    100.000    VARIES    5.4106              0.149664   0.149016   0.148351   0.148607  0.148870     53.64    53.50
Federal Home Loan Banks  3133XEZB8 03/28/06 03/28/11    100.000    VARIES    5.3280              0.147504   0.146994   0.146470   0.146672  0.146879     52.91    52.80
Federal Home Loan Banks  3133XF6G6 03/29/06 04/02/07    100.000     0.000    4.9745              0.141679                                                12.89         
Federal Home Loan Banks  3133XFAB2 04/03/06 04/30/07    100.000     0.000    5.1495              0.147293                                                17.53         
Federal Home Loan Banks  3133XFBZ8 04/18/06 05/18/07    100.000     0.000    5.1199              0.146485                                                20.07         
Federal Home Loan Banks  3133XFD52 04/21/06 05/21/07    100.000     0.000    5.1384              0.147030                                                20.58         
Federal Home Loan Banks  3133XFE51 05/05/06 06/05/07    100.000     0.000    5.1675              0.147887                                                22.77         
Federal Home Loan Banks  3133XFET9 05/08/06 06/05/07    100.000     0.000    5.2174              0.149292                                                22.99         
Federal Home Loan Banks  3133XFVN3 06/12/06 06/15/07    100.000     0.000    5.3272              0.151988                                                24.93         
Federal Home Loan Banks  3133XFVP8 06/12/06 09/14/07    100.000     0.000    5.3154              0.149658   0.153636                                     38.58         
Federal Home Loan Banks  3133XFWE2 06/29/06 06/29/26     25.257     0.000    7.0000     8.94     0.050830   0.052609   0.054451   0.056356  0.058329     18.63    19.95
Federal Home Loan Banks  3133XFXP6 07/07/06 08/07/07    100.000     0.000    5.4096              0.150945   0.155027                                     33.34         
Federal Home Loan Banks  3133XGDT8 07/28/06 08/30/07    100.000     0.000    5.5439              0.156497   0.159048                                     37.55         
Federal Home Loan Banks  3133XGGN8 08/14/06 08/14/36     12.331     0.000    7.0999     3.33     0.024319   0.025183   0.026077   0.027002  0.027961      9.15     9.81
Federal Home Loan Banks  3133XGND2 08/30/06 09/28/07    100.000     0.000    5.3719              0.149845   0.153870                                     40.73         
Federal Home Loan Banks  3133XGNN0 08/30/06 09/04/07    100.000     0.000    5.3266              0.148051   0.151994                                     36.69         
Federal Home Loan Banks  3133XH2J0 09/28/06 11/15/07    100.000     0.000    5.1599              0.144298   0.148021                                     45.98         
Federal Home Loan Banks  3133XHAL6 09/29/06 10/26/07    100.000     0.000    5.3143              0.148209   0.152147                                     44.43         
Federal Home Loan Banks  3133XHB68 09/29/06 10/26/07    100.000     0.000    5.3143              0.148209   0.152147                                     44.43         
Federal Home Loan Banks  3133XJ3E6 12/12/06 02/01/08    100.000     0.000    4.9619              0.137832   0.138763   0.142205                          50.44     4.27
Federal Home Loan Banks  3133XJDZ8 12/19/06 01/15/08    100.000     0.000    5.2760              0.146558   0.147116   0.150997                          53.60     2.11
Federal Home Loan Banks  3133XJE20 12/21/06 01/15/08*   100.000     0.000    N/A                 0.145777   0.146287                                     24.86*        
Federal Home Loan Banks  3133XJKZ0 01/09/07 04/09/08    100.000     0.000    5.0474              0.140207   0.141976   0.145559                          50.11    14.26
Federal Home Loan Banks  3133XJNF1 01/19/07 02/12/08*   100.000     0.000    N/A                 0.147004   0.147501   0.151404                          40.08*        
Federal Home Loan Banks  3133XJNN4 01/17/07 02/13/08    100.000     0.000    5.3148              0.147635   0.148202   0.152140                          51.51     6.39
Federal Home Loan Banks  3133XJTY4 02/02/07 02/29/08*   100.000     0.000    N/A                 0.146206   0.144369   0.149818                          39.80*        
Federal Home Loan Banks  3133XJYH5 02/21/07 03/17/08*   100.000    VARIES    5.3145              0.147627   0.148193                                     12.88*        
Federal Home Loan Banks  3133XJZW1 03/15/07 08/28/08    100.000     0.000    5.1125                         0.142015   0.145303   0.149017               41.02    35.11
Federal Home Loan Banks  3133XK4D4 03/06/07 04/11/08    100.000     0.000    4.9376              0.137156   0.137814   0.141216                          40.90    14.12
Federal Home Loan Banks  3133XK6Y6 03/14/07 04/09/08    100.000     0.000    5.2959              0.147110   0.147651   0.151561                          42.68    14.85
Federal Home Loan Banks  3133XK7E9 03/14/07 04/09/08    100.000     0.000    5.3153              0.147649   0.148194   0.152132                          42.84    14.91
Federal Home Loan Banks  3133XKFP5 04/27/07 04/27/22    100.000    VARIES    5.4093                         0.150259   0.149045   0.147798  0.146518     36.59    53.27
Federal Home Loan Banks  3133XKGN9 04/10/07 04/30/08*   100.000     0.000    N/A                 0.143678   0.144091                                     25.93*        
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Federal Home Loan Banks  3133XKGY5 04/11/07 05/05/08*   100.000     0.000    N/A                 0.146989   0.147508                                     26.54*        
Federal Home Loan Banks  3133XKLH6 04/19/07 05/19/08    100.000     0.000    5.1288              0.142468   0.143077   0.146746                          36.19    20.25
Federal Home Loan Banks  3133XKLW3 05/01/07 05/30/08    100.000     0.000    5.0477              0.140216   0.140786   0.144340                          33.88    21.51
Federal Home Loan Banks  3133XKSN6 05/17/07 05/29/08    100.000     0.000    5.0937              0.141494   0.141734   0.145344                          31.86    21.51
Federal Home Loan Banks  3133XKZL2 05/25/07 06/02/08    100.000     0.000    5.2033              0.144539   0.144685   0.148449                          31.36    22.42
Federal Home Loan Banks  3133XL3U5 05/29/07 06/02/08    100.000     0.000    5.1958              0.144328   0.144391   0.148142                          30.72    22.37
Federal Home Loan Banks  3133XL4J9 05/29/07 06/02/08    100.000     0.000    5.2006              0.144462   0.144525   0.148283                          30.75    22.39
Federal Home Loan Banks  3133XLCW1 06/18/07 12/18/08    100.000     0.000    5.2129                         0.144804   0.148578   0.152451               28.00    52.25
Federal Home Loan Banks  3133XLEC3 06/13/07 06/10/11     79.498     0.000    5.8311                         0.128764   0.132460   0.136322  0.140296     25.57    48.55
Federal Home Loan Banks  3133XLGA5 06/18/07 07/18/08    100.000     0.000    5.2838                         0.146772   0.147419   0.151313               28.43    29.74
Federal Home Loan Banks  3133XLGC1 06/18/07 07/18/08    100.000     0.000    5.2860                         0.146025   0.144273   0.149714               28.47    29.70
Federal Home Loan Banks  3133XLSB0 07/27/07 07/27/37     12.331     0.000    7.0999                                    0.024319   0.025183  0.026077      3.75     9.18
Federal Home Loan Banks  3133XLTU7 07/30/07 07/30/37     11.807     0.000    7.2499                                    0.023778   0.024640  0.025533      3.59     8.98
Federal Home Loan Banks  3133XLUT8 08/07/07 08/15/08    100.000     0.000    5.1405                         0.142793   0.142956   0.146631               20.58    32.68
Federal Home Loan Banks  3133XLV26 08/09/07 08/11/08    100.000     0.000    5.1622                         0.143397   0.143438   0.147141               20.37    32.22
Federal Home Loan Banks  3133XMBZ3 09/11/07 03/11/10    100.000    VARIES    5.3243                                    0.147899   0.147562  0.147216     16.27    53.11
Federal Home Loan Banks  3133XMC25 09/17/07 03/17/10    100.000    VARIES    5.3326                                    0.148130   0.147784  0.147429     15.41    53.19
Federal Home Loan Banks  3133XMCN9 09/24/07 10/08/08    100.000     0.000    4.7375                         0.131598   0.131840   0.134963               12.79    37.08
Federal Home Loan Banks  3133XMK26 10/02/07 10/28/08    100.000     0.000    4.7080                         0.130779   0.131224   0.134313               11.67    39.53
Federal Home Loan Banks  3133XMKX8 10/16/07 10/28/08    100.000     0.000    4.7140                         0.130945   0.131151   0.134242                9.83    39.51
Federal Home Loan Banks  3133XMTG6 10/30/07 10/28/11    100.000    VARIES    4.5881                                    0.127449   0.127001  0.126537      7.77    45.74
Federal Home Loan Banks  3133XMUN9 11/01/07 11/28/08    100.000     0.000    4.5181                         0.125503   0.125929   0.128773                7.54    41.69
Federal Home Loan Banks  3133XMUU3 11/05/07 11/28/08    100.000     0.000    4.5097                         0.125272   0.125633   0.128466                7.03    41.59
Federal Home Loan Banks  3133XMVF5 11/02/07 11/28/08    100.000     0.000    4.5087                         0.125244   0.125652   0.128485                7.40    41.60
Federal Home Loan Banks  3133XMVJ7 11/05/07 11/28/08    100.000     0.000    4.5098                         0.125274   0.125635   0.128468                7.03    41.59
Federal Home Loan Banks  3133XMW56 11/07/07 11/28/08    100.000     0.000    4.5106                         0.125295   0.125625   0.128458                6.78    41.59
Federal Home Loan Banks  3133XMXA4 11/09/07 12/02/08    100.000     0.000    4.5098                         0.125274   0.125635   0.128468                6.52    42.10
Federal Home Loan Banks  3133XMZ53 11/08/07 11/28/08    100.000     0.000    4.4914                         0.124761   0.125073   0.127882                6.62    41.40
Federal Home Loan Banks  3133XN4Y2 11/23/07 12/08/08    100.000     0.000    4.4445                         0.123461   0.123690   0.126438                4.70    42.18
Federal Home Loan Banks  3133XNAN9 11/27/07 12/15/08    100.000     0.000    4.4142                         0.122617   0.122888   0.125600                4.17    42.76
Freddie Mac              3134A12K5 02/04/98 02/04/28     13.067     0.000    6.8999   108.47     0.044580   0.046118   0.047709   0.049355  0.051057     16.79    17.96
Freddie Mac              3134A1BU3 09/25/96 06/01/16     23.214     0.000    7.5580   265.19     0.103759   0.107680   0.111749   0.115972  0.120355     38.30    41.25
Freddie Mac              3134A1CT5 10/21/96 09/15/16     23.550     0.000    7.3996   258.58     0.099391   0.103068   0.106882   0.110836  0.114937     37.24    40.04
Freddie Mac              3134A1DL1 11/01/96 02/01/16     25.038     0.000    7.3237   269.97     0.102723   0.106485   0.110384   0.114426  0.118616     38.81    41.70
Freddie Mac              3134A1FK1 11/20/96 09/03/19     20.641     0.000    7.0454   209.49     0.079557   0.082359   0.085261   0.088264  0.091373     29.82    31.96
Freddie Mac              3134A1H60 10/22/97 06/03/24     16.813     0.000    6.8126   143.15     0.058596   0.060592   0.062655   0.064790  0.066997     21.57    23.06
Freddie Mac              3134A1HH6 12/23/96 12/01/15     26.483     0.000    7.1396   270.20     0.105482   0.109247   0.113147   0.117186  0.121370     38.88    41.71
Freddie Mac              3134A1HU7 12/27/96 12/02/19     19.720     0.000    7.2067   203.48     0.079747   0.082621   0.085598   0.088682  0.091878     29.40    31.55
Freddie Mac              3134A1JD3 12/31/96 12/01/14     28.804     0.000    7.0673   289.05     0.112629   0.116609   0.120729   0.124995  0.129412     41.51    44.49
Freddie Mac              3134A1MX5 02/12/97 02/01/14     30.030     0.000    7.2159   304.99     0.117786   0.122036   0.126439   0.131001  0.135727     44.47    47.73
Freddie Mac              3134A1MY3 02/12/97 02/01/20     19.238     0.000    7.3061   198.74     0.077031   0.079845   0.082762   0.085785  0.088919     29.10    31.26
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Freddie Mac              3134A1MZ0 02/12/97 03/01/16     25.716     0.000    7.2560   263.21     0.102407   0.106123   0.109973   0.113963  0.118097     38.44    41.28
Freddie Mac              3134A1NA4 02/12/97 01/02/19     20.877     0.000    7.2857   214.84     0.082734   0.085748   0.088872   0.092109  0.095465     31.43    33.76
Freddie Mac              3134A1X39 12/11/97 06/01/15     33.207     0.000    6.4099   255.97     0.104146   0.107483   0.110928   0.114483  0.118152     38.30    40.79
Freddie Mac              3134A2EX2 05/22/98 05/22/28     12.511     0.000    7.0499   102.07     0.044151   0.045708   0.047319   0.048987  0.050714     16.30    17.47
Freddie Mac              3134A2FE3 06/02/98 06/02/28     12.879     0.000    6.9499   102.69     0.044439   0.045983   0.047581   0.049234  0.050945     16.37    17.52
Freddie Mac              3134A2FR4 06/09/98 06/09/28     12.602     0.000    7.0249   101.58     0.044224   0.045777   0.047385   0.049049  0.050772     16.27    17.43
Freddie Mac              3134A2G77 12/28/98 11/15/28     20.230     0.000    5.4198   108.19     0.046424   0.047682   0.048974   0.050301  0.051664     17.06    17.99
Freddie Mac              3134A2GC6 06/05/98 06/05/28     12.804     0.000    6.9700   102.34     0.044381   0.045928   0.047529   0.049185  0.050899     16.34    17.50
Freddie Mac              3134A2GJ1 06/12/98 06/12/28     12.712     0.000    6.9949   101.77     0.044310   0.045860   0.047464   0.049124  0.050842     16.29    17.45
Freddie Mac              3134A2HF8 06/30/98 11/24/14     38.078     0.000    5.9744   247.46     0.103625   0.106720   0.109908   0.113191  0.116573     38.09    40.40
Freddie Mac              3134A2HG6 06/30/98 12/11/25     19.896     0.000    5.9699   129.16     0.054233   0.055852   0.057519   0.059236  0.061004     19.88    21.09
Freddie Mac              3134A2NQ7 07/30/98 08/15/14     37.992     0.000    6.1246   251.52     0.104998   0.108213   0.111527   0.114943  0.118463     39.27    41.71
Freddie Mac              3134A2QA9 09/08/98 09/08/28     14.152     0.000    6.6250   101.82     0.043869   0.045322   0.046823   0.048374  0.049977     16.39    17.49
Freddie Mac              3134A2QP6 09/18/98 09/18/28     14.078     0.000    6.6431   101.20     0.043819   0.045275   0.046779   0.048333  0.049938     16.34    17.45
Freddie Mac              3134A3D29 09/09/99 08/15/27     14.928     0.000    6.9258    96.34     0.046048   0.047643   0.049293   0.051000  0.052766     17.31    18.52
Freddie Mac              3134A3ZJ8 09/14/99 09/14/29     12.656     0.000    7.0101    82.71     0.039920   0.041319   0.042767   0.044266  0.045818     14.93    15.99
Freddie Mac              3134A3ZU3 08/02/99 12/14/29     15.469     0.000    6.2410    89.32     0.042177   0.043493   0.044851   0.046250  0.047694     15.47    16.45
Fannie Mae               31359MEL3 01/29/99 06/01/17     34.790     0.000    5.8405   201.12     0.088640   0.091229   0.093893   0.096635  0.099457     32.53    34.46
Fannie Mae               31359MZQ9 12/21/05 03/21/10     83.248     0.000    N/A                 0.109876   0.109655   0.109429   0.109198               39.52    39.35
Fannie Mae               31364KF21 12/21/00 12/28/07     78.513     0.000    N/A                 0.048315   0.048492                                     17.28         
Fannie Mae               31364KSS0 08/17/00 08/17/12     60.070     2.000    6.9636   171.47     0.091438   0.094622   0.097916   0.101326  0.104854     34.36    36.79
Fannie Mae               3136F12V1 06/21/02 06/15/07     80.050     0.000    4.5153   179.38     0.122656                                                20.12         
Fannie Mae               3136F1EQ9 12/27/01 03/17/31     16.751     0.000    6.2082    60.10     0.038560   0.039757   0.040991   0.042264  0.043576     14.35    15.25
Fannie Mae               3136F1KN9 01/29/02 02/01/09     87.729     0.000    N/A                 0.017063   0.017042   0.013724   0.013706  0.010236      5.64     4.41
Fannie Mae               3136F1MG2 02/08/02 01/31/07     78.566     0.000    4.9023   210.48     0.132919                                                 3.85         
Fannie Mae               3136F2B31 12/20/02 12/30/32     19.252     0.000    5.5626    47.65     0.037106   0.038138   0.039198   0.040289  0.041409     13.55    14.31
Fannie Mae               3136F2B49 12/20/02 12/28/07     84.684     0.000    3.3375   120.87     0.089692   0.091189                                     32.29         
Fannie Mae               3136F2C63 12/24/02 12/30/09     76.570     0.000    3.8410   126.53     0.095187   0.097015   0.098878   0.100778  0.102713     34.60    35.94
Fannie Mae               3136F2C71 12/24/02 12/28/07     85.056     0.000    3.2561   117.92     0.087575   0.089001                                     31.52         
Fannie Mae               3136F2FZ6 09/04/02 09/15/07     85.596     0.000    N/A                 0.074434   0.072900                                     18.63         
Fannie Mae               3136F2KY3 09/19/02 09/14/07     84.258     0.000    3.4648   133.60     0.092996   0.094607                                     23.82         
Fannie Mae               3136F2NT1 10/15/02 10/05/07     85.661     0.000    3.1369   120.01     0.084467   0.085792                                     23.38         
Fannie Mae               3136F2W20 01/30/03 01/22/08     84.961     0.000    3.3009   116.35     0.087299   0.088739   0.090204                          32.15     1.89
Fannie Mae               3136F3LA2 04/04/03 10/03/33     20.285     0.000    5.2999    43.88     0.035858   0.036809   0.037784   0.038785  0.039813     13.25    13.96
Fannie Mae               3136F3QM1 04/28/03 04/22/08     85.266     0.000    3.2241   106.39     0.085365   0.086741   0.088140                          31.17     9.78
Fannie Mae               3136F3ZC3 06/09/03 12/15/33     23.674     0.000    N/A                 0.037347   0.038245   0.039164   0.040105  0.041069     13.64    14.30
Fannie Mae               3136F4R55 01/07/04 12/15/34     18.268     0.000    5.5708    32.55     0.033224   0.034150   0.035101   0.036079  0.037084     12.16    12.84
Fannie Mae               3136F5NZ0 04/01/04 04/01/07     93.380     0.000    2.2961    60.52     0.063059                                                 5.68         
Fannie Mae               3136F5XH9 05/04/04 05/04/07     90.900     0.000    3.2057    80.22     0.087644                                                10.78         
Fannie Mae               3136F66E4 05/13/05 02/15/09     98.144     3.600    4.1385     7.73     0.013503   0.013782   0.014067   0.014358  0.014656      4.99     5.20
Fannie Mae               3136F6E62 03/01/05 05/01/10     92.689     0.000    N/A                 0.037382   0.035377   0.026555   0.026329  0.026063     12.45     9.49
Fannie Mae               3136F6G86 02/24/05 02/15/15     63.549     0.000    4.5968    55.87     0.086773   0.088768   0.090808   0.092895  0.095030     32.15    33.64
Fannie Mae               3136F6GT0 10/05/04 12/28/07     90.250     0.000    3.1998    66.51     0.086108   0.087485                                     30.99         
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Fannie Mae               3136F75Q6 11/14/06 11/14/36     12.693     0.000    7.0001     1.16     0.024681   0.025545   0.026439   0.027365  0.028322      9.12     9.77
Fannie Mae               3136F75W3 11/03/06 12/01/11     78.531     0.000    4.8158     6.10     0.105447   0.107986   0.110586   0.113249  0.115976     38.57    40.45
Fannie Mae               3136F7B55 05/09/06 11/28/08     87.740     0.000    5.1884    29.52     0.130090   0.133465   0.136927   0.140480               47.67    45.41
Fannie Mae               3136F7DC8 06/29/05 12/01/10     87.017     0.000    N/A                 0.096499   0.087252   0.069080   0.063759  0.053487     32.25    23.44
Fannie Mae               3136F7H75 06/27/06 06/27/36     11.469     0.000    7.3502     4.31     0.024277   0.025170   0.026095   0.027054  0.028048      8.91     9.57
Fannie Mae               3136F7J24 06/27/06 06/27/36     11.807     0.000    7.2499     4.38     0.024640   0.025533   0.026458   0.027417  0.028411      9.04     9.71
Fannie Mae               3136F7J73 06/16/06 07/10/11     84.228     0.000    N/A                 0.119539   0.112553   0.105431   0.098174  0.090722     39.36    34.13
Fannie Mae               3136F7M53 06/30/06 06/30/36     11.637     0.000    7.3000     4.27     0.024459   0.025351   0.026277   0.027236  0.028230      8.97     9.63
Fannie Mae               3136F7M61 07/10/06 07/10/36     10.982     0.000    7.5002     3.91     0.022880   0.023738   0.024628   0.025552  0.026510      8.69     9.35
Fannie Mae               3136F7MB0 11/17/05 06/07/12     73.724     0.000    4.7041    39.54     0.101185   0.103565   0.106001   0.108495  0.111047     36.97    38.73
Fannie Mae               3136F7NJ2 11/15/05 02/28/14     67.000     0.000    4.8887    37.67     0.094009   0.094736   0.098119   0.099424  0.103543     34.95    36.82
Fannie Mae               3136F7NM5 11/15/05 11/15/30     26.938     0.000    5.3159    16.44     0.041921   0.043035   0.044179   0.045353  0.046559     15.40    16.23
Fannie Mae               3136F7NQ6 11/17/05 03/10/10     81.307     0.000    4.8534    45.07     0.113986   0.116752   0.119586   0.122488  0.125460     42.15    44.23
Fannie Mae               3136F7P35 07/03/06 05/30/08     90.240     0.000    5.4516    24.42     0.139698   0.143506   0.147417                          51.22    21.97
Fannie Mae               3136F7PA9 11/28/05 06/10/08     88.990     0.000    4.6571    45.91     0.120734   0.123546   0.126423                          44.09    20.10
Fannie Mae               3136F7PG6 12/05/05 06/10/10     80.940     0.000    4.7398    41.72     0.111752   0.114400   0.117111   0.119887  0.122728     40.82    42.78
Fannie Mae               3136F7Q34 07/14/06 10/31/14     63.950     0.000    5.4603    16.39     0.098571   0.101262   0.104027   0.106867  0.109784     36.30    38.31
Fannie Mae               3136F7QP5 12/22/05 10/31/07     91.770     0.000    4.6794    44.67     0.124110   0.127014                                     37.63         
Fannie Mae               3136F7QX8 01/06/06 10/10/13     69.750     0.000    4.6951    32.76     0.094246   0.096458   0.098723   0.101040  0.103412     34.69    36.34
Fannie Mae               3136F7UM7 02/22/06 10/01/12     96.825     4.318    4.8859     3.58     0.011808   0.012097   0.012392   0.012695  0.013005      4.36     4.57
Fannie Mae               3136F8BF1 12/12/06 12/12/36     14.464     0.000    6.5499      .50     0.026316   0.027178   0.028068   0.028988  0.029937      9.66    10.31
Fannie Mae               3136F8JD8 03/16/07 05/31/13     74.650     0.000    4.7639              0.098777   0.099765   0.102142   0.104575  0.107066     28.53    37.36
Fannie Mae               3136F8JY2 03/30/07 04/10/13     75.160     0.000    4.7935              0.100037   0.100212   0.102614   0.105073  0.107592     27.35    37.79
Fannie Mae               3136F8KC8 04/02/07 01/29/10     87.515     0.000    4.7745                         0.116066   0.117870   0.120683  0.123565     31.50    43.81
Fannie Mae               3136F8LJ2 05/16/07 10/01/29     60.778     0.000    N/A                            0.085692   0.082848   0.082804  0.080367     19.02    29.59
Fannie Mae               3136F8LW3 05/03/07 06/01/15     75.398     0.000    N/A                 0.104245   0.098768   0.098609   0.095305  0.095123     23.66    34.80
Fannie Mae               3136F8MZ5 05/22/07 07/15/08     94.320     0.000    5.1478                         0.134126   0.132955   0.137876               29.85    26.95
Fannie Mae               3136F8NZ4 06/11/07 12/10/14     66.600     0.000    5.4956                         0.101667   0.104448   0.107318  0.110267     20.39    38.24
Fannie Mae               3136F8QH1 07/11/07 02/28/14     69.767     0.000    5.4960                         0.104185   0.106143   0.107875  0.112676     18.37    39.97
Fannie Mae               3136F8QL2 07/19/07 10/29/10     84.360     0.000    5.2540                         0.123115   0.124918   0.128199  0.131567     20.06    45.97
Fannie Mae               3136F8QM0 07/30/07 07/30/37     12.693     0.000    7.0001                                    0.024681   0.025545  0.026439      3.73     9.31
Fannie Mae               3136F8RD9 08/09/07 04/10/12     79.420     0.000    4.9945                         0.110172   0.111117   0.113892  0.116736     15.72    40.96
Fannie Mae               3136F8SE6 08/29/07 06/30/10     87.435     0.000    4.7840                         0.116188   0.118075   0.120900  0.123792     14.29    43.02
Fannie Mae               3136F8SH9 09/07/07 07/31/09     91.845     0.000    4.5334                                    0.113139   0.116445  0.117790     13.12    42.73
Fannie Mae               3136F8UT0 11/06/07 05/01/14     95.257     0.000    N/A                                       0.119275   0.026563  0.026527      6.56    12.95
Fannie Mae               3136F8XP5 11/20/07 07/10/12     82.235     0.000    4.2600                                    0.097300   0.097889  0.099974      3.99    35.59
Fannie Mae               3136F8YZ2 12/13/07 02/15/12     85.070     0.000    3.9122                                    0.092438   0.093072  0.094893      1.66    33.73
Financial Federal Corp   317492AE6 04/12/04 04/15/34    100.000    VARIES    7.3755              0.234628   0.241232   0.248079   0.255179  0.262541     86.68    91.69
Financial Federal Corp   317492AF3 04/12/04 04/15/34    100.000    VARIES    7.3755              0.234628   0.241232   0.248079   0.255179  0.262541     86.68    91.69
The Finova Group Inc.    317928AA7 08/22/01 11/15/09     76.270     7.500    N/A                 0.164294   0.160758   0.164972   0.174297  0.179451     58.54    61.73
First Data Corporation   319963AN4 10/24/07 09/24/15     94.796     9.875   10.8718                                    0.011974   0.012517  0.013197       .80     4.53
First Data Corporation   319963AP9 10/24/07 09/24/15     94.796     9.875   10.8718                                    0.011974   0.012517  0.013197       .80     4.53
First Hrzn Pharma Corp.  32051KAA4 03/08/04 03/08/24    100.000    VARIES    9.1500              0.305691   0.317453   0.329752   0.342614  0.356065    114.88   124.00
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
First Hrzn Pharma Corp.  32051KAB2 03/08/04 03/08/24    100.000    VARIES    9.1500              0.305691   0.317453   0.329752   0.342614  0.356065    114.88   124.00
First Hrzn Pharma Corp.  32051KAC0 03/08/04 03/08/24    100.000    VARIES    9.1500              0.305691   0.317453   0.329752   0.342614  0.356065    114.88   124.00
Frnkln & Hamltn HSD #103 35241RAE5 03/15/06 11/01/10     76.493     0.000    5.8733    36.14     0.129426   0.133227   0.137139   0.141167  0.145312     47.74    50.59
Frnkln & Hamltn HSD #103 35241RAF2 03/15/06 11/01/11     71.698     0.000    5.9985    34.60     0.123995   0.127714   0.131544   0.135490  0.139554     45.76    48.55
Franklin Cnty SD #47     352730CF0 02/15/07 12/01/13     68.938     0.000    5.5487              0.106256   0.107992   0.110988   0.114067  0.117232     34.03    40.70
Franklin Cnty SD #47     352730CG8 02/15/07 12/01/14     65.167     0.000    5.5688              0.100806   0.102459   0.105312   0.108245  0.111259     32.29    38.62
Franklin Cnty SD #47     352730CH6 02/15/07 12/01/15     61.525     0.000    5.5989              0.095683   0.097266   0.099989   0.102788  0.105666     30.65    36.67
Franklin Cnty SD #47     352730CJ2 02/15/07 12/01/16     57.942     0.000    5.6491              0.090920   0.092436   0.095047   0.097731  0.100492     29.13    34.86
Fremont Genl Fin I       356905208 03/06/96 03/31/26    100.000     9.000    8.9999              0.247253   0.245902   0.245902   0.245902  0.247253     89.87    90.13
Community College 534 IL 360395DF1 06/13/05 12/01/07    103.900    VARIES    4.2735              0.120637   0.119683                                     39.64         
GGP Limited Partnership  36170XAA3 04/16/07 04/15/12     98.000     3.980    4.4305                         0.009889   0.010107   0.010331  0.010618      2.59     3.78
Gabelli Asset Management 36239YAA0 02/06/02 02/17/07    100.000    VARIES    6.8583              0.191574                                                 8.81         
GATX Financial Corp.     36804PAC0 10/25/04 06/15/11     95.703     6.273    7.0956    12.01     0.016697   0.017290   0.017903   0.018538  0.019196      6.14     6.58
GATX Financial Corp.     36804PAD8 10/25/04 06/15/11     95.703     6.273    7.0956    12.01     0.016697   0.017290   0.017903   0.018538  0.019196      6.14     6.58
GATX Financial Corp.     36804PAE6 10/25/04 06/15/11     95.703     6.273    7.0956    12.01     0.016697   0.017290   0.017903   0.018538  0.019196      6.14     6.58
General Electric Capital 36962FTF3 04/14/94 04/01/08     99.800    VARIES    7.2406              0.203616   0.202816   0.201988                          73.01    18.18
General Mills, Inc.      370334AT1 10/28/02 10/28/22*    67.165    VARIES    N/A                 0.163625                                                18.65*        
General Mills, Inc.      370334AU8 10/28/02 10/28/22*    67.165    VARIES    N/A                 0.163625                                                18.65*        
GMAC                     37042FDA3 01/16/97 01/15/07     50.115     0.000    7.0311   496.21     0.188677                                                 2.64         
GMAC                     37042FDC9 01/16/97 01/15/12     34.258     0.000    7.2720   355.18     0.136375   0.141334   0.146473   0.151799  0.157318     51.66    55.49
GMAC                     37042FMH8 09/30/97 09/15/07     52.157     0.000    6.6439   433.49     0.172877   0.178620                                     44.94         
General Motors Corp.     370442AT2 03/20/96 03/15/36     19.874    VARIES    8.0787              0.102331   0.106464   0.110765   0.115239  0.119894     38.48    41.65
Globe Holdings, Inc.     379432AA5 08/06/98 08/01/09     49.672    VARIES   14.2895              0.394205   0.394585   0.394992   0.395428  0.395895    142.10   142.41
Globe Holdings, Inc.     379432AB3 08/06/98 08/01/09     49.672    VARIES   14.2895              0.394205   0.394585   0.394992   0.395428  0.395895    142.10   142.41
Globe Holdings, Inc.     379432AC1 08/06/98 08/01/09     49.672    VARIES   14.2895              0.394205   0.394585   0.394992   0.395428  0.395895    142.10   142.41
Globe Holdings, Inc.     379432AD9 08/06/98 08/01/09     49.672    VARIES   14.2895              0.394205   0.394585   0.394992   0.395428  0.395895    142.10   142.41
Globe Holdings, Inc.     379432AE7 08/06/98 08/01/09     49.672    VARIES   14.2895              0.394205   0.394585   0.394992   0.395428  0.395895    142.10   142.41
Globe Holdings, Inc.     379432AF4 08/06/98 08/01/09     49.672    VARIES   14.2895              0.394205   0.394585   0.394992   0.395428  0.395895    142.10   142.41
Goldman Sachs Group,Inc. 38141G310 04/21/03 04/18/08    100.000     0.000    3.7499              0.118595   0.120819   0.123084                          43.42    13.17
Goldman Sachs Group,Inc. 38141GAJ3 01/13/00 01/13/07    100.000     0.500    7.6799              0.339398                                                 4.07         
Goldman Sachs Group,Inc. 38141GAM6 03/22/00 03/22/07     99.000     0.250    7.8629              0.352452                                                28.55         
Goldman Sachs Group,Inc. 38141GAS3 07/25/01 10/26/07     90.813    VARIES    6.1001              0.205568   0.211414                                     61.69         
Goldman Sachs Group,Inc. 38141GAX2 01/12/01 01/12/08    100.000     0.250    6.6999              0.264382   0.273006   0.281919                          99.69     3.10
Goldman Sachs Group,Inc. 38141GAY0 01/16/01 01/16/08    100.000     0.250    6.9299              0.276844   0.286196   0.295872                         104.49     4.44
Goldman Sachs Group,Inc. 38141GBB9 02/23/01 02/23/08    100.000     1.000    6.7050              0.255541   0.263177   0.271069                          95.36    14.10
Goldman Sachs Group,Inc. 38141GBC7 05/17/01 05/17/08    100.000     0.000    6.5499              0.259350   0.267844   0.276615                          95.65    37.62
Goldman Sachs Group,Inc. 38141GBD5 05/24/01 05/24/08    100.000     1.000    6.6499              0.252686   0.260164   0.267891                          92.88    38.31
Goldman Sachs Group,Inc. 38141GBF0 07/12/01 07/12/08    100.000     3.500    6.6000              0.216364   0.220295   0.224357   0.228552               79.95    43.61
Goldman Sachs Group,Inc. 38141GBH6 09/04/01 09/04/08    100.000     3.500    6.3349              0.204789   0.208197   0.211712   0.215338               75.15    52.10
Goldman Sachs Group,Inc. 38141GBJ2 10/05/01 10/05/08    100.000     3.000    5.7949              0.186639   0.189633   0.192713   0.195882               68.25    53.37
Goldman Sachs Group,Inc. 38141GBK9 10/05/01 10/05/08    100.000     2.000    5.7949              0.195823   0.199887   0.204069   0.208372               71.94    56.69
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38141GBL7 10/16/01 09/04/08    100.000    VARIES    5.7699              0.193335   0.197310   0.201400   0.205607               71.26    49.70
Goldman Sachs Group,Inc. 38141GBN3 10/30/01 10/05/08    101.920     2.000    5.6336              0.192255   0.196106   0.200065   0.204135               70.58    55.55
Goldman Sachs Group,Inc. 38141GBP8 11/09/01 11/09/08    100.000     1.250    5.7999              0.202936   0.207814   0.212834   0.217999               74.45    66.48
Goldman Sachs Group,Inc. 38141GBQ6 11/09/01 11/09/08    100.000     0.000    5.7999              0.214427   0.220645   0.227044   0.233628               78.97    71.11
Goldman Sachs Group,Inc. 38141GBV5 01/15/02 01/15/09    100.000     3.500    5.9499              0.185825   0.188461   0.191176   0.193971  0.196849     68.26    70.27
Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12    100.000     0.000    6.6999              0.250361   0.258748   0.267416   0.276375  0.285633     94.20   100.61
Goldman Sachs Group,Inc. 38141GBX1 01/22/02 09/04/08    102.800     2.000    6.0249              0.208787   0.213403   0.218158   0.223056               77.09    53.89
Goldman Sachs Group,Inc. 38141GBY9 02/08/02 02/08/09    100.000     1.000    6.0499              0.211209   0.216757   0.222474   0.228364  0.234431     78.64    82.86
Goldman Sachs Group,Inc. 38141GBZ6 02/12/02 02/12/09    100.000     2.000    6.2499              0.211282   0.216148   0.221167   0.226342  0.231679     78.31    82.01
Goldman Sachs Group,Inc. 38141GCA0 03/08/02 03/08/09    100.000     2.000    6.4250              0.218937   0.224185   0.229603   0.235194  0.240965     80.97    84.95
Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12    100.000     2.000    6.6499              0.228936   0.234700   0.240657   0.246812  0.253171     84.43    88.78
Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12    100.000     2.500    6.7200              0.227272   0.232575   0.238056   0.243721  0.249577     83.65    87.65
Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12    100.000     3.500    6.8099              0.221502   0.225733   0.230109   0.234634  0.239313     81.04    84.22
Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12    100.000     3.000    6.3397              0.202411   0.206186   0.210080   0.214098  0.218243     74.91    77.80
Goldman Sachs Group,Inc. 38141GCH5 08/27/02 08/27/09    100.000     0.000    5.1749              0.176345   0.180908   0.185589   0.190391  0.195317     65.45    68.88
Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12    100.000     2.500    5.5999              0.176844   0.179851   0.182943   0.186121  0.189388     64.85    67.11
Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12    100.000     3.000    5.7299              0.178394   0.181118   0.183919   0.186801  0.189765     65.06    67.10
Goldman Sachs Group,Inc. 38141GCL6 10/30/02 10/30/07    100.000     1.000    4.1999              0.132745   0.134949                                     40.09         
Goldman Sachs Group,Inc. 38141GCT9 02/11/03 02/11/10    100.000     0.500    4.7499              0.153026   0.156331   0.159714   0.163177  0.166722     56.62    59.10
Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13    100.000     0.000    5.1699              0.170753   0.172311   0.178708   0.181335  0.189105     63.59    67.17
Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13    100.000     0.500    5.1499              0.168216   0.172189   0.176266   0.180447  0.184736     62.27    65.26
Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13    100.000     0.000    5.0499              0.167031   0.171249   0.175573   0.180006  0.184551     61.88    65.05
Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13    100.000     0.000    5.1500              0.170850   0.175249   0.179762   0.184390  0.189138     62.95    66.23
Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13    100.000     2.250    5.1500              0.158747   0.161225   0.163767   0.166375  0.169050     57.95    59.80
Goldman Sachs Group,Inc. 38141GDD3 05/09/03 05/09/10    100.000     2.500    4.1499              0.122364   0.123462   0.124583   0.125727  0.126895     44.36    45.18
Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13    100.000     0.000    4.6300              0.150957   0.154452   0.158027   0.161686  0.165429     55.19    57.78
Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13    100.000     3.000    4.2499              0.123561   0.124416   0.125289   0.126180  0.127091     44.67    45.30
Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13    100.000     0.250    4.3500              0.139347   0.142226   0.145169   0.148175  0.151247     50.75    52.87
Goldman Sachs Group,Inc. 38141GDJ0 07/08/03 07/08/10    100.000     0.000    4.1500              0.130395   0.133101   0.135863   0.138682  0.141560     48.38    50.40
Goldman Sachs Group,Inc. 38141GDL5 08/07/03 08/07/11    100.000     0.000    5.0600              0.163288   0.167419   0.171655   0.175998  0.180450     60.73    63.84
Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10    100.000     0.000    5.0799              0.164029   0.168196   0.172468   0.176848  0.181340     61.04    64.18
Goldman Sachs Group,Inc. 38141GDN1 08/25/03 08/25/10    100.000     1.000    4.8700              0.151971   0.154996   0.158093   0.161266  0.164517     56.03    58.29
Goldman Sachs Group,Inc. 38141GDP6 08/28/03 08/28/10    100.000     1.500    4.9500              0.152642   0.155388   0.158203   0.161087  0.164043     56.13    58.19
Goldman Sachs Group,Inc. 38141GDR2 01/21/04 04/06/10    100.000     0.000    3.9420              0.121717   0.124116   0.126562   0.129057  0.131600     44.66    46.44
Goldman Sachs Group,Inc. 38141GDS0 04/13/04 06/13/11    100.000     0.000    4.6749              0.146901   0.150334   0.153848   0.157445  0.161125     53.63    56.16
Goldman Sachs Group,Inc. 38141GDT8 04/16/04 04/16/09    100.000     0.250    4.0750              0.124469   0.126864   0.129307   0.131800  0.134344     45.60    47.38
Goldman Sachs Group,Inc. 38141GDW1 11/23/04 11/23/11    100.000     2.000    4.5999              0.134655   0.136474   0.138335   0.140239  0.142187     48.94    50.29
Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12    100.000     1.000    4.7300              0.138916   0.141544   0.144234   0.146989  0.149808     51.39    53.37
Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12    100.000     2.000    4.5499              0.131334   0.133058   0.134821   0.136625  0.138469     48.06    49.36
Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12    100.000     1.000    4.6499              0.136404   0.138930   0.141514   0.144158  0.146864     49.57    51.43
Goldman Sachs Group,Inc. 38141GED2 08/30/05 08/30/08    100.000     0.250    4.3049              0.123116   0.124932   0.127474   0.130071               45.81    31.32
Goldman Sachs Group,Inc. 38141GEH3 04/13/06 04/13/10    100.000     0.000    5.5399              0.158151   0.162532   0.167034   0.171661  0.176416     58.42    61.70
Goldman Sachs Group,Inc. 38141GEN0 06/28/06 06/28/11    100.000     0.125    5.8999              0.168621   0.173493   0.178509   0.183672  0.188988     61.61    65.22
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Goldman Sachs Group,Inc. 38141GEY6 02/21/07 02/29/08    100.000     0.000    5.3223              0.147025   0.144777   0.150263                          46.15     8.87
Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11    100.000     0.000    4.7359              0.147887   0.151389   0.154974   0.158644  0.162400     54.40    57.01
Goldman Sachs Group,Inc. 38143U648 02/05/04 02/05/09    100.000     0.000    3.7999              0.115972   0.118175   0.120420   0.122708  0.125040     42.80    44.44
Goldman Sachs Group,Inc. 38143U739 12/24/03 12/24/07    100.000     0.000    3.4700              0.106869   0.108723                                     38.06         
Goldman Sachs Group,Inc. 38143U812 11/28/03 11/29/07    100.000     0.000    3.5999              0.111307   0.113311                                     36.87         
Goldman Sachs Group,Inc. 38143UAD3 03/09/04 03/09/09    100.000     2.000    3.3500              0.096303   0.096986   0.097680   0.098385  0.099103     34.95    35.45
Goldman Sachs Group,Inc. 38143UAF8 04/08/04 04/08/09    100.000     1.250    3.9200              0.116448   0.118050   0.119683   0.121348  0.123046     42.48    43.66
Goldman Sachs Group,Inc. 38143UAG6 04/08/04 04/08/09    100.000     0.250    3.9199              0.119279   0.121480   0.123725   0.126014  0.128348     43.71    45.34
Goldman Sachs Group,Inc. 38143UAH4 04/12/04 04/12/09    100.000     0.750    3.8700              0.116216   0.118062   0.119943   0.121861  0.123816     42.46    43.83
Goldman Sachs Group,Inc. 38143UAJ0 04/12/04 04/12/09*   100.000     0.250    N/A                 0.117613   0.119754                                     29.96*        
Goldman Sachs Group,Inc. 38143UAK7 09/21/04 09/21/09    100.000    VARIES    3.9198              0.114159   0.114363   0.114288   0.113963  0.113406     41.15    41.00
Goldman Sachs Group,Inc. 38143UAL5 05/20/04 05/20/14    100.000    VARIES    5.9515              0.185693   0.188636   0.191667   0.194395  0.197205     67.62    69.72
Goldman Sachs Group,Inc. 38143UAM3 06/11/04 06/11/09    100.000     0.000    4.8500              0.151869   0.155552   0.159324   0.163188  0.167145     55.48    58.21
Goldman Sachs Group,Inc. 38143UAN1 07/22/04 07/22/09    100.000     1.500    4.5000              0.132757   0.134807   0.136902   0.139045  0.141236     48.82    50.36
Goldman Sachs Group,Inc. 38143UAQ4 09/10/04 09/10/11    100.000    VARIES    4.5701              0.131585   0.132986   0.134381   0.135782  0.137196     47.93    48.94
Goldman Sachs Group,Inc. 38143UAR2 09/01/04 09/01/09    100.000     1.000    4.0499              0.119574   0.121433   0.123329   0.125264  0.127238     43.83    45.22
Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12    100.000     0.500    4.7699              0.144227   0.147335   0.150518   0.153777  0.157113     53.18    55.51
Goldman Sachs Group,Inc. 38143UAT8 09/20/04 09/20/11    100.000    VARIES    4.4505              0.130823   0.131365   0.131578   0.131563  0.131304     47.27    47.34
Goldman Sachs Group,Inc. 38143UAU5 09/28/04 09/28/09    100.000    VARIES    3.9299              0.114454   0.114761   0.114817   0.114653  0.114275     41.29    41.25
Goldman Sachs Group,Inc. 38143UAX9 10/08/04 10/08/11    100.000     1.500    4.5499              0.134366   0.136474   0.138631   0.140837  0.143093     49.11    50.67
Goldman Sachs Group,Inc. 38143UAZ4 12/15/04 12/15/09    120.000     0.000    4.0399              0.145882   0.148829   0.151835   0.154902  0.158031     53.14    55.31
Goldman Sachs Group,Inc. 38143UBA8 02/02/05 02/02/12    100.000     2.000    4.6199              0.133494   0.135295   0.137137   0.139021  0.140949     48.92    50.28
Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12    100.000     1.000    5.0399              0.148699   0.151747   0.154871   0.158073  0.161357     54.73    57.01
Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12    100.000     0.500    4.9999              0.148500   0.151865   0.155315   0.158850  0.162474     54.60    57.11
Goldman Sachs Group,Inc. 38143UBF7 08/18/05 08/18/11    100.000     0.000    4.8399              0.141030   0.144443   0.147938   0.151519  0.155185     52.30    54.87
Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12    100.000     1.000    5.0999              0.147549   0.150603   0.153735   0.156947  0.160241     54.21    56.50
Goldman Sachs Group,Inc. 38143UBJ9 10/17/05 10/17/10    100.000     0.000    5.0229              0.146624   0.150307   0.154081   0.157951  0.161918     54.00    56.75
Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14    100.000     0.000    5.7599                         0.160000   0.164608   0.169349  0.174226     46.08    61.12
Goldman Sachs Group,Inc. 38143UBU4 05/04/07 11/04/08    100.000     0.000    5.3599                         0.148887   0.152877   0.156974               35.51    47.06
Goldman Sachs Group,Inc. 38143UCE9 10/03/07 10/03/10    100.000     0.000    5.0199                                    0.139444   0.142944  0.146532     12.27    51.45
Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15    100.000     0.000    5.8199                         0.161666   0.161771   0.166479  0.171323     13.26    59.83
Goldman Sachs Group,Inc. 38143Y145 04/07/06 01/07/09    100.000     0.000    5.3774              0.151382   0.155453   0.159632   0.163925  0.168332     56.67    59.75
Goldman Sachs Group,Inc. 38143YAA1 03/07/05 03/07/11    100.000     0.000    4.6499              0.138387   0.141605   0.144897   0.148266  0.151713     51.14    53.55
Goldman Sachs Group,Inc. 38144X203 09/28/05 06/18/08    100.000     0.000    4.5765              0.134362   0.137437   0.140582                          49.00    23.48
Great Lakes Carbon Corp. 390559AC6 05/22/98 05/15/09     53.092    VARIES   13.1241              0.364566   0.364565   0.364564   0.364563  0.364562    131.24   131.24
Great Plains Energy,Inc. 391164605 06/14/04 02/16/09*   100.000    VARIES    5.0136              0.141677                                                 6.38*        
Great Plains Energy,Inc. 391164AA8 06/14/04 02/16/09    100.000    VARIES    5.0136              0.141677   0.142269   0.141546   0.140805  0.140046     51.09    50.62
Greater Peoria Airport   392298KM6 11/22/06 12/01/07    103.332     0.000    4.2215              0.121301   0.123862                                     40.49         
Greater Peoria Airport   392298KQ7 10/11/07 12/01/08    102.889     0.000    5.1593                         0.147456   0.148513   0.152344               11.83    49.70
Grey Global Group, Inc.  39787MAA6 03/07/05 10/15/33    100.000    VARIES    5.6502              0.158642   0.159200   0.159774   0.160364  0.160970     57.30    57.72
Grey Global Group, Inc.  39787MAB4 03/07/05 10/15/33    100.000    VARIES    5.6502              0.158642   0.159200   0.159774   0.160364  0.160970     57.30    57.72
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Griffon Corporation      398433AA0 07/18/03 07/18/23    100.000    VARIES    8.5003              0.271585   0.278405   0.285515   0.292928  0.300655    101.27   106.59
Griffon Corporation      398433AB8 07/18/03 07/18/23    100.000    VARIES    8.5003              0.271585   0.278405   0.285515   0.292928  0.300655    101.27   106.59
HCA Inc.                 404119AY5 11/17/06 11/15/16    100.000     9.625    9.6249              0.267361   0.267361   0.267361   0.267361  0.267361     96.25    96.25
HCA Inc.                 404119AZ2 11/17/06 11/15/16    100.000     9.625    9.6249              0.267361   0.267361   0.267361   0.267361  0.267361     96.25    96.25
HCA Inc.                 404119BA6 11/17/06 11/15/16    100.000     9.625    9.6249              0.267361   0.267361   0.267361   0.267361  0.267361     96.25    96.25
HM Publishing Corp.      40425LAA4 10/03/03 10/15/13*    56.960    VARIES   11.4990              0.255424                                                10.47*        
HM Publishing Corp.      40425LAB2 10/03/03 10/15/13*    56.960    VARIES   11.4990              0.255424                                                10.47*        
HM Publishing Corp.      40425LAC0 10/03/03 10/15/13*    56.960    VARIES   11.4990              0.255424                                                10.47*        
HSBC USA, Inc.           40428HCU4 07/27/06 01/27/10    100.000     0.000    5.4266              0.150740   0.154830   0.159031   0.163346  0.167778     56.28    59.37
John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15     50.000     0.000    5.6403   130.68     0.097650   0.100404   0.103235   0.106147  0.109140     36.07    38.14
Harrisburg, PA           414738NN0 12/28/95 04/01/07     47.774     0.000    6.6688   506.13     0.179268                                                16.13         
Harrisburg, PA           414738NP5 12/28/95 04/01/08     44.423     0.000    6.7288   476.50     0.169249   0.174943   0.180829                          63.00    16.27
Harrisburg, PA           414738NQ3 12/28/95 04/01/09     41.259     0.000    6.7889   448.05     0.159593   0.165010   0.170611   0.176403  0.182391     59.42    63.52
Harrisburg, PA           414738NR1 12/28/95 04/01/10     38.328     0.000    6.8391   420.51     0.150135   0.155269   0.160578   0.166069  0.171748     55.91    59.80
Harrisburg, PA           414738NS9 12/28/95 04/01/11     35.259     0.000    6.9490   395.54     0.141945   0.146877   0.151981   0.157261  0.162725     52.89    56.63
Harrisburg, PA           414738NT7 12/28/95 04/01/12     32.621     0.000    7.0092   370.40     0.133294   0.137965   0.142800   0.147805  0.152985     49.68    53.23
Harrisburg, PA           414738NU4 12/28/95 04/01/13     30.247     0.000    7.0491   346.20     0.124816   0.129215   0.133770   0.138484  0.143365     46.53    49.87
Harrisburg, PA           414738NV2 12/28/95 04/01/14     27.925     0.000    7.1092   323.46     0.116944   0.121101   0.125406   0.129864  0.134480     43.61    46.77
Harrisburg, PA           414738NW0 12/28/95 04/01/15     25.992     0.000    7.1193   301.67     0.109118   0.113002   0.117025   0.121190  0.125504     40.69    43.64
Harrisburg, PA           414738NX8 12/28/95 04/01/16     24.047     0.000    7.1593   281.31     0.101942   0.105591   0.109371   0.113286  0.117342     38.02    40.80
Harrisburg, PA           414738NY6 12/28/95 04/01/17     22.322     0.000    7.1792   262.16     0.095090   0.098504   0.102039   0.105702  0.109497     35.47    38.06
Harrisburg, PA           414738NZ3 12/28/95 04/01/18     20.535     0.000    7.2393   244.03     0.088762   0.091975   0.095304   0.098753  0.102328     33.12    35.56
Harrisburg, PA           414738PA6 12/28/95 04/01/19     19.125     0.000    7.2394   227.28     0.082669   0.085661   0.088762   0.091975  0.095304     30.85    33.12
Town of Harrison, NJ     415342KR4 01/09/07 06/01/09     88.217     0.000    5.3025              0.129934   0.132656   0.136173   0.139784  0.143490     46.41    49.89
Town of Harrison, NJ     415342KS2 01/09/07 06/01/10     83.578     0.000    5.3535              0.124284   0.126912   0.130309   0.133797  0.137379     44.40    47.75
Town of Harrison, NJ     415342KY9 01/09/07 06/01/09     88.217     0.000    5.3025              0.129934   0.132656   0.136173   0.139784  0.143490     46.41    49.89
Town of Harrison, NJ     415342KZ6 01/09/07 06/01/10     83.578     0.000    5.3535              0.124284   0.126912   0.130309   0.133797  0.137379     44.40    47.75
Hartford Life Insurance  416515AH7 05/23/03 08/16/08    100.000    VARIES    3.5845              0.102407   0.101716   0.101014   0.100298               36.55    22.60
Hartford Life Insurance  41659LAS0 08/16/07 08/16/17    100.000     0.000    5.7021                                    0.158392   0.162908  0.167553     21.38    59.07
Hartford Life Insurance  4165X2AA4 12/22/06 12/22/11    100.000     0.000    4.8221              0.133948   0.137177   0.140485   0.143872  0.147341     48.86    51.25
Hartford Life Insurance  4165X2AB2 12/22/06 12/22/11    100.000     2.000    4.8220              0.133947   0.135837   0.137772   0.139754  0.141785     48.60    49.99
Hartford Life Insurance  4165X2AC0 01/23/07 01/23/13    100.000     0.000    4.9060                         0.136279   0.139622   0.143047  0.146556     46.59    51.98
Hartford Life Insurance  4165X2AE6 02/06/07 02/06/13    100.000     0.000    4.9496                         0.137490   0.140893   0.144380  0.147953     45.18    52.37
Hartford Life Insurance  4165X2AG1 02/20/07 02/20/13    100.000     0.000    4.8472                         0.134645   0.137908   0.141251  0.144674     42.30    51.13
Hartford Life Insurance  4165X2AJ5 03/05/07 03/05/13    100.000     0.000    4.6977                         0.130494   0.133560   0.136697  0.139908     38.98    49.38
Hartford Life Insurance  4165X2AL0 03/06/07 09/20/12    100.000     0.000    4.6360              0.128780   0.129012   0.132002   0.135062  0.138193     38.36    48.70
Hartford Life Insurance  4165X2AM8 03/19/07 03/19/13    100.000     0.000    4.8023                         0.133398   0.136601   0.139881  0.143240     37.95    50.44
Hartford Life Insurance  4165X2AP1 04/23/07 04/23/14    100.000     0.000    4.5737                         0.127048   0.129953   0.132925  0.135965     31.71    47.73
Hartford Life Insurance  4165X2AQ9 04/23/07 04/23/12    100.000     0.000    4.5578                         0.126606   0.129491   0.132442  0.135461     31.59    47.55
Hartford Life Insurance  4165X2AR7 05/07/07 05/07/13    100.000     0.000    4.6205                         0.128349   0.131314   0.134348  0.137452     30.19    48.15
Hartford Life Insurance  4165X2AT3 06/11/07 06/11/14    100.000     0.000    5.0297                         0.139716   0.143230   0.146832  0.150525     28.01    52.36
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Hartford Life Insurance  4165X2AU0 07/02/07 07/02/14    100.000     0.000    5.2090                                    0.144696   0.148464  0.152331     25.90    54.14
Hartford Life Insurance  4165X2AW6 08/13/07 08/13/14    100.000     0.000    5.1603                                    0.143344   0.147043  0.150837     19.78    53.30
Hartford Life Insurance  4165X2AX4 09/04/07 09/04/14    100.000     0.000    5.1515                                    0.143099   0.146785  0.150566     16.74    53.05
Hartford Life Insurance  4165X2AZ9 10/29/07 10/29/12    100.000     0.000    4.3252                                    0.120146   0.122744  0.125399      7.45    44.05
Hartford Life Insurance  4165X2BA3 11/19/07 11/19/12    100.000     0.000    4.3476                                    0.120769   0.123394  0.126077      5.07    44.17
Hartford Life Insurance  4165X2BB1 12/10/07 12/10/12    100.000     0.000    4.1902                                    0.116396   0.118834  0.121324      2.44    42.44
Hasbro, Inc.             418056AM9 11/30/01 12/01/21    100.000    VARIES    8.2395              0.304593   0.313906   0.323603   0.333700  0.344212    111.90   118.93
Hasbro, Inc.             418056AN7 11/30/01 12/01/21    100.000    VARIES    8.2395              0.304593   0.313906   0.323603   0.333700  0.344212    111.90   118.93
Headwaters, Inc.         42210PAA0 06/01/04 06/01/16    100.000    VARIES    7.9999              0.253064   0.259993   0.267198   0.274691  0.282484     92.77    98.00
Headwaters, Inc.         42210PAB8 06/01/04 06/01/16    100.000    VARIES    7.9999              0.253064   0.259993   0.267198   0.274691  0.282484     92.77    98.00
City of Hoboken          434110QH8 08/28/03 04/01/27     19.107     0.000    7.1397    50.54     0.047077   0.048758   0.050498   0.052301  0.054168     17.56    18.83
City of Hoboken          434110QJ4 08/28/03 04/01/28     17.813     0.000    7.1396    47.11     0.043888   0.045455   0.047077   0.048758  0.050498     16.37    17.56
City of Hoboken          434110QK1 08/28/03 04/01/29     16.606     0.000    7.1397    43.92     0.040914   0.042375   0.043888   0.045454  0.047077     15.26    16.37
City of Hoboken          434110QL9 08/28/03 04/01/30     15.481     0.000    7.1397    40.95     0.038143   0.039504   0.040914   0.042375  0.043888     14.23    15.26
City of Hoboken          434110QM7 08/28/03 04/01/31     14.432     0.000    7.1397    38.17     0.035558   0.036828   0.038142   0.039504  0.040914     13.26    14.23
City of Hoboken          434110QN5 08/28/03 04/01/32     13.454     0.000    7.1398    35.59     0.033149   0.034332   0.035558   0.036827  0.038142     12.36    13.26
City of Hoboken          434110QP0 08/28/03 04/01/33     12.543     0.000    7.1396    33.18     0.030904   0.032007   0.033150   0.034333  0.035559     11.53    12.36
Horace Mann Educ Corp    440327AF1 05/14/02 05/14/32*    47.500     1.426    6.8882              0.109156                                                14.52*        
Horace Mann Educ Corp    440327AG9 05/14/02 05/14/32*    47.500     1.426    6.8882              0.109156                                                14.52*        
Host Marriott Corp.      441079209 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Host Marriott Corp.      441079308 12/02/96 12/02/26    100.000     6.750    6.7499              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Houghton Mifflin, LLC    441577AA1 05/15/06 05/15/11*    99.000    VARIES   12.7933              0.372254                                                 7.07*        
Houghton Mifflin, LLC    441577AB9 05/15/06 05/15/11*    99.000    VARIES   12.7933              0.372254                                                 7.07*        
Household Finance Corp.  441815AQ0 10/30/02 02/15/08     94.200    VARIES   11.0028              0.304470   0.304838   0.305226                         109.78    13.43
Hynix Semiconductor, Inc 449130AD5 07/05/05 07/01/12     97.000     9.875   10.4913     4.73     0.009756   0.010268   0.010807   0.011374                3.60     3.99
Hynix Semiconductor, Inc 449130AE3 07/05/05 07/01/12     97.000     9.875   10.4913     4.73     0.009756   0.010268   0.010807   0.011374                3.60     3.99
Insilco Holdings Co.     457661AA4 08/17/98 08/15/08     49.411    VARIES   14.3566              0.396398   0.396937   0.397514   0.398133              142.95    89.15
Insilco Holdings Co.     457661AB2 08/17/98 08/15/08     49.411    VARIES   14.3566              0.396398   0.396937   0.397514   0.398133              142.95    89.15
Insilco Holdings Co.     457661AC0 08/17/98 08/15/08     49.411    VARIES   14.3566              0.396398   0.396937   0.397514   0.398133              142.95    89.15
Insignia Financing I     45766X304 11/01/96 09/30/16    100.000     6.500    6.4999              0.178571   0.177596   0.177596   0.177596  0.178571     64.91    65.09
Innophos Holdings Inc.   45773DAA9 02/10/05 02/15/15*   100.000    10.770    N/A                 0.371617   0.371179                                     50.50*        
Innophos Holdings Inc.   45773DAB7 02/10/05 02/15/15*   100.000    10.770    N/A                 0.371617   0.371179                                     50.50*        
Innophos Holdings Inc.   45773DAC5 02/10/05 02/15/15*   100.000    10.770    N/A                 0.371617   0.371179                                     50.50*        
Intrmedia Commun Inc     458801BA4 02/24/99 03/01/09     55.057    VARIES   12.2493              0.340265   0.340264   0.340263   0.340262  0.340261    122.50   122.49
Intl Bnk for Reconstr    459056GE1 03/06/85 02/15/07      8.423     0.000   11.5963   902.37     0.297848                                                13.40         
Intl Bnk for Reconstr    459056GF8 03/06/85 08/15/07      7.962     0.000   11.5959   852.91     0.281517   0.302776                                     67.47         
Intl Bnk for Reconstr    459056GG6 03/06/85 02/15/08      7.690     0.000   11.4964   805.45     0.264177   0.283993   0.295421                         104.35    13.29
Intl Bnk for Reconstr    459056GH4 03/06/85 08/15/08      7.272     0.000   11.4964   761.67     0.249817   0.268556   0.279363   0.298667               98.68    66.93
Intl Bnk for Reconstr    459056GJ0 03/06/85 02/15/09      6.955     0.000   11.4464   720.27     0.235489   0.253093   0.263215   0.281338  0.294206     92.99   103.94
Intl Bnk for Reconstr    459056GK7 03/06/85 08/15/09      6.732     0.000   11.3467   681.59     0.221426   0.237867   0.247264   0.264163  0.276116     87.39    97.58
Intl Bnk for Reconstr    459056GL5 03/06/85 02/15/10      6.446     0.000   11.2968   645.29     0.208963   0.224425   0.233236   0.249118  0.260328     82.44    92.02
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Intl Bnk for Reconstr    459056GM3 03/06/85 08/15/10      6.175     0.000   11.2470   611.20     0.197291   0.211839   0.220104   0.235036  0.245555     77.82    86.81
Intl Bnk for Reconstr    459056GN1 03/06/85 02/15/11      5.992     0.000   11.1468   579.70     0.185914   0.199529   0.207215   0.221169  0.230957     73.28    81.68
Intl Bnk for Reconstr    459056GP6 03/06/85 08/15/11      5.676     0.000   11.1466   549.09     0.176098   0.188994   0.196274   0.209490  0.218761     69.41    77.37
Intl Bnk for Reconstr    459056GQ4 03/06/85 02/15/12      5.445     0.000   11.0969   520.81     0.166488   0.178639   0.185476   0.197918  0.206629     65.61    73.09
Intl Bnk for Reconstr    459056GR2 03/06/85 08/15/12      5.159     0.000   11.0967   493.43     0.157735   0.169247   0.175725   0.187513  0.195765     62.16    69.25
Intl Bnk for Reconstr    459056GS0 03/06/85 02/15/13      5.019     0.000   10.9967   469.18     0.149012   0.159811   0.165849   0.176891  0.184589     58.68    65.32
Intl Bnk for Reconstr    459056GT8 03/06/85 08/15/13      4.757     0.000   10.9970   444.72     0.141247   0.151483   0.157207   0.167674  0.174971     55.63    61.91
Intl Bnk for Reconstr    459056GU5 03/06/85 02/15/14      4.634     0.000   10.8975   423.44     0.133616   0.143231   0.148573   0.158390  0.165205     52.59    58.48
Intl Bnk for Reconstr    459056GV3 03/06/85 08/15/14      4.395     0.000   10.8971   401.57     0.126711   0.135829   0.140895   0.150204  0.156667     49.87    55.45
Intl Bnk for Reconstr    459056GW1 03/06/85 02/15/15      4.349     0.000   10.7474   383.91     0.119952   0.128493   0.133190   0.141890  0.147890     47.17    52.37
Intl Bnk for Reconstr    459056HY6 01/07/86 02/15/16      5.299     0.000    9.9989   357.73     0.107535   0.114783   0.118556   0.125852  0.130707     42.09    46.41
Intl Bnk for Reconstr    459056JE8 01/07/86 02/15/07     11.305     0.000   10.5986   874.64     0.273513                                                12.31         
Intl Bnk for Reconstr    459056JF5 01/07/86 02/15/08     10.303     0.000   10.5488   788.22     0.245691   0.262937   0.272292                          96.50    12.25
Intl Bnk for Reconstr    459056JG3 01/07/86 02/15/09      9.297     0.000   10.5486   711.22     0.221684   0.237245   0.245686   0.261486  0.272286     87.07    96.49
Intl Bnk for Reconstr    459056JH1 01/07/86 02/15/10      8.388     0.000   10.5490   641.73     0.200033   0.214074   0.221691   0.235948  0.245694     78.56    87.07
Intl Bnk for Reconstr    459056JJ7 01/07/86 02/15/11      7.569     0.000   10.5487   579.04     0.180488   0.193157   0.200030   0.212894  0.221687     70.89    78.56
Intl Bnk for Reconstr    459056JK4 01/07/86 02/15/12      6.915     0.000   10.4986   523.06     0.162507   0.173873   0.180016   0.191548  0.199411     63.81    70.68
Intl Bnk for Reconstr    459056JL2 01/07/86 02/15/13      6.323     0.000   10.4488   472.93     0.146455   0.156661   0.162158   0.172505  0.179544     57.49    63.65
Intl Bnk for Reconstr    459056JM0 01/07/86 02/15/14      5.865     0.000   10.3490   428.87     0.131945   0.141073   0.145954   0.155193  0.161450     51.76    57.25
Intl Bnk for Reconstr    459056JN8 01/07/86 02/15/15      5.604     0.000   10.1490   391.55     0.118883   0.126987   0.131255   0.139431  0.144914     46.58    51.43
Intl Fin Corp            45950K209 12/08/03 12/08/10    100.000     0.000    3.9408              0.123064   0.125488   0.127961   0.130482  0.133053     44.85    46.64
International Game Tech  459902AK8 01/29/03 01/29/33*    59.291     0.000    N/A                 0.166558                                                 1.50*        
International Game Tech  459902AL6 01/29/03 01/29/33*    59.291     0.000    N/A                 0.166558                                                 1.50*        
International Game Tech  459902AM4 01/29/03 01/29/33*    59.291     0.000    N/A                 0.166558                                                 1.50*        
International Game Tech  459902AN2 12/20/06 12/15/36     98.625    VARIES    6.5404              0.179180   0.182581   0.186190   0.189917  0.193766     65.23    67.82
International Game Tech  459902AP7 12/20/06 12/15/36     98.625    VARIES    6.5404              0.179180   0.182581   0.186190   0.189917  0.193766     65.23    67.82
Ionica, PLC.             462213AK5 03/19/97 05/01/07     47.688    VARIES   14.9992              0.416646                                                50.00         
Ionica, PLC.             462213AL3 03/19/97 05/01/07     47.688    VARIES   14.9992              0.416646                                                50.00         
Irvington Township, NJ   464080JN1 12/21/06 07/15/11     79.066     0.000    5.2093     1.14     0.114382   0.114809   0.117800   0.120868  0.124016     41.82    43.99
Irvington Township, NJ   464080JP6 12/21/06 07/15/12     75.184     0.000    5.1894     1.08     0.108359   0.108753   0.111575   0.114470  0.117440     39.61    41.66
Irvington Township, NJ   464080JQ4 12/21/06 07/15/13     71.337     0.000    5.2095     1.03     0.103230   0.103591   0.106289   0.109058  0.111899     37.74    39.69
Irvington Township, NJ   464080JR2 12/21/06 07/15/14     67.412     0.000    5.2795      .99     0.098843   0.099211   0.101830   0.104518  0.107278     36.15    38.05
Irvington Township, NJ   464080JS0 12/21/06 07/15/15     63.882     0.000    5.2996      .94     0.094040   0.094375   0.096875   0.099442  0.102078     34.39    36.20
Irvington Township, NJ   464080JT8 12/21/06 07/15/16     60.176     0.000    5.3796      .90     0.089913   0.090247   0.092674   0.095167  0.097727     32.89    34.65
Irvington Township, NJ   464080JU5 12/21/06 07/15/17     56.947     0.000    5.3997      .85     0.085397   0.085724   0.088039   0.090415  0.092857     31.24    32.92
Irvington Township, NJ   464080JV3 12/21/06 07/15/18     53.750     0.000    5.4396      .81     0.081207   0.081512   0.083729   0.086006  0.088345     29.71    31.32
Irvington Township, NJ   464080JY7 12/21/06 07/15/10     83.153     0.000    5.2389     1.21     0.120988   0.121431   0.124612   0.127876  0.131226     44.24    46.55
Itron Inc.               465741AJ5 08/04/06 08/01/26    100.000    VARIES    7.3789              0.204969   0.209886   0.215068   0.220440  0.226011     76.19    80.03
Ivax Corporation         465823AH5 03/03/04 03/01/24    100.000    VARIES    7.0001              0.223055   0.229404   0.235975   0.242776  0.249815     82.99    87.84
Ivax Corporation         465823AJ1 03/03/04 03/01/24    100.000    VARIES    7.0001              0.223055   0.229404   0.235975   0.242776  0.249815     82.99    87.84
Ivax Corporation         465823AK8 12/22/04 12/15/24     98.500    VARIES    5.7510              0.169866   0.173253   0.176737   0.180322  0.184009     61.87    64.39
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Ivax Corporation         465823AL6 03/03/04 03/01/24    100.000    VARIES    7.0001              0.223055   0.229404   0.235975   0.242776  0.249815     82.99    87.84
Ivax Corporation         465823AM4 03/03/04 03/01/24    100.000    VARIES    7.0001              0.223055   0.229404   0.235975   0.242776  0.249815     82.99    87.84
Ivax Corporation         465823AN2 12/22/04 12/15/24     98.500    VARIES    5.7510              0.169866   0.173253   0.176737   0.180322  0.184009     61.87    64.39
Ivax Corporation         465823AP7 05/09/05 05/15/25    100.000    VARIES    6.9833              0.210696   0.216598   0.222706   0.229027  0.235569     77.47    81.90
Ivax Corporation         465823AQ5 05/09/05 05/15/25    100.000    VARIES    6.9833              0.210696   0.216598   0.222706   0.229027  0.235569     77.47    81.90
JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10     98.000     0.000    0.2871     8.95     0.007884   0.007896   0.007907   0.007918  0.007930      2.84     2.85
JDS Uniphase Corporation 46612JAB7 10/31/03 11/15/10     98.000     0.000    0.2871     8.95     0.007884   0.007896   0.007907   0.007918  0.007930      2.84     2.85
JL French Automotive     46620QAC9 12/27/02 12/31/07     97.410    12.000    N/A                 0.725573   0.753613                                    265.53         
JP Morgan Chase & Co.    46623EBY4 11/01/04 11/01/11    100.000    VARIES    4.4004              0.122382   0.122238   0.122201   0.122223  0.122228     44.02    44.00
JP Morgan Chase & Co.    46625HAQ3 11/26/02 11/26/07    100.000     0.000    3.6399              0.116804   0.118930                                     38.34         
JP Morgan Chase & Co.    46625HAU4 03/12/03 03/12/08    100.000     0.000    3.2111              0.099720   0.101321   0.102948                          36.54     7.31
JP Morgan Chase & Co.    46625HAY6 09/18/03 09/22/08    100.000     0.000    3.8017              0.118286   0.120534   0.122825   0.125160               43.44    32.48
JP Morgan Chase & Co.    46625HAZ3 10/30/03 10/30/08    100.000     0.000    3.7816              0.117541   0.119764   0.122028   0.124336               42.99    36.90
JP Morgan Chase & Co.    46625HBB5 12/17/03 01/21/09    100.000     0.000    3.8081              0.116661   0.118882   0.121146   0.123452  0.125803     43.12    44.77
JP Morgan Chase & Co.    46625HBG4 03/31/04 03/31/09    100.000     0.000    3.3591              0.101415   0.103118   0.104850   0.106611  0.108402     37.13    38.39
JP Morgan Chase & Co.    46625HBT6 06/25/04 07/07/09    100.000     0.000    4.7504              0.145178   0.148626   0.152156   0.155770  0.159470     54.10    56.70
JP Morgan Chase & Co.    46625HBU3 09/21/04 09/21/09    100.000     0.000    4.0042              0.120409   0.122820   0.125279   0.127787  0.130345     44.27    46.06
JP Morgan Chase & Co.    46625HBW9 09/30/04 09/30/10    100.000     0.000    4.1218              0.124230   0.126790   0.129403   0.132070  0.134792     45.65    47.56
JP Morgan Chase & Co.    46625HBZ2 10/29/04 10/29/10    100.000     0.000    4.1314              0.124542   0.127114   0.129740   0.132420  0.135156     45.62    47.52
JP Morgan Chase & Co.    46625HCB4 01/31/05 01/29/10    100.000    VARIES    4.2977              0.117262   0.117199   0.117437   0.117679  0.118046     42.23    42.41
JP Morgan Chase & Co.    46625HCF5 03/23/05 03/22/12    100.000     0.000    4.9619              0.148328   0.152008   0.155780   0.159645  0.163605     54.80    57.55
JP Morgan Chase & Co.    46625HCG3 03/31/05 04/02/08    100.000     0.000    4.6146              0.137300   0.140468   0.143709                          50.57    13.08
JP Morgan Chase & Co.    46625HCH1 04/29/05 05/01/08    100.000     0.000    4.3834              0.129977   0.132825   0.135736                          47.65    16.29
JP Morgan Chase & Co.    46625HCJ7 04/27/05 04/27/10    100.000     0.000    4.5824              0.136242   0.139364   0.142557   0.145823  0.149165     50.01    52.33
JP Morgan Chase & Co.    46625HCL2 05/31/05 05/31/12    100.000     0.000    4.6009              0.136829   0.139976   0.143197   0.146491  0.149861     50.02    52.35
JP Morgan Chase & Co.    46625HCN8 05/25/05 05/24/07    100.000     0.000    4.2732              0.125761                                                17.98         
JP Morgan Chase & Co.    46625HCQ1 06/22/05 06/22/11    100.000     0.000    4.6504              0.138403   0.141621   0.144914   0.148284  0.151731     50.46    52.84
JP Morgan Chase & CO     46625HCZ1 09/26/05 09/24/10    100.000     0.000    4.5627              0.132558   0.135583   0.138676   0.141839  0.145075     48.86    51.11
JP Morgan Chase & CO.    46625HDP2 11/29/05 11/29/11    100.000     0.000    5.1216              0.149649   0.153481   0.157412   0.161443  0.165577     54.81    57.66
JP Morgan Chase & Co.    46625HFT2 04/28/06 04/28/11    100.000     0.000    5.6132              0.160301   0.164800   0.169425   0.174181  0.179069     59.09    62.46
JP Morgan Chase & Co.    46625HFU9 04/26/06 04/26/13    100.000     0.000    5.6025              0.159986   0.164467   0.169074   0.173811  0.178679     58.99    62.34
JP Morgan Chase & Co.    46625HGC8 05/31/06 05/28/10    100.000     0.000    5.5328              0.157896   0.162264   0.166753   0.171366  0.176107     57.92    61.17
JP Morgan Chase & Co.    46625HGD6 05/31/06 11/28/08    100.000     0.000    5.4437              0.155285   0.159512   0.163854   0.168314               56.95    54.38
JP Morgan Chase & Co.    4662A0NW7 08/08/05 09/03/10    100.000     0.000    4.7413              0.138479   0.141762   0.145122   0.148563  0.152085     51.23    53.68
JP Morgan Chase & Co.    4662A0RR4 12/02/05 12/12/07    100.000     0.000    4.7790              0.139356   0.142686                                     48.12         
JP Morgan Chase & Co.    4662A0VA6 04/04/06 07/11/07    100.000     0.000    5.1588              0.145292   0.149040                                     28.28         
JP Morgan Chase & Co.    4662A0VF5 04/05/06 08/29/07    100.000     0.000    5.1876              0.144688   0.149256                                     35.56         
Jackson, TN              468826GP1 07/09/98 07/01/12     40.347     0.000    6.5999   296.21     0.128273   0.132506   0.136879   0.141396               46.94    50.09
Community College 521,IL 474070FZ7 11/30/07 12/01/08    102.532     0.000    4.6480                         0.132381   0.132399   0.135476                4.10    44.25
Community College 521,IL 474070GA1 11/30/07 12/01/09    103.928    VARIES    4.6992                         0.135660   0.135679   0.138867  0.132867      4.21    49.33
Community College 521,IL 474070GB9 11/30/07 12/01/10    105.367    VARIES    4.7158                         0.138026   0.138046   0.141301  0.135408      4.28    50.20
Community College 521,IL 474070GC7 11/30/07 12/01/11    106.275    VARIES    4.8730                         0.143854   0.143875   0.147381  0.141440      4.46    52.35
Community College 521,IL 474070GD5 11/30/07 12/01/12    106.872    VARIES    4.9279                         0.146293   0.146315   0.149920  0.144123      4.54    53.26
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Community College 521,IL 474070GE3 11/30/07 12/01/13    107.171    VARIES    5.0310                         0.149771   0.149793   0.153561  0.147811      4.64    54.54
Community College 521,IL 474070GF0 11/30/07 12/01/14    105.427    VARIES    5.1337                         0.150343   0.150366   0.154226  0.148915      4.66    54.78
Jersey & Greene Counties 476538CR2 06/26/03 02/01/07    100.000     0.000    3.2493              0.099738                                                 2.99         
Jersey & Greene Counties 476538CS0 06/26/03 02/01/08    100.000     0.000    3.7993              0.118589   0.120842   0.123137                          43.78     3.69
Josephine County, OR     480890AA0 10/30/01 06/01/17     36.621     0.000    6.5496   144.86     0.092476   0.095505   0.098632   0.101862  0.105198     34.02    36.29
Josephine County, OR     480890AB8 10/30/01 06/01/18     33.518     0.000    6.6996   136.11     0.087222   0.090144   0.093163   0.096284  0.099510     32.10    34.29
Josephine County, OR     480890AG7 10/30/01 06/01/07     74.256     0.000    5.3991   235.53     0.146033                                                21.90         
Josephine County, OR     480890AH5 10/30/01 06/01/08     69.953     0.000    5.4992   226.54     0.140818   0.144689   0.148668                          51.63    22.30
Josephine County, OR     480890AJ1 10/30/01 06/01/09     65.529     0.000    5.6493   218.79     0.136523   0.140379   0.144345   0.148422  0.152614     50.08    52.95
Josephine County, OR     480890AK8 10/30/01 06/01/10     61.462     0.000    5.7494   209.36     0.130968   0.134733   0.138606   0.142590  0.146689     48.06    50.86
Josephine County, OR     480890AL6 10/30/01 06/01/11     57.805     0.000    5.7994   198.85     0.124554   0.128166   0.131882   0.135706  0.139642     45.71    48.40
Josephine County, OR     480890AM4 10/30/01 06/01/12     54.034     0.000    5.8995   189.54     0.119024   0.122535   0.126150   0.129871  0.133702     43.69    46.31
Josephine County, OR     480890AN2 10/30/01 06/01/13     50.411     0.000    5.9995   180.26     0.113487   0.116892   0.120398   0.124010  0.127730     41.68    44.21
Josephine County, OR     480890AP7 10/30/01 06/01/14     46.941     0.000    6.0994   171.06     0.107966   0.111259   0.114652   0.118148  0.121752     39.66    42.12
Josephine County, OR     480890AQ5 10/30/01 06/01/15     43.624     0.000    6.1996   161.97     0.102489   0.105666   0.108942   0.112319  0.115800     37.66    40.03
Josephine County, OR     480890AR3 10/30/01 06/01/16     40.464     0.000    6.2995   153.03     0.097076   0.100133   0.103287   0.106541  0.109896     35.68    37.97
Jostens Holding Corp.    481086AA4 12/02/03 12/01/13     60.682    VARIES   10.2499              0.233129   0.245077   0.257637   0.270841  0.284721     86.81    95.94
Jostens Holding Corp.    481086AB2 12/02/03 12/01/13     60.682    VARIES   10.2499              0.233129   0.245077   0.257637   0.270841  0.284721     86.81    95.94
Jostens Holding Corp.    481086AC0 12/02/03 12/01/13     60.682    VARIES   10.2499              0.233129   0.245077   0.257637   0.270841  0.284721     86.81    95.94
JP Morgan Chase & Co.    48123JBA6 06/30/06 06/28/11    100.000     0.000    5.8597              0.167486   0.172393   0.177444   0.182643  0.187994     61.21    64.85
JP Morgan Chase & Co.    48123JBH1 06/30/06 06/30/09    100.000     0.000    5.7900              0.165492   0.170283   0.175212   0.180285  0.185504     60.45    64.00
JP Morgan Chase & Co.    48123JDG1 08/31/06 02/26/10    100.000     0.000    5.3940              0.149835   0.153786   0.157934   0.162194  0.166568     55.66    58.70
JP Morgan Chase & Co.    48123JDR7 08/31/06 08/28/09    100.000     0.000    5.3334              0.148152   0.152059   0.156114   0.160277  0.164551     55.02    57.99
JP Morgan Chase & Co.    48123JEW5 09/29/06 09/30/09    100.000     0.000    5.0954              0.141559   0.145166   0.148864   0.152657  0.156546     52.28    54.97
JP Morgan Chase & Co.    48123JEX3 09/29/06 03/31/10    100.000     0.000    5.1046              0.141817   0.145436   0.149148   0.152955  0.156859     52.37    55.08
JP Morgan Chase & Co.    48123JEY1 09/29/06 09/30/13    100.000     0.000    5.3723              0.149255   0.153264   0.157381   0.161609  0.165950     55.19    58.20
JP Morgan Chase & Co.    48123JGD5 10/31/06 10/31/11    100.000     0.000    5.2930              0.147028   0.150920   0.154914   0.159013  0.163222     54.11    57.01
JP Morgan Chase & Co.    48123JGS2 10/31/06 04/30/14    100.000     0.000    5.3122              0.147562   0.151481   0.155505   0.159635  0.163875     54.31    57.24
JP Morgan Chase & Co.    48123JHL6 11/30/06 11/28/08    100.000     0.000    5.1347              0.142632   0.146253   0.150008   0.153859               52.24    49.75
JP Morgan Chase & Co.    48123JHM4 11/30/06 05/28/10    100.000     0.000    5.0425              0.140072   0.143564   0.147184   0.150895  0.154699     51.29    53.90
JP Morgan Chase & Co.    48123JHN2 11/30/06 11/29/13    100.000     0.000    5.2614              0.146152   0.149976   0.153921   0.157970  0.162126     53.55    56.40
JP Morgan Chase & Co.    48123JHP7 11/30/06 11/30/11    100.000     0.000    5.0819              0.141165   0.144752   0.148430   0.152201  0.156069     51.69    54.35
JP Morgan Chase & Co.    48123JJK6 11/30/06 05/30/08    100.000     0.000    5.1457              0.142939   0.146617   0.150389                          52.35    22.41
JP Morgan Chase & Co.    48123JJU4 11/16/06 11/16/09    100.000     0.000    5.1839              0.143998   0.147730   0.151559   0.155488  0.159518     52.85    55.63
JP Morgan Chase & Co.    48123JJV2 12/13/06 12/11/08    100.000     0.000    5.0728              0.140914   0.144448   0.148112   0.151869               51.51    51.03
JP Morgan Chase & Co.    48123JKP3 12/29/06 06/30/08    100.000     0.000    5.1402              0.142824   0.146495   0.150260                          52.08    26.90
JP Morgan Chase & Co.    48123JKQ1 12/29/06 05/31/10    100.000     0.000    5.0786              0.139524   0.141724   0.145323   0.149013  0.153637     51.51    54.13
JP Morgan Chase & Co.    48123JKR9 12/29/06 05/30/14    100.000     0.000    5.2900              0.146946   0.150206   0.154179   0.158257  0.162443     53.71    56.49
JP Morgan Chase & Co.    48123JKS7 12/29/06 12/31/08    100.000     0.000    5.0726              0.140947   0.144522   0.148187   0.151946               51.39    53.88
JP Morgan Chase & Co.    48123JKT5 12/29/06 12/30/11    100.000     0.000    5.1198              0.142238   0.145879   0.149613   0.153443  0.157371     51.87    54.56
JP Morgan Chase & Co.    48123JKV0 12/29/06 06/29/12    100.000     0.000    5.1597              0.143327   0.147025   0.150818   0.154709  0.158700     52.28    55.01
JP Morgan Chase & Co.    48123JML0 01/31/07 07/30/10    100.000     0.000    5.3770                         0.148537   0.150022   0.155748  0.158197     49.99    57.22
JP Morgan Chase & Co.    48123JMM8 01/31/07 01/30/15    100.000     0.000    5.6332                         0.155614   0.157364   0.163574  0.166354     52.40    60.12
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
JP Morgan Chase & Co.    48123JMP1 01/31/07 07/31/08    100.000     0.000    5.3970                         0.149918   0.153964   0.158118               50.23    32.93
JP Morgan Chase & Co.    48123JMQ9 01/31/07 07/31/12    100.000     0.000    5.4520                         0.151447   0.155576   0.159817  0.164174     50.75    58.07
KFW                      48245AAH4 05/05/06 05/06/08    100.000     0.000    5.2163              0.148699   0.152577   0.156556                          54.66    19.57
KFW                      48245ABB6 06/22/07 06/22/37     12.693     0.000    7.0001                         0.024681   0.025545   0.026439  0.027365      4.67     9.37
KI Holdings, Inc.        48247EAA9 11/18/04 11/15/14     61.808    VARIES    9.8747              0.205422   0.215564   0.226207   0.237376  0.249096     76.73    84.50
KI Holdings, Inc.        48247EAB7 11/18/04 11/15/14     61.808    VARIES    9.8747              0.205422   0.215564   0.226207   0.237376  0.249096     76.73    84.50
KI Holdings, Inc.        48247EAC5 11/18/04 11/15/14     61.808    VARIES    9.8747              0.205422   0.215564   0.226207   0.237376  0.249096     76.73    84.50
Kaydon Corporation       486587AA6 05/23/03 05/23/23    100.000    VARIES    8.5032              0.278532   0.285650   0.293070   0.300807  0.308872    102.11   107.50
Kaydon Corporation       486587AB4 05/23/03 05/23/23    100.000    VARIES    8.5032              0.278532   0.285650   0.293070   0.300807  0.308872    102.11   107.50
Kendall, Kane & Will IL  488764NN7 04/22/03 10/01/08    105.843    VARIES    3.7947              0.107835   0.107246   0.106646   0.106034               38.61    28.68
Kendall, Kane & Will IL  488764NP2 04/22/03 10/01/09    105.260    VARIES    4.0565              0.115657   0.115186   0.114705   0.114215  0.113715     41.47    41.12
Kendall, Kane & Will IL  488764NQ0 04/22/03 10/01/10    100.839    VARIES    4.3594              0.121714   0.121643   0.121570   0.121495  0.121418     43.79    43.74
Kendall, Kane & Will IL  488764NR8 04/22/03 10/01/11    106.125    VARIES    4.6066              0.133016   0.132561   0.132096   0.131619  0.131132     47.72    47.38
Kendall, Kane & Will IL  488764NS6 04/22/03 10/01/12    100.093    VARIES    4.7793              0.132902   0.132892   0.132881   0.132870  0.132859     47.84    47.83
Kendall, Kane & Will IL  488764NT4 04/22/03 10/01/13    100.778    VARIES    4.8954              0.136820   0.136769   0.136717   0.136664  0.136609     49.24    49.20
Keyspan Corporation      49337WAE0 05/06/02 05/16/08    100.000    VARIES    5.6455              0.158499   0.157955   0.157395                          56.91    21.25
KFW                      500769BR4 04/19/06 04/18/36     19.778     0.000    5.4761     7.64     0.030904   0.031751   0.032620   0.033513  0.034431     11.40    12.04
KFW                      500769CH5 06/29/07 06/29/37     18.097     0.000    5.7800                         0.029056   0.029896   0.030760  0.031649      5.29    10.92
L-3 Commun Hldgs, Inc    502413AW7 07/29/05 08/01/35    100.000    VARIES    6.3295              0.181803   0.184920   0.188135   0.191451  0.194873     66.96    69.34
L-3 Commun Hldgs, Inc    502424AE4 07/29/05 08/01/35    100.000    VARIES    6.3295              0.181803   0.184920   0.188135   0.191451  0.194873     66.96    69.34
LaSalle County, IL       504570DC3 04/01/04 12/01/07    104.125    VARIES    3.0655              0.086183   0.085673                                     28.35         
LaSalle Cnty, IL SD #141 504588EA8 05/12/06 12/01/07    102.832     0.000    5.4064              0.159060   0.163360                                     53.26         
LaSalle Cnty, IL SD #141 504588EB6 05/12/06 12/01/08    104.303    VARIES    5.5244              0.164960   0.169516   0.156219   0.154856               59.94    51.31
LaSalle Cnty, IL SD #141 504588EC4 05/12/06 12/01/09    105.939    VARIES    5.5982              0.169855   0.174609   0.161030   0.159706  0.158345     61.74    57.65
LaSalle Cnty, IL SD #141 504588ED2 05/12/06 12/01/10    107.147    VARIES    5.6677              0.173988   0.178919   0.165294   0.164074  0.162820     63.26    59.21
LaSalle County, IL       504597AS4 11/17/03 12/01/07    105.602    VARIES    3.9327              0.110801   0.110030                                     36.43         
LaSalle County, IL       504597AT2 11/17/03 12/01/08    105.395    VARIES    4.3341              0.123055   0.122411   0.121753   0.121080               44.14    40.06
Lake County IL SD #187   509262CS8 04/09/03 01/01/08     83.406     0.000    3.8740   128.30     0.103561   0.105567                                     37.64         
Lake County IL SD #187   509262CT6 04/09/03 01/01/09     78.814     0.000    4.1991   132.11     0.107340   0.109593   0.111894   0.114243               39.05    40.70
Lake County IL SD #187   509262CU3 04/09/03 01/01/10     74.126     0.000    4.4992   133.78     0.109361   0.111822   0.114337   0.116909               39.81    41.62
Lake County IL SD #187   509262CV1 04/09/03 01/01/21     35.244     0.000    5.9694    86.45     0.072777   0.074949   0.077186   0.079490               26.59    28.20
Lamar Media Corporation. 513075AN1 08/17/06 08/15/15     92.809     6.625    7.7500     2.11     0.015770   0.016375   0.017009   0.017669  0.018353      5.95     6.42
Lamar Media Corporation. 513075AP6 08/17/06 08/15/15     92.809     6.625    7.7500     2.11     0.015770   0.016375   0.017009   0.017669  0.018353      5.95     6.42
Lamar Media Corporation. 513075AQ4 08/17/06 08/15/15     92.809     6.625    7.7500     2.11     0.015770   0.016375   0.017009   0.017669  0.018353      5.95     6.42
Language Ln Hldgs II Inc 515860AA2 06/11/04 06/15/13     50.460    VARIES   14.1249              0.278932   0.298632   0.319722   0.342303  0.366478    104.61   119.91
Language Ln Hldgs II Inc 515860AB0 06/11/04 06/15/13     50.460    VARIES   14.1249              0.278932   0.298632   0.319722   0.342303  0.366478    104.61   119.91
Language Ln Hldgs II Inc 515860AC8 06/11/04 06/15/13     50.460    VARIES   14.1249              0.278932   0.298632   0.319722   0.342303  0.366478    104.61   119.91
Language Ln Hldgs II Inc 515861AA0 06/11/04 06/15/12     97.432    11.125   11.6262     5.84     0.007479   0.007914   0.008374   0.008861  0.009376      2.78     3.12
Language Ln Hldgs II Inc 515861AB8 06/11/04 06/15/12     97.432    11.125   11.6262     5.84     0.007479   0.007914   0.008374   0.008861  0.009376      2.78     3.12
Language Ln Hldgs II Inc 515861AC6 06/11/04 06/15/12     97.432    11.125   11.6262     5.84     0.007479   0.007914   0.008374   0.008861  0.009376      2.78     3.12
Lee & Ogle Counties, IL  523372AE0 07/02/03 04/01/07    100.510    VARIES    3.3831              0.094029                                                 8.46         
Lee & Ogle Counties, IL  523372AF7 07/02/03 04/01/08    100.396    VARIES    3.8822              0.107945   0.107911   0.107876                          38.85     9.71
Lee & Ogle Counties, IL  523372AG5 07/02/03 04/01/09    100.704    VARIES    4.2319              0.117881   0.117818   0.117754   0.117689  0.117623     42.41    42.37
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lee & Ogle Counties, IL  523372AH3 07/02/03 04/01/10    101.077    VARIES    4.4821              0.125175   0.125086   0.124994   0.124901  0.124805     45.03    44.96
Lee & Ogle Counties, IL  523372AT7 06/09/05 04/01/07     88.783     0.000    6.6710    96.03     0.179325                                                16.14         
Lee & Ogle Counties, IL  523372AU4 06/09/05 04/01/08     83.138     0.000    6.6736    89.96     0.167995   0.173601   0.179393                          62.51    16.15
Lee & Ogle Counties, IL  523372AV2 06/09/05 04/01/09     77.853     0.000    6.6745    84.25     0.157338   0.162589   0.168015   0.173622  0.179416     58.55    62.52
Lee & Ogle Counties, IL  523372AW0 06/09/05 04/01/10     72.903     0.000    6.6753    78.91     0.147353   0.152271   0.157354   0.162605  0.168033     54.83    58.55
Lee & Ogle Counties, IL  523372AX8 06/09/05 04/01/11     68.268     0.000    6.6757    73.90     0.137995   0.142601   0.147361   0.152280  0.157362     51.35    54.84
Lehman Bros Hldgs Inc    524908779 02/05/02 02/05/07    100.000     0.000    5.6499              0.201666                                                 6.86         
Lehman Bros Hldgs Inc    524908CH1 02/24/00 02/24/07    100.000     0.250    8.1500              0.375777                                                19.92         
Lehman Bros Hldgs Inc    524908CS7 11/14/00 11/14/07    100.000     0.250    7.7500              0.335717   0.348457                                    107.37         
Lehman Bros Hldgs Inc    524908CT5 11/14/00 11/14/07    100.000     0.250    7.7500              0.335717   0.348457                                    107.37         
Lehman Bros Hldgs Inc    524908DH0 06/01/01 06/01/08    100.000     0.250    6.7534              0.267255   0.276045   0.285132                          98.33    42.77
Lehman Bros Hldgs Inc    524908EF3 06/19/02 06/19/09    100.000     0.250    4.6000              0.155220   0.158630   0.162119   0.165688  0.169339     56.58    59.09
Lehman Bros Hldgs Inc    524908EK2 08/05/02 08/05/07    100.000     0.000    4.9999              0.169220   0.173450                                     36.97         
Lehman Bros Hldgs Inc    524908EN6 08/05/02 08/05/08    100.000     0.000    5.2499              0.179423   0.184133   0.188967   0.193927               66.83    41.33
Lehman Bros Hldgs Inc    524908EP1 09/27/02 09/27/07    100.000     0.000    3.9999              0.130182   0.132785                                     35.10         
Lehman Bros Hldgs Inc    524908ES5 10/02/02 10/02/07    100.000     0.250    2.9999              0.092994   0.094285                                     25.43         
Lehman Bros Hldgs Inc    524908FJ4 04/29/03 04/29/10    100.000     0.000    4.4000              0.142335   0.145467   0.148667   0.151938  0.155280     52.20    54.52
Lehman Bros Hldgs Inc    524908FL9 05/01/03 05/01/10    100.000     0.250    4.3999              0.141190   0.144144   0.147162   0.150247  0.153400     51.72    53.91
Lehman Bros Hldgs Inc    524908FN5 05/08/03 05/08/10    100.000     0.250    4.2499              0.135674   0.138409   0.141203   0.144056  0.146970     49.63    51.65
Lehman Bros Hldgs Inc    524908FP0 05/13/03 05/13/10    100.000     0.250    4.1999              0.133847   0.136512   0.139233   0.142011  0.144847     48.92    50.89
Lehman Bros Hldgs Inc    524908FR6 05/27/03 05/27/08    100.000     0.250    3.0600              0.093754   0.095082   0.096431                          34.08    14.08
Lehman Bros Hldgs Inc    524908JE1 09/10/03 06/10/10    100.000     0.000    4.5589              0.146629   0.149971   0.153390   0.156886  0.160462     53.53    56.00
Lehman Bros Hldgs Inc    524908JJ0 10/09/03 10/09/10    100.000     1.600    4.3099              0.129994   0.131837   0.133720   0.135644  0.137610     47.44    48.80
Lehman Bros Hldgs Inc    524908JK7 11/06/03 11/06/09    100.000     0.000    4.2300              0.133223   0.136041   0.138918   0.141856  0.144857     48.78    50.87
Lehman Bros Hldgs Inc    524908LS7 02/11/04 02/11/11    100.000     0.750    4.3200              0.131184   0.133568   0.136003   0.138491  0.141032     48.33    50.11
Lehman Bros Hldgs Inc    524908MJ6 10/06/04 10/06/11    100.000     0.250    4.4000              0.132707   0.135474   0.138301   0.141191  0.144145     48.75    50.81
Lehman Bros Hldgs Inc    524908NL0 06/21/05 06/21/10    100.000     0.750    4.4580              0.130878   0.133331   0.135838   0.138402  0.141022     47.61    49.41
Lehman Bros Hldgs Inc    524908NM8 06/29/05 06/29/12    100.000     0.250    4.4344              0.131084   0.133836   0.136650   0.139526  0.142465     47.70    49.72
Lehman Bros Hldgs Inc    524908NW6 09/26/05 09/26/08    107.550     0.250    4.3840              0.136470   0.139310   0.142211   0.145176               50.19    38.22
Lehman Bros Hldgs Inc    524908NX4 10/13/05 10/13/15    100.000     5.175    5.1749              0.143750   0.143750   0.143750   0.143750  0.143750     51.75    51.75
Lehman Bros Hldgs Inc    524908NY2 10/28/05 10/28/12    100.000     3.000    4.9995              0.141688   0.143147   0.144642   0.146175  0.147745     51.46    52.54
Lehman Bros Hldgs Inc    524908PA2 11/17/05 11/17/12    100.000     3.000    5.2215              0.148306   0.150003   0.151743   0.153529  0.155362     53.85    55.11
Lehman Bros Hldgs Inc    524908PG9 01/06/06 01/06/12    100.000     0.250    5.0450              0.143499   0.146944   0.150475   0.154096  0.157807     53.50    56.11
Lehman Bros Hldgs Inc    524908PK0 03/08/06 03/03/09    100.000     2.000    5.1001              0.143805   0.146056   0.148363   0.150730  0.153157     52.71    54.40
Lehman Bros Hldgs Inc    524908PL8 03/23/06 03/23/09    100.000     1.000    5.0091              0.141931   0.144790   0.147721   0.150725  0.153804     52.18    54.32
Lehman Bros Hldgs Inc    524908PN4 03/29/06 03/29/13    100.000     1.500    5.4019              0.152983   0.155989   0.159077   0.162249  0.165505     56.18    58.43
Lehman Bros Hldgs Inc    524908SH4 08/01/06 08/01/13    100.000     2.000    5.4200              0.150556   0.153130   0.155775   0.158490  0.161280     55.45    57.39
Lehman Bros Hldgs Inc    524908SK7 08/09/06 08/09/09    100.000     0.000    5.4269              0.150748   0.154839   0.159040   0.163356  0.167788     56.18    59.27
Lehman Bros Hldgs Inc    524908TX8 10/12/06 10/12/11    100.000     0.250    5.5099              0.153055   0.157081   0.161217   0.165467  0.169835     56.47    59.48
Lehman Bros Hldgs Inc    524908TZ3 10/17/06 10/17/13    100.000     1.000    5.3799              0.149445   0.152717   0.156078   0.159530  0.163074     54.88    57.33
Lehman Bros Hldgs Inc    524908UC2 12/12/06 12/12/13    100.000     0.250    5.0399              0.140000   0.143353   0.146790   0.150315  0.153928     51.13    53.61
Lehman Bros Hldgs Inc    524908UE8 12/11/06 12/11/11    104.625     0.000    5.0399              0.146475   0.150166   0.153950   0.157830  0.161807     53.54    56.28
Lehman Bros Hldgs Inc    524908UH1 12/21/06 12/21/11    100.000     0.000    5.2200              0.145001   0.148785   0.152669   0.156653  0.160742     52.96    55.76
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    524908UL2 12/27/06 12/27/13    100.000     0.450    5.1200              0.142222   0.145543   0.148949   0.152442  0.156025     51.82    54.28
Lehman Bros Hldgs Inc    524908UU2 02/06/07 02/06/14    100.000     1.250    5.5630                         0.154528   0.157860   0.161286  0.164806     50.70    58.45
Lehman Bros Hldgs Inc    524908UY4 02/16/07 02/16/12    100.000     0.250    5.3845                         0.149570   0.153410   0.157353  0.161402     47.63    57.02
Lehman Bros Hldgs Inc    524908VU1 03/29/07 03/29/14    100.000     1.000    5.6108                         0.155857   0.159450   0.163144  0.166942     42.72    58.76
Lehman Bros Hldgs Inc    52517P2J9 05/24/07 05/24/24    100.000    VARIES    5.5681                         0.154671   0.150954   0.147133  0.143205     33.43    53.37
Lehman Bros Hldgs Inc    52517P3N9 10/02/07 04/02/09    100.000     0.000    5.4000                                    0.150000   0.154050  0.158210     13.35    55.46
Lehman Bros Hldgs Inc    52517P4H1 09/28/07 09/28/09    100.000     0.000    5.3300                                    0.148056   0.152002  0.156053     13.77    54.75
Lehman Bros Hldgs Inc    52517P4P3 08/31/07 03/05/09    100.000     0.000    5.6999                         0.158332   0.158458   0.162974  0.167619     19.17    58.92
Lehman Bros Hldgs Inc    52517P4Q1 08/31/07 08/31/10    100.000     0.000    6.2200                                    0.170879   0.174278  0.182677     21.02    64.62
Lehman Bros Hldgs Inc    52517P4T5 08/29/07 08/29/22    100.000    VARIES    6.2092                                    0.168728   0.166497  0.161397     21.09    60.43
Lehman Bros Hldgs Inc    52517P4W8 08/31/07 08/31/10    100.000     0.000    6.2200                                    0.170879   0.174278  0.182677     21.02    64.62
Lehman Bros Hldgs Inc    52517P4X6 08/21/07 08/21/37    100.000    VARIES    7.1259                                    0.197942   0.194276  0.190480     25.73    69.63
Lehman Bros Hldgs Inc    52517P5M9 10/02/07 10/04/10    100.000     0.000    5.4599                         0.151666   0.151712   0.155854  0.160109     13.50    56.09
Lehman Bros Hldgs Inc    52517P5P2 10/02/07 10/04/10    100.000     0.000    5.4599                         0.151666   0.151712   0.155854  0.160109     13.50    56.09
Lehman Bros Hldgs Inc    52517P5Q0 09/27/07 09/28/09    100.000     0.000    5.3299                         0.148054   0.148077   0.152024  0.156075     13.92    54.76
Lehman Bros Hldgs Inc    52517P5R8 09/28/07 09/28/22    100.000    VARIES    5.5817                                    0.155048   0.150072  0.146121     14.42    54.09
Lehman Bros Hldgs Inc    52517P5S6 09/26/07 09/26/22    100.000    VARIES    5.7211                                    0.158922   0.154330  0.149607     15.10    55.50
Lehman Bros Hldgs Inc    52517P6Q9 10/12/07 10/13/09    100.000     0.000    5.4700                         0.151943   0.151968   0.156124  0.160394     12.01    56.11
Lehman Bros Hldgs Inc    52517P6Y2 10/12/07 10/13/09    100.000     0.000    5.4700                         0.151943   0.151968   0.156124  0.160394     12.01    56.11
Lehman Bros Hldgs Inc    52517P7A3 10/11/07 10/11/11     80.899     0.000    5.3700                                    0.120675   0.123916  0.127243      9.65    44.55
Lehman Bros Hldgs Inc    52517PAE1 10/15/93 10/15/23    100.000    VARIES    6.9789              0.208223   0.207996   0.207761   0.207518  0.207267     74.88    74.71
Lehman Bros Hldgs Inc    52517PB26 08/31/05 08/31/07    100.000     0.000    4.2018              0.121001   0.121529                                     29.38         
Lehman Bros Hldgs Inc    52517PB91 09/30/05 10/01/07    100.000     0.000    4.1916              0.121382   0.123926                                     33.23         
Lehman Bros Hldgs Inc    52517PC25 10/20/05 10/20/20    100.000    VARIES    5.2456              0.141549   0.139452   0.138093   0.136699  0.136011     51.03    50.13
Lehman Bros Hldgs Inc    52517PC90 11/25/05 11/26/07    100.000     0.000    4.7882              0.139471   0.142810                                     45.93         
Lehman Bros Hldgs Inc    52517PD73 12/21/05 12/20/09     82.123     0.000    4.9883              0.119526   0.122507   0.125562   0.128694  0.131904     43.63    45.84
Lehman Bros Hldgs Inc    52517PE56 02/22/06 02/22/13    100.000    VARIES    5.1644              0.141781   0.140062   0.140092   0.140123  0.140155     50.51    50.45
Lehman Bros Hldgs Inc    52517PE64 02/07/06 08/07/07    100.000     0.000    4.7883              0.136193   0.139454                                     30.00         
Lehman Bros Hldgs Inc    52517PE80 03/07/06 09/07/07    100.000     0.000    4.9806              0.141795   0.145327                                     35.52         
Lehman Bros Hldgs Inc    52517PE98 03/15/06 03/15/11    100.000     0.000    5.2946              0.150966   0.154962   0.159065   0.163276  0.167598     55.93    58.93
Lehman Bros Hldgs Inc    52517PF22 03/22/06 03/24/08    100.000     0.000    5.0310              0.143306   0.146911   0.150607                          52.95    12.50
Lehman Bros Hldgs Inc    52517PF30 03/22/06 03/24/08    100.000     0.000    5.0310              0.143306   0.146911   0.150607                          52.95    12.50
Lehman Bros Hldgs Inc    52517PG62 04/25/06 04/25/07    100.000     0.000    5.0515              0.143864                                                16.40         
Lehman Bros Hldgs Inc    52517PG70 04/20/06 04/20/07    100.000     0.000    5.0818              0.144749                                                15.78         
Lehman Bros Hldgs Inc    52517PG88 04/24/06 04/24/08    100.000     0.000    5.1629              0.147117   0.150914   0.154810                          54.16    17.49
Lehman Bros Hldgs Inc    52517PH46 05/17/06 05/17/21    100.000    VARIES    5.8803              0.161613   0.159831   0.160855   0.161909  0.162994     57.83    58.19
Lehman Bros Hldgs Inc    52517PH79 05/19/06 11/19/07    100.000     0.000    5.2642              0.150077   0.154028                                     48.44         
Lehman Bros Hldgs Inc    52517PH87 05/19/06 11/19/07    100.000     0.000    5.2642              0.150077   0.154028                                     48.44         
Lehman Bros Hldgs Inc    52517PJ93 06/26/06 12/27/07    100.000     0.000    5.5782              0.159299   0.163742                                     57.51         
Lehman Bros Hldgs Inc    52517PK26 06/30/06 06/30/08    100.000     0.000    5.6797              0.162252   0.166860   0.171599                          59.25    30.72
Lehman Bros Hldgs Inc    52517PK42 07/26/06 07/26/21    100.000    VARIES    4.6197              0.128326   0.124874   0.121342   0.121899  0.122469     44.49    43.96
Lehman Bros Hldgs Inc    52517PL66 09/14/06 09/14/21     95.000    VARIES    5.7713              0.152299   0.152005   0.151702   0.151390  0.151069     54.71    54.49
Lehman Bros Hldgs Inc    52517PL74 09/12/06 09/12/11    100.000     0.000    5.4399              0.151111   0.155221   0.159443   0.163780  0.168235     56.05    59.14
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    52517PM24 09/29/06 09/29/21     95.500    VARIES    5.8013              0.153898   0.153729   0.153555   0.153376  0.153192     55.34    55.21
Lehman Bros Hldgs Inc    52517PM65 10/06/06 10/08/07    100.000     0.000    5.1399              0.142816   0.146486                                     40.22         
Lehman Bros Hldgs Inc    52517PM99 10/27/06 10/27/16     94.650    VARIES    5.6132              0.147583   0.147632   0.147683   0.147734  0.147788     53.15    53.18
Lehman Bros Hldgs Inc    52517PN64 11/07/06 11/07/16    100.000    VARIES    5.5099              0.153056   0.148854   0.144537   0.144693  0.144853     53.88    52.08
Lehman Bros Hldgs Inc    52517PN80 11/17/06 05/19/08    100.000     0.000    5.1698              0.143649   0.147362   0.151171                          52.70    20.86
Lehman Bros Hldgs Inc    52517PP54 11/28/06 11/30/07    100.000     0.000    5.1399              0.142816   0.146486                                     47.65         
Lehman Bros Hldgs Inc    52517PQ20 12/28/06 12/28/21    100.000    VARIES    5.1185              0.142182   0.141555   0.140912   0.140253  0.139577     51.07    50.61
Lehman Bros Hldgs Inc    52517PQ79 12/26/06 12/27/07    100.000     0.000    5.2300              0.145299   0.149099                                     52.41         
Lehman Bros Hldgs Inc    52517PQ87 12/21/06 12/21/21     97.500    VARIES    5.3886              0.145944   0.143327   0.140640   0.137881  0.135047     52.02    50.08
Lehman Bros Hldgs Inc    52517PQ95 12/28/06 12/28/21    100.000    VARIES    5.1988              0.144413   0.140947   0.137390   0.137531  0.137677     51.34    49.49
Lehman Bros Hldgs Inc    52517PS93 02/05/07 02/05/17     97.100    VARIES    5.7419                         0.154872   0.154533   0.154704  0.154878     50.44    55.71
Lehman Bros Hldgs Inc    52517PT27 02/15/07 02/15/22     97.500    VARIES    5.4901                         0.148692   0.148198   0.147691  0.147171     46.92    53.12
Lehman Bros Hldgs Inc    52517PT43 02/28/07 08/28/08    100.000     0.000    5.3502                         0.148618   0.152594   0.156676               45.52    36.90
Lehman Bros Hldgs Inc    52517PT68 02/16/07 02/16/17    100.000    VARIES    5.6999                         0.158333   0.155784   0.153162  0.150466     49.53    54.89
Lehman Bros Hldgs Inc    52517PTP6 02/18/03 02/18/08    100.000     0.000    4.1715              0.130980   0.135928   0.136501                          49.45     6.55
Lehman Bros Hldgs Inc    52517PU41 03/30/07 03/30/09    100.000     0.000    5.2100                         0.144722   0.148492   0.152361  0.156330     39.56    54.87
Lehman Bros Hldgs Inc    52517PU66 03/07/07 03/07/22    100.000    VARIES    5.1589                         0.143303   0.139834   0.136276  0.136424     41.74    49.31
Lehman Bros Hldgs Inc    52517PU74 03/30/07 03/30/09    100.000     0.000    5.2100                         0.144722   0.148492   0.152361  0.156330     39.56    54.87
Lehman Bros Hldgs Inc    52517PU82 03/05/07 03/05/22    100.000    VARIES    5.5000                         0.152779   0.150869   0.148907  0.146891     45.00    53.50
Lehman Bros Hldgs Inc    52517PU90 03/09/07 04/15/08    100.000     0.000    5.3000              0.147222   0.148003   0.151925                          43.49    15.80
Lehman Bros Hldgs Inc    52517PUH2 06/12/03 06/12/13    100.000    VARIES    4.5976              0.114927   0.112530   0.110720   0.108868  0.107562     41.43    40.12
Lehman Bros Hldgs Inc    52517PUK5 05/23/03 05/23/13    100.000    VARIES    4.3487              0.116087   0.113575   0.113885   0.111699  0.112566     41.82    41.23
Lehman Bros Hldgs Inc    52517PUL3 06/12/03 06/12/18    100.000    VARIES    5.2471              0.140551   0.138791   0.137415   0.136002  0.135292     50.92    49.99
Lehman Bros Hldgs Inc    52517PUP4 07/03/03 07/03/18    100.000    VARIES    4.7451              0.117635   0.117507   0.113498   0.112579  0.109162     42.16    40.58
Lehman Bros Hldgs Inc    52517PUR0 07/17/03 07/17/15    100.000    VARIES    4.3972              0.108684   0.108511   0.104758   0.103858  0.100656     38.98    37.49
Lehman Bros Hldgs Inc    52517PUT6 07/16/03 01/16/09    100.000    VARIES    3.3194              0.085462   0.086028   0.085857   0.088241  0.088730     31.36    32.34
Lehman Bros Hldgs Inc    52517PUW9 07/30/03 07/30/07    100.000    VARIES    3.1498              0.082959   0.085662                                     17.91         
Lehman Bros Hldgs Inc    52517PUX7 08/07/03 08/07/08    100.000    VARIES    4.0000              0.103982   0.104850   0.104475   0.107736               38.18    23.47
Lehman Bros Hldgs Inc    52517PV65 03/28/07 03/28/22    100.000    VARIES    5.2488                         0.145802   0.142339   0.138784  0.138927     39.48    50.28
Lehman Bros Hldgs Inc    52517PVC2 08/27/03 08/27/10    100.000     0.250    4.7000              0.149042   0.152382   0.155799   0.159298  0.162878     55.09    57.60
Lehman Bros Hldgs Inc    52517PVE8 09/25/03 09/25/10    100.000     0.250    4.3900              0.137947   0.140823   0.143761   0.146764  0.149833     50.74    52.88
Lehman Bros Hldgs Inc    52517PVG3 09/30/03 09/30/10    100.000     0.250    4.3099              0.135112   0.137874   0.140695   0.143577  0.146522     49.65    51.70
Lehman Bros Hldgs Inc    52517PVN8 12/17/03 12/17/18    100.000    VARIES    6.0028              0.173980   0.174508   0.175610   0.176744  0.178890     63.62    64.53
Lehman Bros Hldgs Inc    52517PVR9 01/13/04 01/13/11    100.000     0.250    4.3800              0.134793   0.137593   0.140454   0.143378  0.146366     49.98    52.08
Lehman Bros Hldgs Inc    52517PVX6 03/16/04 03/16/07    100.000    VARIES    2.7998              0.076276                                                 5.64         
Lehman Bros Hldgs Inc    52517PW80 04/20/07 04/20/22    100.000    VARIES    5.1283                         0.142455   0.141478   0.140476  0.139448     35.69    50.61
Lehman Bros Hldgs Inc    52517PW98 04/25/07 04/25/22    100.000    VARIES    5.1488                         0.143025   0.139556   0.135997  0.136137     34.96    49.37
Lehman Bros Hldgs Inc    52517PWB3 04/08/04 04/08/14    100.000    VARIES    4.8469              0.119960   0.117561   0.115775   0.114607  0.114035     42.99    42.01
Lehman Bros Hldgs Inc    52517PWC1 04/08/04 04/08/11    100.000    VARIES    4.2283              0.104093   0.101987   0.100921   0.101900  0.104626     37.34    37.43
Lehman Bros Hldgs Inc    52517PWD9 04/14/04 04/14/11    100.000    VARIES    3.5801              0.097586   0.097131   0.097212   0.097294  0.097913     35.51    35.65
Lehman Bros Hldgs Inc    52517PWR8 05/13/04 09/16/10     90.250     1.000    4.8310              0.132156   0.134678   0.137260   0.139904  0.142613     48.57    50.45
Lehman Bros Hldgs Inc    52517PWX5 07/07/04 07/07/11    100.000     0.250    5.0499              0.154262   0.157982   0.161796   0.165706  0.169714     57.51    60.33
Lehman Bros Hldgs Inc    52517PWY3 07/29/04 07/29/14    100.000    VARIES    5.4675              0.140662   0.142183   0.139416   0.140483  0.138483     51.42    51.08
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Lehman Bros Hldgs Inc    52517PX30 04/30/07 05/01/08    100.000     0.000    5.1400              0.142777   0.142799   0.146469                          34.63    17.58
Lehman Bros Hldgs Inc    52517PX55 04/27/07 04/27/22    100.000    VARIES    5.3982                         0.149951   0.148075   0.146149  0.144171     36.47    52.71
Lehman Bros Hldgs Inc    52517PX71 04/17/07 04/17/37    100.000    VARIES    6.2486                         0.173573   0.170621   0.167577  0.167606     43.87    60.65
Lehman Bros Hldgs Inc    52517PXB2 08/20/04 08/20/09    100.000    VARIES    4.6984              0.117584   0.118122   0.116352   0.120394  0.121883     42.85    44.06
Lehman Bros Hldgs Inc    52517PXD8 08/26/04 08/26/14    100.000    VARIES    5.4872              0.140451   0.141770   0.138812   0.139665  0.137464     51.29    50.79
Lehman Bros Hldgs Inc    52517PXF3 09/15/04 09/15/14    100.000    VARIES    5.2957              0.133890   0.128359   0.126295   0.122114  0.121939     47.03    44.98
Lehman Bros Hldgs Inc    52517PXG1 09/15/04 09/15/14    100.000    VARIES    5.2957              0.133890   0.128359   0.126295   0.122114  0.121939     47.03    44.98
Lehman Bros Hldgs Inc    52517PXJ5 10/25/04 10/25/11    100.000    VARIES    4.6584              0.121048   0.119373   0.118335   0.116636  0.115529     43.69    42.81
Lehman Bros Hldgs Inc    52517PXK2 10/27/04 10/27/14    100.000    VARIES    5.1472              0.133682   0.131803   0.130624   0.129064  0.128163     48.25    47.36
Lehman Bros Hldgs Inc    52517PXL0 10/25/04 10/25/11    100.000    VARIES    4.6577              0.116072   0.113035   0.110577   0.108319  0.111451     41.44    40.12
Lehman Bros Hldgs Inc    52517PXM8 10/25/04 10/25/17    100.000    VARIES    5.2494              0.137514   0.137642   0.138544   0.139469  0.140671     50.29    51.02
Lehman Bros Hldgs Inc    52517PXQ9 11/01/04 11/01/14    100.000    VARIES    4.9383              0.134086   0.133624   0.133152   0.132324  0.131476     48.13    47.69
Lehman Bros Hldgs Inc    52517PXS5 10/29/04 10/29/19    100.000    VARIES    5.4644              0.142192   0.139307   0.137141   0.134916  0.133358     51.05    49.54
Lehman Bros Hldgs Inc    52517PXV8 11/18/04 11/18/11    100.000    VARIES    5.0706              0.131798   0.129147   0.130045   0.128104  0.129677     47.54    47.22
Lehman Bros Hldgs Inc    52517PXW6 11/22/04 11/22/19    100.000    VARIES    5.5393              0.142320   0.141243   0.144087   0.143834  0.147207     51.82    52.81
Lehman Bros Hldgs Inc    52517PXZ9 12/07/04 12/07/16    100.000    VARIES    5.2285              0.142830   0.142570   0.142303   0.141666  0.141012     51.36    51.08
Lehman Bros Hldgs Inc    52517PY88 05/23/07 05/23/22    100.000    VARIES    5.3887                         0.149687   0.146235   0.142691  0.142794     32.50    51.88
Lehman Bros Hldgs Inc    52517PYC9 12/06/04 12/06/11    100.000    VARIES    4.7277              0.118670   0.114901   0.111708   0.109684  0.112894     42.44    40.55
Lehman Bros Hldgs Inc    52517PYD7 12/23/04 12/23/11    100.000    VARIES    4.7678              0.120782   0.118426   0.117016   0.115571  0.115375     43.62    42.55
Lehman Bros Hldgs Inc    52517PYE5 12/23/04 12/23/19    100.000    VARIES    5.6986              0.143980   0.144330   0.145500   0.146703  0.148190     52.63    53.50
Lehman Bros Hldgs Inc    52517PYF2 12/23/04 06/23/08    100.000    VARIES    4.0195              0.107510   0.106765   0.107661                          39.11    18.73
Lehman Bros Hldgs Inc    52517PYG0 12/30/04 12/30/19    100.000    VARIES    5.5380              0.141514   0.141971   0.142441   0.142924  0.143344     51.03    51.37
Lehman Bros Hldgs Inc    52517PYH8 01/06/05 01/06/20    100.000    VARIES    5.8754              0.160373   0.159373   0.158342   0.157282  0.156190     57.20    56.44
Lehman Bros Hldgs Inc    52517PYJ4 12/30/04 12/30/19    100.000    VARIES    5.8784              0.153120   0.153538   0.153969   0.154412  0.154868     55.20    55.51
Lehman Bros Hldgs Inc    52517PYK1 12/29/04 12/29/11    100.000    VARIES    4.7878              0.121999   0.118677   0.115958   0.112520  0.114128     43.90    41.81
Lehman Bros Hldgs Inc    52517PYL9 12/29/04 12/29/14    100.000    VARIES    5.2159              0.131893   0.128536   0.125832   0.122700  0.120144     47.51    45.46
Lehman Bros Hldgs Inc    52517PYM7 01/28/05 01/28/20    100.000    VARIES    5.9154              0.161566   0.160594   0.159593   0.158562  0.157501     57.69    56.95
Lehman Bros Hldgs Inc    52517PYR6 02/02/05 02/02/17    100.000    VARIES    5.4992              0.142990   0.145749   0.143765   0.145754  0.144584     52.81    53.10
Lehman Bros Hldgs Inc    52517PYT2 02/24/05 02/24/20    100.000    VARIES    5.1276              0.127150   0.127561   0.127983   0.128416  0.128859     45.95    46.26
Lehman Bros Hldgs Inc    52517PYU9 02/24/05 02/24/20    100.000    VARIES    5.0875              0.124783   0.125308   0.125845   0.126397  0.126962     45.15    45.55
Lehman Bros Hldgs Inc    52517PYW5 03/23/05 03/23/20    100.000    VARIES    5.1879              0.130199   0.130622   0.131056   0.131502  0.131958     47.03    47.35
Lehman Bros Hldgs Inc    52517PYX3 03/17/05 03/17/20    100.000    VARIES    5.2322              0.148657   0.149821   0.151016   0.152241  0.153499     53.97    54.84
Lehman Bros Hldgs Inc    52517PZ87 05/23/07 05/23/22    100.000    VARIES    5.5672                         0.154645   0.150638   0.146519  0.142285     33.56    53.17
Lehman Bros Hldgs Inc    52517PZF1 04/19/05 04/19/10    100.000    VARIES    4.9000              0.136610   0.136554   0.136497   0.136438  0.136360     49.16    49.12
Lehman Bros Hldgs Inc    52520W549 04/30/07 04/30/09    100.000     0.000    5.1300                         0.142501   0.146156   0.149905  0.153750     34.57    53.75
Lehman Bros Hldgs Inc    52520W564 03/30/07 03/31/11    100.000     0.000    5.0675                         0.140766   0.144333   0.147990  0.151740     38.47    53.29
Lehman Bros Hldgs Inc    52520WAC5 06/05/06 06/15/09    100.000     1.383    5.4185              0.153726   0.156850   0.160059   0.163354  0.166739     56.00    58.32
Lehman Bros Hldgs Inc    52520WAD3 06/05/06 06/15/09    100.000     3.119    5.4192              0.152365   0.154146   0.155975   0.157854  0.159784     55.23    56.55
Lehman Bros Hldgs Inc    52520WAE1 06/05/06 06/15/09    100.000     2.070    5.4187              0.153185   0.155777   0.158440   0.161175  0.163984     55.70    57.62
Lehman Bros Hldgs Inc    52520WAF8 06/09/06 06/09/09    100.000     1.000    5.3910              0.153038   0.156415   0.159882   0.163443  0.167100     55.85    58.36
Lehman Bros Hldgs Inc    52520WAG6 06/23/06 06/23/11    100.000     0.250    5.8865              0.168123   0.172867   0.177751   0.182778  0.187953     61.46    64.98
Level 3 Communications   52729NAR1 02/29/00 03/15/10*    53.308    VARIES   12.8732              0.357608   0.357606                                     26.82*        
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Liberty Media Corp.      530715AF8 11/16/99 11/15/29    100.000     4.000    9.0689              0.373020   0.384896   0.397311   0.410289  0.423855    137.54   146.59
Liberty Media Corp.      530715AG6 11/16/99 11/15/29    100.000     4.000    9.0689              0.373020   0.384896   0.397311   0.410289  0.423855    137.54   146.59
Liberty Media Corp.      530715AK7 02/10/00 02/15/30    100.000     3.750    9.4298              0.391717   0.405274   0.419471   0.434338  0.449905    147.23   157.82
Liberty Media Corp.      530715AL5 02/10/00 02/15/30    100.000     3.750    9.4298              0.391717   0.405274   0.419471   0.434338  0.449905    147.23   157.82
Liberty Media Corp.      530715AM3 01/11/01 01/15/31    100.000     3.500    9.4998              0.375186   0.388389   0.402219   0.416706  0.431881    141.93   152.33
Liberty Media Corp.      530715AN1 01/11/01 01/15/31    100.000     3.500    9.4998              0.375186   0.388389   0.402219   0.416706  0.431881    141.93   152.33
Liberty Media Corp.      530715AP6 03/08/01 03/15/31    100.000     3.250   10.3696              0.435834   0.453751   0.472596   0.492419  0.513269    164.02   178.01
Liberty Media Corp.      530715AQ4 03/08/01 03/15/31    100.000     3.250   10.3696              0.435834   0.453751   0.472596   0.492419  0.513269    164.02   178.01
Liberty Media Corp.      530715AR2 03/08/01 03/15/31    100.000     3.250   10.3696              0.435834   0.453751   0.472596   0.492419  0.513269    164.02   178.01
Liberty Media Corp.      530718AB1 03/26/03 03/30/23     98.500     0.750    5.6006              0.181579   0.186081   0.190708   0.195465  0.200355     67.01    70.39
Liberty Media Corp.      530718AF2 03/26/03 03/30/23     98.500     0.750    5.6006              0.181579   0.186081   0.190708   0.195465  0.200355     67.01    70.39
Lithia Motors, Inc.      536797AA1 05/03/04 05/01/14    100.000    VARIES    8.9998              0.291779   0.301315   0.311281   0.321695  0.332577    107.93   115.21
Lithia Motors, Inc.      536797AB9 05/03/04 05/01/14    100.000    VARIES    8.9998              0.291779   0.301315   0.311281   0.321695  0.332577    107.93   115.21
Lockheed Martin Corp.    539830AN9 08/13/03 08/15/33     98.500    VARIES    6.5721              0.199674   0.205476   0.204658   0.209551  0.209975     74.62    76.53
Lockheed Martin Corp.    539830AP4 08/13/03 08/15/33     98.500    VARIES    6.5721              0.199674   0.205476   0.204658   0.209551  0.209975     74.62    76.53
Lowe's Companies, Inc.   548661CD7 02/16/01 02/16/21     60.841     0.000    2.5000    95.63     0.048438   0.049043   0.049656   0.050277  0.050906     17.71    18.16
Lucent Tech Cap Tr I     549462208 03/19/02 03/15/17    100.000     7.750    7.7499              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
Lucent Tech Cap Tr I     549462307 03/19/02 03/15/17    100.000     7.750    7.7499              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
Macoupin County IL SD #1 556003DG3 06/28/06 12/01/08    104.791     7.950    5.8042              0.167675   0.166132   0.164545   0.162911               59.99    54.01
Marion County, OR        56913RAF5 03/28/02 06/01/07     73.606     0.000    6.0081   239.64     0.162026                                                24.30         
Marion County, OR        56913RAG3 03/28/02 06/01/08     68.057     0.000    6.3282   235.01     0.160101   0.165167   0.170393                          58.86    25.56
Marion County, OR        56913RAH1 03/28/02 06/01/09     63.326     0.000    6.4683   224.21     0.153241   0.158197   0.163313   0.168595  0.174048     56.36    60.07
Marion County, OR        56913RAJ7 03/28/02 06/01/10     58.440     0.000    6.6784   214.61     0.147407   0.152329   0.157416   0.162672  0.168104     54.25    57.94
Marion County, OR        56913RAK4 03/28/02 06/01/11     53.951     0.000    6.8387   203.60     0.140364   0.145164   0.150127   0.155261  0.160570     51.69    55.28
Marion County, OR        56913RAL2 03/28/02 06/01/12     49.948     0.000    6.9388   191.67     0.132450   0.137045   0.141800   0.146719  0.151810     48.79    52.23
Marion County, OR        56913RAM0 03/28/02 06/01/13     46.303     0.000    7.0088   179.75     0.124417   0.128777   0.133290   0.137961  0.142795     45.84    49.11
Marion County, OR        56913RAN8 03/28/02 06/01/14     42.967     0.000    7.0588   168.18     0.116540   0.120653   0.124912   0.129320  0.133885     42.95    46.03
Marion County, OR        56913RAP3 03/28/02 06/01/15     39.329     0.000    7.2089   157.73     0.109682   0.113635   0.117731   0.121975  0.126372     40.44    43.41
Marion County, OR        56913RAQ1 03/28/02 06/01/16     36.142     0.000    7.3089   147.28     0.102655   0.106407   0.110295   0.114326  0.118504     37.86    40.68
Marion County, OR        56913RAR9 03/28/02 06/01/17     33.393     0.000    7.3590   137.16     0.095712   0.099234   0.102885   0.106671  0.110595     35.31    37.95
Marion County, OR        56913RAS7 03/28/02 06/01/18     31.307     0.000    7.3092   127.58     0.088926   0.092176   0.095545   0.099037  0.102656     32.80    35.24
Marion County, OR        56913RAT5 03/28/02 06/01/19     28.898     0.000    7.3592   118.70     0.082831   0.085879   0.089039   0.092316  0.095713     30.55    32.84
Marion County, OR        56913RAU2 03/28/02 06/01/20     26.649     0.000    7.4091   110.33     0.077076   0.079932   0.082893   0.085964  0.089148     28.44    30.58
Markel Corporation       570535AD6 05/23/02 08/15/07     92.756     7.200    8.9652    62.02     0.044917   0.046930                                     10.42         
Markel Corporation       570535AE4 05/23/02 05/15/08     90.005     7.000    9.2115    72.08     0.053670   0.056142   0.058727                          20.00     7.87
Marquee Holdings, Inc.   57143VAA7 08/18/04 08/15/14     55.894    VARIES   11.9996              0.234985   0.249084   0.264028   0.279870  0.296661     91.08   102.34
Marquee Holdings, Inc.   57143VAB5 08/18/04 08/15/14     55.894    VARIES   11.9996              0.234985   0.249084   0.264028   0.279870  0.296661     91.08   102.34
Marquee Holdings, Inc.   57143VAC3 08/18/04 08/15/14     55.894    VARIES   11.9996              0.234985   0.249084   0.264028   0.279870  0.296661     91.08   102.34
Masco Corporation        574599AW6 07/20/01 07/20/31     39.445    VARIES    8.1251              0.132577   0.137963   0.143568   0.149401  0.155470     50.47    54.65
Masco Corporation        574599BB1 07/20/01 07/20/31     39.445    VARIES    8.1251              0.132577   0.137963   0.143568   0.149401  0.155470     50.47    54.65
Matria Healthcare, Inc.  576817AA8 07/09/01 05/01/08*    93.500    11.000   12.4422    47.83     0.033242   0.034734                                      4.44*        
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Matria Healthcare, Inc.  576817AB6 07/09/01 05/01/08*    93.500    11.000   12.4422    47.83     0.033242   0.034734                                      4.44*        
McCaw International LTD. 579472AC5 03/06/97 04/15/07     50.991    VARIES   13.3552              0.370361                                                38.52         
McCaw International LTD. 579472AD3 03/06/97 04/15/07     50.991    VARIES   13.3552              0.370361                                                38.52         
McHenry County, Illinois 581156AX4 03/11/04 12/01/07    100.444    VARIES    3.6095              0.100402   0.100334                                     33.12         
McHenry County, Illinois 581156AY2 03/11/04 12/01/08    104.812    VARIES    4.0993              0.116363   0.115759   0.115142   0.114513               41.75    37.88
McHenry County, Illinois 581156AZ9 03/11/04 12/01/09    106.159    VARIES    4.3520              0.125092   0.124429   0.123751   0.123059  0.122352     44.87    44.38
Medicis Pharma Corp.     584690AB7 08/14/03 06/04/33     93.000    VARIES    9.1499              0.303441   0.315417   0.327941   0.341038  0.354735    112.06   121.14
Medtronic, Inc.          585055AA4 09/11/01 09/15/21    100.000    VARIES    6.7187              0.240842   0.246835   0.253029   0.259431  0.266049     89.07    93.62
Medtronic, Inc.          585055AB2 09/11/01 09/15/21    100.000    VARIES    6.7187              0.240842   0.246835   0.253029   0.259431  0.266049     89.07    93.62
Medtronic, Inc.          585055AD8 09/11/01 09/15/21    100.000    VARIES    6.7187              0.240842   0.246835   0.253029   0.259431  0.266049     89.07    93.62
Cass & Sangamon Cntys IL 586362DK8 06/10/04 12/01/07    105.112    VARIES    4.0506              0.114265   0.113401                                     37.55         
Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14     55.131    VARIES   12.2495              0.268262   0.284692   0.302129   0.320634  0.340272    101.09   113.85
Merrill Lynch & Co.,Inc. 590188249 09/13/00 09/13/07    100.000     0.000    7.2057              0.304388   0.310213                                     78.69         
Merrill Lynch & Co.,Inc. 590188256 08/04/00 08/03/07    100.000     0.000    7.5474              0.319829   0.337400                                     71.62         
Merrill Lynch & Co.,Inc. 590188264 08/04/00 08/03/07    100.000     0.000    7.5474              0.319829   0.337400                                     71.62         
Merrill Lynch & Co.,Inc. 590188272 06/29/00 06/29/07    100.000     0.000    7.7715              0.350458                                                62.73         
Merrill Lynch & Co.,Inc. 590188280 03/30/00 03/30/07    100.000     0.000    7.4814              0.334986                                                29.81         
Merrill Lynch & Co.,Inc. 590188298 03/03/00 03/05/07    100.000     0.000    6.6838              0.284759                                                18.22         
Merrill Lynch & Co.,Inc. 590188A65 05/23/01 05/23/31     51.108    VARIES    6.1331              0.121385   0.125108   0.128944   0.132898  0.136974     44.66    47.44
Merrill Lynch & Co.,Inc. 590188A73 03/13/02 03/13/32    100.000    VARIES    5.7132              0.204488   0.210329   0.216338   0.222518  0.228874     75.95    80.35
Merrill Lynch & Co.,Inc. 590188P44 09/30/03 09/30/08*   100.000     0.000    N/A                 0.104466   0.106242   0.108047                          28.75*        
Merrill Lynch & Co.,Inc. 590188P51 10/03/03 10/03/08    100.000     0.000    3.6210              0.112019   0.114047   0.116112   0.118214               41.05    31.96
Merrill Lynch & Co.,Inc. 590188V70 07/30/04 07/30/07    100.000     0.000    3.1570              0.093367   0.094841                                     19.78         
Merrill Lynch & Co.,Inc. 590188V88 08/31/04 08/31/07    100.000     0.000    2.5168              0.074323   0.074422                                     17.63         
Merrill Lynch & Co.,Inc. 590188V96 09/27/04 09/27/07    100.000     0.000    2.5168              0.073498   0.074422                                     19.72         
Merrill Lynch & Co.,Inc. 590188W20 10/29/04 10/29/07    100.000     0.000    2.5190              0.073565   0.074491                                     22.09         
Merrill Lynch & Co.,Inc. 590188W38 11/30/04 11/30/07    100.000     0.000    3.1654              0.093628   0.095110                                     31.07         
Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14    100.000     0.000    4.6291              0.137761   0.140950   0.144212   0.147550  0.150966     51.32    53.73
Merrill Lynch & Co.,Inc. 590188X86 05/05/05 05/12/10    100.000    VARIES    4.2139              0.117158   0.117149   0.117136   0.117122  0.117112     42.17    42.17
Merrill Lynch & Co.,Inc. 59018FBA9 05/16/03 05/17/10    100.000     0.250    4.0324              0.127783   0.130219   0.132704   0.135240  0.137827     46.66    48.46
Merrill Lynch & Co.,Inc. 59018SB94 03/20/98 03/20/28     12.154     0.000    7.1498   103.71     0.043858   0.045425   0.047049   0.048731  0.050474     16.39    17.59
Merrill Lynch & Co.,Inc. 59018SRZ9 02/25/97 02/25/27*     9.506     0.000    8.0000   110.83     0.044506   0.046286                                      2.45*        
Merrill Lynch & Co.,Inc. 59018YDJ7 01/12/01 01/07/08    100.000     0.250    6.3524              0.245838   0.253426   0.261255                          92.55     1.57
Merrill Lynch & Co.,Inc. 59018YKD2 06/27/01 06/27/08    100.000     0.250    6.2204              0.239230   0.246455   0.253904                          87.48    44.69
Merrill Lynch Bank USA   59020WA43 01/31/07 01/31/11    100.000     0.000    5.1147                         0.142077   0.145710   0.149436  0.153258     47.58    54.27
Merrill Lynch Bank USA   59020WA68 01/31/07 01/31/12    100.000     0.000    5.1060                         0.141834   0.145455   0.149168  0.152977     47.49    54.17
Merrill Lynch Bank USA   59020WA76 01/31/07 02/21/12    100.000     0.000    5.0982              0.141619   0.142040   0.145661   0.149374  0.153182     47.48    54.08
Merrill Lynch Bank USA   59020WA84 02/28/07 11/29/10    100.000     0.000    4.8296              0.133417   0.132817   0.137519   0.139309  0.145038     40.98    50.91
Merrill Lynch Bank USA   59020WA92 02/28/07 02/28/11    100.000     0.000    4.8250                         0.131116   0.135755   0.137519  0.143171     40.82    50.92
Merrill Lynch Bank USA   59020WB42 03/15/07 03/15/13    100.000     0.000    4.8033                         0.133427   0.136631   0.139913  0.143273     38.50    50.48
Merrill Lynch Bank USA   59020WC33 03/07/07 03/05/10    100.000     0.000    5.0065                         0.139070   0.142513   0.146080  0.149737     41.29    52.78
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch Bank USA   59020WC66 03/30/07 03/31/11    100.000     0.000    4.8134                         0.133706   0.136924   0.140220  0.143594     36.53    50.49
Merrill Lynch Bank USA   59020WC74 03/30/07 03/30/12    100.000     0.000    4.8040                         0.133445   0.136651   0.139933  0.143294     36.46    50.39
Merrill Lynch Bank USA   59020WC82 03/30/07 03/31/11    100.000     0.000    4.8134                         0.133706   0.136924   0.140220  0.143594     36.53    50.49
Merrill Lynch Bank USA   59020WC90 04/30/07 04/30/12    100.000     0.000    4.7640                         0.132336   0.135488   0.138716  0.142020     32.09    49.76
Merrill Lynch Bank USA   59020WD24 04/30/07 04/30/12    100.000     0.000    4.8440                         0.134557   0.137816   0.141154  0.144573     32.63    50.63
Merrill Lynch Bank USA   59020WD32 04/30/07 04/29/11    100.000     0.000    4.8567                         0.134910   0.138168   0.141524  0.144960     32.72    50.77
Merrill Lynch Bank USA   59020WD57 04/30/07 01/28/11    100.000     0.000    4.8369                         0.134360   0.135948   0.139236  0.142604     32.62    50.55
Merrill Lynch Bank USA   59020WUH2 02/28/05 03/01/10    100.000     0.000    3.9130              0.114577   0.114915   0.118450   0.119455  0.123811     42.36    44.19
Merrill Lynch Bank USA   59020WVY4 08/26/05 08/26/10    100.000     0.000    4.2933              0.124436   0.127108   0.129836   0.132623  0.135470     45.95    47.95
Merrill Lynch Bank USA   59020WWA5 09/30/05 03/30/11    100.000     0.000    4.3666              0.126651   0.129416   0.132242   0.135129  0.138079     46.60    48.66
Merrill Lynch Bank USA   59020WWC1 09/30/05 03/31/14    100.000     0.000    4.4692              0.129757   0.132657   0.135621   0.138652  0.141750     47.77    49.93
Merrill Lynch Bank USA   59020WWD9 10/28/05 04/28/11    100.000     0.000    4.6987              0.136725   0.139937   0.143224   0.146589  0.150033     50.21    52.60
Merrill Lynch Bank USA   59020WWG2 11/27/05 05/27/11    100.000     0.000    4.7139              0.137190   0.140423   0.143733   0.147121  0.150588     50.19    52.59
Merrill Lynch Bank USA   59020WWH0 11/28/05 05/27/11    100.000     0.000    4.7163              0.137245   0.140481   0.143794   0.147185  0.150656     50.21    52.61
Merrill Lynch Bank USA   59020WWP2 12/30/05 06/30/11    100.000     0.000    4.5788              0.133082   0.136128   0.139245   0.142433  0.145694     48.46    50.71
Merrill Lynch Bank USA   59020WWQ0 01/30/06 07/31/09    100.000     0.000    4.5919              0.130481   0.133477   0.136542   0.139677  0.142884     48.43    50.68
Merrill Lynch Bank USA   59020WWV9 02/28/06 02/28/11    100.000     0.000    4.8559              0.137400   0.138442   0.143361   0.145246  0.151238     51.08    53.79
Merrill Lynch Bank USA   59020WXK2 04/28/06 04/30/12    100.000     0.000    5.2512              0.149741   0.153673   0.157708   0.161849  0.166098     55.10    58.03
Merrill Lynch Bank USA   59020WXL0 04/28/06 04/29/10    100.000     0.000    5.2516              0.149732   0.153664   0.157699   0.161840  0.166089     55.11    58.04
Merrill Lynch Bank USA   59020WXM8 05/31/06 05/31/12    100.000     0.000    5.2311              0.149111   0.153011   0.157013   0.161120  0.165334     54.63    57.52
Merrill Lynch Bank USA   59020WXN6 05/31/06 05/31/10    100.000     0.000    5.2117              0.148545   0.152416   0.156388   0.160463  0.164644     54.42    57.29
Merrill Lynch Bank USA   59020WXR7 06/30/06 06/30/10    100.000     0.000    5.4416              0.155269   0.159493   0.163833   0.168291  0.172869     56.67    59.79
Merrill Lynch Bank USA   59020WXU0 06/30/06 12/30/10    100.000     0.000    5.4415              0.155266   0.159490   0.163829   0.168287  0.172866     56.66    59.79
Merrill Lynch Bank USA   59020WYB1 07/31/06 07/29/10    100.000     0.000    5.2020              0.144501   0.148239   0.152095   0.156051  0.160110     53.85    56.68
Merrill Lynch Bank USA   59020WYC9 07/31/06 07/31/09    100.000     0.000    5.2674              0.146317   0.150171   0.154126   0.158185  0.162351     54.55    57.46
Merrill Lynch Bank USA   59020WYD7 07/28/06 07/28/11    100.000     0.000    5.2152              0.144868   0.148646   0.152522   0.156499  0.160580     54.00    56.86
Merrill Lynch Bank USA   59020WYE5 08/31/06 08/31/10    100.000     0.000    5.1348              0.141847   0.143117   0.148404   0.150560  0.156985     52.81    55.77
Merrill Lynch Bank USA   59020WYF2 08/31/06 08/31/10    100.000     0.000    5.1348              0.141847   0.143117   0.148404   0.150560  0.156985     52.81    55.77
Merrill Lynch Bank USA   59020WYG0 08/31/06 08/31/11    100.000     0.000    5.1359              0.141878   0.143148   0.148438   0.150595  0.157022     52.83    55.78
Merrill Lynch Bank USA   59020WYH8 09/15/06 09/15/10    100.000     0.000    4.9635              0.137876   0.141298   0.144804   0.148398  0.152081     50.99    53.55
Merrill Lynch Bank USA   59020WYJ4 09/07/06 09/07/10    100.000     0.000    5.0131              0.139255   0.142746   0.146324   0.149992  0.153751     51.57    54.18
Merrill Lynch Bank USA   59020WYK1 09/28/06 06/30/10    100.000     0.000    4.9465              0.139160   0.142602   0.146129   0.149743  0.153447     50.72    53.26
Merrill Lynch Bank USA   59020WYM7 09/28/06 09/30/10    100.000     0.000    4.9484              0.137496   0.140898   0.144384   0.147956  0.151617     50.74    53.28
Merrill Lynch Bank USA   59020WYU9 10/31/06 07/29/10    100.000     0.000    4.8869              0.135748   0.137388   0.140745   0.144184  0.147707     49.92    52.35
Merrill Lynch Bank USA   59020WYV7 10/31/06 10/31/12    100.000     0.000    4.8867              0.135743   0.139060   0.142457   0.145938  0.149504     49.87    52.34
Merrill Lynch Bank USA   59020WYW5 10/31/06 10/31/12    100.000     0.000    4.8867              0.135743   0.139060   0.142457   0.145938  0.149504     49.87    52.34
Merrill Lynch Bank USA   59020WZD6 11/10/06 11/10/11    100.000     0.000    4.8559              0.134888   0.138164   0.141518   0.144954  0.148474     49.49    51.92
Merrill Lynch Bank USA   59020WZE4 10/30/06 04/30/12    100.000     0.000    4.9187              0.136633   0.139993   0.143436   0.146964  0.150578     50.21    52.71
Merrill Lynch Bank USA   59020WZG9 12/06/06 12/06/10    100.000     0.000    4.6787              0.129964   0.133005   0.136116   0.139300  0.142559     47.49    49.74
Merrill Lynch Bank USA   59020WZH7 11/30/06 09/01/10    100.000     0.000    4.7482              0.131896   0.133479   0.136648   0.139892  0.143213     48.34    50.57
Merrill Lynch Bank USA   59020WZJ3 11/30/06 09/01/10    100.000     0.000    4.7482              0.131896   0.133479   0.136648   0.139892  0.143213     48.34    50.57
Merrill Lynch Bank USA   59020WZK0 11/30/06 12/03/08    100.000     0.000    4.8661              0.135227   0.138517   0.141887   0.145339               49.46    47.73
Merrill Lynch Bank USA   59020WZL8 11/30/06 12/03/08    100.000     0.000    4.8661              0.135227   0.138517   0.141887   0.145339               49.46    47.73
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch Bank USA   59020WZV6 12/28/06 09/27/10    100.000     0.000    4.8737              0.135381   0.137012   0.140351   0.143771  0.147275     49.50    51.79
Merrill Lynch Bank USA   59020WZW4 12/28/06 12/28/10    100.000     0.000    4.8781              0.135503   0.138808   0.142194   0.145662  0.149215     49.40    51.84
Merrill Lynch Bank USA   59020WZX2 12/28/06 12/28/10    100.000     0.000    4.8781              0.135503   0.138808   0.142194   0.145662  0.149215     49.40    51.84
Merrill Lynch & Co.,Inc. 59021J109 10/06/00 10/05/07    100.000     0.000    7.1085              0.296902   0.305775                                     83.87         
Merrill Lynch & Co.,Inc. 59021J141 06/03/03 06/03/10    100.000     0.000    3.5047              0.109941   0.111868   0.113828   0.115823  0.117853     40.03    41.45
Merrill Lynch & Co.,Inc. 59021J208 11/20/00 11/20/07    100.000     0.000    7.1557              0.303080   0.313924                                     98.63         
Merrill Lynch & Co.,Inc. 59021J307 04/30/01 06/27/07    100.000     0.000    5.8990              0.227713                                                40.08         
Merrill Lynch & Co.,Inc. 59021J315 06/03/03 09/03/08    100.000     0.000    3.0408              0.093176   0.094593   0.096031   0.097491               34.14    23.50
Merrill Lynch & Co.,Inc. 59021J471 09/04/02 09/04/09    100.000     0.000    4.9830              0.168538   0.172737   0.177041   0.181452  0.185973     62.42    65.57
Merrill Lynch & Co.,Inc. 59021J489 08/07/02 08/07/09    100.000     0.000    5.2540              0.179593   0.184311   0.189153   0.194122  0.199221     66.88    70.44
Merrill Lynch & Co.,Inc. 59021J513 06/28/02 06/29/09    100.000     0.000    5.5167              0.195796   0.201197   0.206747   0.212450  0.218310     71.48    75.48
Merrill Lynch & Co.,Inc. 59021J596 05/03/02 05/04/09    100.000     0.000    6.1464              0.224240   0.231131   0.238235   0.245556  0.253103     82.76    87.93
Merrill Lynch & Co.,Inc. 59021J679 03/28/02 03/30/09    100.000     0.000    6.2915              0.231032   0.238300   0.245796   0.253529  0.261504     85.82    91.31
Merrill Lynch & Co.,Inc. 59021J695 03/28/02 03/30/09    100.000     0.000    6.2915              0.231032   0.238300   0.245796   0.253529  0.261504     85.82    91.31
Merrill Lynch & Co.,Inc. 59021J794 01/16/02 01/16/09    100.000     0.000    5.7015              0.203968   0.209782   0.215763   0.221914  0.228240     76.42    80.84
Merrill Lynch & Co.,Inc. 59021J877 09/28/01 09/29/08    100.000     0.000    5.5124              0.200998   0.206538   0.212230   0.218080               74.39    57.93
Merrill Lynch & Co.,Inc. 59021J885 08/31/01 08/29/08    100.000     0.000    5.6510              0.203953   0.210868   0.214469   0.222952               77.02    53.23
Merrill Lynch & Co.,Inc. 59021JAA7 05/28/02 05/28/09*   100.000     1.000    N/A                 0.216107                                                30.90*        
Merrill Lynch & Co.,Inc. 59021S232 10/04/05 10/04/10    100.000     4.350    4.3499              0.120833   0.120833   0.120833   0.120833  0.120833     43.50    43.50
Merrill Lynch & Co.,Inc. 59021S356 06/06/05 06/07/10    100.000     0.000    3.9710              0.117022   0.119345   0.121715   0.124132  0.126596     42.66    44.37
Merrill Lynch & Co.,Inc. 59021S414 07/06/05 07/06/10    100.000     3.860    3.8599              0.107222   0.107222   0.107222   0.107222  0.107222     38.60    38.60
Merrill Lynch & Co.,Inc. 59021S489 05/10/05 05/10/12    100.000     4.200    4.1999              0.116667   0.116667   0.116667   0.116667  0.116667     42.00    42.00
Merrill Lynch & Co.,Inc. 59021S612 04/04/05 06/04/09    100.000     0.000    4.0607              0.120619   0.123068   0.125567   0.128116  0.130718     44.00    45.80
Merrill Lynch & Co.,Inc. 59021S695 03/08/05 03/08/10    100.000    VARIES    4.7598              0.132276   0.132250   0.132225   0.132198  0.132171     47.61    47.59
Merrill Lynch & Co.,Inc. 59021S752 02/04/05 02/05/07    100.000     0.000    3.1934              0.093033                                                 3.16         
Merrill Lynch & Co.,Inc. 59021S778 02/04/05 02/04/10    100.000     3.800    3.7999              0.105556   0.105556   0.105556   0.105556  0.105556     38.00    38.00
Merrill Lynch & Co.,Inc. 59021S794 12/10/04 01/02/08    100.000     0.000    3.6215              0.106398   0.108325   0.110286                          39.35      .11
Merrill Lynch & Co.,Inc. 59021S844 11/30/04 01/22/10    100.000     0.000    3.7349              0.110262   0.112321   0.114419   0.116555  0.118732     40.73    42.26
Merrill Lynch & Co.,Inc. 59021S877 11/30/04 11/30/09    100.000    VARIES    3.7116              0.103152   0.103160   0.103136   0.103144  0.103120     37.14    37.13
Merrill Lynch & Co.,Inc. 59021V193 08/09/06 02/09/10    100.000     0.000    5.4163              0.150455   0.154530   0.158715   0.163013  0.167428     56.07    59.15
Merrill Lynch & Co.,Inc. 59021V367 06/07/06 12/07/09    100.000     0.000    5.4822              0.156460   0.160749   0.165155   0.169682  0.174334     57.31    60.49
Merrill Lynch & Co.,Inc. 59021V383 06/07/06 12/07/09    100.000     5.450    5.4499              0.151389   0.151389   0.151389   0.151389  0.151389     54.50    54.50
Merrill Lynch & Co.,Inc. 59021V615 03/07/06 09/08/09    100.000     4.956    4.9559              0.137667   0.137667   0.137667   0.137667  0.137667     49.56    49.56
Merrill Lynch & Co.,Inc. 59021V748 01/04/06 01/04/11    100.000     4.510    4.5099              0.125278   0.125278   0.125278   0.125278  0.125278     45.10    45.10
Merrill Lynch & Co.,Inc. 59021V789 01/04/06 07/07/08    100.000     0.000    4.3723              0.124155   0.126869   0.129643   0.132477               46.14    24.62
Merrill Lynch & Co.,Inc. 59021V805 12/07/05 06/05/09    100.000     0.000    4.4683              0.129697   0.132595   0.135557   0.138586  0.141682     47.36    49.51
Merrill Lynch & Co.,Inc. 59021V870 12/07/05 12/07/10    100.000     4.530    4.5299              0.125833   0.125833   0.125833   0.125833  0.125833     45.30    45.30
Merrill Lynch & Co.,Inc. 59021W159 09/29/04 09/29/09    100.000    VARIES    3.9634              0.110013   0.109991   0.109969   0.109946  0.109923     39.60    39.58
Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12    100.000     0.000    3.9886              0.119889   0.122280   0.124719   0.127206  0.129743     43.89    45.65
Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11    100.000     0.000    3.9615              0.120361   0.121382   0.124477   0.126238  0.130185     44.01    45.82
Merrill Lynch & Co.,Inc. 59021W225 08/31/04 08/31/09    100.000     3.940    3.9399              0.110674   0.109444   0.110056   0.109444  0.110674     39.55    39.58
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Merrill Lynch & Co.,Inc. 59021W290 08/04/04 08/04/09    100.000    VARIES    3.9817              0.110562   0.110551   0.110540   0.110528  0.110517     39.80    39.79
Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10    100.000     0.000    3.6451              0.112845   0.114902   0.116996   0.119128  0.121299     41.74    43.27
Merrill Lynch & Co.,Inc. 59021W324 08/02/04 08/01/08    100.000     0.000    3.9642              0.119098   0.121459   0.123866   0.126321               44.02    26.45
Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12    100.000     0.000    3.1804              0.094849   0.096357   0.097890   0.099446  0.101028     34.83    35.95
Merrill Lynch & Co.,Inc. 59021W555 07/30/04 07/29/11    100.000     0.000    4.1841              0.126248   0.128889   0.131585   0.134338  0.137149     46.74    48.71
Merrill Lynch & Co.,Inc. 59021W571 03/01/04 03/28/11    100.000     0.000    3.5813              0.109004   0.110956   0.112943   0.114965  0.117024     39.96    41.40
Merrill Lynch & Co.,Inc. 59021W613 03/30/04 03/21/07    100.000     0.000    1.8026              0.052346                                                 4.19         
Merrill Lynch & Co.,Inc. 59021W654 12/26/03 12/27/10    100.000     0.000    4.2588              0.134259   0.137118   0.140038   0.143020  0.146066     48.87    50.97
Merrill Lynch & Co.,Inc. 59021W704 08/05/03 08/05/10    100.000     0.000    4.3986              0.139221   0.142283   0.145412   0.148611  0.151879     51.57    53.87
Merrill Lynch & Co.,Inc. 59021W712 12/08/03 03/08/11    100.000     0.000    3.8789              0.119761   0.122084   0.124452   0.126865  0.129326     44.06    45.79
Merrill Lynch & Co.,Inc. 59021W795 01/30/04 01/31/11    100.000     0.000    3.6710              0.111682   0.113732   0.115819   0.117945  0.120110     41.20    42.73
Merrill Lynch & Co.,Inc. 59021W845 09/30/03 09/30/10    100.000     0.000    4.1291              0.129660   0.132337   0.135069   0.137858  0.140704     47.65    49.64
Merrill Lynch & Co.,Inc. 59021W860 09/03/03 09/03/08    100.000     0.000    3.9328              0.122787   0.125202   0.127664   0.130174               45.21    31.35
Merrill Lynch & Co.,Inc. 59021WAA8 07/15/04 07/15/11    100.000     0.000    4.1324              0.124575   0.127149   0.129776   0.132457  0.135194     46.17    48.10
Merrill Lynch & Co.,Inc. 59022C301 10/04/06 10/04/11    100.000     5.310    5.3099              0.147500   0.147500   0.147500   0.147500  0.147500     53.10    53.10
Merrill Lynch & Co.,Inc. 59022C590 12/28/06 06/28/10    100.000     0.000    5.0631              0.140642   0.144203   0.147853   0.151596  0.155434     51.29    53.92
Merrill Lynch & Co.,Inc. 59022C640 12/22/06 12/22/11    100.000     5.190    5.1899              0.144167   0.144167   0.144167   0.144167  0.144167     51.90    51.90
Merrill Lynch & Co.,Inc. 59022C806 10/05/06 04/05/10    100.000     0.000    5.0549              0.140417   0.143966   0.147604   0.151335  0.155160     51.81    54.46
United Mexican States    593048BN0 03/30/01 12/30/19     89.000     8.125    9.3823    16.69     0.010604   0.011102   0.011623   0.012168  0.012739      3.91     4.28
Michaels Stores, Inc.    594087AN8 10/31/06 11/01/16     50.110    VARIES    N/A                 0.193136   0.206610   0.220944   0.236272  0.252664     73.62    84.20
Michaels Stores, Inc.    594087AP3 10/31/06 11/01/16     50.110    VARIES    N/A                 0.193136   0.206610   0.220944   0.236272  0.252664     73.62    84.20
Microcell Telecomm       59501TAL0 05/25/99 06/01/09     55.731    VARIES   11.9993              0.333320   0.333319   0.333319   0.333318  0.333317    120.00   119.99
Mississippi Home Corp.   60535JAD8 06/17/93 12/01/08     34.265     0.000    7.0509   533.05     0.170513   0.176524   0.182748   0.189191               62.83    61.47
Mississippi Home Corp.   60535JAH9 07/22/93 06/01/09     36.262     0.000    6.4993   494.22     0.153859   0.158859   0.164022   0.169352  0.174855     56.59    60.33
Mississippi Home Corp.   60535MCB3 07/21/93 09/15/16     19.775     0.000    7.1244   309.23     0.098270   0.101771   0.105396   0.109151  0.113039     36.76    39.43
J.P. Morgan & Co., Inc.  61688AAF5 02/26/97 04/15/27*    10.165     0.000    7.7315   112.97     0.045352                                                 4.72*        
J.P. Morgan & Co., Inc.  61688AAG3 04/24/97 04/24/27*     8.845     0.000    8.2500   105.13     0.043691                                                 4.94*        
J.P. Morgan & Co., Inc.  61688AAH1 05/21/97 05/15/27*     9.170     0.000    8.1293   105.57     0.044088                                                 5.91*        
J.P. Morgan & Co., Inc.  61688AAJ7 06/18/97 06/18/27*     9.169     0.000    8.1251   104.28     0.044101                                                 7.36*        
J.P. Morgan & Co., Inc.  61688AAK4 07/01/97 07/01/27*     9.644     0.000    7.9500   105.82     0.044666                                                 8.04*        
J.P. Morgan & Co., Inc.  61688AAW8 06/30/98 06/30/28     12.693     0.000    7.0001   100.91     0.044295   0.045846   0.047450   0.049111  0.050830     16.23    17.38
Morgan Stanley           6174462B4 12/13/07 12/14/09    100.000     0.000    4.0707                         0.113075   0.113089   0.115391  0.117739      2.04    41.21
Morgan Stanley           617446B24 12/29/06 09/29/10    100.000     0.000    4.9890              0.138584   0.140312   0.143812   0.147400  0.151076     50.68    53.09
Morgan Stanley           617446B65 01/31/07 07/31/09    100.000     0.000    5.2774                         0.146596   0.150464   0.154434  0.158509     49.11    56.10
Morgan Stanley           617446C98 02/28/07 08/28/09    100.000     0.000    5.1429                         0.142860   0.146534   0.150302  0.154167     43.74    54.37
Morgan Stanley           617446DZ9 07/19/00 07/30/07    100.000     0.250    7.1805              0.301553   0.312130                                     64.93         
Morgan Stanley           617446F20 02/27/07 08/27/10    100.000     0.000    5.1430                         0.142863   0.146537   0.150305  0.154170     43.89    54.38
Morgan Stanley           617446F38 03/30/07 03/30/09    100.000     0.000    4.9470                         0.137417   0.140816   0.144299  0.147868     37.55    51.96
Morgan Stanley           617446F53 03/09/07 03/09/09    100.000     0.000    4.9070                         0.136308   0.139652   0.143079  0.146589     40.18    51.67
Morgan Stanley           617446F61 03/09/07 03/16/09    100.000     0.000    4.9162              0.136563   0.136693   0.140054   0.143496  0.147024     40.27    51.77
Morgan Stanley           617446F79 03/30/07 12/30/10    100.000     0.000    4.9794              0.138319   0.140041   0.143528   0.147101  0.150764     37.80    52.32
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617446G52 04/30/07 04/30/09    100.000     0.000    4.9619                         0.137831   0.141251   0.144755  0.148346     33.43    51.91
Morgan Stanley           617446GC7 11/17/00 11/30/07    100.000     0.250    6.8220              0.277545   0.285211                                     93.83         
Morgan Stanley           617446GD5 11/17/00 11/30/07    100.000     0.250    6.8220              0.277545   0.285211                                     93.83         
Morgan Stanley           617446GF0 01/24/01 01/30/08    100.000     0.250    6.0023              0.228376   0.235021   0.241866                          85.45     7.01
Morgan Stanley           617446GK9 04/03/01 04/15/08    100.000     0.250    5.7767              0.217338   0.223415   0.229668                          80.27    23.89
Morgan Stanley           617446GN3 05/02/01 05/30/08    100.000     0.250    5.8772              0.222888   0.229234   0.235766                          81.78    35.13
Morgan Stanley           617446GQ6 05/30/01 05/30/08    100.000     0.250    5.9840              0.227234   0.233825   0.240613                          83.41    35.85
Morgan Stanley           617446GR4 08/21/01 12/30/08    100.000     1.250    5.5918              0.196808   0.201339   0.205998   0.210787               71.68    74.82
Morgan Stanley           617446GT0 08/16/01 12/30/08    100.000     0.250    5.6289              0.208291   0.213958   0.219784   0.225775               76.02    79.98
Morgan Stanley           617446GU7 09/27/01 12/30/08    100.000     0.250    5.0459              0.180087   0.184455   0.188934   0.193525               65.63    68.65
Morgan Stanley           617446GV5 10/05/01 12/30/09    100.000     0.000    5.0404              0.181718   0.186298   0.190993   0.195806  0.200741     66.25    69.63
Morgan Stanley           617446GX1 11/08/01 12/30/08    100.000     0.000    4.4832              0.156448   0.159955   0.163541   0.167207               56.96    59.37
Morgan Stanley           617446GY9 12/11/01 12/30/09     92.281     0.000    5.3026              0.177076   0.181771   0.186590   0.191537  0.196616     64.60    68.07
Morgan Stanley           617446H28 04/27/07 04/27/37    100.000    VARIES    5.5782                         0.154952   0.153076   0.151147  0.149165     37.69    54.51
Morgan Stanley           617446H69 05/30/07 06/26/17    100.000     0.000    5.8001              0.161114   0.161789   0.166481   0.171310  0.176278     34.14    60.85
Morgan Stanley           617446H85 05/22/07 05/22/10    100.000     0.000    5.1009                         0.141692   0.145306   0.149012  0.152812     31.17    53.27
Morgan Stanley           617446HH5 08/05/02 12/15/09    100.000     1.000    5.6990              0.194569   0.199322   0.204210   0.209238  0.214409     71.05    74.58
Morgan Stanley           617446HP7 02/14/03 03/30/10    100.000     0.000    4.6889              0.154105   0.157718   0.161415   0.165200  0.169073     56.79    59.49
Morgan Stanley           617446HV4 03/12/03 03/31/08    100.000     0.000    3.6199              0.112968   0.114384   0.116454                          41.82    10.48
Morgan Stanley           617446HX0 03/18/03 06/30/08    100.000     0.000    3.6414              0.115952   0.118063   0.120212                          42.13    21.52
Morgan Stanley           617446HZ5 04/28/03 09/15/10    100.000     0.000    4.7477              0.154560   0.158229   0.161985   0.165831  0.169767     57.09    59.83
Morgan Stanley           617446J75 08/13/07 02/27/13    117.470     0.000    5.6319                         0.183773   0.184175   0.189362  0.194694     25.41    68.54
Morgan Stanley           617446JB6 04/23/03 04/30/10    100.000     0.000    4.5948              0.149766   0.153207   0.156727   0.160328  0.164011     54.96    57.51
Morgan Stanley           617446JC4 04/25/03 04/30/08    100.000     0.000    3.8691              0.122969   0.125348   0.127773                          44.99    15.20
Morgan Stanley           617446JE0 04/30/03 04/30/10    100.000     0.000    4.6430              0.151452   0.154968   0.158565   0.162246  0.166013     55.59    58.20
Morgan Stanley           617446JF7 05/28/03 12/30/10    100.000     0.000    3.9647              0.126800   0.129313   0.131877   0.134491  0.137157     46.11    47.95
Morgan Stanley           617446JG5 05/06/03 05/15/10    100.000     0.250    4.1168              0.130951   0.133503   0.136109   0.138767  0.141481     47.84    49.72
Morgan Stanley           617446JH3 05/21/03 05/30/10    100.000     0.000    3.5121              0.110298   0.112235   0.114206   0.116212  0.118252     40.18    41.60
Morgan Stanley           617446JJ9 07/10/03 06/30/08    100.000     0.000    3.3062              0.102925   0.104626   0.106356                          37.36    19.04
Morgan Stanley           617446JL4 08/08/03 03/23/07    100.000     0.000    3.4662              0.107205                                                 8.79         
Morgan Stanley           617446JP5 11/25/03 12/30/10    100.000     1.500    5.3753              0.168543   0.171953   0.175455   0.179050  0.182743     61.30    63.82
Morgan Stanley           617446JQ3 12/26/03 12/30/10    100.000     2.000    4.2373              0.126067   0.127561   0.129087   0.130644  0.132235     45.66    46.75
Morgan Stanley           617446MD8 12/22/03 12/30/08    115.000     0.000    3.6113              0.128543   0.130864   0.133227   0.135633               46.70    48.26
Morgan Stanley           617446MF3 01/28/04 01/30/11    100.000     1.000    4.0908              0.122803   0.124747   0.126731   0.128755  0.130820     45.15    46.60
Morgan Stanley           617446MG1 01/21/04 07/30/11    100.000     0.300    4.1284              0.126241   0.128675   0.131159   0.133694  0.136282     46.63    48.45
Morgan Stanley           617446MH9 02/25/04 04/30/11    100.000     2.000    4.1708              0.122918   0.124322   0.125756   0.127220  0.128715     44.68    45.72
Morgan Stanley           617446MJ5 02/17/04 07/30/11    102.625     0.300    4.1929              0.131442   0.134023   0.136658   0.139349  0.142095     48.57    50.50
Morgan Stanley           617446MK2 03/29/04 06/30/11    100.000     1.500    3.7482              0.110844   0.112141   0.113462   0.114807  0.116178     40.14    41.09
Morgan Stanley           617446ML0 03/22/04 05/15/10    121.125     0.250    3.5206              0.129254   0.131407   0.133598   0.135828  0.138096     47.12    48.70
Morgan Stanley           617446MM8 03/24/04 04/01/09    100.000     0.250    3.6404              0.110086   0.111963   0.113875   0.115821  0.117803     40.31    41.70
Morgan Stanley           617446MQ9 04/08/04 04/15/09    115.000     0.750    3.7735              0.130393   0.132460   0.134567   0.136712  0.138899     47.63    49.16
Morgan Stanley           617446N47 08/31/07 02/28/11    100.000     0.000    5.1183                                    0.140613   0.142644  0.148719     17.30    52.84
Morgan Stanley           617446N54 07/26/07 07/26/11    100.000     0.000    5.4412                                    0.151146   0.155259  0.159483     23.43    56.45
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           617446N88 08/10/07 11/16/10    100.000     0.000    4.9813                         0.138371   0.140209   0.143701  0.147280     19.59    51.42
Morgan Stanley           617446R76 09/28/07 06/30/11    100.000     0.000    5.0267                         0.139631   0.141445   0.145000  0.148644     13.13    51.57
Morgan Stanley           617446SX8 12/06/04 12/30/11    100.000     0.500    4.4990              0.135675   0.138415   0.141216   0.144080  0.147009     49.34    51.36
Morgan Stanley           617446T25 09/28/07 03/31/09    100.000     0.000    4.7592                         0.132200   0.132235   0.135382  0.138603     12.30    48.75
Morgan Stanley           617446U49 11/02/07 10/30/09    100.000     0.000    4.5652                                    0.126812   0.129674  0.132634      7.48    46.52
Morgan Stanley           617446W70 11/30/07 12/31/10    100.000     0.000    4.2644                         0.118458   0.118879   0.121414  0.124003      3.67    43.26
Morgan Stanley           617446X79 11/14/07 06/26/09    100.000     0.000    4.3579                         0.121054   0.121670   0.124321  0.127030      5.69    44.31
Morgan Stanley           617446X95 11/28/07 01/07/11    100.000     0.000    4.4074                                    0.122430   0.123015  0.125726      4.04    44.75
Morgan Stanley           617446YM5 08/30/05 09/01/14    100.000     0.000    4.8471              0.141268   0.144691   0.148198   0.151790  0.155468     52.30    54.87
Morgan Stanley           617446Z36 11/29/07 11/30/09    100.000     0.000    4.1362                         0.114894   0.114908   0.117285  0.119710      3.68    41.94
Morgan Stanley           61744Y132 07/29/02 07/30/09    100.000     0.000    4.4930              0.149100   0.152449   0.155874   0.159376  0.162956     55.30    57.81
Morgan Stanley           61744Y140 03/27/03 06/15/10    100.000     0.000    4.7690              0.157845   0.161609   0.165463   0.169408  0.173448     57.62    60.40
Morgan Stanley           61744Y173 01/28/03 12/30/09    100.000     0.000    4.5294              0.149988   0.153385   0.156859   0.160411  0.164044     54.61    57.12
Morgan Stanley           61744Y181 12/17/02 03/30/09    100.000     0.000    4.5118              0.148403   0.151751   0.155174   0.158675  0.162254     54.64    57.14
Morgan Stanley           61744Y199 11/26/02 03/30/09    100.000     0.000    4.8522              0.162076   0.166008   0.170036   0.174161  0.178386     59.78    62.72
Morgan Stanley           61744Y231 10/28/02 12/30/08    100.000     0.000    5.0504              0.172757   0.177120   0.181593   0.186178               62.99    66.02
Morgan Stanley           61744Y249 10/16/02 10/30/09    100.000     0.000    4.7893              0.161067   0.164924   0.168873   0.172917  0.177058     59.15    62.02
Morgan Stanley           61744Y264 09/26/02 06/30/09    100.000     0.000    4.7794              0.162394   0.166275   0.170248   0.174317  0.178482     59.17    62.03
Morgan Stanley           61744Y280 08/27/02 02/28/09    100.000     0.000    5.2054              0.176712   0.178356   0.185009   0.187761  0.195841     65.82    69.55
Morgan Stanley           61744Y322 06/26/02 12/30/08    100.000     0.000    4.7109              0.161446   0.165249   0.169141   0.173125               58.81    61.44
Morgan Stanley           61744Y348 06/11/02 12/30/08    100.000     0.000    4.8963              0.169525   0.173675   0.177927   0.182283               61.78    64.66
Morgan Stanley           61744Y363 05/10/02 08/30/08    100.000     0.000    5.0894              0.173614   0.177059   0.181564   0.186185               64.99    44.78
Morgan Stanley           61745ETQ4 02/28/06 03/01/11    100.000    VARIES    5.0618              0.137764   0.136383   0.137800   0.136325  0.138816     50.03    50.29
Morgan Stanley           61745EUA7 10/03/06 10/03/16    100.000    VARIES    5.5099              0.153054   0.151148   0.149190   0.149045  0.148896     54.42    53.66
Morgan Stanley           61745EUH2 02/23/07 02/23/37    100.000    VARIES    5.5058                         0.152940   0.151033   0.149073  0.147060     46.86    53.51
Morgan Stanley           61746BCS3 02/09/06 02/11/13    100.000     0.000    5.3494              0.152614   0.156696   0.160888   0.165191  0.169609     56.83    59.92
Morgan Stanley           61746BCT1 02/27/06 02/27/13    100.000     0.000    5.3615              0.152923   0.157023   0.161232   0.165555  0.169993     56.82    59.91
Morgan Stanley           61746S190 01/27/04 03/30/11    100.000     1.875    4.2069              0.124494   0.126018   0.127573   0.129161  0.130782     45.37    46.50
Morgan Stanley           61746S273 10/26/04 10/30/11    100.000     0.000    4.2472              0.128386   0.131112   0.133897   0.136740  0.139644     47.05    49.07
Morgan Stanley           61746S422 09/28/04 09/30/12    100.000     1.300    4.4570              0.131912   0.134047   0.136230   0.138461  0.140742     48.27    49.85
Morgan Stanley           61746S539 08/27/04 03/30/11    100.000     0.000    4.4434              0.135317   0.138323   0.141396   0.144538  0.147749     49.81    52.05
Morgan Stanley           61746S646 07/28/04 01/30/11    100.000     0.000    4.6243              0.140790   0.144046   0.147376   0.150784  0.154270     52.26    54.71
Morgan Stanley           61746S703 02/25/04 12/30/11    100.000     0.400    4.5064              0.140618   0.143536   0.146520   0.149571  0.152691     51.15    53.30
Morgan Stanley           61746S778 04/28/04 12/30/11    100.000     0.000    4.8845              0.154367   0.158137   0.161999   0.165955  0.170008     56.26    59.04
Morgan Stanley           61746S877 03/29/04 12/30/11    100.000     0.500    4.0511              0.124051   0.126283   0.128559   0.130882  0.133252     45.06    46.70
Morgan Stanley           61746SAA7 03/10/04 03/31/09    100.000     0.000    3.7079              0.113151   0.115248   0.117385   0.119561  0.121778     41.50    43.05
Morgan Stanley           61746SAC3 04/05/04 04/15/09    100.000     0.000    3.5632              0.108222   0.110150   0.112113   0.114110  0.116143     39.60    41.03
Morgan Stanley           61746SAW9 10/12/04 10/30/09    100.000     0.250    4.0693              0.122172   0.124517   0.126909   0.129350  0.131840     44.69    46.43
Morgan Stanley           61746SBD0 11/30/04 12/30/11    100.000     0.250    4.4263              0.134036   0.136848   0.139723   0.142662  0.145666     48.76    50.84
Morgan Stanley           61746SBF5 06/30/05 01/04/07    100.000     0.000    3.9242              0.113375                                                  .34         
Morgan Stanley           61746SBG3 07/27/05 07/22/08    100.000     0.000    4.4249              0.128337   0.131176   0.134078   0.137045               47.63    27.48
Morgan Stanley           61746SBH1 07/22/05 01/22/07    100.000     0.000    4.1962              0.121504                                                 2.55         
Morgan Stanley           61746SBJ7 08/30/05 08/31/08    100.000     0.000    4.5931              0.135014   0.136580   0.140497   0.142925               49.55    33.88
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61746SBK4 10/03/05 10/03/08    100.000     0.000    4.5077              0.130925   0.133876   0.136893   0.139979               48.19    37.79
Morgan Stanley           61746SBM0 11/02/05 11/02/07    100.000     0.000    4.6635              0.135656   0.138819                                     41.40         
Morgan Stanley           61746SBT5 12/05/05 12/05/07    100.000     0.000    4.7372              0.137898   0.141165                                     46.65         
Morgan Stanley           61746SBU2 01/06/06 07/06/11    100.000    VARIES    5.1444              0.143376   0.144157   0.146577   0.149340  0.151251     52.32    54.08
Morgan Stanley           61746SBW8 02/03/06 02/04/08    100.000     0.000    4.8428              0.137799   0.141136   0.144554                          51.20     4.77
Morgan Stanley           61746SBZ1 01/30/06 01/30/13    100.000     0.000    5.2368              0.149277   0.153186   0.157197   0.161313  0.165537     55.64    58.59
Morgan Stanley           61746SCA5 03/03/06 03/03/08    100.000     0.000    5.1570              0.146945   0.150734   0.154620                          54.49     9.59
Morgan Stanley           61746SCJ6 05/03/06 11/03/09    100.000     0.000    5.4721              0.156162   0.160434   0.164824   0.169334  0.173967     57.49    60.68
Morgan Stanley           61746SCQ0 06/06/06 06/06/08    100.000     0.000    5.4713              0.156139   0.160410   0.164798                          57.20    25.54
Morgan Stanley           61746SCR8 07/06/06 12/30/08    100.000     0.000    5.5252              0.157578   0.161931   0.166404   0.171002               57.52    60.57
Morgan Stanley           61746SCS6 06/30/06 12/30/08    100.000     3.100    5.7591              0.075993   0.078181   0.080432   0.082748               27.76    29.29
Morgan Stanley           61746SCT4 06/30/06 03/20/10    100.000     0.000    5.7485              0.161721   0.166369   0.171151   0.176071  0.181131     60.01    63.51
Morgan Stanley           61746SCV9 08/04/06 02/04/08    100.000     0.000    5.5726              0.154795   0.159108   0.163541                          57.79     5.40
Morgan Stanley           61746SCW7 09/05/06 03/05/09    100.000     0.000    5.3142              0.147617   0.151540   0.155566   0.159700  0.163943     54.77    57.72
Morgan Stanley           61746SCX5 10/03/06 04/03/09    100.000     0.000    5.0814              0.141151   0.144737   0.148414   0.152185  0.156052     52.10    54.78
Morgan Stanley           61746SCY3 11/03/06 11/03/08    100.000     0.000    5.3101              0.147503   0.151419   0.155439   0.159566               54.27    47.69
Morgan Stanley           61746SCZ0 11/28/06 05/28/09    100.000     0.000    5.1378              0.142718   0.146384   0.150144   0.154002  0.157958     52.28    55.00
Morgan Stanley           61746SDA4 11/07/06 05/07/10    100.000     0.000    5.3445              0.148459   0.152426   0.156499   0.160681  0.164975     54.59    57.55
Morgan Stanley           61746SDC0 12/11/06 12/11/13    100.000     0.000    5.1239              0.142333   0.145980   0.149719   0.153555  0.157489     52.04    54.74
Morgan Stanley           61746Y155 08/29/05 08/30/10    100.000     0.000    4.5922              0.132039   0.134332   0.137417   0.140572  0.144590     49.28    51.76
Morgan Stanley           61746Y288 06/28/05 06/30/11    100.000     0.500    4.2966              0.126322   0.128737   0.131205   0.133725  0.136299     45.92    47.69
Morgan Stanley           61746Y361 05/26/05 12/30/08    100.000     0.000    4.2515              0.126297   0.128981   0.131723   0.134523               45.96    47.79
Morgan Stanley           61746Y478 04/27/05 10/30/10    100.000     1.000    4.5617              0.133682   0.136098   0.138568   0.141095  0.143680     48.86    50.65
Morgan Stanley           61746Y593 03/29/05 09/30/08    100.000     0.300    4.6586              0.138099   0.141121   0.144214   0.147379               50.82    39.36
Morgan Stanley           61746Y650 02/24/05 09/01/10    100.000     0.000    4.4162              0.131093   0.133988   0.136947   0.139970  0.143061     48.42    50.58
Morgan Stanley           61746Y759 01/26/05 06/30/08    100.000     0.000    3.8766              0.115960   0.118207   0.120499                          42.15    21.57
Morgan Stanley           61746Y858 12/28/04 12/30/11    100.000     0.000    4.4273              0.134271   0.137243   0.140281   0.143387  0.146561     48.88    51.07
Morgan Stanley           61746YAB2 12/30/04 12/30/12    100.000     0.000    4.7234              0.144047   0.147449   0.150931   0.154496  0.158145     52.48    54.98
Morgan Stanley           617475116 11/30/07 02/20/13    100.000     0.000    4.6219                                    0.128387   0.129706  0.132704      3.98    47.02
Morgan Stanley           617475124 11/30/07 11/30/12    100.000     0.000    4.4317                                    0.123104   0.125832  0.128620      3.82    44.98
Morgan Stanley           617475173 11/16/07 05/20/09    100.000     0.000    4.4857                         0.124605   0.124667   0.127463  0.130322      5.61    45.62
Morgan Stanley           617475546 10/31/07 11/07/14    100.000     4.849    4.8489                         0.134694   0.134694   0.134694  0.134694      8.22    48.49
Morgan Stanley           617475579 07/31/07 07/27/12    100.000     5.518    5.5179                                    0.153278   0.153278  0.153278     23.14    55.18
Morgan Stanley           617475652 08/31/07 02/20/12    100.000     0.000    5.2169                                    0.144916   0.148487  0.152360     17.53    53.79
Morgan Stanley           617475728 08/31/07 02/20/09    100.000     0.000    5.0536                                    0.140378   0.143728  0.147360     16.99    52.05
Morgan Stanley           617475769 09/28/07 03/20/09    100.000     0.000    4.8553                                    0.134870   0.137998  0.141348     12.54    49.77
Morgan Stanley           61747MLD1 06/29/07 12/29/10    100.000     0.000    5.4252                         0.150703   0.154791   0.158990  0.163302     27.44    56.50
Morgan Stanley           61747S140 06/28/06 06/30/08    100.000     0.000    5.5091              0.157294   0.161627   0.166079                          57.41    29.73
Morgan Stanley           61747S264 06/29/07 12/20/08    100.000     0.000    5.3869                         0.149638   0.153467   0.157600               27.28    54.30
Morgan Stanley           61747S371 06/29/07 12/20/12    100.000     5.363    5.3629                         0.148972   0.148972   0.148972  0.148972     27.11    53.63
Morgan Stanley           61747S413 05/31/07 08/20/11    100.000     0.000    5.2996                         0.147212   0.148945   0.152892  0.156944     31.29    55.38
Morgan Stanley           61747S538 10/17/06 10/31/08    100.000     0.000    5.2613              0.146447   0.150299   0.154253   0.158311               53.89    46.85
Morgan Stanley           61747S561 10/31/06 10/28/11    100.000     5.433    5.4329              0.150917   0.150917   0.150917   0.150917  0.150917     54.33    54.33
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61747S728 08/16/06 08/14/09    100.000     0.000    5.4258              0.150719   0.154763   0.158962   0.163274  0.167704     56.12    59.20
Morgan Stanley           61747S850 08/31/06 08/26/11    100.000    VARIES    5.4559              0.151553   0.151671   0.151681   0.151714  0.151749     54.60    54.62
Morgan Stanley           61747Y162 06/30/06 06/24/11    100.000     5.771    5.7709              0.160306   0.160306   0.160306   0.160306  0.160306     57.71    57.71
Morgan Stanley           61747Y394 02/23/06 02/23/10    100.000     0.000    5.2711              0.150279   0.154239   0.158304   0.162476  0.166759     55.84    58.82
Morgan Stanley           61747Y543 01/20/06 01/10/08    100.000     0.000    4.8823              0.138749   0.142136   0.145606                          51.73     1.31
Morgan Stanley           61747Y584 02/09/06 02/17/10    100.000     0.000    5.2162              0.148846   0.152728   0.156711   0.160798  0.164992     55.34    58.26
Morgan Stanley           61747Y733 11/28/05 05/30/09    100.000     0.000    4.8574              0.141600   0.145039   0.148562   0.152170  0.155866     51.81    54.36
Morgan Stanley           61747Y808 09/28/05 12/30/09    100.000     0.000    4.5818              0.134733   0.137819   0.140977   0.144206  0.147510     49.07    51.34
Morgan Stanley           61747YAC9 02/13/07 12/30/08    131.800     0.000    5.2836              0.193441   0.197331   0.202544   0.207895               62.22    73.68
Morgan Stanley           61747YBR5 05/31/07 11/30/10    100.000     0.000    5.2745                         0.146516   0.150380   0.154346  0.158416     31.03    55.10
Morgan Stanley           61747YBS3 06/29/07 06/29/10    100.000     0.000    5.4202                         0.150563   0.154643   0.158834  0.163139     27.41    56.44
Morgan Stanley           61747YBT1 05/29/07 09/01/14    100.000     0.000    5.6123                         0.155898   0.158134   0.162572  0.167134     33.32    58.81
Morgan Stanley           61748A114 06/24/03 06/15/10    100.000     0.000    3.8194              0.121003   0.123314   0.125669   0.128069  0.130515     44.05    45.75
Morgan Stanley           61748A122 08/22/03 08/30/09    100.000     0.000    4.5989              0.148217   0.149941   0.154245   0.156916  0.162328     54.40    56.99
Morgan Stanley           61748A221 12/29/06 12/23/11    100.000     5.081    5.0809              0.141139   0.141139   0.141139   0.141139  0.141139     50.81    50.81
Morgan Stanley           61748A296 11/06/06 11/30/11    100.000     0.000    5.4050              0.150682   0.154755   0.158937   0.163232  0.167644     55.23    58.26
Morgan Stanley           61748A353 11/30/06 05/20/10    100.000     0.000    5.3425              0.148403   0.152147   0.156212   0.160385  0.164669     54.42    57.33
Morgan Stanley           61748A460 10/31/06 07/20/10    100.000     0.000    5.3335              0.148154   0.149910   0.153908   0.158012  0.162226     54.58    57.48
Morgan Stanley           61748A486 07/24/06 07/24/09    100.000     0.000    5.6119              0.155888   0.160262   0.164759   0.169382  0.174134     58.30    61.62
Morgan Stanley           61748A494 07/31/06 07/20/10    100.000     0.000    5.5513              0.154205   0.158248   0.162640   0.167154  0.171794     57.60    60.84
Morgan Stanley           61748A528 06/29/06 06/30/09    100.000     0.000    5.7368              0.163955   0.168658   0.173496   0.178473  0.183592     59.88    63.36
Morgan Stanley           61748A585 04/28/06 04/20/10    100.000     0.000    5.4899              0.156499   0.160795   0.165208   0.169743  0.174403     57.73    60.94
Morgan Stanley           61748A742 06/01/04 03/30/12    100.000     2.800    5.2533              0.154686   0.156706   0.158779   0.160907  0.163090     56.42    57.94
Morgan Stanley           61748A775 11/25/03 12/30/10    100.000     2.000    5.9877              0.188545   0.192527   0.196627   0.200851  0.205201     68.60    71.55
Morgan Stanley           61748A874 07/29/03 12/30/09    100.000     0.000    4.3835              0.141230   0.144325   0.147489   0.150721  0.154025     51.41    53.68
Morgan Stanley           61748AAA4 09/24/03 12/30/10    100.000     0.000    5.0246              0.164151   0.168275   0.172503   0.176837  0.181279     59.85    62.89
Morgan Stanley           61748AAC0 04/30/04 12/30/11    100.000     0.000    4.8871              0.154418   0.158191   0.162057   0.166017  0.170073     56.28    59.06
Morgan Stanley           61748AAD8 04/30/04 12/30/11    100.000     0.000    4.8871              0.154418   0.158191   0.162057   0.166017  0.170073     56.28    59.06
Morgan Stanley           61748AAF3 11/29/05 11/30/12    100.000     0.000    5.2402              0.153312   0.157329   0.161451   0.165682  0.170023     56.17    59.15
Morgan Stanley           61748AAG1 11/29/05 11/30/12    100.000     0.000    5.2402              0.153312   0.157329   0.161451   0.165682  0.170023     56.17    59.15
Morgan Stanley           61748AAK2 11/15/06 05/15/09    100.000     0.000    5.2075              0.144655   0.148421   0.152286   0.156251  0.160320     53.10    55.91
Morgan Stanley           61748AAL0 12/12/06 11/30/11    100.000     0.000    4.8724              0.133860   0.136158   0.139475   0.142873  0.147158     49.46    51.92
Morgan Stanley           61748U300 04/21/06 04/19/10    100.000     0.000    5.5592              0.158669   0.163079   0.167612   0.172271  0.177060     58.56    61.86
Morgan Stanley           61750V188 05/31/07 05/25/12    100.000     5.318    5.3179                         0.147722   0.147722   0.147722  0.147722     31.17    53.18
Morgan Stanley           61750V212 04/20/07 04/20/09    100.000     0.000    5.1084                         0.141901   0.145525   0.149242  0.153054     35.87    53.59
Morgan Stanley           61750V220 04/20/07 04/20/11    100.000     0.000    5.1825                         0.143960   0.147690   0.151517  0.155444     36.40    54.41
Morgan Stanley           61750V238 04/20/07 04/20/10    100.000     0.000    5.1064                         0.141845   0.145466   0.149180  0.152989     35.86    53.57
Morgan Stanley           61750V295 04/30/07 04/27/12    100.000     5.055    5.0549                         0.140417   0.140417   0.140417  0.140417     33.84    50.55
Morgan Stanley           61750V337 04/30/07 10/20/08    100.000     0.000    5.0956                         0.141545   0.144951   0.148644               34.35    42.56
Morgan Stanley           61750V519 03/30/07 09/20/08    100.000     0.000    5.0736                         0.140935   0.144311   0.147972               38.53    38.04
Morgan Stanley           61750V642 02/28/07 02/20/11    100.000     0.000    5.1739                         0.142926   0.144072   0.149424  0.151623     44.03    54.72
Morgan Stanley           61750V733 01/30/07 07/29/11    100.000     0.000    5.3487                         0.148576   0.152527   0.156606  0.160794     49.78    56.90
Morgan Stanley           61750V790 01/31/07 07/20/08    100.000     0.000    5.3397                         0.148326   0.152066   0.156126               49.70    30.99
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Morgan Stanley           61750V840 01/31/07 01/27/12    100.000     5.280    5.2799                         0.146667   0.146667   0.146667  0.146667     48.55    52.80
Multnomah County, OR     625506HH6 12/08/99 06/01/13     36.019     0.000    7.7198   254.93     0.131064   0.136123   0.141377   0.146834  0.152502     48.40    52.21
Multnomah County, OR     625506HJ2 12/08/99 06/01/14     33.298     0.000    7.7399   236.45     0.121642   0.126350   0.131240   0.136319  0.141594     44.93    48.47
Multnomah County, OR     625506HK9 12/08/99 06/01/15     30.863     0.000    7.7399   219.16     0.112747   0.117110   0.121643   0.126350  0.131240     41.64    44.93
Multnomah County, OR     625506HL7 12/08/99 06/01/16     28.606     0.000    7.7399   203.13     0.104502   0.108546   0.112747   0.117110  0.121643     38.60    41.64
Multnomah County, OR     625506HN3 12/08/99 06/01/20     21.112     0.000    7.7400   149.92     0.077127   0.080112   0.083212   0.086432  0.089777     28.49    30.73
Multnomah County, OR     625506HP8 12/08/99 06/01/21     19.568     0.000    7.7400   138.96     0.071487   0.074253   0.077127   0.080112  0.083212     26.40    28.49
Multnomah County, OR     625506HQ6 12/08/99 06/01/22     18.137     0.000    7.7400   128.79     0.066259   0.068823   0.071487   0.074253  0.077127     24.47    26.40
Multnomah County, OR     625506HR4 12/08/99 06/01/23     16.811     0.000    7.7399   119.38     0.061414   0.063790   0.066259   0.068823  0.071487     22.68    24.47
Multnomah County, OR     625506HS2 12/08/99 06/01/24     15.582     0.000    7.7399   110.65     0.056923   0.059126   0.061414   0.063790  0.066259     21.02    22.68
Multnomah County, OR     625506HT0 12/08/99 06/01/25     14.442     0.000    7.7400   102.56     0.052760   0.054802   0.056922   0.059125  0.061413     19.49    21.02
Multnomah County, OR     625506HU7 12/08/99 06/01/26     13.386     0.000    7.7400    95.06     0.048902   0.050794   0.052760   0.054802  0.056922     18.06    19.49
Multnomah County, OR     625506HV5 12/08/99 06/01/27     12.407     0.000    7.7400    88.10     0.045325   0.047080   0.048902   0.050794  0.052760     16.74    18.06
Multnomah County, OR     625506HW3 12/08/99 06/01/28     11.500     0.000    7.7399    81.66     0.042011   0.043637   0.045326   0.047080  0.048902     15.52    16.74
Multnomah County, OR     625506HX1 12/08/99 06/01/29     10.659     0.000    7.7399    75.69     0.038939   0.040446   0.042011   0.043637  0.045326     14.38    15.52
Multnomah County, OR     625506HY9 12/08/99 06/01/30      9.879     0.000    7.7401    70.15     0.036091   0.037488   0.038938   0.040445  0.042010     13.33    14.38
Muzak Holdings Finance   62844VAC5 03/18/99 03/15/10     53.328    VARIES   12.9997              0.361107   0.361106   0.361106   0.361106  0.361105    130.00   130.00
Nabors Industries, Inc.  629568AE6 02/05/01 02/05/21     60.841     0.000    2.5000    96.16     0.048438   0.049043   0.049656   0.050277  0.050906     17.72    18.17
Nabors Industries, Inc.  629568AF3 02/05/01 02/05/21     60.841     0.000    2.5000    96.16     0.048438   0.049043   0.049656   0.050277  0.050906     17.72    18.17
Nanogen, Inc.            630075AA7 08/27/07 08/27/10     72.000     6.250   18.9017                                    0.378036   0.397356  0.418502     46.88   144.59
Nash Finch Company       631158AC6 03/15/05 03/15/35     46.611    VARIES    8.0045              0.110923   0.113548   0.116278   0.119117  0.122070     40.97    42.99
Nash Finch Company       631158AD4 03/15/05 03/15/35     46.611    VARIES    8.0045              0.110923   0.113548   0.116278   0.119117  0.122070     40.97    42.99
Neenah Foundry Company   640071AK2 09/30/03 09/30/10*    91.536    11.000   12.8706    30.42     0.031550                                                  .50*        
Neenah Foundry Company   640071AN6 09/30/03 09/30/10*    91.536    11.000   12.8706    30.42     0.031550                                                  .50*        
Network Associates, Inc. 640938AA4 02/13/98 02/13/18     39.106     0.000    4.7500   202.38     0.076901   0.078727   0.080597   0.082511  0.084471     28.52    29.89
NJ Econ Dev Auth         64578JAA4 12/22/05 07/01/15     60.170     0.000    5.4048    33.82     0.095413   0.097992   0.100640   0.103360               34.81    36.72
NJ Econ Dev Auth         64578JAB2 12/22/05 07/01/16     56.811     0.000    5.4449    32.17     0.090792   0.093264   0.095803   0.098411               33.13    34.96
NJ Econ Dev Auth         64578JAC0 12/22/05 07/01/17     53.569     0.000    5.4898    30.59     0.086356   0.088726   0.091162   0.093664               31.51    33.27
NJ Econ Dev Auth         64578JAD8 12/22/05 07/01/18     50.436     0.000    5.5399    29.07     0.082088   0.084362   0.086699   0.089100               29.96    31.64
NJ Econ Dev Auth         64578JAE6 12/22/05 07/01/19     47.535     0.000    5.5748    27.57     0.077881   0.080052   0.082283   0.084577               28.43    30.03
NJ Econ Dev Auth         64578JAF3 09/07/07 07/01/15     62.947     0.000    6.0088                         0.105066   0.107066   0.110283               11.98    39.12
NJ Econ Dev Auth         64578JAG1 09/07/07 07/01/16     59.024     0.000    6.0689                         0.099502   0.101416   0.104494               11.34    37.06
NJ Econ Dev Auth         64578JAH9 09/07/07 07/01/17     55.019     0.000    6.1789                         0.094430   0.096281   0.099255               10.77    35.20
NJ Econ Dev Auth         64578JAJ5 09/07/07 07/01/18     51.284     0.000    6.2689                         0.089302   0.091077   0.093932               10.18    33.30
NJ Econ Dev Auth         64578JAK2 09/07/07 07/01/19     47.828     0.000    6.3391                         0.084215   0.085909   0.088632                9.60    31.42
NJ Econ Dev Auth         64578JAL0 09/07/07 07/01/20     44.269     0.000    6.4592                         0.079428   0.081053   0.083671                9.05    29.65
NJ Econ Dev Auth         64578JAM8 09/07/07 07/01/21     41.265     0.000    6.5092                         0.074610   0.076150   0.078629                8.51    27.86
NJ Econ Dev Auth         64578JAN6 09/07/07 07/01/22     38.760     0.000    6.4992                         0.069975   0.071416   0.073737                7.98    26.13
NJ Econ Dev Auth         64578JAP1 09/07/07 07/01/23     36.303     0.000    6.5092                         0.065638   0.066994   0.069174                7.48    24.51
NJ Econ Dev Auth         645913AK0 06/30/97 02/15/07     51.069     0.000    7.1037   480.92     0.190559                                                 8.38         
NJ Econ Dev Auth         645913AL8 06/30/97 02/15/08     47.236     0.000    7.1838   451.60     0.179505   0.185953   0.192632                          67.57     8.48
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
NJ Econ Dev Auth         645913AM6 06/30/97 02/15/09     43.647     0.000    7.2590   423.20     0.168718   0.174842   0.181188   0.187764  0.194579     63.54    68.23
NJ Econ Dev Auth         645913AN4 06/30/97 02/15/10     40.322     0.000    7.3241   395.72     0.158168   0.163960   0.169964   0.176188  0.182641     59.59    64.03
NJ Econ Dev Auth         645913AP9 06/30/97 02/15/11     37.204     0.000    7.3892   369.53     0.148078   0.153549   0.159222   0.165105  0.171205     55.81    60.01
NJ Econ Dev Auth         645913AQ7 06/30/97 02/15/12     34.381     0.000    7.4342   344.32     0.138223   0.143361   0.148690   0.154217  0.159949     52.11    56.05
NJ Econ Dev Auth         645913AR5 06/30/97 02/15/13     31.673     0.000    7.4942   320.70     0.129044   0.133880   0.138896   0.144101  0.149500     48.67    52.38
NJ Econ Dev Auth         645913AS3 06/30/97 02/15/14     29.262     0.000    7.5292   298.18     0.120146   0.124669   0.129362   0.134232  0.139286     45.32    48.80
NJ Econ Dev Auth         645913AT1 06/30/97 02/15/15     27.085     0.000    7.5492   277.00     0.111700   0.115916   0.120291   0.124832  0.129544     42.14    45.38
NJ Econ Dev Auth         645913AU8 06/30/97 02/15/16     25.082     0.000    7.5644   257.22     0.103786   0.107711   0.111785   0.116013  0.120401     39.16    42.18
NJ Econ Dev Auth         645913AV6 06/30/97 02/15/17     23.177     0.000    7.5895   238.77     0.096433   0.100093   0.103891   0.107834  0.111926     36.39    39.20
NJ Econ Dev Auth         645913AW4 06/30/97 02/15/18     21.450     0.000    7.6043   221.57     0.089539   0.092943   0.096477   0.100145  0.103953     33.79    36.41
NJ Econ Dev Auth         645913AX2 06/30/97 02/15/19     19.886     0.000    7.6095   205.60     0.083104   0.086266   0.089548   0.092955  0.096492     31.36    33.79
NJ Econ Dev Auth         645913AY0 06/30/97 02/15/20     18.435     0.000    7.6144   190.77     0.077124   0.080061   0.083109   0.086273  0.089557     29.11    31.37
NJ Econ Dev Auth         645913AZ7 06/30/97 02/15/21     17.088     0.000    7.6194   176.99     0.071568   0.074294   0.077125   0.080063  0.083113     27.01    29.11
NJ Econ Dev Auth         645913BA1 06/30/97 02/15/22     15.838     0.000    7.6244   164.19     0.066405   0.068937   0.071565   0.074293  0.077125     25.06    27.01
NJ Econ Dev Auth         645913BB9 06/30/97 02/15/23     14.678     0.000    7.6294   152.30     0.061609   0.063959   0.066399   0.068932  0.071562     23.25    25.06
NJ Econ Dev Auth         645913BC7 06/30/97 02/15/24     13.601     0.000    7.6346   141.26     0.057153   0.059335   0.061600   0.063952  0.066393     21.57    23.25
NJ Econ Dev Auth         645913BD5 06/30/97 02/15/25     12.602     0.000    7.6397   131.00     0.053015   0.055040   0.057142   0.059325  0.061591     20.01    21.57
NJ Econ Dev Auth         645913BE3 06/30/97 02/15/26     11.676     0.000    7.6446   121.48     0.049172   0.051051   0.053003   0.055028  0.057132     18.56    20.01
New Millennium Homes     647536AC5 04/11/03 12/31/07     86.094     0.000    3.1972   107.92     0.086040   0.087415                                     31.14         
New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16    100.000    VARIES   11.4999                         0.319444   0.320056   0.338459  0.357921     31.04   121.98
The City of New York     649654NK2 05/27/93 05/15/07     32.768     0.000    8.1497   643.17     0.217518                                                29.15         
The City of New York     649654NL0 05/27/93 05/15/08     29.863     0.000    8.2398   596.63     0.202775   0.211129   0.219827                          75.29    29.46
The City of New York     649655LL9 05/27/93 05/15/09     27.086     0.000    8.3497   552.89     0.189041   0.196934   0.205155   0.213720  0.222643     70.22    76.20
The City of New York     649655LN5 05/27/93 05/15/10     24.595     0.000    8.4398   510.89     0.175541   0.182948   0.190669   0.198715  0.207100     65.22    70.84
Nexstar Fin Hldgs Inc    65335BAD6 03/27/03 04/01/13     57.442    VARIES   11.3746              0.267653   0.282875   0.298963   0.315966  0.315966    101.91   112.22
Nexstar Fin Hldgs Inc    65335BAE4 03/27/03 04/01/13     57.442    VARIES   11.3746              0.267653   0.282875   0.298963   0.315966  0.315966    101.91   112.22
Nexstar Fin Hldgs Inc    65335BAF1 03/27/03 04/01/13     57.442    VARIES   11.3746              0.267653   0.282875   0.298963   0.315966  0.315966    101.91   112.22
NorAm Energy Corporation 655419AC3 06/17/96 03/15/12     80.000     6.000    8.2985   104.45     0.040825   0.042519   0.044284   0.046121  0.048035     15.37    16.67
Northwest Airlines, Inc. 667280AD3 11/04/03 11/15/23*   100.000     7.625    7.6249              0.211806   0.211806                                     31.77*        
Northwest Airlines, Inc. 667280AE1 11/04/03 11/15/23*   100.000     7.625    7.6249              0.211806   0.211806                                     31.77*        
Northwest Airlines, Inc. 667280AF8 01/29/04 02/01/09*    96.227    10.000   11.0002    19.56     0.021259   0.022428                                      3.33*        
Northwest Airlines, Inc. 667281AQ2 12/12/03 04/01/09     85.817    10.500   14.4146    68.93     0.076784   0.082318   0.088251   0.094612  0.101431     29.67    34.10
NOVA Gas Transmission    66978QAD3 10/17/95 10/17/25    100.000    VARIES    6.8663              0.024549   0.024316   0.024213   0.024105  0.024127      8.89     8.84
Novell, Inc.             670006AB1 11/10/06 07/15/09     97.665    VARIES    4.2615              0.115613   0.114805   0.112617   0.111973  0.114063     40.98    40.67
Novell, Inc.             670006AC9 11/10/06 07/15/09     97.665    VARIES    4.2615              0.115613   0.114805   0.112617   0.111973  0.114063     40.98    40.67
Novi, Michigan           670012ZJ5 10/11/95 10/01/07     95.988     6.500    7.0004    36.53     0.012976   0.013431                                      3.59         
Novi, Michigan           670012ZK2 10/11/95 10/01/08     93.268     6.250    7.0504    54.37     0.019357   0.020039   0.020746   0.021477                7.22     5.73
Novi, Michigan           670012ZL0 10/11/95 10/01/09     90.349     6.000    7.1003    69.47     0.024792   0.025672   0.026584   0.027528  0.028505      9.24     9.91
Ocean Star 2004 PLC      675067AF9 10/07/04 11/13/10    100.000    VARIES    4.7855              0.122527   0.120182   0.117882   0.115626  0.113360     43.46    41.81
Omnicom Group, Inc.      681919AH9 02/07/01 02/07/31    100.000    VARIES    6.7111              0.268020   0.277014   0.285305   0.293875  0.302732    100.60   106.76
Omnicom Group, Inc.      681919AJ5 02/07/01 02/07/31    100.000    VARIES    6.7111              0.268020   0.277014   0.285305   0.293875  0.302732    100.60   106.76
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Omnicom Group, Inc.      681919AK2 02/07/01 02/07/31    100.000    VARIES    6.7111              0.268020   0.277014   0.285305   0.293875  0.302732    100.60   106.76
Omnicom Group, Inc.      681919AL0 03/06/02 07/31/32    102.250    VARIES    6.6935              0.248596   0.261174   0.265515   0.276385  0.281511     95.62   101.62
Omnicom Group, Inc.      681919AM8 03/06/02 07/31/32    102.250    VARIES    6.6935              0.248596   0.261174   0.265515   0.276385  0.281511     95.62   101.62
Omnicom Group, Inc.      681919AN6 06/10/03 06/15/33    100.000    VARIES    4.6001              0.149926   0.153374   0.156902   0.160511  0.164203     54.71    57.25
Omnicom Group, Inc.      681919AP1 06/10/03 06/15/33    100.000    VARIES    4.6001              0.149926   0.153374   0.156902   0.160511  0.164203     54.71    57.25
Omnicom Group, Inc.      681919AQ9 06/30/06 07/01/38    100.000    VARIES    7.3396              0.211404   0.219163   0.227205   0.235543               77.50    83.29
Omnicom Group, Inc.      681919AR7 06/10/03 06/15/33    100.000    VARIES    4.6001              0.149926   0.153374   0.156902   0.160511  0.164203     54.71    57.25
Omnicom Group, Inc.      681919AT3 06/30/06 07/01/38    100.000    VARIES    7.3396              0.211404   0.219163   0.227205   0.235543               77.50    83.29
Omnicom Group, Inc.      681919AU0 06/30/06 07/01/38    100.000    VARIES    7.3396              0.211404   0.219163   0.227205   0.235543               77.50    83.29
Oneok, Inc.              682680400 01/28/03 02/16/08    100.000    VARIES    4.9044              0.138711   0.137905   0.137081                          49.57     6.17
Oneok, Inc.              682680AP8 01/28/03 02/16/08    100.000    VARIES    4.9044              0.138711   0.137905   0.137081                          49.57     6.17
Orange County, CA        68428LAV6 06/12/96 09/01/11     29.734     0.000    8.1288   392.25     0.151601   0.157763   0.164175   0.170848  0.177792     57.19    61.94
Orange County, CA        68428LAW4 06/12/96 09/01/12     27.201     0.000    8.1888   362.69     0.140537   0.146291   0.152281   0.158516  0.165007     53.04    57.47
Orange County, CA        68428LAX2 06/12/96 09/01/13     25.020     0.000    8.2089   334.80     0.129841   0.135171   0.140719   0.146495  0.152507     49.01    53.11
Orange County, CA        68428LAY0 06/12/96 09/01/10     32.377     0.000    8.0887   424.06     0.163618   0.170235   0.177120   0.184284  0.191737     61.71    66.81
Orange County, CA        68428LAZ7 06/12/96 09/01/14     23.005     0.000    8.2290   308.93     0.119913   0.124847   0.129983   0.135332  0.140900     45.27    49.07
Orange County, CA        68428LBA1 06/12/96 09/01/15     21.183     0.000    8.2391   284.97     0.110662   0.115220   0.119967   0.124909  0.130055     41.78    45.29
Orange County, CA        68428LBB9 06/12/96 09/01/16     19.464     0.000    8.2591   262.78     0.102130   0.106347   0.110739   0.115312  0.120074     38.56    41.81
Orange County, CA        68428LBT0 03/03/97 09/01/11     34.929     0.000    7.3901   363.54     0.142814   0.148091   0.153563   0.159237  0.165121     53.65    57.69
Orange County, CA        68428LBU7 04/01/97 09/01/12     30.602     0.000    7.8293   341.22     0.137183   0.142554   0.148134   0.153933  0.159959     51.67    55.79
Orange County, CA        68428LBV5 04/01/97 09/01/13     28.339     0.000    7.8295   316.00     0.127043   0.132017   0.137185   0.142556  0.148136     47.85    51.67
Orange County, CA        68428LBW3 01/17/97 09/01/14     26.499     0.000    7.6793   296.27     0.116737   0.121219   0.125873   0.130707  0.135725     43.93    47.37
Orange County, CA        68428LBX1 04/01/97 09/01/15     24.175     0.000    7.8595   271.01     0.109088   0.113374   0.117830   0.122460  0.127273     41.09    44.39
Orange County, CA        68428LBY9 01/17/97 09/01/16     22.492     0.000    7.7493   254.68     0.100640   0.104539   0.108590   0.112797  0.117168     37.89    40.88
Orange County, CA        68428LBZ6 01/17/97 09/01/17     20.762     0.000    7.7695   235.95     0.093315   0.096940   0.100706   0.104618  0.108682     35.13    37.92
Orange County, CA        68428LCA0 01/17/97 09/01/18     19.198     0.000    7.7795   218.57     0.086478   0.089842   0.093336   0.096967  0.100739     32.56    35.14
Orange County, CA        68428LCB8 01/17/97 09/01/19     17.826     0.000    7.7696   202.59     0.080121   0.083233   0.086467   0.089826  0.093315     30.17    32.55
Orange County, CA        68428LCC6 01/17/97 09/01/20     16.480     0.000    7.7796   187.63     0.074236   0.077123   0.080123   0.083240  0.086478     27.95    30.17
Orange County, CA        68428LCD4 01/17/97 09/01/21     15.306     0.000    7.7694   173.94     0.068792   0.071464   0.074240   0.077124  0.080121     25.90    27.95
Orange County, CA        68428LCG7 01/17/97 09/01/07     46.931     0.000    7.2489   484.46     0.187520   0.194317                                     46.23         
Orange County, CA        68428LCH5 01/17/97 09/01/08     43.315     0.000    7.3289   453.93     0.176287   0.182746   0.189443   0.196385               66.20    46.72
Orange County, CA        68428LCJ1 01/17/97 09/01/09     39.915     0.000    7.4091   424.62     0.165455   0.171584   0.177941   0.184532  0.191369     62.17    66.86
Orange County, CA        68428LCK8 01/17/97 09/01/10     36.871     0.000    7.4592   395.91     0.154585   0.160351   0.166331   0.172535  0.178970     58.10    62.51
Oregon Community College 68583RAD4 04/23/03 06/30/07     87.036     0.000    3.3437   113.29     0.091355                                                16.35         
Oregon Community College 68583RAE2 04/23/03 06/30/08     82.583     0.000    3.7234   120.43     0.097861   0.099683   0.101539                          35.56    18.18
Oregon Community College 68583RAF9 04/23/03 06/30/09     77.449     0.000    4.1731   127.51     0.104549   0.106731   0.108958   0.111231  0.113552     38.03    39.64
Oregon Community College 68583RAG7 04/23/03 06/30/10     72.765     0.000    4.4727   129.02     0.106423   0.108803   0.111237   0.113724  0.116268     38.75    40.50
Oregon Community College 68583RAH5 04/23/03 06/30/11     68.075     0.000    4.7525   128.84     0.106863   0.109402   0.112002   0.114663  0.117388     38.93    40.81
Oregon Community College 68583RAJ1 04/23/03 06/30/12     63.740     0.000    4.9623   126.39     0.105269   0.107881   0.110558   0.113301  0.116113     38.37    40.30
Oregon Community College 68583RAK8 04/23/03 06/30/13     59.557     0.000    5.1521   122.99     0.102823   0.105471   0.108188   0.110975  0.113834     37.50    39.46
Oregon Community College 68583RAL6 04/23/03 06/30/14     55.504     0.000    5.3320   118.97     0.099813   0.102474   0.105206   0.108011  0.110891     36.42    38.38
Oregon Community College 68583RAM4 04/23/03 06/30/15     51.363     0.000    5.5419   114.82     0.096730   0.099411   0.102166   0.104997  0.107906     35.31    37.29
Oregon Community College 68583RAN2 04/23/03 06/30/16     47.583     0.000    5.7117   109.93     0.092921   0.095575   0.098304   0.101111  0.103999     33.93    35.90
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Oregon Community College 68583RAP7 04/23/03 06/30/17     44.239     0.000    5.8317   104.55     0.088586   0.091169   0.093828   0.096564  0.099379     32.36    34.28
Oregon Community College 68583RAQ5 04/23/03 06/30/18     40.975     0.000    5.9616    99.20     0.084269   0.086781   0.089367   0.092031  0.094775     30.79    32.66
Oregon Community College 68583RAR3 04/23/03 06/30/19     37.976     0.000    6.0714    93.80     0.079854   0.082278   0.084775   0.087349  0.090001     29.19    30.99
Oregon Community College 68583RAS1 04/23/03 06/30/20     35.297     0.000    6.1514    88.45     0.075414   0.077734   0.080124   0.082589  0.085129     27.57    29.29
Oregon Community College 68583RAT9 04/23/03 06/30/21     32.815     0.000    6.2213    83.26     0.071085   0.073296   0.075576   0.077927  0.080351     25.99    27.64
Oregon Community College 68583RAU6 04/23/03 06/30/22     30.636     0.000    6.2613    78.28     0.066887   0.068981   0.071141   0.073368  0.075665     24.46    26.02
Oregon Community College 68583RAV4 04/23/03 06/30/23     28.748     0.000    6.2713    73.58     0.062888   0.064859   0.066893   0.068991  0.071154     23.00    24.46
Oregon Sch Brds Assoc    686053AE9 10/31/02 06/30/07     85.050     0.000    3.4994   132.40     0.095536                                                17.10         
Oregon Sch Brds Assoc    686053AF6 10/31/02 06/30/08     80.119     0.000    3.9493   141.94     0.103453   0.105496   0.107579                          37.62    19.26
Oregon Sch Brds Assoc    686053AG4 10/31/02 06/30/09     75.501     0.000    4.2593   145.09     0.106483   0.108751   0.111067   0.113432  0.115848     38.75    40.41
Oregon Sch Brds Assoc    686053AH2 10/31/02 06/30/10     70.827     0.000    4.5493   146.16     0.107961   0.110417   0.112929   0.115497  0.118124     39.31    41.12
Oregon Sch Brds Assoc    686053AJ8 10/31/02 06/30/11     66.180     0.000    4.8194   145.41     0.108049   0.110653   0.113319   0.116050  0.118846     39.37    41.29
Oregon Sch Brds Assoc    686053AK5 10/31/02 06/30/12     62.040     0.000    4.9992   141.88     0.105842   0.108488   0.111200   0.113979  0.116829     38.58    40.54
Oregon Sch Brds Assoc    686053AL3 10/31/02 06/30/13     57.955     0.000    5.1793   137.77     0.103187   0.105859   0.108601   0.111413  0.114298     37.63    39.61
Oregon Sch Brds Assoc    686053AM1 10/31/02 06/30/14     53.950     0.000    5.3594   133.16     0.100126   0.102809   0.105564   0.108393  0.111297     36.53    38.52
Oregon Sch Brds Assoc    686053AN9 10/31/02 06/30/15     50.233     0.000    5.5093   127.81     0.096421   0.099077   0.101806   0.104611  0.107493     35.20    37.16
Oregon Sch Brds Assoc    686053AP4 10/31/02 06/30/16     46.574     0.000    5.6694   122.31     0.092594   0.095218   0.097918   0.100693  0.103548     33.81    35.76
Oregon Sch Brds Assoc    686053AQ2 10/31/02 06/30/17     43.110     0.000    5.8193   116.53     0.088510   0.091085   0.093735   0.096463  0.099270     32.33    34.24
Oregon Sch Brds Assoc    686053AR0 10/31/02 06/30/18     40.030     0.000    5.9294   110.48     0.084116   0.086610   0.089177   0.091821  0.094544     30.74    32.59
Oregon Sch Brds Assoc    686053AS8 10/31/02 06/30/19     37.212     0.000    6.0194   104.44     0.079671   0.082069   0.084539   0.087083  0.089704     29.12    30.90
Oregon Sch Brds Assoc    686053AT6 10/31/02 06/30/20     34.591     0.000    6.0995    98.52     0.075288   0.077584   0.079950   0.082388  0.084901     27.52    29.23
Oregon Sch Brds Assoc    686053BW8 04/21/03 06/30/07     87.036     0.000    3.3392   113.31     0.091235                                                16.33         
Oregon Sch Brds Assoc    686053BX6 04/21/03 06/30/08     82.583     0.000    3.7194   120.49     0.097761   0.099579   0.101431                          35.52    18.16
Oregon Sch Brds Assoc    686053BY4 04/21/03 06/30/09     77.449     0.000    4.1693   127.59     0.104464   0.106642   0.108865   0.111134  0.113451     38.00    39.60
Oregon Sch Brds Assoc    686053BZ1 04/21/03 06/30/10     72.765     0.000    4.4692   129.13     0.106353   0.108729   0.111159   0.113643  0.116183     38.72    40.47
Oregon Sch Brds Assoc    686053CA5 04/21/03 06/30/11     68.075     0.000    4.7492   128.95     0.106805   0.109341   0.111938   0.114596  0.117317     38.91    40.78
Oregon Sch Brds Assoc    686053CB3 04/21/03 06/30/12     63.740     0.000    4.9593   126.51     0.105222   0.107831   0.110505   0.113245  0.116053     38.35    40.28
Oregon Sch Brds Assoc    686053CC1 04/21/03 06/30/13     59.557     0.000    5.1493   123.12     0.102784   0.105431   0.108145   0.110929  0.113785     37.48    39.44
Oregon Sch Brds Assoc    686053CD9 04/21/03 06/30/14     55.504     0.000    5.3293   119.10     0.099783   0.102442   0.105171   0.107974  0.110851     36.41    38.37
Oregon Sch Brds Assoc    686053CE7 04/21/03 06/30/15     51.363     0.000    5.5394   114.95     0.096706   0.099385   0.102137   0.104966  0.107874     35.30    37.28
Oregon Sch Brds Assoc    686053CF4 04/21/03 06/30/16     47.583     0.000    5.7092   110.06     0.092902   0.095554   0.098282   0.101087  0.103973     33.93    35.89
Oregon Sch Brds Assoc    686053CG2 04/21/03 06/30/17     44.239     0.000    5.8294   104.68     0.088572   0.091154   0.093811   0.096545  0.099359     32.36    34.27
Oregon Sch Brds Assoc    686053CH0 04/21/03 06/30/18     40.975     0.000    5.9593    99.33     0.084258   0.086769   0.089354   0.092017  0.094759     30.79    32.65
Oregon Sch Brds Assoc    686053CJ6 04/21/03 06/30/19     37.976     0.000    6.0693    93.92     0.079846   0.082269   0.084766   0.087338  0.089989     29.19    30.98
Oregon Sch Brds Assoc    686053CK3 04/21/03 06/30/20     35.297     0.000    6.1494    88.57     0.075409   0.077728   0.080118   0.082581  0.085120     27.57    29.29
Oregon Sch Brds Assoc    686053CL1 04/21/03 06/30/21     32.815     0.000    6.2193    83.37     0.071082   0.073292   0.075572   0.077922  0.080345     25.99    27.63
Oregon Sch Brds Assoc    686053CM9 04/21/03 06/30/22     30.636     0.000    6.2594    78.39     0.066886   0.068979   0.071138   0.073364  0.075661     24.46    26.01
Oregon Sch Brds Assoc    686053CN7 04/21/03 06/30/23     28.748     0.000    6.2695    73.69     0.062888   0.064859   0.066892   0.068989  0.071152     23.00    24.46
PMA Capital Corporation  693419AA1 10/21/02 09/30/22    100.000    VARIES    7.5516              0.238258   0.241518   0.245863   0.250372  0.256453     88.27    91.80
PNC Funding Corp.        693476AX1 12/20/06 12/20/36*    99.560     4.960    5.4179              0.012058   0.012385                                      4.27*        
PNC Funding Corp.        693476AY9 12/20/06 12/20/36*    99.560     4.960    5.4179              0.012058   0.012385                                      4.27*        
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Panamsat Holding Corp.   69831YAA3 10/19/04 11/01/14     60.103    VARIES   10.3740              0.212759   0.223795   0.235403   0.247614  0.260457     79.94    88.45
Panamsat Holding Corp.   69831YAB1 10/19/04 11/01/14     60.103    VARIES   10.3740              0.212759   0.223795   0.235403   0.247614  0.260457     79.94    88.45
Paterson, City of        7031302A1 04/11/03 04/01/15     51.501     0.000    5.6199   118.07     0.097461   0.100199   0.103015   0.105909  0.108885     36.08    38.13
Paterson, City of        7031302B9 04/11/03 04/01/16     47.811     0.000    5.7699   112.82     0.093364   0.096058   0.098829   0.101680  0.104614     34.59    36.61
Paterson, City of        7031302C7 04/11/03 04/01/17     44.317     0.000    5.9099   107.36     0.089061   0.091692   0.094402   0.097191  0.100063     33.02    35.00
Paterson, City of        703130Z23 04/11/03 04/01/07     87.261     0.000    3.4598   118.89     0.094473                                                 8.50         
Paterson, City of        703130Z31 04/11/03 04/01/08     82.728     0.000    3.8498   126.22     0.100994   0.102938   0.104920                          37.06     9.44
Paterson, City of        703130Z49 04/11/03 04/01/09     77.835     0.000    4.2398   131.62     0.106047   0.108295   0.110590   0.112935  0.115329     38.99    40.66
Paterson, City of        703130Z56 04/11/03 04/01/10     72.826     0.000    4.5999   134.40     0.108973   0.111479   0.114043   0.116666  0.119349     40.14    42.01
Paterson, City of        703130Z64 04/11/03 04/01/11     68.193     0.000    4.8599   133.53     0.108764   0.111407   0.114114   0.116887  0.119727     40.11    42.09
Paterson, City of        703130Z72 04/11/03 04/01/12     63.812     0.000    5.0698   130.80     0.106932   0.109642   0.112422   0.115271  0.118193     39.48    41.50
Paterson, City of        703130Z80 04/11/03 04/01/13     59.701     0.000    5.2398   126.82     0.103993   0.106718   0.109514   0.112383  0.115327     38.42    40.46
Paterson, City of        703130Z98 04/11/03 04/01/14     55.492     0.000    5.4399   122.79     0.101035   0.103783   0.106605   0.109505  0.112484     37.37    39.43
Penton Media, Inc.       709668AA5 06/28/01 06/15/11*    97.749    10.375   10.7485     9.56     0.006478                                                  .43*        
Penton Media, Inc.       709668AB3 06/28/01 06/15/11*    97.749    10.375   10.7485     9.56     0.006478                                                  .43*        
Peoria, IL SD #150       713040FA6 08/15/05 01/01/11     77.688     0.000    4.7492    51.94     0.109341   0.111938   0.114596   0.117317               39.83    41.74
Peoria, IL SD #150       713040FB4 08/15/05 01/01/12     73.711     0.000    4.8393    50.24     0.105839   0.108400   0.111023   0.113710               38.56    40.45
Peoria, IL SD #150       713040FC2 08/15/05 01/01/13     69.865     0.000    4.9194    48.42     0.102088   0.104599   0.107171   0.109808               37.20    39.06
Peoria County, Illinois  713165EG9 06/01/04 12/01/08    107.011    VARIES    4.6996              0.134982   0.133911   0.132815   0.131694               48.34    43.63
Peoria County, Illinois  713165EH7 06/01/04 12/01/09    108.053    VARIES    4.7723              0.138896   0.137902   0.136885   0.135842  0.134776     49.76    49.03
Petro Stopping Centers   71646DAE2 07/23/99 08/01/08     36.636    VARIES   18.6946              0.488452   0.495162   0.502499   0.510522              179.16   106.97
Petro Stopping Centers   71646DAJ1 02/09/04 04/30/14     93.312     5.000    N/A                 0.166802   0.172563   0.178564   0.184818  0.191336     61.79    66.18
Petro Stopping Centers   71646DAK8 02/09/04 04/30/14    100.000     5.000    N/A                 0.166802   0.172563   0.178564   0.184818  0.191336     61.79    66.18
Philadelphia Authority   71781LAP4 02/03/99 04/15/24     19.046     0.000    6.6895   130.16     0.058748   0.060713   0.062744   0.064843  0.067012     21.81    23.29
Philadelphia Authority   71781LAQ2 02/03/99 04/15/12     43.760     0.000    6.3590   280.63     0.125188   0.129169   0.133275   0.137513  0.141885     46.40    49.40
Philadelphia Authority   71781LAR0 02/03/99 04/15/13     40.766     0.000    6.4191   264.52     0.118254   0.122050   0.125967   0.130010  0.134183     43.84    46.70
Philadelphia Authority   71781LAS8 02/03/99 04/15/14     37.933     0.000    6.4792   249.02     0.111564   0.115179   0.118910   0.122762  0.126739     41.37    44.10
Philadelphia Authority   71781LAT6 02/03/99 04/15/15     35.256     0.000    6.5392   234.14     0.105121   0.108559   0.112108   0.115774  0.119559     38.99    41.58
Philadelphia Authority   71781LAU3 02/03/99 04/15/16     32.784     0.000    6.5893   219.83     0.098869   0.102126   0.105491   0.108967  0.112557     36.68    39.14
Philadelphia Authority   71781LAV1 02/03/99 04/15/17     30.618     0.000    6.6093   206.09     0.092755   0.095820   0.098987   0.102258  0.105637     34.42    36.73
Philadelphia Authority   71781LAW9 02/03/99 04/15/18     28.637     0.000    6.6193   193.12     0.086950   0.089828   0.092801   0.095872  0.099045     32.26    34.44
Philadelphia Authority   71781LAX7 02/03/99 04/15/19     26.727     0.000    6.6393   180.93     0.081517   0.084223   0.087019   0.089908  0.092892     30.25    32.29
Philadelphia Authority   71781LAY5 02/03/99 04/15/20     24.985     0.000    6.6494   169.46     0.076378   0.078917   0.081541   0.084252  0.087053     28.35    30.26
Philadelphia Authority   71781LAZ2 02/03/99 04/15/21     23.403     0.000    6.6494   158.73     0.071542   0.073920   0.076378   0.078917  0.081541     26.55    28.35
Philadelphia Authority   71781LBA6 02/03/99 04/15/22     21.872     0.000    6.6594   148.63     0.067012   0.069243   0.071549   0.073931  0.076393     24.87    26.55
Philadelphia Authority   71781LBB4 02/03/99 04/15/23     20.437     0.000    6.6695   139.14     0.062757   0.064849   0.067012   0.069247  0.071556     23.29    24.87
Philadelphia Authority   71781LBC2 02/03/99 04/15/25     17.878     0.000    6.6796   121.95     0.055023   0.056861   0.058760   0.060722  0.062750     20.42    21.81
Philadelphia Authority   71781LBD0 02/03/99 04/15/26     16.697     0.000    6.6896   114.11     0.051504   0.053227   0.055007   0.056847  0.058748     19.12    20.42
Phoenix Cos Inc          71902EAA7 12/20/02 02/16/08    100.000    VARIES    7.4104              0.209470   0.208305   0.207098                          74.88     9.32
Pindo Deli Finance       722299AH7 10/01/97 10/01/27     92.750    10.875    N/A                 0.008880   0.009406   0.009963   0.010553  0.009828      3.39     3.68
Pittsburgh, PA           7252085Z1 03/14/97 03/01/07     53.656     0.000    6.9996              0.200071                                                12.00         
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Pittsburgh, PA           7252086B3 03/14/97 03/01/24     47.086    VARIES    7.3997              0.192521   0.199644   0.199733   0.199826  0.199922     71.46    71.94
Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25    100.000    VARIES    7.7502              0.231228   0.236959   0.242912   0.249096  0.255520     85.51    89.90
Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25    100.000    VARIES    7.7502              0.231228   0.236959   0.242912   0.249096  0.255520     85.51    89.90
Pliant Corporation       729136AG6 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308886   0.308878   0.308870   0.308861  0.308851    111.20   111.19
Pliant Corporation       729136AH4 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308886   0.308878   0.308870   0.308861  0.308851    111.20   111.19
Pliant Corporation       729136AJ0 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308886   0.308878   0.308870   0.308861  0.308851    111.20   111.19
Pope & Talbot, Inc.      732827AC4 07/30/02 06/01/13     86.415     8.375   10.5037    38.28     0.030397   0.031994   0.033674   0.035443  0.037304     11.33    12.55
Pope & Talbot, Inc.      732827AD2 07/30/02 06/01/13     86.415     8.375   10.5037    38.28     0.030397   0.031994   0.033674   0.035443  0.037304     11.33    12.55
Presidio ISD             741020DW8 05/14/98 02/15/12     38.054     0.000    7.1489   317.36     0.134945   0.139769   0.144765   0.149939  0.155299     50.78    54.48
Presidio ISD             741020DX6 05/14/98 02/15/13     35.472     0.000    7.1490   295.84     0.125793   0.130290   0.134947   0.139771  0.144767     47.34    50.78
Presidio ISD             741020DY4 05/14/98 02/15/14     33.066     0.000    7.1490   275.77     0.117260   0.121452   0.125793   0.130290  0.134947     44.13    47.34
Presidio ISD             741020DZ1 05/14/98 02/15/15     30.822     0.000    7.1492   257.06     0.109308   0.113215   0.117262   0.121454  0.125795     41.14    44.13
Presidio ISD             741020EA5 05/14/98 02/15/16     28.486     0.000    7.1992   239.76     0.102136   0.105813   0.109621   0.113567  0.117655     38.45    41.27
Presidio ISD             741020EB3 05/14/98 02/15/17     26.541     0.000    7.1992   223.39     0.095162   0.098587   0.102136   0.105812  0.109621     35.82    38.45
Presidio ISD             741020EC1 05/14/98 02/15/18     24.728     0.000    7.1993   208.14     0.088664   0.091856   0.095162   0.098588  0.102137     33.38    35.82
Presidio ISD             741020ED9 05/14/98 02/15/19     22.810     0.000    7.2493   193.75     0.082683   0.085680   0.088786   0.092004  0.095339     31.14    33.43
Presidio ISD             741020EE7 05/14/98 02/15/20     21.242     0.000    7.2493   180.43     0.077000   0.079791   0.082683   0.085680  0.088786     29.00    31.14
Presidio ISD             741020EF4 05/14/98 02/15/21     19.782     0.000    7.2493   168.03     0.071707   0.074307   0.077000   0.079791  0.082683     27.00    29.00
Presidio ISD             741020EG2 05/14/98 02/15/22     18.422     0.000    7.2494   156.48     0.066779   0.069199   0.071707   0.074307  0.077000     25.15    27.00
Pride International Inc. 74153QAC6 03/28/03 05/15/33    100.000    VARIES    8.2508              0.276612   0.284299   0.292303   0.300637  0.309316    101.69   107.51
Pride International Inc. 74153QAD4 03/28/03 05/15/33    100.000    VARIES    8.2508              0.276612   0.284299   0.292303   0.300637  0.309316    101.69   107.51
Pride International Inc. 741932AE7 01/16/01 01/16/21     60.841     0.000    2.5000    97.08     0.048438   0.049043   0.049656   0.050277  0.050906     17.75    18.19
Proassurance Corporation 74267CAA4 07/07/03 06/30/23     97.250    VARIES    8.7499              0.280880   0.288429   0.296308   0.304532  0.313116    102.49   108.17
Providian Financial Corp 74406AAC6 05/27/03 05/15/08    100.000     4.000   10.9979              0.392883   0.408377   0.424724                         145.69    56.91
Providian Financial Corp 74406AAD4 03/19/04 03/15/16    100.000    VARIES    9.4998              0.312610   0.323831   0.335584   0.347895  0.360792    116.99   125.70
Providian Corporation    74406QAM9 05/08/95 06/02/25     62.648     5.000    8.4383    54.97     0.020701   0.021574   0.022484   0.023433  0.024422      7.66     8.32
Prudential Financial,Inc 744320AB8 11/16/05 11/15/35*    98.500    VARIES    N/A                 0.174779   0.178785                                     24.49*        
Prudential Financial,Inc 744320AC6 11/16/05 11/15/35*    98.500    VARIES    N/A                 0.174779   0.178786                                     24.49*        
Prudential Financial,Inc 744320AE2 12/12/06 12/12/36*    99.125     2.953    3.8533              0.024073   0.024537                                      8.29*        
PURE Mortgages 2004      74622TAF6 12/10/04 11/30/09    100.000    VARIES    4.6580              0.125921   0.125055   0.124174   0.123320  0.122431     45.12    44.49
QBE Funding Trust II     747271AA2 09/10/02 04/15/22     55.100     0.000    3.0644    77.17     0.053129   0.053943   0.054770   0.055609  0.056461     19.40    20.00
QBE Funding Trust        74729CAA6 04/15/02 04/15/22     59.358     0.000    2.6249    77.61     0.048671   0.049310   0.049957   0.050613  0.051277     17.73    18.20
QBE Funding Trust III    74729LAA6 09/24/04 09/24/24     67.165     0.000    2.0000    31.04     0.038830   0.039218   0.039610   0.040006  0.040406     14.12    14.41
Quebecor Media, Inc.     74819RAH9 10/05/07 03/15/16     93.750     7.750    8.8148                                    0.014276   0.014835  0.015489      1.23     5.37
Quicksilver Resources    74837RAA2 11/01/04 11/01/24     98.500    VARIES    6.7504              0.203527   0.208637   0.213921   0.219382  0.225028     74.81    78.66
Quicksilver Resources    74837RAB0 11/01/04 11/01/24     98.500    VARIES    6.7504              0.203527   0.208637   0.213921   0.219382  0.225028     74.81    78.66
R H Donnelley Corp.      74955WAC3 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
R H Donnelley Corp.      74955WAD1 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
R H Donnelley Corp.      74955WAE9 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
R H Donnelley Corp.      74955WAF6 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
R H Donnelley Corp.      749568AA9 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
R H Donnelley Corp.      749568AB7 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
R.J.Tower Corporation    74962JAD1 06/13/03 06/01/13*    97.205    12.000   12.4980     6.41     0.006292   0.006685                                      1.34*        
RSL Communications, PLC  74972EAH1 11/09/98 11/01/08     94.489    12.000   13.0014    39.25     0.021623   0.023029   0.024526   0.026120                8.21     7.64
Cooperatieve Centrale    74977ENT6 11/16/06 11/16/07    100.000     0.000    5.2130              0.144807   0.148581                                     46.29         
Regal Beloit Corporation 758750AA1 04/05/04 03/15/24    100.000    VARIES    8.7503              0.281899   0.290890   0.300275   0.310070  0.320294    105.05   111.98
Regal Beloit Corporation 758750AB9 04/05/04 03/15/24    100.000    VARIES    8.7503              0.281899   0.290890   0.300275   0.310070  0.320294    105.05   111.98
Reliant Energy, Inc.     75952J207 09/21/99 09/15/29    100.000     2.000    9.8183              0.479710   0.500532   0.522377   0.545294  0.569336    180.97   197.16
Rhodia, SA               762397AK3 05/17/04 06/01/10     96.743    10.250   11.0023    11.63     0.014365   0.015155   0.015989   0.016868  0.017796      5.36     5.97
Rhodia, SA               762397AL1 05/17/04 06/01/10     96.743    10.250   11.0023    11.63     0.014365   0.015155   0.015989   0.016868  0.017796      5.36     5.97
Rhodia, SA               762397AM9 05/17/04 06/01/10     96.743    10.250   11.0023    11.63     0.014365   0.015155   0.015989   0.016868  0.017796      5.36     5.97
Roche Holdings, Inc.     771196AG7 01/19/00 01/19/15     66.386     0.000    2.7499   138.77     0.060562   0.061395   0.062239   0.063095  0.063962     22.22    22.84
Roche Holdings, Inc.     771196AH5 01/19/00 01/19/15     66.386     0.000    2.7499   138.77     0.060562   0.061395   0.062239   0.063095  0.063962     22.22    22.84
Roche Holdings, Inc.     771196AJ1 01/19/00 01/19/15     66.386     0.000    2.7499   138.77     0.060562   0.061395   0.062239   0.063095  0.063962     22.22    22.84
Rockwell ISD, TX         774285UV0 07/02/98 08/15/08     52.654     0.000    6.4391   375.84     0.157571   0.162645   0.167881   0.173286               59.04    38.58
Roper Industries, Inc.   776696AA4 12/29/03 01/15/34     39.502     1.482    7.0003              0.083636   0.085123   0.086662   0.088254  0.089902     30.88    32.02
Royal Bank of Canada     78008EAC1 08/31/05 02/26/10    100.000     0.000    4.5211              0.131266   0.134233   0.137268   0.140371  0.143544     48.54    50.76
Royal Bank of Canada     78008EAK3 01/31/06 07/28/09    100.000     0.000    4.9077              0.139636   0.143062   0.146573   0.150170  0.153855     51.95    54.53
Royal Bank of Canada     78008EAM9 01/31/06 01/31/11    100.000     0.000    4.9599              0.141195   0.144696   0.148285   0.151962  0.155731     52.53    55.17
Royal Bank of Canada     78008EAQ0 02/28/06 08/28/09    100.000     0.000    5.1100              0.145571   0.149291   0.153105   0.157017  0.161029     54.00    56.80
Royal Bank of Canada     78008EAR8 02/28/06 02/27/09    100.000     0.000    5.1147              0.142521   0.148589   0.149904   0.155427  0.157669     54.06    56.86
Royal Bank of Canada     78008EAX5 03/31/06 03/31/11    100.000     0.000    5.2699              0.150246   0.154205   0.158268   0.162439  0.166719     55.53    58.50
Royal Bank of Canada     78008EAZ0 04/28/06 10/30/09    100.000     0.000    5.3912              0.153839   0.157986   0.162245   0.166618  0.171109     56.64    59.74
Royal Bank of Canada     78008EBC0 04/28/06 04/29/11    100.000     0.000    5.4968              0.156911   0.161224   0.165655   0.170208  0.174886     57.81    61.03
Royal Bank of Canada     78008EBE6 05/31/06 05/31/11    100.000     0.000    5.4699              0.156100   0.160369   0.164755   0.169261  0.173891     57.23    60.41
Royal Bank of Canada     78008EBG1 05/31/06 05/30/08    100.000     0.000    5.3572              0.151933   0.153459   0.159301                          55.97    23.90
Royal Bank of Canada     78008EBJ5 05/31/06 11/30/09    100.000     0.000    5.4000              0.154050   0.158209   0.162481   0.166868  0.171374     56.47    59.56
Royal Bank of Canada     78008EBK2 06/30/06 06/30/10    100.000     0.000    5.7499              0.164314   0.169038   0.173898   0.178897  0.184041     60.01    63.51
Royal Bank of Canada     78008EBN6 06/30/06 06/30/11    100.000     0.000    5.7700              0.164902   0.169659   0.174554   0.179590  0.184771     60.23    63.76
Royal Bank of Canada     78008EBP1 07/31/06 01/29/10    100.000     0.000    5.4743              0.152065   0.156204   0.160480   0.164872  0.169385     56.77    59.92
Royal Bank of Canada     78008EBT3 08/31/06 08/31/11    100.000     0.000    5.2799              0.148314   0.150538   0.155376   0.158592  0.164608     54.65    57.63
Royal Bank of Canada     78008EBW6 10/31/06 10/31/13    100.000     0.000    5.2200              0.145000   0.148785   0.152668   0.156653  0.160741     53.35    56.17
Royal Bank of Canada     78008ECA3 09/29/06 09/30/11    100.000     0.000    5.0371              0.139940   0.143464   0.147077   0.150782  0.154579     51.66    54.30
Royal Bank of Canada     78008ECB1 10/31/06 10/30/09    100.000     0.000    5.0946              0.139964   0.142725   0.146361   0.150089  0.154758     52.00    54.78
Royal Bank of Canada     78008ECC9 10/31/06 10/31/11    100.000     0.000    5.1199              0.142222   0.145863   0.149597   0.153427  0.157354     52.31    55.02
Royal Bank of Canada     78008ECD7 10/31/06 04/29/11    100.000     0.000    5.1231              0.142310   0.145935   0.149674   0.153508  0.157440     52.34    55.05
Royal Bank of Canada     78008ECE5 10/31/06 10/31/11    100.000     0.000    5.1199              0.142222   0.145863   0.149597   0.153427  0.157354     52.31    55.02
Royal Bank of Canada     78008ECH8 11/27/06 11/29/13    100.000     0.000    5.0359              0.139925   0.143449   0.147061   0.150764  0.154560     51.24    53.85
Royal Bank of Canada     78008ECK1 11/27/06 11/30/11    100.000     0.000    4.9914              0.138710   0.142172   0.145720   0.149357  0.153084     50.78    53.34
Royal Bank of Canada     78008ECL9 11/28/06 11/30/09    100.000     0.000    5.0005              0.138942   0.142416   0.145976   0.149626  0.153367     50.86    53.44
Royal Bank of Canada     78008ECM7 12/28/06 12/28/09    100.000     0.000    5.0100              0.139167   0.142653   0.146226   0.149889  0.153644     50.75    53.32
Royal Bank of Canada     78008ECN5 12/28/06 12/29/09    100.000     0.000    5.0052              0.139054   0.142534   0.146101   0.149758  0.153505     50.70    53.27
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Royal Bank of Canada     78008ECS4 01/31/07 01/29/10    100.000     0.000    5.3149                         0.147636   0.151538   0.155565  0.159699     49.46    56.52
Royal Bank of Canada     78008EDB0 02/22/07 02/24/10    100.000     0.000    5.1003              0.141675   0.141716   0.145329   0.149036  0.152836     44.25    53.94
Royal Bank of Canada     78008EDG9 02/07/07 02/07/11    100.000     0.000    5.2200                         0.145000   0.148785   0.152668  0.156653     47.53    55.39
Royal Bank of Canada     78008EDM6 02/28/07 02/28/11    100.000     0.000    5.0199                         0.136413   0.141374   0.143347  0.149380     42.49    53.09
Royal Bank of Canada     78008EFG7 04/30/07 04/29/11    100.000     0.000    5.0935                         0.141487   0.145071   0.148765  0.152554     34.32    53.35
Royal Bank of Canada     78008EFH5 04/30/07 04/30/12    100.000     0.000    5.1100                         0.141945   0.145571   0.149291  0.153105     34.43    53.53
Royal Bank of Canada     78008EFJ1 04/30/07 04/30/09    100.000     0.000    5.0900                         0.141389   0.144988   0.148678  0.152462     34.29    53.32
Royal Bank of Canada     78008ENW3 08/31/07 08/31/09    100.000     0.000    4.9900                                    0.137089   0.138982  0.144810     16.86    51.47
Royal Bank of Canada     78008EPH4 08/31/07 08/31/12    100.000     0.000    5.1899                                    0.142582   0.144692  0.150907     17.54    53.60
Royal Bank of Canada     78008EPL5 08/31/07 08/31/12    100.000     0.000    5.1899                                    0.142582   0.144692  0.150907     17.54    53.60
Royal Bank of Canada     78008EPN1 08/31/07 08/31/11    100.000     0.000    5.0800                                    0.139561   0.141550  0.147551     17.17    52.43
Royal Bank of Canada     78008EVD6 09/28/07 09/28/09    100.000     0.000    4.8299                                    0.134167   0.137407  0.140725     12.48    49.49
Royal Bank of Canada     78008EYJ0 10/26/07 04/26/10    100.000     0.000    4.6513                                    0.129204   0.132209  0.135284      8.40    47.45
SG Holdings, Inc.        784186BC1 08/31/01 08/31/07    100.000     0.000    5.3201              0.194306   0.197258                                     46.58         
SG Holdings, Inc.        784186BF4 01/31/02 01/31/07    100.000     0.000    4.9888              0.169221                                                 5.08         
SG Holdings, Inc.        784186BG2 03/15/02 03/15/07    100.000     0.000    4.7581              0.162416                                                11.86         
SG Structured Products   78422XBL6 10/31/02 10/31/08    100.000     0.000    3.5692              0.114216   0.116254   0.118329   0.120440               41.74    35.76
SG Structured Products   78422XBU6 02/28/03 02/29/08    100.000     1.250    4.5650              0.141780   0.141876   0.145926                          52.28     8.61
SLM Corporation          78442FCY2 10/01/04 10/01/14    100.000    VARIES    5.0009              0.137637   0.137703   0.137771   0.137840  0.137911     49.57    49.62
St. Clair County, IL     788448HC5 11/03/04 12/01/07    104.904    VARIES    3.9773              0.112331   0.111416                                     36.90         
St Mary Lnd & Expl Co    792228AA6 03/12/02 03/15/22*   100.000    VARIES    N/A                 0.342925   0.352084                                     27.14*        
St Mary Lnd & Expl Co    792228AB4 03/12/02 03/15/22*   100.000    VARIES    N/A                 0.342925   0.352084                                     27.14*        
St Mary Lnd & Expl Co    792228AC2 03/12/02 03/15/22*   100.000    VARIES    N/A                 0.342925   0.352084                                     27.14*        
Salomon Smith Barney     79548GBA4 02/28/03 02/28/18     41.198     0.000    6.0001   105.04     0.083983   0.085092   0.088608   0.090274  0.094523     31.43    33.46
Compass Minerls Intl Inc 795559AD5 05/22/03 06/01/13     55.677    VARIES   11.9990              0.279864   0.296655   0.314453   0.333318  0.333317    104.81   117.16
Compass Minerls Intl Inc 795559AE3 05/22/03 06/01/13     55.677    VARIES   11.9990              0.279864   0.296655   0.314453   0.333318  0.333317    104.81   117.16
San Luis Obispo County   798703AQ7 07/02/03 09/01/18     45.439     0.000    5.2695    90.73     0.078416   0.080482   0.082602   0.084779  0.087012     29.10    30.66
San Luis Obispo County   798703AR5 07/02/03 09/01/19     42.462     0.000    5.3695    86.53     0.074899   0.076910   0.078975   0.081095  0.083273     27.81    29.33
San Luis Obispo County   798703AS3 07/02/03 09/01/20     39.603     0.000    5.4695    82.33     0.071377   0.073329   0.075335   0.077395  0.079512     26.52    27.99
San Luis Obispo County   798703AT1 07/02/03 09/01/21     37.061     0.000    5.5395    78.12     0.067797   0.069675   0.071605   0.073588  0.075626     25.20    26.62
San Luis Obispo County   798703AU8 07/02/03 09/01/22     34.700     0.000    5.5995    74.00     0.064284   0.066084   0.067934   0.069836  0.071791     23.90    25.26
San Luis Obispo County   798703AV6 07/02/03 09/01/23     32.578     0.000    5.6397    70.01     0.060861   0.062577   0.064341   0.066156  0.068021     22.64    23.93
San Luis Obispo County   798703AW4 07/02/03 09/01/24     30.563     0.000    5.6796    66.19     0.057572   0.059207   0.060888   0.062617  0.064396     21.42    22.65
San Luis Obispo County   798703AX2 07/02/03 09/01/25     28.774     0.000    5.6997    62.56     0.054427   0.055978   0.057573   0.059214  0.060901     20.25    21.42
San Luis Obispo County   798703AY0 07/02/03 09/01/26     27.018     0.000    5.7297    59.07     0.051422   0.052895   0.054411   0.055969  0.057573     19.14    20.25
San Luis Obispo County   798703AZ7 07/02/03 09/01/27     25.534     0.000    5.7297    55.83     0.048598   0.049990   0.051422   0.052895  0.054411     18.08    19.14
San Luis Obispo County   798703BA1 07/02/03 09/01/28     24.132     0.000    5.7296    52.76     0.045928   0.047244   0.048598   0.049990  0.051422     17.09    18.08
San Luis Obispo County   798703BB9 07/02/03 09/01/29     22.806     0.000    5.7297    49.86     0.043406   0.044649   0.045928   0.047244  0.048598     16.15    17.09
San Luis Obispo County   798703BC7 07/02/03 09/01/30     21.553     0.000    5.7298    47.13     0.041021   0.042197   0.043405   0.044649  0.045928     15.27    16.15
Sciele Pharma, Inc.      808627AA1 05/14/07 05/15/27    100.000    VARIES    7.2886              0.202461   0.202490   0.207212   0.212106  0.217179     46.18    75.94
Sea Containers Ltd       811371AN3 05/04/04 05/15/12     97.369    10.500   11.0017     6.36     0.007733   0.008159   0.008608   0.009081  0.009581      2.90     3.23
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Select Ins Grp Inc       816300AA5 09/24/02 09/24/32     38.012     1.615    6.6015              0.077075   0.078138   0.079237   0.080371  0.081543     28.15    28.95
Select Ins Grp Inc       816300AB3 09/24/02 09/24/32     38.012     1.615    6.6015              0.077075   0.078138   0.079237   0.080371  0.081543     28.15    28.95
Christian & Mac Cntys,IL 821510AL8 04/01/03 12/01/07    104.240    VARIES    3.6649              0.102831   0.102323                                     33.84         
Christian & Mac Cntys,IL 821510AM6 04/01/03 12/01/08    104.513    VARIES    3.9665              0.112140   0.111664   0.111179   0.110685               40.26    36.60
Christian & Mac Cntys,IL 821510AN4 04/01/03 12/01/09    104.283    VARIES    4.3658              0.123920   0.123502   0.123075   0.122639  0.122193     44.51    44.20
Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18    100.000    VARIES    9.2480              0.296989   0.304461   0.312277   0.320455  0.329012    110.80   116.67
Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18    100.000    VARIES    9.2480              0.296989   0.304461   0.312277   0.320455  0.329012    110.80   116.67
Sinclair Broadcast Group 829226AV1 06/15/05 09/15/12     81.000     6.000    9.7100    30.42     0.058346   0.061178   0.064149   0.067263  0.070529     22.13    24.33
Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27    100.000    VARIES    7.7902              0.216396   0.216540   0.221729   0.227120  0.232720     50.26    81.30
Solectron Corporation    834182AK3 05/08/00 05/08/20     57.912     0.000    2.7499   115.30     0.052832   0.053558   0.054294   0.055041  0.055798     19.23    19.76
Sonic Automotive, Inc.   83545GAK8 11/23/05 11/30/10     98.125     4.250    4.6733     3.77     0.009776   0.010005   0.010239   0.010478  0.010723      3.57     3.74
Sovereign Bancorp, Inc.  846048205 02/26/04 03/01/34    100.000    VARIES    7.4512              0.224235   0.228062   0.232031   0.236148  0.240418     82.35    85.28
Spartan Stores, Inc.     846822AD6 05/29/07 05/15/27    100.000    VARIES    8.2501                         0.229171   0.234322   0.240121  0.246159     48.82    85.94
Spartan Stores, Inc.     846822AE4 05/29/07 05/15/27    100.000    VARIES    8.2501                         0.229171   0.234322   0.240121  0.246159     48.82    85.94
STMicroelectronics N.V.  861012AF9 02/23/06 02/23/16    100.000     0.000    1.4999              0.041978   0.042293   0.042610   0.042930  0.043252     15.25    15.48
Sunsource, Inc.          867948AA9 09/30/97 09/30/27    110.000    11.600   10.4989              0.318656   0.318468   0.318271   0.318064  0.317846    114.65   114.50
TVN Entertainment Corp.  87307RAB3 07/29/98 08/01/08     92.930    14.000    N/A                 0.014079   0.011349   0.008129   0.004369                3.68     1.03
TVN Entertainment Corp.  87307RAD9 07/29/98 08/01/08     92.930    14.000    N/A                 0.014079   0.011349   0.008129   0.004368                3.68     1.03
Tabletop Holdings, Inc.  87336NAA9 11/12/03 05/15/14     55.131    VARIES   12.2495              0.268262   0.284692   0.302129   0.320634  0.340272    101.09   113.85
Tabletop Holdings, Inc.  87336NAB7 11/12/03 05/15/14     55.131    VARIES   12.2495              0.268262   0.284692   0.302129   0.320634  0.340272    101.09   113.85
Telemundo Holdings, Inc. 87944FAB8 08/12/98 08/15/08     57.120    VARIES   11.4997              0.319440   0.319439   0.319439   0.319439              115.00    71.55
Telesys Intl Wire Inc    879946AE1 10/29/97 11/01/07     59.915    VARIES   10.4997              0.291660   0.291660                                     87.50         
Terex Corporation        880779AJ2 03/09/99 04/01/08     94.802     8.875    9.7519    41.91     0.021117   0.022146   0.023226                           7.98     2.09
Thermwood Corporation    883672AC1 04/27/99 04/27/14     45.454    12.000   27.1328    74.45     0.062355   0.070814   0.080421   0.091331  0.103722     25.13    32.41
3M Company               88579YAA9 11/21/02 11/21/32     86.087    VARIES    4.5435              0.130040   0.132994   0.136015   0.139105  0.142265     47.59    49.77
3M Company               88579YAB7 11/21/02 11/21/32     86.087    VARIES    4.5435              0.130040   0.132994   0.136015   0.139105  0.142265     47.59    49.77
3M Company               88579YAC5 11/21/02 11/21/32     86.087    VARIES    4.5435              0.130040   0.132994   0.136015   0.139105  0.142265     47.59    49.77
Time Warner Inc.         887315AZ2 01/17/96 01/15/36     17.038    VARIES    8.8000              0.102828   0.107353   0.112076   0.117008  0.122156     39.37    42.91
Toyota Motor Credit Corp 892332206 09/08/06 09/08/08    100.000    VARIES    5.2345              0.145405   0.149211   0.151062   0.155016               53.67    38.02
Toyota Motor Credit Corp 892332305 03/08/07 09/08/08    100.000     0.000    5.0999                         0.141666   0.145279   0.148983               41.92    36.55
Toys R Us, Inc.          892335AJ9 05/28/02 08/16/07     96.460    VARIES    8.0016              0.223606   0.222950                                     50.19         
Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16    100.000     0.000    4.9609              0.137805   0.141223   0.144726   0.148316  0.151995     50.36    52.89
Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37     13.723     0.000    6.7298              0.025590   0.025663   0.026527   0.027419  0.028342      8.94    10.00
Toyota Motor Credit Corp 89233PB96 01/29/07 01/29/10    100.000     0.000    5.1598                         0.143329   0.147027   0.150820  0.154711     48.15    54.78
Toyota Motor Credit Corp 89233PC79 02/27/07 08/27/10    100.000     0.000    5.0599                         0.140553   0.144109   0.147755  0.151493     43.17    53.45
Toyota Motor Credit Corp 89233PE36 05/02/07 05/04/22    100.000    VARIES    5.9240              0.164558   0.164521   0.161166   0.157712  0.154156     39.13    57.00
Toyota Motor Credit Corp 89233PE77 05/04/07 05/05/37     13.645     0.000    6.7501              0.025510   0.025590   0.026453   0.027346  0.028269      6.11     9.79
Toyota Motor Credit Corp 89233PF76 05/22/07 05/22/37     13.648     0.000    6.7499                         0.025590   0.026454   0.027346  0.028269      5.64     9.75
Toyota Motor Credit Corp 89233PJ72 09/12/07 09/12/27    100.000    VARIES    6.1532                                    0.170923   0.168490  0.165982     18.63    60.56
Toyota Motor Credit Corp 89233PK54 10/12/07 10/12/27    100.000    VARIES    6.2644                                    0.174013   0.172068  0.170062     13.75    61.98
Toyota Motor Credit Corp 89233PK62 09/28/07 09/28/10    100.000     0.000    4.8548                                    0.134858   0.138132  0.141485     12.54    49.75
Toyota Motor Credit Corp 89233PK70 09/28/07 09/28/22    100.000    VARIES    5.8646                                    0.162906   0.159537  0.156070     15.15    57.40
Toyota Motor Credit Corp 89233PL38 10/19/07 10/19/22    100.000    VARIES    5.8482                                    0.162452   0.159080  0.155609     11.70    57.38
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Toyota Motor Credit Corp 89233PL95 10/31/07 10/31/27    100.000    VARIES    6.2733                                    0.174259   0.171884  0.169433     10.63    62.01
Toyota Motor Credit Corp 89233PM45 11/20/07 11/20/27    100.000    VARIES    6.0294                                    0.167484   0.165310  0.163071      6.87    59.72
Toyota Motor Credit Corp 89233PN69 12/11/07 12/11/22    100.000    VARIES    5.8560                                    0.162667   0.159297  0.155828      3.25    57.82
Toyota Motor Credit Corp 89233PN85 12/14/07 12/14/12    100.000    VARIES    4.7456                                    0.131823   0.131985  0.131056      2.24    47.47
Toyota Motor Credit Corp 89233PSP2 10/01/04 10/01/09    100.000     1.220    N/A                 0.036137   0.169733   0.036557                          37.68         
Toyota Motor Credit Corp 89233PYB6 04/21/06 04/23/36*    11.632     0.000    7.3000     5.96     0.024458                                                 2.74*        
Toyota Motor Credit Corp 89233PYG5 05/08/06 05/09/36*    11.635     0.000    7.2998     5.54     0.024459                                                 3.13*        
Toyota Motor Credit Corp 89233PYX8 08/16/06 08/16/16    100.000    VARIES    6.2307              0.173075   0.171232   0.169332   0.167373  0.165353     61.47    60.07
Toyota Motor Credit Corp 89233PYY6 08/17/06 08/17/09    100.000     0.000    5.1598              0.143329   0.147027   0.150820   0.154711  0.158703     53.27    56.05
Toyota Motor Credit Corp 89233PZC3 09/01/06 09/01/16    100.000    VARIES    5.9183              0.164399   0.162688   0.160927   0.159113  0.157245     58.46    57.17
Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16    100.000    VARIES    6.2020              0.172280   0.170301   0.168260   0.166109  0.164088     61.40    59.91
Toyota Motor Credit Corp 89233PZR0 10/24/06 10/24/13    100.000    VARIES    5.7902              0.160840   0.159063   0.157234   0.155353  0.153417     57.34    56.01
Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13    100.000     0.500    5.0554              0.140428   0.143627   0.146906   0.150268  0.153716     51.34    53.71
Transmeridian Expl Inc   89376NAA6 12/12/05 12/15/10     87.985    12.000   15.5400    18.41     0.054040   0.058239   0.062764   0.067641  0.072897     20.35    23.64
Transmeridian Expl Inc   89376NAB4 12/12/05 12/15/10     87.985    12.000   15.5400    18.41     0.054040   0.058239   0.062764   0.067641  0.072897     20.35    23.64
Transmeridian Expl Inc   89376NAC2 12/12/05 12/15/10     87.985    12.000   15.5400    18.41     0.054040   0.058239   0.062764   0.067641  0.072897     20.35    23.64
Transmeridian Expl Inc   89376NAD0 12/12/05 12/15/10     87.985    12.000   15.5400    18.41     0.054040   0.058239   0.062764   0.067641  0.072897     20.35    23.64
Transmeridian Expl Inc   89376NAE8 12/12/05 12/15/10     87.985    12.000   15.5400    18.41     0.054040   0.058239   0.062764   0.067641  0.072897     20.35    23.64
Transmeridian Expl Inc   89376NAF5 12/12/05 12/15/10     87.985    12.000   15.5400    18.41     0.054040   0.058239   0.062764   0.067641  0.072897     20.35    23.64
TransOcean SedcoForex    893830AA7 05/24/00 05/24/20     57.912     0.000    2.7499   114.46     0.052832   0.053558   0.054294   0.055041  0.055798     19.20    19.74
Trenton, City of         895130J29 03/13/03 04/01/07     87.375     0.000    3.3599   117.99     0.091790                                                 8.26         
Trenton, City of         895130J37 03/13/03 04/01/08     82.851     0.000    3.7598   126.04     0.098765   0.100622   0.102514                          36.23     9.23
Trenton, City of         895130J45 03/13/03 04/01/09     78.228     0.000    4.0996   130.50     0.102893   0.105003   0.107155   0.109351  0.111593     37.80    39.37
Trenton, City of         895130J52 03/13/03 04/01/10     73.222     0.000    4.4698   134.01     0.106363   0.108741   0.111171   0.113655  0.116195     39.15    40.92
Trenton, City of         895130J60 03/13/03 04/01/11     69.016     0.000    4.6597   132.10     0.105206   0.107657   0.110165   0.112732  0.115358     38.76    40.59
Trenton, City of         895130J78 03/13/03 04/01/12     64.697     0.000    4.8697   129.87     0.103819   0.106346   0.108936   0.111588  0.114305     38.29    40.18
Trenton, City of         895130J86 03/13/03 04/01/13     60.578     0.000    5.0498   126.48     0.101436   0.103998   0.106623   0.109316  0.112076     37.44    39.36
Trenton, City of         895130J94 03/13/03 04/01/14     56.464     0.000    5.2397   122.71     0.098749   0.101337   0.103992   0.106716  0.109512     36.49    38.42
Trenton, City of         895130K27 03/13/03 04/01/15     52.558     0.000    5.4098   118.27     0.095462   0.098044   0.100696   0.103419  0.106217     35.30    37.24
Trenton, City of         895130K35 03/13/03 04/01/22     31.423     0.000    6.1698    81.68     0.066822   0.068884   0.071009   0.073199  0.075458     24.80    26.36
Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36    100.000    VARIES    8.5854              0.243915   0.249764   0.255866   0.262228  0.268865     89.22    93.65
UBS AG                   902619204 05/31/07 11/28/08    100.000     0.000    5.2255                         0.141998   0.147248   0.149453               30.71    49.29
UBS AG                   902619436 08/31/07 02/27/09    100.000     0.000    4.8433                                    0.134537   0.137740  0.141076     16.28    49.82
UBS AG                   90261J368 03/23/07 04/25/08    100.000     0.000    5.2320              0.143738   0.143631   0.147388                          41.05    16.95
UBS AG                   90261J525 02/13/07 02/12/10    100.000     0.000    5.1607                         0.142563   0.143838   0.149171  0.151357     46.09    54.68
UBS AG                   90261J533 02/13/07 05/14/12    100.000     0.000    5.1800              0.143094   0.142574   0.147874   0.150055  0.156493     46.21    54.94
UBS AG                   90261J723 12/29/06 12/31/10    100.000     0.000    4.7524              0.132047   0.135185   0.138397   0.141686  0.145052     48.11    50.42
UBS AG                   90261J756 11/30/06 05/30/08    100.000     0.000    5.1971              0.144364   0.148116   0.151964                          52.88    22.64
UBS AG                   90261J772 11/30/06 05/31/11    100.000     0.000    4.9842              0.138452   0.141902   0.145438   0.149063  0.152778     50.68    53.24
UBS AG                   90261KBB5 04/30/02 04/30/09    100.000     0.000    5.4497              0.192822   0.198077   0.203474   0.209018  0.214714     71.01    74.93
UBS AG                   90261KBF6 05/29/02 05/29/09    100.000     0.000    5.2299              0.183272   0.188065   0.192983   0.198029  0.203208     67.15    70.71
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
UBS AG                   90261KBV1 10/31/02 11/07/07    100.000     0.000    3.7650              0.121502   0.123790                                     37.59         
UBS AG                   90261KBY5 11/29/02 12/07/07    100.000     0.000    3.6335              0.116663   0.118783                                     39.58         
UBS AG                   90261KBZ2 12/24/02 10/07/11    100.000     0.000    4.4124              0.144600   0.147790   0.151050   0.154383  0.157789     53.17    55.54
UBS AG                   90261KCK4 01/30/03 02/07/08    100.000     0.000    3.3370              0.104147   0.105885   0.107652                          38.31     3.88
UBS AG                   90261KCN8 02/27/03 09/08/10    100.000     0.000    3.8939              0.123944   0.126357   0.128817   0.131325  0.133882     45.60    47.40
UBS AG                   90261KCZ1 03/31/03 04/08/10    100.000     0.000    3.9373              0.125474   0.127944   0.130463   0.133031  0.135650     46.03    47.86
UBS AG                   90261KDA5 04/07/03 10/07/09    100.000     0.000    3.6500              0.115073   0.117173   0.119311   0.121489  0.123706     42.16    43.71
UBS AG                   90261KDE7 04/30/03 05/07/10    100.000     0.000    3.8491              0.122275   0.124628   0.127027   0.129471  0.131963     44.70    46.44
UBS AG                   90261KDH0 05/30/03 06/07/10    100.000     0.000    3.1911              0.099093   0.100674   0.102280   0.103912  0.105570     36.03    37.19
UBS AG                   90261KDL1 05/30/03 08/29/08    100.000     0.000    2.7799              0.084936   0.085639   0.086829   0.088036               30.93    20.88
UBS AG                   90261KDY3 06/30/03 07/08/10    100.000     0.000    3.1599              0.096502   0.098027   0.099575   0.101149  0.102747     35.55    36.68
UBS AG                   90261KED8 07/31/03 08/06/10    100.000     0.000    4.0001              0.125217   0.127722   0.130276   0.132882  0.135539     46.26    48.13
UBS AG                   90261KEV8 08/27/03 09/08/09    100.000     0.000    4.0885              0.128395   0.131019   0.133698   0.136431  0.139220     47.29    49.25
UBS AG                   90261KFE5 09/30/03 07/30/09    100.000     0.000    3.9088              0.121172   0.123540   0.125955   0.128417  0.130926     44.77    46.54
UBS AG                   90261KFS4 10/31/03 01/31/12    100.000     0.000    4.3914              0.137469   0.140488   0.143572   0.146725  0.149946     50.95    53.22
UBS AG                   90261KGC8 12/31/03 01/08/09    100.000     0.000    3.5615              0.108145   0.110071   0.112031   0.114026  0.116056     39.95    41.39
UBS AG                   90261KGT1 01/30/04 02/06/09    100.000     0.000    3.4338              0.103917   0.105702   0.107516   0.109362  0.111240     38.25    39.58
UBS AG                   90261KHK9 02/27/04 05/31/11    100.000     0.000    3.9738              0.123060   0.125505   0.127998   0.130542  0.133135     44.89    46.70
UBS AG                   90261KHL7 03/31/04 01/03/12    100.000     0.000    3.7505              0.113308   0.115433   0.117598   0.119803  0.122050     41.94    43.52
UBS AG                   90261KHS2 05/28/04 05/31/11    100.000     0.000    4.8441              0.151724   0.155399   0.159163   0.163018  0.166966     55.51    58.23
UBS AG                   90261KHW3 07/30/04 08/07/09    100.000     0.000    4.0340              0.121471   0.123921   0.126421   0.128971  0.131572     44.88    46.71
UBS AG                   90261KJA9 09/30/04 10/07/10    100.000     0.000    3.9704              0.119406   0.121777   0.124194   0.126660  0.129174     43.82    45.57
UBS AG                   90261KJE1 10/29/04 11/07/12    100.000     2.810    4.0782              0.115642   0.114519   0.116564   0.116091  0.118839     42.05    42.70
UBS AG                   90261KJW1 02/28/05 05/31/11    100.000     0.000    4.5353              0.136276   0.139366   0.142526   0.145758  0.149064     49.81    52.09
UBS AG                   90261KKW9 06/30/05 12/30/11    100.000     0.000    4.1500              0.122605   0.125149   0.127746   0.130397  0.133103     44.60    46.47
UBS AG                   90261KLE8 07/26/05 07/30/10    100.000     0.000    4.4197              0.128319   0.131155   0.134054   0.137016  0.140044     47.57    49.70
UBS AG                   90261KLN8 07/25/05 04/29/11    100.000     0.000    4.7399              0.139689   0.143000   0.146389   0.149858  0.153410     51.30    53.76
UBS AG                   90261KLP3 08/04/05 08/04/08    100.000     0.000    4.4401              0.128875   0.131736   0.134660   0.137650               47.76    29.22
UBS AG                   90261KLS7 09/27/05 09/27/07    100.000     0.000    4.3996              0.127649   0.130458                                     34.46         
UBS AG                   90261KLU2 10/25/05 10/25/07    100.000     0.000    4.6437              0.135053   0.138188                                     40.27         
UBS AG                   90261KLZ1 01/31/06 01/28/08    100.000     0.000    4.7843              0.136042   0.139296   0.142629                          50.57     3.85
UBS AG                   90261KMB3 02/24/06 08/24/07    100.000     0.000    5.0551              0.143970   0.147609                                     34.20         
UBS AG                   90261KMC1 02/24/06 08/24/07    100.000     0.000    5.0551              0.143970   0.147609                                     34.20         
UBS AG                   90261KMF4 03/29/06 03/28/08    100.000     0.000    5.2045              0.148314   0.152173   0.156133                          54.81    13.58
UBS AG                   90261KMJ6 04/26/06 04/29/08    100.000     0.000    5.3000              0.151192   0.155199   0.159311                          55.65    18.80
UBS AG                   90261KMK3 05/30/06 05/30/08    100.000     0.000    5.3989              0.154019   0.158176   0.162446                          56.46    24.20
UBS AG                   90261KML1 05/23/06 05/30/08    100.000     0.000    5.3455              0.152616   0.156695   0.160883                          55.93    23.97
UBS AG                   90261KMN7 06/07/06 06/09/08    100.000     0.000    5.4966              0.156930   0.161243   0.165675                          57.46    26.18
UBS AG                   90261KMQ0 06/30/06 06/30/08    100.000     0.000    5.7277              0.163660   0.168347   0.173168                          59.77    31.00
UBS AG                   90261KMR8 07/28/06 07/30/08    100.000     0.000    5.5109              0.153129   0.157348   0.161684   0.166139               57.18    34.59
UBS AG                   90261KMU1 08/31/06 08/29/08    100.000     0.000    5.2824              0.147555   0.150590   0.154567   0.158650               54.52    37.52
UBS AG                   90261KMX5 09/26/06 09/30/08    100.000     0.000    5.0393              0.138521   0.141235   0.144794   0.148442               51.64    40.20
UBS AG                   90261KNC0 11/30/06 11/29/08    100.000     0.000    5.0597              0.140550   0.144086   0.147731   0.151469               51.46    49.13
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
UBS AG                   90261KND8 11/30/06 11/28/08    100.000     0.000    4.9136              0.136489   0.139805   0.143240   0.146759               49.96    47.47
UBS AG                   90261KNH9 01/31/07 01/30/09    100.000     0.000    5.2786                         0.145820   0.147208   0.152754  0.155081     49.06    56.11
UBS AG                   90261KNL0 02/28/07 02/27/09    100.000     0.000    5.1980                         0.143593   0.144903   0.150303  0.152533     44.25    54.99
UBS AG                   90261KNM8 03/30/07 03/31/09    100.000     0.000    5.0058              0.137522   0.136790   0.140214   0.143723  0.148130     38.21    52.70
UBS AG                   90261XAE2 09/27/02 09/28/09    100.000     0.000    3.8484              0.124522   0.126918   0.129361   0.131850  0.134387     45.71    47.49
UBS AG                   90261XAG7 12/22/04 12/22/14    100.000    VARIES    4.7437              0.124615   0.124276   0.123929   0.123575  0.123211     44.79    44.54
UBS AG                   90261XAN2 04/27/05 04/27/35     12.879     0.000    6.9499    15.66     0.027546   0.028504   0.029494   0.030519  0.031580     10.21    10.94
UBS AG                   90261XBS0 05/31/06 05/29/09    100.000     0.000    5.2500              0.149640   0.153568   0.157599   0.161736  0.165982     54.83    57.75
UBS AG                   90261XBU5 06/08/06 06/08/07    100.000     0.000    5.3200              0.151710                                                23.82         
UBS AG                   90261XBX9 07/24/06 01/24/08    100.000     0.000    5.4500              0.151389   0.155514   0.159752                          56.56     3.67
UBS AG                   90261XCB6 10/16/06 10/16/36     12.330     0.000    7.1002              0.024318   0.025182   0.026076   0.027001  0.027960      9.04     9.70
UBS AG                   90261XCG5 11/29/06 11/29/16    100.000    VARIES    5.0433              0.140094   0.138345   0.136496   0.134601  0.134639     50.00    48.74
UBS AG                   90261XCL4 12/21/06 12/21/10    100.000    VARIES    4.9237              0.136770   0.137496   0.137826   0.137901  0.137909     49.38    49.63
UBS AG                   90261XCT7 01/12/07 01/12/47      7.389     0.000    6.6201                         0.013588   0.014038   0.014502  0.014982      4.82     5.30
UBS AG                   90261XDA7 03/27/07 03/27/09*   100.000     0.000    4.7797                         0.132772                                     23.90*        
UBS AG                   90261XDD1 04/30/07 04/30/08    100.000    VARIES    5.0982                         0.141619   0.140880                          34.09    16.76
UBS AG                   90261XDE9 04/30/07 04/30/08    100.000    VARIES    5.0980                         0.141612   0.140721                          34.07    16.75
UBS AG                   90261XDL3 05/23/07 05/23/22    100.000    VARIES    5.5105                         0.153072   0.150978   0.148826  0.146614     33.29    53.80
UBS AG                   90261XDM1 05/23/07 05/23/22    100.000    VARIES    5.5145                         0.153182   0.151564   0.149901  0.148193     33.33    54.14
UBS AG                   90261XDQ2 06/04/07 06/04/27     26.380     0.000    6.7750                         0.049646   0.051328   0.053067  0.054864     10.32    18.89
UBS AG                   90261XDS8 06/27/07 06/27/14    100.000    VARIES    5.7007                         0.158355   0.158679   0.159013  0.159356     29.14    57.19
UBS AG                   90261XDT6 06/27/07 06/27/14    100.000    VARIES    5.7005                         0.158349   0.158810   0.159284  0.159981     29.14    57.26
UBS AG                   90261XEE8 10/09/07 10/09/37     12.693     0.000    7.0001                                    0.024681   0.025545  0.026439      2.02     9.18
UBS AG                   902623404 09/28/07 09/28/09    100.000     0.000    4.6362                                    0.127370   0.128906  0.134081     12.10    47.54
USF&G Corporation        903290AD6 03/03/94 03/03/09     51.298     0.000    4.5000   394.93     0.111839   0.114355   0.116928   0.119559  0.122249     41.32    43.20
Union City, NJ           905734MC0 02/07/07 11/01/13     69.720     0.000    5.4276              0.105111   0.106448   0.109336   0.112304  0.115351     34.55    40.26
Union City, NJ           905734MD8 02/07/07 11/01/14     65.880     0.000    5.4688              0.100075   0.101357   0.104128   0.106976  0.109901     32.90    38.35
Union City, NJ           905734ME6 02/07/07 11/01/15     62.150     0.000    5.5197              0.095289   0.096520   0.099184   0.101921  0.104734     31.33    36.53
Union City, NJ           905734MF3 02/07/07 11/01/16     58.640     0.000    5.5586              0.090543   0.091719   0.094268   0.096888  0.099581     29.77    34.73
Union City, NJ           905734MG1 02/07/07 11/01/17     55.340     0.000    5.5882              0.085902   0.087024   0.089456   0.091955  0.094525     28.25    32.96
United Technologies Corp 913017AR0 11/13/89 11/15/19     98.974     8.875    8.9741     2.78     0.000875   0.000900   0.000950   0.000982  0.001043       .33      .36
Univ of NC-Chap Hill     914713KR2 08/14/91 02/15/10     19.000     0.000    9.1799   565.74     0.186255   0.194804   0.203746   0.213098  0.222879     70.97    77.63
Univ of NC-Chap Hill     914713KS0 08/14/91 02/15/11     17.000     0.000    9.2951   517.74     0.171550   0.179523   0.187867   0.196598  0.205735     65.41    71.63
Univ of NC-Chap Hill     914713KT8 08/14/91 02/15/12     16.000     0.000    9.1409   472.77     0.155306   0.162404   0.169827   0.177589  0.185705     59.16    64.69
Univ of NC-Chap Hill     914713KU5 08/14/91 02/15/13     14.000     0.000    9.3557   431.44     0.143437   0.150147   0.157171   0.164523  0.172219     54.71    59.95
Univ of NC-Chap Hill     914713KV3 08/14/91 02/15/14     13.000     0.000    9.2751   394.37     0.130528   0.136581   0.142915   0.149543  0.156478     49.76    54.49
Univ of NC-Chap Hill     914713KW1 08/14/91 02/15/15     12.000     0.000    9.2278   360.68     0.119063   0.124556   0.130303   0.136316  0.142605     45.38    49.66
Upshur County, WV        916734AD8 12/30/93 04/01/10     96.023     8.750    9.2270    26.64     0.009664   0.010110   0.010576   0.011064  0.011574      3.64     3.98
Uruguay, Republic        917288AK8 03/20/02 03/25/09     87.661     7.875   10.3962    74.33     0.054359   0.057184   0.060157   0.063284  0.066574     20.63    22.84
Uruguay, Republic        917288AL6 05/29/03 11/18/08     85.000     7.875   11.6606    87.76     0.083829   0.088717   0.093889   0.099363               31.49    30.75
Uruguay, Republic        917288AM4 05/29/03 07/02/09     68.000     2.145    9.1027   167.35     0.147974   0.154709   0.161750   0.169112  0.176809     56.95    62.25
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Uruguay, Republic        917288AN2 05/29/03 01/02/10     68.000     2.036    8.4695   152.52     0.133678   0.139339   0.145240   0.151390  0.157801     51.21    55.64
Uruguay, Republic        917288AT9 05/29/03 03/25/14     76.000     7.875   11.8705    49.63     0.046738   0.049512   0.052450   0.055563  0.058861     17.87    20.06
Uruguay, Republic        917288AU6 05/29/03 05/04/14     73.000     7.250   11.6875    55.29     0.052585   0.055657   0.058910   0.062352  0.065996     19.84    22.23
Uruguay, Republic        917288AV4 05/29/03 06/22/15     76.000     8.750   12.6875    39.08     0.038443   0.040882   0.043475   0.046233  0.049166     14.32    16.20
Uruguay, Republic        917288AX0 05/29/03 01/20/17     73.000     7.625   11.6165    36.83     0.033879   0.035847   0.037929   0.040132  0.042463     13.20    14.78
Uruguay, Republic        917288AY8 05/29/03 02/15/11     76.500     7.250   12.0060    83.91     0.078178   0.082871   0.087845   0.093119  0.098709     30.30    34.05
Uruguay, Republic        917288AZ5 05/29/03 03/15/15     71.500     7.500   12.0979    49.96     0.047060   0.049907   0.052926   0.056127  0.059522     18.08    20.33
Uruguay, Republic        917288BA9 05/29/03 01/15/33    100.000     7.875    N/A                 0.126552   0.128143   0.129801   0.130205  0.130634     46.39    46.94
Valhi, Inc.              918905AC4 10/20/92 10/20/07     25.759     0.000    9.2501   672.62     0.234732   0.245589                                     69.79         
Vermilion & Edg Cntys IL 923439CL5 07/07/04 12/01/07    102.860    VARIES    4.4465              0.124476   0.124001                                     40.99         
Vermilion & Edg Cntys IL 923439CM3 07/07/04 12/01/08    102.103    VARIES    5.0490              0.141441   0.141155   0.140861   0.140561               50.85    46.43
Vermilion & Edg Cntys IL 923439CN1 07/07/04 12/01/09    103.843    VARIES    5.2522              0.148887   0.148421   0.147941   0.147450  0.146945     53.49    53.14
Vermilion & Edg Cntys IL 923439CP6 07/07/04 12/01/10    103.260    VARIES    5.4566              0.154498   0.154166   0.153825   0.153474  0.153114     55.54    55.29
Vermilion & Edg Cntys IL 923439CQ4 07/07/04 12/01/11    103.596    VARIES    5.7572              0.163648   0.163321   0.162985   0.162639  0.162283     58.83    58.59
Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12    102.910    VARIES    6.0085              0.170155   0.169925   0.169690   0.169447  0.169196     61.20    61.03
Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13    103.470    VARIES    6.1103              0.173930   0.173686   0.173433   0.173173  0.172905     62.56    62.37
Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14    103.682    VARIES    6.2118              0.177261   0.177030   0.176791   0.176544  0.176290     63.76    63.59
VeriSign, Inc.           92343EAC6 08/20/07 08/15/37    100.000    VARIES    8.5008                                    0.236136   0.242163  0.248619     30.93    87.79
VeriSign, Inc.           92343EAD4 08/20/07 08/15/37    100.000    VARIES    8.5008                                    0.236136   0.242163  0.248619     30.93    87.79
Veritas Capital Trust    92343W300 12/22/97 01/01/28    100.000    10.000    9.9999              0.277778   0.277778   0.277778   0.277778              100.00   100.00
Vermilion Cnty IL SD 118 923613CZ4 02/24/06 12/01/12    103.452    VARIES    5.3855              0.161238   0.165579   0.153582   0.153230  0.152868     58.60    55.20
Vermilion Cnty IL SD #7  92407PAA8 05/10/06 12/01/08    103.805    VARIES    5.9964              0.178713   0.184071   0.169283   0.167945               65.02    55.62
Vermilion Cnty IL SD #7  92407PAB6 05/10/06 12/01/09    105.069    VARIES    6.0851              0.183652   0.189240   0.174256   0.173008  0.171722     66.84    62.43
Vermilion Cnty IL SD #7  92407PAC4 05/10/06 12/01/10    106.058    VARIES    6.1567              0.187636   0.193412   0.178382   0.177246  0.176075     68.31    63.94
Vermilion Cnty IL SD #7  92407PAD2 05/10/06 12/01/11    106.419    VARIES    6.3192              0.193415   0.199526   0.184291   0.183312  0.182302     70.46    66.11
Visant Holding Corp.     92829NAA3 04/04/06 12/01/13     96.005     8.750    9.4957     2.76     0.010820   0.011334   0.011872   0.012436  0.013026      4.02     4.41
Visant Holding Corp.     92829NAB1 04/04/06 12/01/13     96.005     8.750    9.4957     2.76     0.010820   0.011334   0.011872   0.012436  0.013026      4.02     4.41
VoiceStream Wireless     92861LAD0 11/09/99 11/15/09     56.061    VARIES   11.8745              0.329852   0.329852   0.329851   0.329850  0.329850    118.75   118.75
WCI Communities, Inc.    92923CAJ3 08/05/03 08/05/23    100.000    VARIES    8.9029              0.287975   0.295848   0.304071   0.312661  0.321633    107.44   113.58
WCI Communities, Inc.    92923CAK0 08/05/03 08/05/23    100.000    VARIES    8.9029              0.287975   0.295848   0.304071   0.312661  0.321633    107.44   113.58
WMG Holdings,Inc.        92930MAE3 12/23/04 12/15/14     63.002    VARIES    9.4995              0.199751   0.209239   0.219177   0.229587  0.240492     73.93    81.12
WMG Holdings Corp.       92930MAF0 12/23/04 12/15/14     63.002    VARIES    9.4995              0.199751   0.209239   0.219177   0.229587  0.240492     73.93    81.12
Wachovia Corporation     929769305 11/03/06 11/03/10    100.000     0.000    5.0440              0.140113   0.143647   0.147270   0.150984  0.154792     51.49    54.12
Wachovia Corporation     92976WAB2 09/02/04 03/02/10    100.000     0.000    3.9756              0.119480   0.121855   0.124277   0.126747  0.129267     44.01    45.78
Wachovia Corporation     92976WAG1 02/02/05 02/02/10    100.000     0.000    4.2142              0.124620   0.127246   0.129927   0.132665  0.135460     46.13    48.09
Wachovia Corporation     92976WAJ5 03/03/05 03/03/10    100.000     0.000    4.3759              0.129710   0.132548   0.135448   0.138412  0.141440     47.88    50.00
Wachovia Corporation     92976WAP1 05/05/05 05/05/10    100.000     0.000    4.4194              0.131080   0.133977   0.136937   0.139963  0.143056     48.04    50.18
Wachovia Corporation     92976WAR7 07/28/05 01/28/09    100.000     0.000    4.3941              0.127481   0.130282   0.133144   0.136069  0.139059     47.26    49.36
Wachovia Corporation     929903342 07/06/07 01/05/11    100.000     0.000    5.3883                                    0.149675   0.153685  0.157826     26.19    56.04
Wachovia Corporation     929903375 04/05/07 10/05/08    100.000     0.000    4.8411                         0.134478   0.137733   0.141067               36.05    38.34
Wachovia Corporation     929903490 12/06/06 12/06/08    100.000     0.000    4.8022              0.133396   0.136599   0.139879   0.143237               48.76    47.46
Wachovia Corporation     929903524 10/06/06 04/06/08    100.000     0.000    4.9402              0.137230   0.140620   0.144094                          50.60    13.69
Wachovia Corporation     929903557 08/30/06 01/29/10    100.000     0.000    5.1441              0.142893   0.145935   0.149689   0.153539  0.157488     53.02    55.77
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wachovia Corporation     929903573 08/04/06 08/04/09    100.000     0.000    5.3200              0.147780   0.151711   0.155746   0.159889  0.164143     55.08    58.05
Wachovia Corporation     929903607 02/19/04 08/19/09    100.000     0.000    3.3997              0.102743   0.104489   0.106266   0.108072  0.109909     37.77    39.06
Wachovia Corporation     929903615 07/07/06 07/07/08    100.000     0.000    5.5520              0.154222   0.158504   0.162904   0.167426               57.80    31.11
Wachovia Corporation     929903623 07/07/06 07/07/11    100.000     2.000    5.6798              0.157774   0.160677   0.163663   0.166733  0.169890     58.35    60.55
Wachovia Corporation     929903656 06/06/06 06/08/09    100.000     0.000    5.3242              0.151879   0.155922   0.160073   0.164334  0.168709     55.59    58.59
Wachovia Corporation     929903664 07/03/06 04/30/12    100.000     0.000    5.7522              0.162799   0.167481   0.172298   0.177253  0.182351     60.03    63.53
Wachovia Corporation     929903698 04/06/06 10/06/09    100.000     0.000    5.1850              0.147762   0.151593   0.155523   0.159555  0.163692     54.54    57.41
Wachovia Corporation     929903714 04/06/06 04/01/11    100.000     0.000    5.2167              0.148584   0.152460   0.156437   0.160517  0.164704     54.89    57.80
Wachovia Corporation     929903730 03/06/06 09/06/08    100.000     0.000    4.9953              0.142226   0.145778   0.149419   0.153151               52.67    37.28
Wachovia Corporation     929903755 03/02/06 09/01/08    100.000     0.000    4.9431              0.140686   0.144163   0.147726   0.151377               52.12    36.11
Wachovia Corporation     929903763 03/06/06 03/01/11    100.000     0.000    4.9696              0.141381   0.144894   0.148494   0.152184  0.155966     52.38    55.02
Wachovia Corporation     929903797 02/06/06 08/06/09    100.000     0.000    4.9409              0.140640   0.144115   0.147675   0.151323  0.155062     52.28    54.89
Wachovia Corporation     929903805 11/03/05 11/03/08    100.000     2.000    4.7711              0.136247   0.138172   0.140143   0.142161               49.62    42.69
Wachovia Corporation     929903847 02/03/06 06/30/09    100.000     0.000    4.8643              0.141156   0.144589   0.148106   0.151708  0.155398     51.44    53.97
Wachovia Corporation     929903870 12/14/05 12/01/10    100.000     0.000    4.8742              0.141833   0.145289   0.148830   0.152458  0.156173     51.89    54.45
Wachovia Corporation     929903888 02/06/07 08/06/08    100.000     0.000    4.9117                         0.136437   0.139787   0.143220               44.83    30.67
Wachovia Corporation     929903AU6 11/09/05 12/15/10*   100.000     0.250    N/A                 0.146175   0.149653                                     46.12*        
Wachovia Corporation     929903BB7 02/09/06 02/15/12    100.000     0.000    4.8130              0.137022   0.140319   0.143696   0.147154  0.150695     50.83    53.30
Wachovia Corporation     929903BC5 02/09/06 02/15/12    100.000     2.000    4.8189              0.135811   0.137745   0.139725   0.141753  0.143830     49.77    51.22
Wachovia Corporation     929903DD1 04/05/07 04/15/11    100.000     0.000    4.8580              0.134947   0.135129   0.138411   0.141774  0.145217     36.19    50.95
Wachovia Corporation     929903DS8 07/03/07 12/30/08    100.000     0.000    5.0036                         0.138990   0.142410   0.145972               24.74    51.77
Wachovia Corporation     929903DY5 08/03/07 01/30/09    100.000     0.000    4.9397                                    0.137217   0.140549  0.144021     20.31    51.03
Wachovia Corporation     929903DZ2 09/05/07 03/05/09    100.000     0.000    4.7598                                    0.132217   0.135364  0.138585     15.34    48.90
Wachovia Corporation     929903ED0 10/03/07 01/05/09    100.000     0.000    4.3117                                    0.119772   0.121092  0.123702     10.54    44.05
Walter Industries, Inc.  93317QAB1 04/20/04 05/01/24    100.000    VARIES    7.7498              0.238853   0.244072   0.249493   0.255125  0.260974     87.56    91.52
Walter Industries, Inc.  93317QAC9 04/20/04 05/01/24    100.000    VARIES    7.7498              0.238853   0.244072   0.249493   0.255125  0.260974     87.56    91.52
Watson Pharmaceuticals   942683AB9 03/07/03 03/15/23    100.000    VARIES    6.4936              0.213023   0.218015   0.223168   0.228462  0.233927     78.66    82.43
WebMD Corporation        94769MAD7 06/25/03 06/15/23     97.250    VARIES    8.0012              0.268611   0.277413   0.286566   0.296086  0.305986     98.57   105.19
WebMD Corporation        94769MAE5 06/25/03 06/15/23     97.250    VARIES    8.0012              0.268611   0.277413   0.286566   0.296086  0.305986     98.57   105.19
WebMD Corporation        94769MAF2 08/30/05 09/01/25    100.000    VARIES    6.8001              0.195975   0.199687   0.203525   0.207493  0.211597     72.12    74.95
WebMD Corporation        94769MAG0 08/30/05 09/01/25    100.000    VARIES    6.8001              0.195975   0.199687   0.203525   0.207493  0.211597     72.12    74.95
Weimer ISD               948679DE2 12/16/97 08/15/07     52.647     0.000    6.7488   433.17     0.175429   0.181349                                     40.36         
Wells Fargo & Company    949746ET4 12/19/02 01/04/08    100.000     0.000    3.5533              0.111818   0.113804   0.115826                          41.32      .35
Wells Fargo & Company    949746EU1 12/23/02 01/04/08    100.000     0.000    3.5534              0.111780   0.113766   0.115788                          41.31      .35
Wells Fargo & Company    949746EV9 03/05/03 04/15/09    100.000     0.000    3.7788              0.120167   0.122437   0.124751   0.127108  0.129509     44.02    45.70
Wells Fargo & Company    949746FB2 05/05/03 05/05/10    100.000     0.000    3.8530              0.122323   0.124679   0.127081   0.129529  0.132025     44.73    46.47
Wells Fargo & Company    949746FG1 08/29/03 08/25/09    100.000     0.000    3.0429              0.092512   0.093920   0.095349   0.096800  0.098272     33.92    34.96
Wells Fargo & Company    949746FL0 12/29/03 01/08/10    100.000     0.000    3.5212              0.106826   0.108707   0.110621   0.112569  0.114550     39.45    40.85
Wells Fargo & Company    949746FU0 04/30/04 05/05/11    100.000     0.000    3.1299              0.094003   0.095474   0.096968   0.098486  0.100027     34.27    35.35
Wells Fargo & Company    949746FV8 04/29/04 04/29/14*   100.000     0.250    N/A                 0.144049   0.147237                                     21.71*        
Wells Fargo & Company    949746FW6 05/25/04 10/25/12    100.000     2.350    5.3000              0.158270   0.160734   0.163264   0.165860  0.168526     57.75    59.59
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Wells Fargo & Company    949746HZ7 07/07/04 10/07/11    100.000     2.900    5.1067              0.149223   0.150976   0.152774   0.154618  0.156509     54.33    55.64
Wells Fargo & Company    949746JA0 07/09/04 01/20/10    100.000     0.000    4.4422              0.134914   0.137911   0.140974   0.144105  0.147306     50.08    52.33
Wells Fargo & Company    949746JH5 11/05/04 11/05/07    100.000     0.000    3.2884              0.097505   0.099108                                     29.93         
Wells Fargo & Company    949746JK8 12/07/04 12/07/11    100.000     0.000    4.4897              0.136298   0.139358   0.142487   0.145685  0.148956     49.77    52.03
Wells Fargo & Company    949746ND9 02/07/06 02/07/11    100.000     0.000    5.0600              0.144113   0.147760   0.151498   0.155331  0.159261     53.60    56.35
Wesco International,Inc. 95082PAD7 09/27/05 10/15/25    100.000    VARIES    7.9634              0.233890   0.240300   0.246965   0.253895  0.261101     86.35    91.23
Wesco International,Inc. 95082PAE5 09/27/05 10/15/25    100.000    VARIES    7.9634              0.233890   0.240300   0.246965   0.253895  0.261101     86.35    91.23
Wesco International,Inc. 95082PAF2 11/02/06 11/15/26    100.000    VARIES    8.0002              0.222731   0.229697   0.236940   0.244474  0.252308     82.09    87.36
Wesco International,Inc. 95082PAG0 11/02/06 11/15/26    100.000    VARIES    8.0002              0.222731   0.229697   0.236940   0.244474  0.252308     82.09    87.36
White Settlement ISD     964559JC3 03/20/97 02/15/07     50.112     0.000    7.0990   490.50     0.190436                                                 8.38         
Whole Foods Market, Inc. 966837AC0 03/02/98 03/02/18     37.243     0.000    5.0000   203.63     0.078708   0.080676   0.082693   0.084760  0.086879     29.16    30.64
Wild Oats Markets, Inc.  96808BAA5 05/25/04 05/15/34    100.000    VARIES    8.2511              0.259945   0.266945   0.274233   0.281822  0.289725     95.50   100.80
Wild Oats Markets, Inc.  96808BAB3 05/25/04 05/15/34    100.000    VARIES    8.2511              0.259945   0.266945   0.274233   0.281822  0.289725     95.50   100.80
Will County IL SD #122   968852FG3 11/19/97 11/01/16     23.888     0.000    7.6998   236.91     0.100474   0.104343   0.108360   0.112532  0.116864     37.34    40.27
Will County IL SD #122   968852FH1 11/19/97 11/01/17     22.150     0.000    7.6997   219.67     0.093163   0.096749   0.100474   0.104342  0.108359     34.62    37.34
Will County, IL          968852TN3 03/15/07 10/01/25     34.635     0.000    5.7999              0.055784   0.055944   0.057567   0.059236  0.060954     16.14    21.33
Will County, IL          968852TP8 03/15/07 10/01/26     32.402     0.000    5.8498              0.052633   0.052789   0.054333   0.055922  0.057557     15.23    20.14
Wynn Las Vegas, LLC      983130AH8 11/06/07 12/01/14     97.250     6.625    7.1268                         0.008496   0.008539   0.008843  0.009158       .47     3.15
Wynn Las Vegas, LLC      983130AJ4 11/06/07 12/01/14     97.250     6.625    7.1268                         0.008496   0.008539   0.008843  0.009158       .47     3.15
Xilinx, Inc.             983919AC5 03/05/07 03/15/37    100.000    VARIES    7.2004              0.200012   0.200239   0.204323   0.208554  0.212937     59.70    75.23
Xilinx, Inc.             983919AD3 03/05/07 03/15/37    100.000    VARIES    7.2004              0.200012   0.200239   0.204323   0.208554  0.212937     59.70    75.23
Yahoo, Inc.              984332AA4 04/09/03 04/01/08     96.550     0.000    0.7065    25.72     0.019420   0.019489   0.019558                           7.02     1.76
Yahoo, Inc.              984332AB2 04/09/03 04/01/08     96.550     0.000    0.7065    25.72     0.019420   0.019489   0.019558                           7.02     1.76
York County, PA          986812LW3 12/28/95 02/01/11     35.767     0.000    6.9294   399.57     0.141665   0.146574   0.151652   0.156906  0.162343     53.38    57.14
York County, PA          986812LX1 12/28/95 02/01/12     33.049     0.000    6.9995   374.45     0.133179   0.137840   0.142664   0.147657  0.152825     50.21    53.78
York County, PA          986812LY9 12/28/95 02/01/13     30.649     0.000    7.0395   350.04     0.124720   0.129110   0.133655   0.138359  0.143229     47.03    50.40
York County, PA          986812LZ6 12/28/95 02/01/14     28.302     0.000    7.0994   327.11     0.116866   0.121015   0.125310   0.129759  0.134365     44.09    47.27
York County, PA          986812MA0 12/28/95 02/01/15     26.297     0.000    7.1196   305.16     0.109120   0.113004   0.117027   0.121193  0.125507     41.17    44.15
York County, PA          986812MB8 12/28/95 02/01/16     24.378     0.000    7.1496   284.57     0.101895   0.105537   0.109310   0.113218  0.117265     38.45    41.25
York County, PA          986812MC6 12/28/95 02/01/17     22.586     0.000    7.1795   265.21     0.095091   0.098505   0.102041   0.105704  0.109499     35.89    38.51
York County, PA          986812MD4 12/28/95 02/01/18     20.780     0.000    7.2396   246.90     0.088762   0.091975   0.095305   0.098755  0.102329     33.51    35.98
York County, PA          986812ME2 12/28/95 02/01/19     19.353     0.000    7.2397   229.95     0.082669   0.085662   0.088763   0.091976  0.095305     31.21    33.51
York County, PA          986812MF9 12/28/95 02/01/20     18.025     0.000    7.2396   214.16     0.076994   0.079781   0.082669   0.085662  0.088762     29.07    31.21
York County, PA          986812MG7 12/28/95 02/01/21     16.787     0.000    7.2397   199.46     0.071709   0.074305   0.076994   0.079781  0.082669     27.08    29.07
York County, PA          986812MH5 12/28/95 02/01/22     15.635     0.000    7.2396   185.77     0.066786   0.069204   0.071709   0.074305  0.076994     25.22    27.08
York County, PA          986812MJ1 12/28/95 02/01/23     14.561     0.000    7.2398   173.01     0.062201   0.064453   0.066786   0.069204  0.071709     23.49    25.22
York County, PA          986812MK8 12/28/95 02/01/24     13.562     0.000    7.2396   161.14     0.057932   0.060029   0.062201   0.064453  0.066786     21.87    23.49
Zenith Natl Ins Corp     989390AG4 03/30/03 03/30/23    100.000    VARIES    7.5209              0.222185   0.220906   0.225791   0.225860  0.232264     81.20    83.25
Zenith Natl Ins Corp     989390AH2 03/30/03 03/30/23    100.000    VARIES    7.5209              0.222185   0.220906   0.225791   0.225860  0.232264     81.20    83.25
Ziff Davis Media Inc.    98951UAD8 08/12/02 08/12/09    100.000    VARIES    N/A                 0.578436   0.589897   0.582241   0.590751  0.586553    213.74   215.26
Ziff Davis Media Inc.    98951UAE6 08/12/02 08/12/09    100.000    VARIES    N/A                 0.578436   0.589897   0.582241   0.590751  0.586553    213.74   215.26
Goldman Sachs Group,Inc. 9FI546712 08/12/05 08/03/09    100.000     0.000    4.6932              0.136403   0.139604   0.142880   0.146232  0.149664     50.64    53.04
Microcell Telecomm       C55185AE9 05/25/99 06/01/09     55.731    VARIES   11.9993              0.333320   0.333319   0.333319   0.333318  0.333317    120.00   119.99
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
Quebecor Media, Inc.     C7603NAD4 10/05/07 03/15/16     93.750     7.750    8.8148                                    0.014276   0.014835  0.015489      1.23     5.37
Rhodia, SA               F7813KAH4 05/17/04 06/01/10     96.743    10.250   11.0023    11.63     0.014365   0.015155   0.015989   0.016868  0.017796      5.36     5.97
Danka Business Systems   G2652NAB5 06/29/01 04/01/08*    28.000    10.000    N/A                 0.538070   0.656894                                    124.63*        
Deutsche Bank AG         G2737TFA8 12/20/02 12/20/07*   100.000     0.000    3.4517              0.109950   0.111848                                     37.60*        
Dolphin Telecom, PLC     G28058AD0 05/18/99 05/15/09     50.892    VARIES   13.9996              0.388881   0.388881   0.388880   0.388880  0.388879    140.00   140.00
NII Holdings, Inc.       G6520PAA3 11/12/02 11/01/09     55.746    VARIES   19.3483              0.462439   0.472242   0.482993   0.494784  0.507716    169.48   177.48
QBE Funding Trust        G7303WAA9 04/15/02 04/15/22     59.358     0.000    2.6249    77.61     0.048671   0.049310   0.049957   0.050613  0.051277     17.73    18.20
UBS AG                   G91654437 03/31/06 11/30/09    100.000     0.000    5.1490              0.147969   0.151779   0.155686   0.159694  0.163806     54.19    57.02
UBS AG                   G91654452 03/31/06 12/31/10    100.000     0.000    5.1603              0.148128   0.149472   0.155014   0.157285  0.164017     54.32    57.16
UBS AG                   G91654585 04/28/06 04/28/11    100.000     0.000    5.4584              0.155761   0.160012   0.164379   0.168865  0.173474     57.38    60.56
UBS AG                   G91654627 05/31/06 06/30/11    100.000     0.000    5.4442              0.155185   0.156810   0.162849   0.165464  0.172785     56.95    60.09
UBS AG                   G91654643 04/28/06 04/30/10    100.000     0.000    5.4636              0.155101   0.156740   0.162791   0.165421  0.172756     57.39    60.68
UBS AG                   G91654676 05/19/06 05/21/10    100.000     0.000    5.4430              0.154498   0.156115   0.162126   0.164728  0.172016     57.00    60.22
UBS AG                   G91654718 05/31/06 09/30/11    100.000     0.000    5.4466              0.152349   0.155643   0.159882   0.164236  0.169635     56.91    60.22
UBS AG                   G91654742 06/30/06 12/31/08    100.000     0.000    5.7408              0.164045   0.168754   0.173598   0.178581               59.91    63.22
UBS AG                   G91654759 06/30/06 06/30/09    100.000     0.000    5.7099              0.163138   0.167795   0.172586   0.177513  0.182581     59.58    63.03
UBS AG                   G91654825 07/31/06 08/31/11    100.000     0.000    5.5653              0.154461   0.156171   0.162280   0.164983  0.172385     57.65    61.13
UBS AG                   G91659279 10/31/06 02/28/11    100.000     0.000    5.1978              0.143588   0.143681   0.149035   0.151246  0.157749     53.10    56.03
UBS AG                   G9183D252 12/29/05 11/30/11    100.000     0.000    4.9251              0.143093   0.146617   0.150227   0.153927  0.157717     52.37    54.98
UBS AG                   G9183D526 01/31/06 01/31/12    100.000     0.000    4.8995              0.136401   0.142058   0.143166   0.148285  0.150266     51.85    54.42
UBS AG                   G9183D641 01/27/06 06/30/11    100.000     0.000    4.7775              0.137877   0.138868   0.143748   0.145582  0.151531     50.51    52.96
UBS AG                   G9213L852 11/30/05 02/28/11    100.000     0.000    4.8489              0.138849   0.139897   0.144863   0.146763  0.152812     51.61    54.35
STMicroelectronics N.V.  N8357EAF3 02/23/06 02/23/16    100.000     0.000    1.4999              0.041978   0.042293   0.042610   0.042930  0.043252     15.25    15.48
Alaska Communications    U01173AA8 08/26/03 08/15/11*    96.687     9.875   10.4987    10.75     0.010388   0.010933                                      2.43*        
Anixter INTL, Inc.       U03525AB5 07/07/03 07/07/33     38.016    VARIES    7.3003              0.095593   0.099082   0.102699   0.106448  0.110333     36.28    38.97
ASG Consolidated LLC     U04402AA8 10/19/04 11/01/11     63.700    VARIES   11.4983              0.255413   0.270098   0.285626   0.302047  0.319412     96.40   107.81
Bank of America Corp.    U0662KBL4 03/18/02 01/04/17     38.300     0.000    6.5924   139.49     0.092677   0.095732   0.098887   0.102147  0.105514     35.01    37.36
Burlington Coat Factory  U10676AA9 04/13/06 10/15/14     75.522    VARIES   14.4995              0.326491   0.350160   0.375546   0.402773  0.402772    125.53   142.17
Cardinal Health 409, Inc U14147AA7 04/10/07 04/15/15    100.000     9.500    9.4999              0.260989   0.259563   0.259563   0.259563  0.260989     69.05    95.11
Chukchansi Economic      U17133AA4 10/08/02 06/15/09     91.476    14.500   16.6607    43.12     0.040231   0.043582   0.047213   0.051146  0.055406     15.20    17.84
Cinemark, Inc.           U17174AA8 03/31/04 03/15/14     62.373    VARIES    9.7491              0.213466   0.223871   0.234784   0.246229  0.258231     80.98    89.07
Crum & Forster Hldgs     U22859AA7 06/05/03 06/15/13     96.985    10.375   10.8761     7.33     0.006994   0.007375   0.007776   0.008198  0.008644      2.60     2.89
Dayton Superior Corp.    U23993AA3 06/16/00 06/15/09     95.575    13.000   13.8760    26.54     0.017400   0.018607   0.019898   0.021278  0.022755      6.52     7.46
Dayton Superior Corp.    U23993AB1 06/16/00 06/15/09     95.575    13.000   13.8760    26.54     0.017400   0.018607   0.019898   0.021278  0.022755      6.52     7.46
Dayton Superior Corp.    U23993AC9 03/15/03 09/15/08     98.088    10.750   11.2252    11.94     0.010612   0.011208   0.011837   0.012501                4.06     3.13
H & E Equipment Services U24432AB9 06/17/02 06/15/13     80.016    12.500   16.4960    44.69     0.039616   0.042883   0.046420   0.050249  0.054393     14.96    17.53
HCA Inc.                 U24788AC2 11/17/06 11/15/16    100.000     9.625    9.6249              0.267361   0.267361   0.267361   0.267361  0.267361     96.25    96.25
Details Capital Corp.    U24922AA1 11/18/97 11/15/07     54.595    VARIES   12.4995              0.347211   0.347210                                    109.02         
Dex Media, Inc.          U24975AB7 11/10/03 11/15/13     64.314    VARIES    8.9997              0.209637   0.219071   0.228928   0.239230  0.249995     78.05    85.24
Dex Media, Inc.          U24975AC5 02/11/04 11/15/13     69.384    VARIES    8.3689              0.202317   0.210783   0.219604   0.228793  0.238367     75.15    81.57
E. Spire Communications  U26851AA0 07/24/98 07/01/08     59.989    VARIES   10.6233              0.295099   0.295097   0.295094                         106.24    53.12
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                                        
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
First Data Corporation   U3198DAA2 10/24/07 09/24/15     94.796     9.875   10.8718                                    0.011974   0.012517  0.013197       .80     4.53
Globe Holdings, Inc.     U33975AA8 08/06/98 08/01/09     49.672    VARIES   14.2895              0.394205   0.394585   0.394992   0.395428  0.395895    142.10   142.41
GATX Financial Corp.     U3697RAA7 10/25/04 06/15/11     95.703     6.273    7.0956    12.01     0.016697   0.017290   0.017903   0.018538  0.019196      6.14     6.58
Great Lakes Acquisition  U39022AA3 05/22/98 05/15/09     53.092    VARIES   13.1241              0.364566   0.364565   0.364564   0.364563  0.364562    131.24   131.24
HM Publishing Corp.      U43338AA7 10/03/03 10/15/13*    56.960    VARIES   11.4990              0.255424                                                10.47*        
Houghton Mifflin, LLC    U44212AA3 05/15/06 05/15/11*    99.000    VARIES   12.7933              0.372254                                                 7.07*        
Innophos Holdings Inc.   U4571DAA7 02/10/05 02/15/15*   100.000    10.770    N/A                 0.371617   0.371179                                     50.50*        
Intermedia Commun Inc    U45855AE0 02/24/99 03/01/09     55.057    VARIES   12.2493              0.340265   0.340264   0.340263   0.340262  0.340261    122.50   122.49
Jostens Holding Corp.    U47995AA0 12/02/03 12/01/13     60.682    VARIES   10.2499              0.233129   0.245077   0.257637   0.270841  0.284721     86.81    95.94
KI Holdings, Inc.        U49400AA9 11/18/04 11/15/14     61.808    VARIES    9.8747              0.205422   0.215564   0.226207   0.237376  0.249096     76.73    84.50
Lamar Media Corporation  U51260AD6 08/17/06 08/15/15     92.809     6.625    7.7500     2.11     0.015770   0.016375   0.017009   0.017669  0.018353      5.95     6.42
Language Ln Hldgs II Inc U51303AA0 06/11/04 06/15/13     50.460    VARIES   14.1249              0.278932   0.298632   0.319722   0.342303  0.366478    104.61   119.91
Language Ln Hldgs II Inc U51304AA8 06/11/04 06/15/12     97.432    11.125   11.6262     5.84     0.007479   0.007914   0.008374   0.008861  0.009376      2.78     3.12
Level 3 Communications   U52782AB2 12/02/98 12/01/08     59.966    VARIES   10.4998              0.291663   0.291663   0.291663   0.291663              105.00    96.25
Level 3 Communications   U52782AE6 02/29/00 03/15/10*    53.308    VARIES   12.8732              0.357608   0.357606                                     26.82*        
Liberty Media Corp.      U52892AD5 01/11/01 01/15/31    100.000     3.500    9.4998              0.375186   0.388389   0.402219   0.416706  0.431881    141.93   152.33
Marquee Holdings, Inc.   U57131AA9 08/18/04 08/15/14     55.894    VARIES   11.9996              0.234985   0.249084   0.264028   0.279870  0.296661     91.08   102.34
Matria Healthcare, Inc.  U57614AA4 07/09/01 05/01/08*    93.500    11.000   12.4422    47.83     0.033242   0.034734                                      4.44*        
Michaels Stores, Inc.    U59329AE9 10/31/06 11/01/16     50.110    VARIES    N/A                 0.193136   0.206610   0.220944   0.236272  0.252664     73.62    84.20
Muzak Holdings Finance   U62340AA9 03/18/99 03/15/10     53.328    VARIES   12.9997              0.361107   0.361106   0.361106   0.361106  0.361105    130.00   130.00
Nextel Communications    U64977AB4 02/11/98 02/15/08     61.471    VARIES    9.9497              0.276383   0.276383   0.276383                          99.50    12.16
Nexstar Finance, Inc.    U6497AAA9 03/16/01 04/01/08     96.012    12.000   12.8782    30.06     0.020230   0.021533   0.022919                           7.76     2.06
Nexstar Finance, Inc.    U6497BAC3 03/27/03 04/01/13     57.442    VARIES   11.3746              0.267653   0.282875   0.298963   0.315966  0.315966    101.91   112.22
New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16    100.000    VARIES   11.4999                         0.319444   0.320056   0.338459  0.357921     31.04   121.98
Omnicom Group, Inc.      U68191AF9 02/07/01 02/07/31    100.000    VARIES    6.7111              0.268020   0.277014   0.285305   0.293875  0.302732    100.60   106.76
O'Sullivan Industries    U68328AA8 11/30/99 10/15/09     94.546    13.375   14.4277    31.08     0.019254   0.020643   0.022132   0.023729  0.025441      7.40     8.51
Penton Media, Inc.       U7100RAA9 06/28/01 06/15/11*    97.749    10.375   10.7485     9.56     0.006478                                                  .43*        
Petro Stopping Centers   U71660AB7 07/23/99 08/01/08     36.636    VARIES   18.6946              0.488452   0.495162   0.502499   0.510522              179.16   106.97
Pliant Corporation       U7263LAC1 02/17/04 06/15/09     73.627    VARIES   11.1182              0.308886   0.308878   0.308870   0.308861  0.308851    111.20   111.19
Pope & Talbot, Inc.      U7316MAA0 07/30/02 06/01/13     86.415     8.375   10.5037    38.28     0.030397   0.031994   0.033674   0.035443  0.037304     11.33    12.55
Roche Holdings, Inc.     U75000AE6 01/19/00 01/19/15     66.386     0.000    2.7499   138.77     0.060562   0.061395   0.062239   0.063095  0.063962     22.22    22.84
R H Donnelley Corp.      U76214AB8 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
R H Donnelley Corp.      U76216AA5 01/27/06 01/15/13     90.981     6.875    8.6239     9.19     0.028063   0.029274   0.030536   0.031853  0.033226     10.73    11.68
Compass Minerls Intl Inc U79616AB1 05/22/03 06/01/13     55.677    VARIES   11.9990              0.279864   0.296655   0.314453   0.333318  0.333317    104.81   117.16
Tabletop Holdings, Inc.  U81965AA0 11/12/03 05/15/14     55.131    VARIES   12.2495              0.268262   0.284692   0.302129   0.320634  0.340272    101.09   113.85
Sinclair Brdcast Grp Inc U82751AE5 05/20/03 07/15/18    100.000    VARIES    9.2480              0.296989   0.304461   0.312277   0.320455  0.329012    110.80   116.67
Thermadyne Holdings      U88342AA5 05/22/98 06/01/08     54.374    VARIES   12.4990              0.347199   0.347198   0.347197                         124.99    52.08
Tritel PCS, Inc.         U89678AA1 05/11/99 05/15/09     53.828    VARIES   12.7494              0.354156   0.354155   0.354155   0.354154  0.354153    127.50   127.50
Vail Resorts, Inc.       U90984AB8 11/21/01 05/15/09     95.404     8.750    9.6257    27.79     0.019231   0.020156   0.021126   0.022143  0.023209      7.18     7.88
United Rentals, Inc.     U91139AB8 12/24/02 04/15/08     97.045    10.750   11.5089    20.71     0.017825   0.018851   0.019935                           6.76     2.07
Visant Holding Corp.     U9225GAA9 04/04/06 12/01/13     96.005     8.750    9.4957     2.76     0.010820   0.011334   0.011872   0.012436  0.013026      4.02     4.41
    -----------------------------                                                                                                                                      
    *  Called in 2007; reportable OID is computed to call date.                                                                                              
                                                                                                                                                                       

SECTION I-B                                                                                                                                                            
                                                                                                                                                           OID per     
                                                                                                                Daily OID Per $1,000                      $1,000 of    
                                                                                                                  of Maturity Value                       Maturity     
                                                      Issue Price  Annual                                      for Each Accrual Period                    Value for    
                                                      (Percent of  Stated             TOTAL      ---------------------------------------------------    Calendar Year  
                                    Issue   Maturity  Principal   Interest   Yield    OID to     2007 1st   2007 2nd   2007 3rd   2008 2nd  2008 3rd    -------------- 
Name of Issuer           CUSIP No.   Date     Date     Amount)      Rate              1/1/07      Period     Period    2008 1st    Period    Period      2007     2008 
______________           _________ ________ ________    _______     _____    _______  ________   ________   ________   ________   ________  ________    ______   ______
                                                                                                                                                                       
VoiceStream Wireless     U92709AB7 11/09/99 11/15/09     56.061    VARIES   11.8745              0.329852   0.329852   0.329851   0.329850  0.329850    118.75   118.75
WMG Holdings Corp.       U97137AC4 12/23/04 12/15/14     63.002    VARIES    9.4995              0.199751   0.209239   0.219177   0.229587  0.240492     73.93    81.12
Wynn Las Vegas, LLC      U98347AD6 11/06/07 12/01/14     97.250     6.625    7.1268                         0.008496   0.008539   0.008843  0.009158       .47     3.15
Hynix Semiconductor, Inc Y3817WAK5 07/05/05 07/01/12     97.000     9.875   10.4913     4.73     0.009756   0.010268   0.010807   0.011374                3.60     3.99

















SECTION I-C Inflation Indexed Debt Instruments





                                                     Inflation-Adj    Stated
                                 Issue     Maturity   Principal on   Interest  Total OID    2007 1st   2007 2nd   2007 3rd    Calendar Year
Name of Issuer       CUSIP No.    Date       Date     Issue Date       Rate    to 1/1/07     Period     Period     Period         2007
______________       _________  ________  _________   ___________    ________  _________    ________   ________   ________    _____________

U.S.Treasury         9128272M3  01/15/97  01/15/07      100.000       3.375%     273.70    -0.061081                             -0.86
U.S.Treasury         9128273T7  01/15/98  01/15/08      100.000       3.625%     249.11    -0.059902   0.191231   0.061156       44.17
U.S.Treasury         912810FD5  04/15/98  04/15/28      100.000       3.625%     247.68     0.066667   0.175857   0.064167       44.12
U.S.Treasury         9128274Y5  01/15/99  01/15/09      100.000       3.875%     230.49    -0.059009   0.188380   0.060244       43.51
U.S.Treasury         912810FH6  04/15/99  04/15/29      100.000       3.875%     227.54     0.065591   0.173018   0.063132       43.41
U.S.Treasury         9128275W8  01/15/00  01/15/10      100.000       4.250%     199.44    -0.057520   0.183627   0.058724       42.41
U.S.Treasury         9128276R8  01/15/01  01/15/11      100.000       3.500%     159.47    -0.055603   0.177507   0.056767       41.00
U.S.Treasury         912810FQ6  10/15/01  04/15/32      100.000       3.375%     136.90     0.060748   0.160243   0.058470       40.20
U.S.Treasury         9128277J5  01/15/02  01/15/12      100.000       3.375%     136.49    -0.054501   0.173989   0.055642       40.19
U.S.Treasury         912828AF7  07/15/02  07/15/12      100.000       3.000%     122.36    -0.053823   0.171826   0.054950       39.69
U.S.Treasury         912828BD1  07/15/03  07/15/13      100.000       1.875%      98.74    -0.052691   0.168211   0.053794       38.85
U.S.Treasury         912828BW9  01/15/04  01/15/14      100.000       2.000%      92.14    -0.052374   0.167200   0.053471       38.62
U.S.Treasury         912810FR4  07/15/04  01/15/25      100.000       2.375%      70.58    -0.051340   0.163898   0.052415       37.86
U.S.Treasury         912828CP3  07/15/04  07/15/14      100.000       2.000%      70.58    -0.051340   0.163898   0.052415       37.86
U.S.Treasury         912828CZ1  10/15/04  04/15/10      100.000       0.875%      65.22     0.056917   0.150139   0.054783       37.67
U.S.Treasury         912828DH0  01/15/05  01/15/15      100.000       1.625%      56.85    -0.050682   0.161797   0.051743       37.37
U.S.Treasury         912828EA4  07/15/05  07/15/15      100.000       1.875%      37.48    -0.049753   0.158832   0.050795       36.69
U.S.Treasury         912810FS2  01/15/06  01/15/26      100.000       2.000%      16.74    -0.048758   0.155657   0.049779       35.95
U.S.Treasury         912828ET3  01/15/06  01/15/16      100.000       2.000%      16.74    -0.048758   0.155657   0.049779       35.95
U.S.Treasury         912828FB1  04/15/06  04/15/11      100.000       2.375%      16.69     0.054325   0.143300   0.052288       35.95
U.S.Treasury         912828FL9  07/15/06  07/15/16      100.000       2.500%      -0.75    -0.047919   0.152979   0.048923       35.34
U.S.Treasury         912810PS1  01/15/07  01/15/27      100.000       2.375%                           0.153197   0.048993       36.06
U.S.Treasury         912828GD6  01/15/07  01/15/17      100.000       2.375%                           0.153197   0.048993       36.06
U.S.Treasury         912828GN4  04/15/07  04/15/12      100.000       2.000%                           0.140168   0.051145       29.64
U.S.Treasury         912828GX2  07/15/07  07/15/17      100.000       2.625%                                      0.047671        8.10


                

                                    Section II
                     STRIPPED COMPONENTS OF U.S. TREASURY AND
                         GOVERNMENT-SPONSORED ENTERPRISES
 
 
   FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped
   interest & principal components per $1000 Maturity Value (for calendar year 2007).
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/07    03/31/07     12.26           01/01/19    03/31/19     27.27
     04/01/07    06/30/07     24.82           04/01/19    06/30/19     26.97
     07/01/07    09/30/07     36.59           07/01/19    09/30/19     26.71
     10/01/07    12/31/07     48.18           10/01/19    12/31/19     26.42
     01/01/08    03/31/08     47.13           01/01/20    03/31/20     26.13
     04/01/08    06/30/08     46.19           04/01/20    06/30/20     25.84
     07/01/08    09/30/08     45.20           07/01/20    09/30/20     25.53
     10/01/08    12/31/08     44.30           10/01/20    12/31/20     25.24
     01/01/09    03/31/09     43.45           01/01/21    03/31/21     24.93
     04/01/09    06/30/09     42.76           04/01/21    06/30/21     24.63
     07/01/09    09/30/09     42.11           07/01/21    09/30/21     24.33
     10/01/09    12/31/09     41.62           10/01/21    12/31/21     24.06
     01/01/10    03/31/10     41.07           01/01/22    03/31/22     23.76
     04/01/10    06/30/10     40.51           04/01/22    06/30/22     23.47
     07/01/10    09/30/10     40.05           07/01/22    09/30/22     23.19
     10/01/10    12/31/10     39.51           10/01/22    12/31/22     22.91
     01/01/11    03/31/11     39.06           01/01/23    03/31/23     22.64
     04/01/11    06/30/11     38.60           04/01/23    06/30/23     22.37
     07/01/11    09/30/11     38.09           07/01/23    09/30/23     22.10
     10/01/11    12/31/11     37.65           10/01/23    12/31/23     21.83
     01/01/12    03/31/12     37.22           01/01/24    03/31/24     21.56
     04/01/12    06/30/12     36.79           04/01/24    06/30/24     21.30
     07/01/12    09/30/12     36.37           07/01/24    09/30/24     21.04
     10/01/12    12/31/12     35.95           10/01/24    12/31/24     20.78
     01/01/13    03/31/13     35.54           01/01/25    03/31/25     20.53
     04/01/13    06/30/13     35.13           04/01/25    06/30/25     20.28
     07/01/13    09/30/13     34.73           07/01/25    09/30/25     20.04
     10/01/13    12/31/13     34.33           10/01/25    12/31/25     19.80
     01/01/14    03/31/14     33.93           01/01/26    03/31/26     19.56
     04/01/14    06/30/14     33.54           04/01/26    06/30/26     19.32
     07/01/14    09/30/14     33.16           07/01/26    09/30/26     19.08
     10/01/14    12/31/14     32.77           10/01/26    12/31/26     18.85
     01/01/15    03/31/15     32.40           01/01/27    03/31/27     18.62
     04/01/15    06/30/15     32.07           04/01/27    06/30/27     18.39
     07/01/15    09/30/15     31.71           07/01/27    09/30/27     18.17
     10/01/15    12/31/15     31.34           10/01/27    12/31/27     17.95
     01/01/16    03/31/16     30.98           01/01/28    03/31/28     17.73
     04/01/16    06/30/16     30.61           04/01/28    06/30/28     17.52
     07/01/16    09/30/16     30.26           07/01/28    09/30/28     17.31
     10/01/16    12/31/16     29.91           10/01/28    12/31/28     17.10
     01/01/17    03/31/17     29.61           01/01/29    03/31/29     16.89
     04/01/17    06/30/17     29.27           04/01/29    06/30/29     16.69
     07/01/17    09/30/17     28.97           07/01/29    09/30/29     16.49
     10/01/17    12/31/17     28.67           10/01/29    12/31/29     16.29
     01/01/18    03/31/18     28.41           01/01/30    03/31/30     16.09
     04/01/18    06/30/18     28.11           04/01/30    06/30/30     15.91
     07/01/18    09/30/18     27.82           07/01/30    09/30/30     15.72
     10/01/18    12/31/18     27.56           10/01/30    12/31/30     15.53
 
 
 
                                    (continued)
 
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/31    03/31/31     15.34           07/01/39    09/30/39     10.31
     04/01/31    06/30/31     15.17           10/01/39    12/31/39     10.19
     07/01/31    09/30/31     14.99           01/01/40    03/31/40     10.07
     10/01/31    12/31/31     14.81           04/01/40    06/30/40      9.95
     01/01/32    03/31/32     14.64           07/01/40    09/30/40      9.83
     04/01/32    06/30/32     14.47           10/01/40    12/31/40      9.72
     07/01/32    09/30/32     14.30           01/01/41    03/31/41      9.60
     10/01/32    12/31/32     14.12           04/01/41    06/30/41      9.49
     01/01/33    03/31/33     13.97           07/01/41    09/30/41      9.38
     04/01/33    06/30/33     13.80           10/01/41    12/31/41      9.27
     07/01/33    09/30/33     13.64           01/01/42    03/31/42      9.16
     10/01/33    12/31/33     13.48           04/01/42    06/30/42      9.05
     01/01/34    03/31/34     13.33           07/01/42    09/30/42      8.95
     04/01/34    06/30/34     13.18           10/01/42    12/31/42      8.84
     07/01/34    09/30/34     13.02           01/01/43    03/31/43      8.74
     10/01/34    12/31/34     12.87           04/01/43    06/30/43      8.63
     01/01/35    03/31/35     12.73           07/01/43    09/30/43      8.53
     04/01/35    06/30/35     12.58           10/01/43    12/31/43      8.43
     07/01/35    09/30/35     12.43           01/01/44    03/31/44      8.33
     10/01/35    12/31/35     12.29           04/01/44    06/30/44      8.23
     01/01/36    03/31/36     12.16           07/01/44    09/30/44      8.14
     04/01/36    06/30/36     12.02           10/01/44    12/31/44      8.04
     07/01/36    09/30/36     11.88           01/01/45    03/31/45      7.95
     10/01/36    12/31/36     11.74           04/01/45    06/30/45      7.85
     01/01/37    03/31/37     11.60           07/01/45    09/30/45      7.76
     04/01/37    06/30/37     11.47           10/01/45    12/31/45      7.67
     07/01/37    09/30/37     11.33           01/01/46    03/31/46      7.58
     10/01/37    12/31/37     11.20           04/01/46    06/30/46      7.49
     01/01/38    03/31/38     11.07           07/01/46    09/30/46      7.40
     04/01/38    06/30/38     10.94           10/01/46    12/31/46      7.32
     07/01/38    09/30/38     10.81           01/01/47    03/31/47      7.23
     10/01/38    12/31/38     10.68           04/01/47    06/30/47      7.14
     01/01/39    03/31/39     10.56           07/01/47    09/30/47      7.06
     04/01/39    06/30/39     10.43           10/01/47    12/31/47      6.98
 
 
    Note:  This section lists OID for use SOLELY by brokers and other middlemen
    in preparing information returns for zero coupon instruments issued under the
    Department of the Treasury's STRIPS program, by government-sponsored enterprises
    such as the Resolution Funding Corporation and the Financing Corporation, or as
    instruments backed by U.S. Treasury securities that represent ownership
    interests in such securities.  If you owned or held such debt instruments in 2007,
    do not rely on the amounts listed in this section.  Instead, follow the OID
    computation rules and methods described earlier in this publication under
    "Figuring OID on Stripped Bonds and Coupons."


                               Section III-A

                      Short Term U.S. Treasury Bills
                    Issued at a Discount and Maturing
                          January 2007 - May 2008

                                                   Discount to be
                                 Issue Price      Reported as 2007
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795YM7  01/04/07  07/06/06       97.426                25.74
912795YN5  01/11/07  07/13/06       97.419                25.81
912795YP0  01/18/07  07/20/06       97.426                25.74
912795YQ8  01/25/07  07/27/06       97.441                25.59
912795YR6  02/01/07  08/03/06       97.484                25.16
912795YS4  02/08/07  08/10/06       97.477                25.23
912795YT2  02/15/07  08/17/06       97.457                25.43
912795YU9  02/22/07  08/24/06       97.484                25.16
912795YV7  03/01/07  08/31/06       97.487                25.13
912795YW5  03/08/07  09/07/06       97.512                24.88
912795YX3  03/15/07  09/14/06       97.505                24.95
912795YY1  03/22/07  09/21/06       97.512                24.88
912795YZ8  03/29/07  09/28/06       97.568                24.32
912795ZA2  04/05/07  10/05/06       97.560                24.40
912795ZB0  04/12/07  10/12/06       97.527                24.73
912795TX9  04/16/07  03/30/07       99.760                 2.40
912795TY7  04/17/07  04/05/07       99.826                 1.74
912795TZ4  04/18/07  04/13/07       99.927                 0.73
912795ZC8  04/19/07  10/19/06       97.505                24.95
912795ZD6  04/26/07  10/26/06       97.484                25.16
912795ZE4  05/03/07  11/02/06       97.494                25.06
912795ZF1  05/10/07  11/09/06       97.482                25.18
912795ZG9  05/17/07  11/16/06       97.494                25.06
912795ZH7  05/24/07  11/24/06       97.516                24.84
912795ZJ3  05/31/07  11/30/06       97.505                24.95
912795ZK0  06/07/07  12/07/06       97.553                24.47
912795ZL8  06/14/07  12/14/06       97.540                24.60
912795UA7  06/15/07  06/01/07       99.802                 1.98
912795ZM6  06/21/07  12/21/06       97.530                24.70
912795ZN4  06/28/07  12/28/06       97.522                24.78
912795ZP9  07/05/07  01/04/07       97.522                24.78
912795ZQ7  07/12/07  01/11/07       97.512                24.88
912795ZR5  07/19/07  01/18/07       97.497                25.03
912795ZS3  07/26/07  01/25/07       97.489                25.11
912795ZT1  08/02/07  02/01/07       97.482                25.18
912795ZU8  08/09/07  02/08/07       97.494                25.06
912795ZV6  08/16/07  02/15/07       97.489                25.11
912795ZW4  08/23/07  02/22/07       97.497                25.03
912795ZX2  08/30/07  03/01/07       97.497                25.03
912795ZY0  09/06/07  03/08/07       97.545                24.55
912795ZZ7  09/13/07  03/15/07       97.512                24.88
912795UB5  09/17/07  08/31/07       99.787                 2.13
912795A27  09/20/07  03/22/07       97.517                24.83
912795A35  09/27/07  03/29/07       97.535                24.65
912795A43  10/04/07  04/05/07       97.537                24.63
912795A50  10/11/07  04/12/07       97.527                24.73

                         Section III-A (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795A68  10/18/07  04/19/07       97.540                24.60
912795A76  10/25/07  04/26/07       97.555                24.45
912795A84  11/01/07  05/03/07       97.563                24.37
912795A92  11/08/07  05/10/07       97.565                24.35
912795B26  11/15/07  05/17/07       97.606                23.94
912795B34  11/23/07  05/24/07       97.554                24.46
912795B42  11/29/07  05/31/07       97.570                24.30
912795B59  12/06/07  06/07/07       97.578                24.22
912795B67  12/13/07  06/14/07       97.591                24.09
912795UC3  12/17/07  12/03/07       99.849                 1.51
912795B75  12/20/07  06/21/07       97.616                23.84
912795B83  12/27/07  06/28/07       97.568                24.32


                                                   Discount to be
                                 Issue Price      Reported as 2008
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795B91	01/03/08  07/05/07	97.568		    24.32
912795C25	01/10/08  07/12/07	97.548		    24.52
912795C33	01/17/08  07/19/07	97.540		    24.60
912795C41	01/24/08  07/26/07	97.527		    24.73
912795C58	01/31/08  08/02/07	97.573		    24.27
912795C66	02/07/08  08/09/07	97.608		    23.92
912795C74	02/14/08  08/16/07	97.618		    23.82
912795C82	02/21/08  08/23/07	98.003		    19.97
912795C90	02/28/08  08/30/07	97.679		    23.21
912795D24	03/06/08  09/06/07	97.785		    22.15
912795D32	03/13/08  09/13/07	97.967		    20.33
912795D40	03/20/08  09/20/07	97.912		    20.88
912795D57	03/27/08  09/27/07	97.977		    20.23
912795D65	04/03/08  10/04/07	97.977		    20.23
912795D73	04/10/08  10/11/07	97.929		    20.71
912795D81	04/17/08  10/18/07	97.864		    21.36
912795D99	04/24/08  10/25/07	97.982		    20.18
912795E23	05/01/08  11/01/07	98.005		    19.95













                                 Section III-B

                            FEDERAL HOME LOAN BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2007

                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384AB5  01/02/07  01/09/06      95.624               43.76
313384AC3  01/03/07  01/09/06      95.612               43.88
313384AD1  01/04/07  01/13/06      95.609               43.91
313384AE9  01/05/07  01/12/06      95.595               44.05
313384AH2  01/08/07  01/17/06      95.609               43.91
313384AJ8  01/09/07  11/29/06      99.424                5.76
313384AK5  01/10/07  07/10/06      97.301               26.99
313384AL3  01/11/07  08/02/06      97.692               23.08
313384AM1  01/12/07  01/17/06      95.580               44.20
313384AR0  01/16/07  06/30/06      97.083               29.17
313384AS8  01/17/07  06/27/06      96.997               30.03
313384AT6  01/18/07  01/23/06      95.550               44.50
313384AU3  01/19/07  01/25/06      95.562               44.38
313384AX7  01/22/07  04/20/06      96.245               37.55
313384AY5  01/23/07  07/28/06      97.414               25.86
313384AZ2  01/24/07  04/26/06      96.254               37.46
313384BA6  01/25/07  04/27/06      96.254               37.46
313384BB4  01/26/07  04/26/06      96.257               37.43
313384BE8  01/29/07  02/03/06      95.420               45.80
313384BF5  01/30/07  04/27/06      96.185               38.15
313384BG3  01/31/07  04/07/06      95.972               40.28
313384BH1  02/01/07  03/03/06      95.626               43.74
313384BJ7  02/02/07  07/11/06      96.990               30.10
313384BM0  02/05/07  08/03/06      97.324               26.76
313384BN8  02/06/07  05/04/06      96.201               37.99
313384BP3  02/07/07  08/03/06      97.295               27.05
313384BQ1  02/08/07  08/03/06      97.281               27.19
313384BR9  02/09/07  08/04/06      97.281               27.19
313384BU2  02/12/07  08/23/06      97.540               24.60
313384BV0  02/13/07  10/04/06      98.163               18.37
313384BW8  02/14/07  08/10/06      97.321               26.79
313384BX6  02/15/07  02/15/06      95.285               47.15
313384BY4  02/16/07  05/01/06      96.055               39.45
313384CC1  02/20/07  04/24/06      95.888               41.12
313384CD9  02/21/07  02/28/06      95.346               46.54
313384CE7  02/22/07  05/24/06      96.215               37.85
313384CF4  02/23/07  02/23/06      95.235               47.65
313384CJ6  02/26/07  08/16/06      97.257               27.43
313384CK3  02/27/07  08/16/06      97.243               27.57
313384CL1  02/28/07  05/31/06      96.201               37.99
313384CM9  03/01/07  03/15/06      95.379               46.21
313384CN7  03/02/07  03/07/06      95.240               47.60
313384CR8  03/05/07  03/13/06      95.299               47.01
313384CS6  03/06/07  03/07/06      95.187               48.13
313384CT4  03/07/07  03/07/06      95.174               48.26
313384CU1  03/08/07  03/08/06      95.174               48.26
313384CV9  03/09/07  06/07/06      96.135               38.65

                           Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384CY3  03/12/07  09/13/06      97.475               25.25
313384CZ0  03/13/07  12/07/06      98.653               13.47
313384DA4  03/14/07  03/22/06      95.319               46.81
313384DB2  03/15/07  06/09/06      96.063               39.37
313384DC0  03/16/07  03/21/06      95.280               47.20
313384DF3  03/19/07  03/24/06      95.240               47.60
313384DG1  03/20/07  03/21/06      95.228               47.72
313384DH9  03/21/07  07/17/06      96.419               35.81
313384DJ5  03/22/07  12/20/06      98.704               12.96
313384DK2  03/23/07  03/27/06      95.227               47.73
313384DN6  03/26/07  03/30/06      95.177               48.23
313384DP1  03/27/07  06/28/06      96.003               39.97
313384DQ9  03/28/07  09/27/06      97.461               25.39
313384DR7  03/29/07  04/03/06      95.150               48.50
313384DS5  03/30/07  03/30/06      95.113               48.87
313384DV8  04/02/07  10/02/06      97.467               25.33
313384DW6  04/03/07  04/04/06      95.096               49.04
313384DX4  04/04/07  04/05/06      95.137               48.63
313384DY2  04/05/07  04/10/06      95.100               49.00
313384EC9  04/09/07  04/21/06      95.264               47.36
313384ED7  04/10/07  04/10/06      95.032               49.68
313384EE5  04/11/07  09/19/06      97.150               28.50
313384EF2  04/12/07  04/12/06      95.103               48.97
313384EG0  04/13/07  04/17/06      95.076               49.24
313384EK1  04/16/07  04/17/06      95.035               49.65
313384EL9  04/17/07  10/27/06      97.578               24.22
313384EM7  04/18/07  10/25/06      97.535               24.65
313384EN5  04/19/07  04/20/06      95.076               49.24
313384EP0  04/20/07  04/20/06      95.062               49.38
313384ES4  04/23/07  07/24/06      96.072               39.28
313384ET2  04/24/07  09/26/06      97.101               28.99
313384EU9  04/25/07  10/25/06      97.429               25.71
313384EV7  04/26/07  04/28/06      95.108               48.92
313384EW5  04/27/07  04/27/06      95.062               49.38
313384EZ8  04/30/07  05/02/06      95.069               49.31
313384FA2  05/01/07  08/16/06      96.331               36.69
313384FB0  05/02/07  05/02/06      95.032               49.68
313384FC8  05/03/07  11/01/06      97.438               25.62
313384FD6  05/04/07  05/04/06      94.990               50.10
313384FG9  05/07/07  08/08/06      96.124               38.76
313384FH7  05/08/07  02/06/07      98.716               12.84
313384FJ3  05/09/07  11/07/06      97.433               25.67
313384FK0  05/10/07  09/28/06      96.908               30.92
313384FL8  05/11/07  08/10/06      96.126               38.74
313384FP9  05/14/07  05/17/06      95.063               49.37
313384FQ7  05/15/07  05/15/06      95.042               49.58
313384FR5  05/16/07  05/16/06      95.042               49.58

                           Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384FS3  05/17/07  05/17/06      95.022               49.78
313384FT1  05/18/07  11/17/06      97.429               25.71
313384FW4  05/21/07  05/24/06      95.033               49.67
313384FX2  05/22/07  11/22/06      97.466               25.34
313384FY0  05/23/07  05/24/06      95.005               49.95
313384FZ7  05/24/07  02/08/07      98.518               14.82
313384GA1  05/25/07  06/08/06      95.096               49.04
313384GE3  05/29/07  06/05/06      95.078               49.22
313384GF0  05/30/07  11/30/06      97.466               25.34
313384GG8  05/31/07  06/08/06      95.012               49.88
313384GH6  06/01/07  06/02/06      94.995               50.05
313384GL7  06/04/07  06/09/06      94.940               50.60
313384GM5  06/05/07  02/26/07      98.592               14.08
313384GN3  06/06/07  06/07/06      94.975               50.25
313384GP8  06/07/07  06/13/06      94.954               50.46
313384GQ6  06/08/07  06/09/06      94.884               51.16
313384GT0  06/11/07  11/17/06      97.139               28.61
313384GU7  06/12/07  09/28/06      96.466               35.34
313384GV5  06/13/07  11/16/06      97.097               29.03
313384GW3  06/14/07  06/14/06      94.849               51.51
313384GX1  06/15/07  06/15/06      94.849               51.51
313384HA0  06/18/07  12/18/06      97.447               25.53
313384HB8  06/19/07  06/21/06      94.847               51.53
313384HC6  06/20/07  06/21/06      94.833               51.67
313384HD4  06/21/07  06/22/06      94.833               51.67
313384HE2  06/22/07  06/29/06      94.749               52.51
313384HH5  06/25/07  01/23/07      97.841               21.59
313384HJ1  06/26/07  02/27/07      98.324               16.76
313384HK8  06/27/07  10/27/06      96.625               33.75
313384HL6  06/28/07  12/29/06      97.451               25.49
313384HM4  06/29/07  06/29/06      94.647               53.53
313384HQ5  07/02/07  07/05/06      94.751               52.49
313384HR3  07/03/07  10/03/06      96.246               37.54
313384HT9  07/05/07  12/04/06      97.089               29.11
313384HU6  07/06/07  07/06/06      94.687               53.13
313384HX0  07/09/07  09/28/06      96.127               38.73
313384HY8  07/10/07  07/28/06      95.055               49.45
313384HZ5  07/11/07  07/19/06      94.784               52.16
313384JA8  07/12/07  11/21/06      96.764               32.36
313384JB6  07/13/07  12/04/06      96.980               30.20
313384JE0  07/16/07  02/16/07      97.883               21.17
313384JF7  07/17/07  02/20/07      97.922               20.78
313384JG5  07/18/07  07/19/06      94.742               52.58
313384JH3  07/19/07  01/18/07      97.442               25.58
313384JJ9  07/20/07  07/21/06      94.816               51.84
313384JM2  07/23/07  10/24/06      96.200               38.00
313384JN0  07/24/07  08/04/06      94.985               50.15

                           Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384JP5  07/25/07  07/27/06      94.827               51.73
313384JQ3  07/26/07  01/19/07      97.358               26.42
313384JR1  07/27/07  08/02/06      94.924               50.76
313384JU4  07/30/07  11/02/06      96.295               37.05
313384JV2  07/31/07  08/01/06      94.853               51.47
313384JW0  08/01/07  08/02/06      94.853               51.47
313384JX8  08/02/07  05/02/07      98.709               12.91
313384JY6  08/03/07  02/13/07      97.601               23.99
313384KB4  08/06/07  09/28/06      95.771               42.29
313384KC2  08/07/07  05/07/07      98.699               13.01
313384KD0  08/08/07  02/07/07      97.429               25.71
313384KE8  08/09/07  11/10/06      96.245               37.55
313384KF5  08/10/07  11/10/06      96.231               37.69
313384KJ7  08/13/07  05/11/07      98.681               13.19
313384KK4  08/14/07  05/11/07      98.667               13.33
313384KL2  08/15/07  02/12/07      97.419               25.81
313384KM0  08/16/07  11/15/06      96.233               37.67
313384KN8  08/17/07  08/25/06      95.032               49.68
313384KR9  08/20/07  02/21/07      97.470               25.30
313384KS7  08/21/07  11/24/06      96.288               37.12
313384KT5  08/22/07  02/21/07      97.427               25.73
313384KU2  08/23/07  02/23/07      97.446               25.54
313384KV0  08/24/07  02/23/07      97.432               25.68
313384KY4  08/27/07  02/27/07      97.446               25.54
313384KZ1  08/28/07  05/01/07      98.331               16.69
313384LA5  08/29/07  10/03/06      95.518               44.82
313384LB3  08/30/07  05/01/07      98.303               16.97
313384LC1  08/31/07  05/02/07      98.304               16.96
313384LG2  09/04/07  03/02/07      97.417               25.83
313384LH0  09/05/07  09/07/06      95.029               49.71
313384LJ6  09/06/07  03/05/07      97.441               25.59
313384LK3  09/07/07  09/08/06      95.022               49.78
313384LN7  09/10/07  09/21/06      95.152               48.48
313384LP2  09/11/07  06/06/07      98.629               13.71
313384LQ0  09/12/07  06/06/07      98.614               13.86
313384LR8  09/13/07  06/01/07      98.530               14.70
313384LS6  09/14/07  09/15/06      94.995               50.05
313384LV9  09/17/07  03/16/07      97.410               25.90
313384LW7  09/18/07  09/19/06      94.995               50.05
313384LX5  09/19/07  09/22/06      95.143               48.57
313384LY3  09/20/07  09/20/06      95.002               49.98
313384LZ0  09/21/07  09/21/06      95.002               49.98
313384MC0  09/24/07  09/27/06      95.173               48.27
313384MD8  09/25/07  06/13/07      98.535               14.65
313384ME6  09/26/07  09/26/06      95.133               48.67
313384MF3  09/27/07  09/28/06      95.147               48.53
313384MG1  09/28/07  10/03/06      95.190               48.10

                           Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384MK2  10/01/07  10/02/06      95.147               48.53
313384ML0  10/02/07  10/06/06      95.207               47.93
313384MM8  10/03/07  10/04/06      95.147               48.53
313384MN6  10/04/07  04/04/07      97.453               25.47
313384MP1  10/05/07  01/08/07      96.273               37.27
313384MT3  10/09/07  06/08/07      98.261               17.39
313384MU0  10/10/07  04/03/07      97.356               26.44
313384MV8  10/11/07  10/11/06      95.052               49.48
313384MW6  10/12/07  07/02/07      98.566               14.34
313384MZ9  10/15/07  04/18/07      97.485               25.15
313384NA3  10/16/07  06/19/07      98.317               16.83
313384NB1  10/17/07  04/18/07      97.448               25.52
313384NC9  10/18/07  04/19/07      97.472               25.28
313384ND7  10/19/07  04/19/07      97.453               25.47
313384NG0  10/22/07  10/31/06      95.164               48.36
313384NH8  10/23/07  10/24/06      95.025               49.75
313384NJ4  10/24/07  10/24/06      94.951               50.49
313384NK1  10/25/07  10/30/06      95.110               48.90
313384NL9  10/26/07  10/27/06      95.007               49.93
313384NP0  10/29/07  07/02/07      98.331               16.69
313384NQ8  10/30/07  11/01/06      95.107               48.93
313384NR6  10/31/07  11/01/06      95.056               49.44
313384NS4  11/01/07  11/02/06      95.126               48.74
313384NT2  11/02/07  11/03/06      95.096               49.04
313384NW5  11/05/07  05/01/07      97.389               26.11
313384NX3  11/06/07  11/09/06      95.102               48.98
313384NY1  11/07/07  05/04/07      97.403               25.97
313384NZ8  11/08/07  02/08/07      96.193               38.07
313384PA1  11/09/07  11/09/06      95.062               49.38
313384PE3  11/13/07  05/14/07      97.443               25.57
313384PF0  11/14/07  05/16/07      97.472               25.28
313384PG8  11/15/07  11/16/06      95.096               49.04
313384PH6  11/16/07  05/03/07      97.264               27.36
313384PL7  11/19/07  05/22/07      97.466               25.34
313384PM5  11/20/07  11/20/06      95.073               49.27
313384PN3  11/21/07  12/01/06      95.247               47.53
313384PQ6  11/23/07  11/24/06      95.106               48.94
313384PT0  11/26/07  05/03/07      97.154               28.46
313384PU7  11/27/07  05/23/07      97.363               26.37
313384PV5  11/28/07  12/01/06      95.163               48.37
313384PW3  11/29/07  11/29/06      95.113               48.87
313384PX1  11/30/07  11/30/06      95.103               48.97
313384QA0  12/03/07  12/04/06      95.248               47.52
313384QB8  12/04/07  04/04/07      96.672               33.28
313384QC6  12/05/07  05/21/07      97.245               27.55
313384QD4  12/06/07  05/21/07      97.242               27.58
313384QE2  12/07/07  12/07/06      95.164               48.36

                           Section III-B (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384QH5  12/10/07  02/28/07      96.113               38.87
313384QJ1  12/11/07  03/14/07      96.298               37.02
313384QK8  12/12/07  03/14/07      96.297               37.03
313384QL6  12/13/07  09/07/07      98.720               12.80
313384QM4  12/14/07  03/14/07      96.272               37.28
313384QQ5  12/17/07  12/21/06      95.157               48.43
313384QR3  12/18/07  12/29/06      95.192               48.08
313384QS1  12/19/07  12/26/06      95.197               48.03
313384QT9  12/20/07  12/28/06      95.151               48.49
313384QU6  12/21/07  12/28/06      95.197               48.03
313384QX0  12/24/07  12/26/06      95.100               49.00
313384QZ5  12/26/07  06/21/07      97.363               26.37
313384RA9  12/27/07  05/16/07      96.875               31.25
313384RB7  12/28/07  04/02/07      96.318               36.82
313384RE1  12/31/07  01/02/07      95.059               49.41

































                                 Section III-C

                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2007

                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588AB1  01/02/07  02/14/06       95.814               41.86
313588AC9  01/03/07  04/05/06       96.307               36.93
313588AD7  01/04/07  01/30/06       95.706               42.94
313588AE5  01/05/07  03/30/06       96.214               37.86
313588AH8  01/08/07  05/10/06       96.639               33.61
313588AJ4  01/09/07  02/21/06       95.787               42.13
313588AK1  01/10/07  02/21/06       95.792               42.08
313588AL9  01/11/07  03/22/06       96.083               39.17
313588AM7  01/12/07  03/14/06       96.006               39.94
313588AR6  01/16/07  02/27/06       95.756               42.44
313588AS4  01/17/07  03/23/06       96.008               39.92
313588AT2  01/18/07  04/24/06       96.324               36.76
313588AU9  01/19/07  03/03/06       95.760               42.40
313588AX3  01/22/07  04/18/06       96.203               37.97
313588AY1  01/23/07  04/19/06       96.203               37.97
313588AZ8  01/24/07  06/19/06       96.812               31.88
313588BA2  01/25/07  02/13/06       95.512               44.88
313588BB0  01/26/07  02/01/06       95.406               45.94
313588BE4  01/29/07  04/28/06       96.236               37.64
313588BF1  01/30/07  04/26/06       96.172               38.28
313588BG9  01/31/07  03/15/06       95.769               42.31
313588BH7  02/01/07  02/08/06       95.386               46.14
313588BJ3  02/02/07  02/27/06       95.533               44.67
313588BM6  02/05/07  02/24/06       95.454               45.46
313588BN4  02/06/07  03/02/06       95.496               45.04
313588BP9  02/07/07  02/21/06       95.437               45.63
313588BQ7  02/08/07  03/22/06       95.711               42.89
313588BR5  02/09/07  02/16/06       95.326               46.74
313588BU8  02/12/07  03/30/06       95.702               42.98
313588BV6  02/13/07  07/26/06       97.060               29.40
313588BW4  02/14/07  03/24/06       95.676               43.24
313588BX2  02/15/07  06/02/06       96.431               35.69
313588BY0  02/16/07  02/21/06       95.300               47.00
313588CC7  02/20/07  04/18/06       95.808               41.92
313588CD5  02/21/07  05/30/06       96.284               37.16
313588CE3  02/22/07  04/28/06       95.892               41.08
313588CF0  02/23/07  03/01/06       95.293               47.07
313588CJ2  02/26/07  03/20/06       95.503               44.97
313588CK9  02/27/07  06/19/06       96.317               36.83
313588CL7  02/28/07  03/14/06       95.340               46.60
313588CM5  03/01/07  03/28/06       95.512               44.88
313588CN3  03/02/07  03/22/06       95.429               45.71
313588CR4  03/05/07  04/21/06       95.681               43.19
313588CS2  03/06/07  03/31/06       95.391               46.09
313588CT0  03/07/07  06/19/06       96.201               37.99
313588CU7  03/08/07  08/01/06       96.843               31.57

                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588CV5  03/09/07  03/22/06       95.336               46.64
313588CY9  03/12/07  03/21/06       95.283               47.17
313588CZ6  03/13/07  08/30/06       97.221               27.79
313588DA0  03/14/07  06/16/06       96.078               39.22
313588DB8  03/15/07  04/26/06       95.523               44.77
313588DC6  03/16/07  05/26/06       95.925               40.75
313588DF9  03/19/07  07/17/06       96.448               35.52
313588DG7  03/20/07  04/21/06       95.477               45.23
313588DH5  03/21/07  06/16/06       95.977               40.23
313588DJ1  03/22/07  04/26/06       95.462               45.38
313588DK8  03/23/07  04/27/06       95.435               45.65
313588DN2  03/26/07  06/30/06       96.085               39.15
313588DP7  03/27/07  05/05/06       95.481               45.19
313588DQ5  03/28/07  06/22/06       95.923               40.77
313588DR3  03/29/07  04/20/06       95.331               46.69
313588DS1  03/30/07  04/05/06       95.140               48.60
313588DV4  04/02/07  04/27/06       95.353               46.47
313588DW2  04/03/07  11/30/06       98.243               17.57
313588DX0  04/04/07  05/26/06       95.670               43.30
313588DY8  04/05/07  05/26/06       95.656               43.44
313588DZ5  04/06/07  06/14/06       95.757               42.43
313588EC5  04/09/07  05/26/06       95.583               44.17
313588ED3  04/10/07  09/21/06       97.175               28.25
313588EE1  04/11/07  05/09/06       95.338               46.62
313588EF8  04/12/07  06/16/06       95.667               43.33
313588EG6  04/13/07  04/28/06       95.236               47.64
313588EK7  04/16/07  04/26/06       95.089               49.11
313588EL5  04/17/07  09/15/06       96.974               30.26
313588EM3  04/18/07  05/02/06       95.203               47.97
313588EN1  04/19/07  06/23/06       95.592               44.08
313588EP6  04/20/07  07/03/06       95.748               42.52
313588ES0  04/23/07  04/28/06       95.090               49.10
313588ET8  04/24/07  06/06/06       95.483               45.17
313588EU5  04/25/07  07/25/06       96.027               39.73
313588EV3  04/26/07  08/23/06       96.515               34.85
313588EW1  04/27/07  05/03/06       95.034               49.66
313588EZ4  04/30/07  05/31/06       95.370               46.30
313588FA8  05/01/07  05/30/06       95.343               46.57
313588FB6  05/02/07  06/19/06       95.395               46.05
313588FC4  05/03/07  07/13/06       95.721               42.79
313588FD2  05/04/07  05/30/06       95.301               46.99
313588FG5  05/07/07  07/14/06       95.652               43.48
313588FH3  05/08/07  09/20/06       96.780               32.20
313588FJ9  05/09/07  07/10/06       95.564               44.36
313588FK6  05/10/07  07/05/06       95.477               45.23
313588FL4  05/11/07  06/30/06       95.371               46.29

                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588FP5  05/14/07  07/14/06       95.609               43.91
313588FQ3  05/15/07  07/18/06       95.652               43.48
313588FR1  05/16/07  11/15/06       97.430               25.70
313588FS9  05/17/07  07/10/06       95.447               45.53
313588FT7  05/18/07  06/30/06       95.268               47.32
313588FW0  05/21/07  08/25/06       96.204               37.96
313588FX8  05/22/07  08/01/06       95.802               41.98
313588FY6  05/23/07  07/24/06       95.623               43.77
313588FZ3  05/24/07  08/03/06       95.786               42.14
313588GA7  05/25/07  06/29/06       95.151               48.49
313588GE9  05/29/07  06/30/06       95.107               48.93
313588GF6  05/30/07  07/14/06       95.360               46.40
313588GG4  05/31/07  07/07/06       95.177               48.23
313588GH2  06/01/07  06/07/06       94.939               50.61
313588GL3  06/04/07  08/03/06       95.637               43.63
313588GM1  06/05/07  07/19/06       95.328               46.72
313588GN9  06/06/07  07/18/06       95.290               47.10
313588GP4  06/07/07  08/07/06       95.685               43.15
313588GQ2  06/08/07  07/19/06       95.275               47.25
313588GT6  06/11/07  08/01/06       95.517               44.83
313588GU3  06/12/07  11/15/06       97.080               29.20
313588GV1  06/13/07  10/25/06       96.753               32.47
313588GW9  06/14/07  09/01/06       96.020               39.80
313588GX7  06/15/07  07/20/06       95.215               47.85
313588HA6  06/18/07  08/01/06       95.426               45.74
313588HB4  06/19/07  07/31/06       95.406               45.94
313588HC2  06/20/07  09/07/06       96.004               39.96
313588HD0  06/21/07  08/31/06       95.900               41.00
313588HE8  06/22/07  07/28/06       95.312               46.88
313588HH1  06/25/07  07/27/06       95.218               47.82
313588HJ7  06/26/07  12/08/06       97.222               27.78
313588HK4  06/27/07  09/25/06       96.219               37.81
313588HL2  06/28/07  07/26/06       95.095               49.05
313588HM0  06/29/07  07/05/06       94.705               52.95
313588HQ1  07/02/07  07/25/06       95.079               49.21
313588HR9  07/03/07  10/30/06       96.583               34.17
313588HT5  07/05/07  09/05/06       95.792               42.08
313588HU2  07/06/07  09/05/06       95.778               42.22
313588HX6  07/09/07  09/06/06       95.750               42.50
313588HY4  07/10/07  10/10/06       96.224               37.76
313588HZ1  07/11/07  09/13/06       95.811               41.89
313588JA4  07/12/07  10/12/06       96.216               37.84
313588JB2  07/13/07  08/08/06       95.221               47.79
313588JE6  07/16/07  09/18/06       95.778               42.22
313588JF3  07/17/07  08/25/06       95.445               45.55
313588JG1  07/18/07  09/15/06       95.724               42.76

                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588JH9  07/19/07  09/15/06       95.719               42.81
313588JJ5  07/20/07  08/01/06       95.009               49.91
313588JM8  07/23/07  09/08/06       95.583               44.17
313588JN6  07/24/07  09/28/06       95.905               40.95
313588JP1  07/25/07  12/14/06       96.903               30.97
313588JQ9  07/26/07  09/06/06       95.514               44.86
313588JR7  07/27/07  08/02/06       94.894               51.06
313588JU0  07/30/07  10/04/06       95.939               40.61
313588JV8  07/31/07  09/21/06       95.679               43.21
313588JW6  08/01/07  09/13/06       95.528               44.72
313588JX4  08/02/07  11/07/06       96.263               37.37
313588JY2  08/03/07  08/31/06       95.338               46.62
313588KB0  08/06/07  09/27/06       95.757               42.43
313588KC8  08/07/07  01/03/07       96.994               30.06
313588KD6  08/08/07  08/24/06       95.143               48.57
313588KE4  08/09/07  11/08/06       96.210               37.90
313588KF1  08/10/07  08/22/06       95.078               49.22
313588KJ3  08/13/07  10/17/06       95.867               41.33
313588KK0  08/14/07  01/16/07       97.048               29.52
313588KL8  08/15/07  09/15/06       95.370               46.30
313588KM6  08/16/07  10/31/06       96.018               39.82
313588KN4  08/17/07  08/22/06       94.980               50.20
313588KR5  08/20/07  09/25/06       95.559               44.41
313588KS3  08/21/07  01/30/07       97.135               28.65
313588KT1  08/22/07  11/10/06       96.073               39.27
313588KU8  08/23/07  10/06/06       95.631               43.69
313588KV6  08/24/07  09/12/06       95.204               47.96
313588KY0  08/27/07  11/22/06       96.178               38.22
313588KZ7  08/28/07  11/29/06       96.283               37.17
313588LA1  08/29/07  01/26/07       96.972               30.28
313588LB9  08/30/07  01/02/07       96.667               33.33
313588LC7  08/31/07  09/06/06       95.024               49.76
313588LG8  09/04/07  10/25/06       95.630               43.70
313588LH6  09/05/07  10/30/06       95.755               42.45
313588LJ2  09/06/07  10/18/06       95.559               44.41
313588LK9  09/07/07  10/20/06       95.546               44.54
313588LN3  09/10/07  12/14/06       96.280               37.20
313588LP8  09/11/07  12/15/06       96.302               36.98
313588LQ6  09/12/07  11/22/06       95.966               40.34
313588LR4  09/13/07  11/09/06       95.774               42.26
313588LS2  09/14/07  11/16/06       95.848               41.52
313588LV5  09/17/07  12/07/06       96.174               38.26
313588LW3  09/18/07  11/06/06       95.629               43.71
313588LX1  09/19/07  01/09/07       96.479               35.21
313588LY9  09/20/07  11/02/06       95.635               43.65
313588LZ6  09/21/07  10/31/06       95.558               44.42

                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588MC6  09/24/07  12/29/06       96.271               37.29
313588MD4  09/25/07  12/29/06       96.258               37.42
313588ME2  09/26/07  03/06/07       97.189               28.11
313588MF9  09/27/07  12/18/06       96.109               38.91
313588MG7  09/28/07  10/04/06       95.143               48.57
313588MK8  10/01/07  11/27/06       95.791               42.09
313588ML6  10/02/07  01/03/07       96.245               37.55
313588MM4  10/03/07  11/21/06       95.673               43.27
313588MN2  10/04/07  12/13/06       95.985               40.15
313588MP7  10/05/07  11/30/06       95.803               41.97
313588MT9  10/09/07  11/15/06       95.545               44.55
313588MU6  10/10/07  10/19/06       95.105               48.95
313588MV4  10/11/07  10/18/06       95.107               48.93
313588MW2  10/12/07  10/30/06       95.277               47.23
313588MZ5  10/15/07  12/05/06       95.831               41.69
313588NA9  10/16/07  01/04/07       96.105               38.95
313588NB7  10/17/07  01/17/07       96.193               38.07
313588NC5  10/18/07  12/29/06       95.955               40.45
313588ND3  10/19/07  10/27/06       95.141               48.59
313588NG6  10/22/07  01/26/07       96.227               37.73
313588NH4  10/23/07  01/26/07       96.220               37.80
313588NJ0  10/24/07  01/09/07       96.032               39.68
313588NK7  10/25/07  12/07/06       95.698               43.02
313588NL5  10/26/07  11/01/06       95.132               48.68
313588NP6  10/29/07  01/12/07       95.956               40.44
313588NQ4  10/30/07  02/06/07       96.283               37.17
313588NR2  10/31/07  11/30/06       95.533               44.67
313588NS0  11/01/07  12/04/06       95.619               43.81
313588NT8  11/02/07  12/26/06       95.758               42.42
313588NW1  11/05/07  01/30/07       96.094               39.06
313588NX9  11/06/07  02/08/07       96.214               37.86
313588NY7  11/07/07  12/22/06       95.627               43.73
313588NZ4  11/08/07  01/09/07       95.825               41.75
313588PA7  11/09/07  11/22/06       95.248               47.52
313588PE9  11/13/07  12/15/06       95.477               45.23
313588PF6  11/14/07  02/16/07       96.221               37.79
313588PG4  11/15/07  01/05/07       95.726               42.74
313588PH2  11/16/07  12/29/06       95.573               44.27
313588PL3  11/19/07  01/19/07       95.778               42.22
313588PM1  11/20/07  02/02/07       95.950               40.50
313588PN9  11/21/07  01/19/07       95.750               42.50
313588PQ2  11/23/07  01/24/07       95.783               42.17
313588PT6  11/26/07  01/24/07       95.733               42.67
313588PU3  11/27/07  02/08/07       95.936               40.64
313588PV1  11/28/07  01/11/07       95.568               44.32
313588PW9  11/29/07  02/06/07       95.881               41.19

                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588PX7  11/30/07  12/06/06       95.223               47.77
313588QA6  12/03/07  01/22/07       95.634               43.66
313588QB4  12/04/07  01/30/07       95.705               42.95
313588QC2  12/05/07  01/25/07       95.621               43.79
313588QD0  12/06/07  01/23/07       95.597               44.03
313588QE8  12/07/07  01/23/07       95.583               44.17
313588QH1  12/10/07  12/27/06       95.283               47.17
313588QJ7  12/11/07  03/16/07       96.310               36.90
313588QK4  12/12/07  12/28/06       95.230               47.70
313588QL2  12/13/07  01/02/07       95.285               47.15
313588QM0  12/14/07  01/19/07       95.449               45.51
313588QQ1  12/17/07  01/24/07       95.449               45.51
313588QR9  12/18/07  12/29/06       95.192               48.08
313588QS7  12/19/07  12/27/06       95.161               48.39
313588QT5  12/20/07  12/29/06       95.135               48.65
313588QU2  12/21/07  12/27/06       95.124               48.76
313588QX6  12/24/07  08/10/07       98.111               18.89
313588QZ1  12/26/07  01/26/07       95.343               46.57
313588RA5  12/27/07  05/01/07       96.687               33.13
313588RB3  12/28/07  01/03/07       95.121               48.79
313588RE7  12/31/07  02/21/07       95.688               43.12


























                                 Section III-D

                          FEDERAL FARM CREDIT BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2007

                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312AB6  01/02/07  10/03/06         98.713             12.87
313312AC4  01/03/07  08/07/06         97.843             21.57
313312AD2  01/04/07  11/20/06         99.353              6.47
313312AE0  01/05/07  04/28/06         96.521             34.79
313312AH3  01/08/07  06/05/06         96.968             30.32
313312AJ9  01/09/07  11/09/06         99.127              8.73
313312AK6  01/10/07  11/08/06         99.841              1.59
313312AL4  01/11/07  11/15/06         99.183              8.17
313312AM2  01/12/07  01/30/06         95.585             44.15
313312AR1  01/16/07  01/18/06         95.502             44.98
313312AS9  01/17/07  11/30/06         99.310              6.90
313312AT7  01/18/07  10/25/06         98.788             12.12
313312AU4  01/19/07  12/04/06         99.339              6.61
313312AX8  01/22/07  07/24/06         97.355             26.45
313312AY6  01/23/07  07/27/06         97.385             26.15
313312AZ3  01/24/07  05/24/06         96.590             34.10
313312BA7  01/25/07  06/21/06         96.814             31.86
313312BB5  01/26/07  05/31/06         96.640             33.60
313312BE9  01/29/07  10/30/06         98.705             12.95
313312BF6  01/30/07  05/30/06         96.570             34.30
313312BG4  01/31/07  11/02/06         98.717             12.83
313312BH2  02/01/07  10/18/06         98.507             14.93
313312BJ8  02/02/07  12/26/06         99.454              5.46
313312BM1  02/05/07  11/08/06         98.726             12.74
313312BN9  02/06/07  02/07/06         95.288             47.12
313312BP4  02/07/07  12/13/06         99.198              8.02
313312BQ2  02/08/07  12/12/06         99.168              8.32
313312BR0  02/09/07  06/22/06         96.597             34.03
313312BU3  02/12/07  11/09/06         98.640             13.60
313312BV1  02/13/07  11/13/06         98.683             13.17
313312BW9  02/14/07  10/17/06         98.306             16.94
313312BX7  02/15/07  05/11/06         96.118             38.82
313312BY5  02/16/07  06/09/06         96.423             35.77
313312CC2  02/20/07  05/22/06         96.186             38.14
313312CD0  02/21/07  11/16/06         99.790              2.10
313312CE8  02/22/07  12/26/06         99.168              8.32
313312CF5  02/23/07  05/23/06         96.143             38.57
313312CJ7  02/26/07  11/16/06         98.540             14.60
313312CK4  02/27/07  09/26/06         97.831             21.69
313312CL2  02/28/07  05/30/06         96.164             38.36
313312CM0  03/01/07  03/01/06         95.194             48.06
313312CN8  03/02/07  12/04/06         98.746             12.54
313312CR9  03/05/07  08/21/06         97.196             28.04
313312CS7  03/06/07  11/27/06         98.586             14.14
313312CT5  03/07/07  11/30/06         98.615             13.85
313312CU2  03/08/07  01/12/07         99.213              7.87

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312CV0  03/09/07  12/11/06         98.746             12.54
313312CY4  03/12/07  11/10/06         98.268             17.32
313312CZ1  03/13/07  12/12/06         98.700             13.00
313312DA5  03/14/07  12/06/06         98.603             13.97
313312DB3  03/15/07  03/15/06         95.153             48.47
313312DC1  03/16/07  05/19/06         99.603              3.97
313312DF4  03/19/07  05/22/06         95.811             41.89
313312DG2  03/20/07  11/16/06         98.233             17.67
313312DH0  03/21/07  11/21/06         98.300             17.00
313312DJ6  03/22/07  05/25/06         95.802             41.98
313312DK3  03/23/07  12/15/06         98.603             13.97
313312DN7  03/26/07  12/27/06         98.726             12.74
313312DP2  03/27/07  12/28/06         98.726             12.74
313312DQ0  03/28/07  12/29/06         98.726             12.74
313312DR8  03/29/07  10/30/06         97.879             21.21
313312DS6  03/30/07  05/30/06         95.744             42.56
313312DV9  04/02/07  06/13/06         95.841             41.59
313312DW7  04/03/07  02/07/07         99.216              7.84
313312DX5  04/04/07  03/01/07         99.510              4.90
313312DY3  04/05/07  11/28/06         98.186             18.14
313312EC0  04/09/07  11/09/06         97.860             21.40
313312ED8  04/10/07  12/07/06         98.239             17.61
313312EE6  04/11/07  12/04/06         98.190             18.10
313312EF3  04/12/07  10/12/06         97.457             25.43
313312EG1  04/13/07  05/17/06         95.393             46.07
313312EK2  04/16/07  10/18/06         97.465             25.35
313312EL0  04/17/07  12/19/06         98.304             16.96
313312EM8  04/18/07  12/14/06         98.222             17.78
313312EN6  04/19/07  12/18/06         98.261             17.39
313312EP1  04/20/07  12/27/06         98.375             16.25
313312ES5  04/23/07  04/24/06         95.015             49.85
313312ET3  04/24/07  12/22/06         98.250             17.50
313312EU0  04/25/07  01/05/07         98.432             15.68
313312EV8  04/26/07  01/29/07         98.757             12.43
313312EW6  04/27/07  10/30/06         97.479             25.21
313312EZ9  04/30/07  01/26/07         98.660             13.40
313312FA3  05/01/07  10/17/06         97.245             27.55
313312FB1  05/02/07  10/31/06         97.427             25.73
313312FC9  05/03/07  01/02/07         98.279             17.21
313312FD7  05/04/07  07/12/06         95.650             43.50
313312FG0  05/07/07  12/21/06         98.055             19.45
313312FH8  05/08/07  01/04/07         98.239             17.61
313312FJ4  05/09/07  11/10/06         97.460             25.40
313312FK1  05/10/07  03/22/07         99.299              7.01
313312FL9  05/11/07  11/22/06         97.596             24.04
313312FP0  05/14/07  01/16/07         98.318             16.82

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312FQ8  05/15/07  05/15/06         94.940             50.60
313312FR6  05/16/07  01/22/07         98.888             11.12
313312FS4  05/17/07  02/16/07         98.712             12.88
313312FT2  05/18/07  04/09/07         99.442              5.58
313312FW5  05/21/07  02/21/07         98.724             12.76
313312FX3  05/22/07  11/01/06         97.166             28.34
313312FY1  05/23/07  04/13/07         99.427              5.73
313312FZ8  05/24/07  04/16/07         99.455              5.45
313312GA2  05/25/07  12/26/06         97.870             21.30
313312GE4  05/29/07  11/28/06         97.446             25.54
313312GF1  05/30/07  01/16/07         98.090             19.10
313312GG9  05/31/07  03/02/07         98.712             12.88
313312GH7  06/01/07  09/08/06         96.276             37.24
313312GL8  06/04/07  01/16/07         98.023             19.77
313312GM6  06/05/07  03/08/07         98.729             12.71
313312GN4  06/06/07  04/23/07         99.373              6.27
313312GP9  06/07/07  01/04/07         97.822             21.78
313312GQ7  06/08/07  06/12/06         94.895             51.05
313312GT1  06/11/07  04/26/07         99.345              6.55
313312GU8  06/12/07  01/03/07         97.737             22.63
313312GV6  06/13/07  12/21/06         97.535             24.65
313312GW4  06/14/07  01/10/07         97.804             21.96
313312GX2  06/15/07  06/15/06         94.697             53.03
313312HA1  06/18/07  10/17/06         96.584             34.16
313312HB9  06/19/07  05/02/07         99.318              6.82
313312HC7  06/20/07  01/12/07         97.743             22.57
313312HD5  06/21/07  01/11/07         97.719             22.81
313312HE3  06/22/07  05/08/07         99.360              6.40
313312HH6  06/25/07  01/04/07         97.572             24.28
313312HJ2  06/26/07  01/17/07         97.728             22.72
313312HK9  06/27/07  03/28/07         98.703             12.97
313312HL7  06/28/07  01/19/07         97.728             22.72
313312HM5  06/29/07  02/07/07         97.988             20.12
313312HQ6  07/02/07  04/02/07         98.700             13.00
313312HR4  07/03/07  01/02/07         97.426             25.74
313312HT0  07/05/07  09/20/06         96.000             40.00
313312HU7  07/06/07  01/16/07         97.572             24.28
313312HX1  07/09/07  11/30/06         96.918             30.82
313312HY9  07/10/07  01/11/07         97.455             25.45
313312HZ6  07/11/07  01/11/07         97.440             25.60
313312JA9  07/12/07  01/12/07         97.435             25.65
313312JB7  07/13/07  08/23/06         95.446             45.54
313312JE1  07/16/07  01/17/07         97.445             25.55
313312JF8  07/17/07  02/12/07         97.795             22.05
313312JG6  07/18/07  01/18/07         97.430             25.70
313312JH4  07/19/07  11/22/06         96.660             33.40

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312JJ0  07/20/07  01/22/07         97.459             25.41
313312JM3  07/23/07  02/06/07         97.629             23.71
313312JN1  07/24/07  04/24/07         98.705             12.95
313312JP6  07/25/07  01/10/07         97.228             27.72
313312JQ4  07/26/07  01/29/07         97.473             25.27
313312JR2  07/27/07  06/05/07         99.253              7.47
313312JU5  07/30/07  05/01/07         98.722             12.78
313312JV3  07/31/07  10/24/06         96.080             39.20
313312JW1  08/01/07  05/01/07         98.696             13.04
313312JX9  08/02/07  01/17/07         97.209             27.91
313312JY7  08/03/07  01/16/07         97.180             28.20
313312KB5  08/06/07  05/07/07         98.705             12.95
313312KC3  08/07/07  06/15/07         99.241              7.59
313312KD1  08/08/07  02/08/07         97.435             25.65
313312KE9  08/09/07  05/10/07         98.708             12.92
313312KF6  08/10/07  06/20/07         99.271              7.29
313312KJ8  08/13/07  11/28/06         96.445             35.55
313312KK5  08/14/07  01/17/07         97.044             29.56
313312KL3  08/15/07  03/13/07         97.812             21.88
313312KM1  08/16/07  12/13/06         96.569             34.31
313312KN9  08/17/07  06/25/07         99.241              7.59
313312KR0  08/20/07  02/14/07         97.345             26.55
313312KS8  08/21/07  06/29/07         99.241              7.59
313312KT6  08/22/07  12/19/06         96.569             34.31
313312KU3  08/23/07  07/02/07         99.256              7.44
313312KV1  08/24/07  04/30/07         98.356             16.44
313312KY5  08/27/07  02/26/07         97.416             25.84
313312KZ2  08/28/07  02/28/07         97.455             25.45
313312LA6  08/29/07  07/05/07         99.213              7.87
313312LB4  08/30/07  05/31/07         98.698             13.02
313312LC2  08/31/07  07/09/07         99.240              7.60
313312LG3  09/04/07  06/04/07         98.689             13.11
313312LH1  09/05/07  03/08/07         99.780              2.20
313312LJ7  09/06/07  07/11/07         99.184              8.16
313312LK4  09/07/07  06/20/07         98.872             11.28
313312LN8  09/10/07  07/10/07         99.113              8.87
313312LP3  09/11/07  06/13/07         98.715             12.85
313312LQ1  09/12/07  06/13/07         98.700             13.00
313312LR9  09/13/07  06/14/07         98.700             13.00
313312LS7  09/14/07  03/19/07         97.479             25.21
313312LV0  09/17/07  11/22/06         95.863             41.37
313312LW8  09/18/07  07/16/07         99.084              9.16
313312LX6  09/19/07  07/17/07         99.084              9.16
313312LY4  09/20/07  01/16/07         96.521             34.79
313312LZ1  09/21/07  03/22/07         97.438             25.62
313312MC1  09/24/07  06/25/07         98.700             13.00

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312MD9  09/25/07  06/26/07         98.700             13.00
313312ME7  09/26/07  04/30/07         97.897             21.03
313312MF4  09/27/07  06/28/07         98.700             13.00
313312MG2  09/28/07  06/29/07         98.700             13.00
313312MK3  10/01/07  06/01/07         98.264             17.36
313312ML1  10/02/07  06/05/07         98.307             16.93
313312MM9  10/03/07  08/06/07         99.170              8.30
313312MN7  10/04/07  08/07/07         99.171              8.29
313312MP2  10/05/07  07/09/07         98.743             12.57
313312MT4  10/09/07  07/10/07         98.700             13.00
313312MU1  10/10/07  08/14/07         99.187              8.13
313312MV9  10/11/07  08/16/07         99.222              7.78
313312MW7  10/12/07  08/17/07         99.251              7.49
313312MZ0  10/15/07  11/03/06         95.261             47.39
313312NA4  10/16/07  01/16/07         96.170             38.30
313312NB2  10/17/07  08/16/07         99.138              8.62
313312NC0  10/18/07  07/19/07         98.700             13.00
313312ND8  10/19/07  07/20/07         98.700             13.00
313312NG1  10/22/07  08/28/07         99.249              7.51
313312NH9  10/23/07  08/28/07         99.236              7.64
313312NJ5  10/24/07  08/21/07         99.168              8.32
313312NK2  10/25/07  04/30/07         97.493             25.07
313312NL0  10/26/07  05/01/07         97.498             25.02
313312NP1  10/29/07  09/05/07         99.268              7.32
313312NQ9  10/30/07  07/31/07         98.703             12.97
313312NR7  10/31/07  01/31/07         96.170             38.30
313312NS5  11/01/07  05/02/07         97.432             25.68
313312NT3  11/02/07  11/02/06         95.072             49.28
313312NW6  11/05/07  09/20/07         99.418              5.82
313312NX4  11/06/07  07/06/07         98.243             17.57
313312NY2  11/07/07  05/23/07         97.624             23.76
313312NZ9  11/08/07  12/21/06         95.581             44.19
313312PA2  11/09/07  09/21/07         99.379              6.21
313312PE4  11/13/07  09/18/07         99.264              7.36
313312PF1  11/14/07  01/16/07         95.780             42.20
313312PG9  11/15/07  01/29/07         95.931             40.69
313312PH7  11/16/07  12/11/06         95.391             46.09
313312PL8  11/19/07  09/26/07         99.319              6.81
313312PM6  11/20/07  01/31/07         95.889             41.11
313312PN4  11/21/07  12/08/06         95.350             46.50
313312PT1  11/26/07  05/01/07         97.079             29.21
313312PV6  11/28/07  09/05/07         98.861             11.39
313312PX2  11/30/07  01/31/07         95.749             42.51
313312QA1  12/03/07  12/07/06         95.216             47.84
313312QB9  12/04/07  09/04/07         98.761             12.39
313312QC7  12/05/07  06/06/07         97.421             25.79

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312QD5  12/06/07  09/06/07         98.766             12.34
313312QE3  12/07/07  09/07/07         98.779             12.21
313312QK9  12/12/07  09/12/07         98.811             11.89
313312QM5  12/14/07  06/22/07         97.530             24.70
313312QQ6  12/17/07  03/20/07         97.423             25.77
313312QT0  12/20/07  07/24/07         97.885             21.15
313312QU7  12/21/07  09/21/07         98.852             11.48
313312QZ6  12/26/07  03/23/07         96.192             38.08
313312RA0  12/27/07  09/26/07         98.842             11.58
313312RB8  12/28/07  09/27/07         98.844             11.56





































                                Section III-E

                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2007

                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396AB9  01/02/07  02/13/06       95.792               42.08
313396AC7  01/03/07  02/13/06       95.779               42.21
313396AD5  01/04/07  03/27/06       96.242               37.58
313396AE3  01/05/07  02/07/06       95.721               42.79
313396AH6  01/08/07  04/10/06       96.261               37.39
313396AJ2  01/09/07  01/10/06       95.480               45.20
313396AK9  01/10/07  08/14/06       97.860               21.40
313396AL7  01/11/07  09/06/06       98.194               18.06
313396AM5  01/12/07  02/28/06       95.822               41.78
313396AR4  01/16/07  01/23/06       95.555               44.45
313396AS2  01/17/07  01/20/06       95.506               44.94
313396AT0  01/18/07  01/27/06       95.522               44.78
313396AU7  01/19/07  01/27/06       95.518               44.82
313396AX1  01/22/07  08/21/06       97.806               21.94
313396AY9  01/23/07  07/25/06       97.346               26.54
313396AZ6  01/24/07  09/22/06       98.254               17.46
313396BA0  01/25/07  08/10/06       97.606               23.94
313396BB8  01/26/07  08/31/06       97.891               21.09
313396BE2  01/29/07  05/16/06       96.431               35.69
313396BF9  01/30/07  08/01/06       97.361               26.39
313396BG7  01/31/07  03/27/06       95.884               41.16
313396BH5  02/01/07  05/26/06       96.507               34.93
313396BJ1  02/02/07  05/08/06       96.273               37.27
313396BM4  02/05/07  04/26/06       96.065               39.35
313396BN2  02/06/07  02/07/06       95.288               47.12
313396BP7  02/07/07  09/21/06       98.023               19.77
313396BQ5  02/08/07  10/02/06       98.201               17.99
313396BR3  02/09/07  05/03/06       96.099               39.01
313396BU6  02/12/07  09/07/06       97.753               22.47
313396BV4  02/13/07  02/14/06       95.239               47.61
313396BW2  02/14/07  04/25/06       95.952               40.48
313396BX0  02/15/07  09/07/06       97.710               22.90
313396BY8  02/16/07  02/17/06       95.258               47.42
313396CC5  02/20/07  06/27/06       96.503               34.97
313396CD3  02/21/07  07/12/06       96.721               32.79
313396CE1  02/22/07  09/20/06       97.800               22.00
313396CF8  02/23/07  06/23/06       96.427               35.73
313396CJ0  02/26/07  03/15/06       95.408               45.92
313396CK7  02/27/07  08/29/06       97.401               25.99
313396CL5  02/28/07  04/21/06       95.748               42.52
313396CM3  03/01/07  09/29/06       97.867               21.33
313396CN1  03/02/07  09/29/06       97.853               21.47
313396CR2  03/05/07  04/13/06       95.527               44.73
313396CS0  03/06/07  03/07/06       95.147               48.53
313396CT8  03/07/07  08/07/06       96.955               30.45
313396CU5  03/08/07  11/06/06       98.265               17.35

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396CV3  03/09/07  04/25/06       95.619               43.81
313396CY7  03/12/07  12/28/06       98.946               10.54
313396CZ4  03/13/07  05/22/06       95.903               40.97
313396DA8  03/14/07  01/12/07       99.132                8.68
313396DB6  03/15/07  06/23/06       96.135               38.65
313396DC4  03/16/07  04/07/06       95.350               46.50
313396DF7  03/19/07  07/11/06       96.312               36.88
313396DG5  03/20/07  07/17/06       96.419               35.81
313396DH3  03/21/07  06/30/06       96.113               38.87
313396DJ9  03/22/07  08/11/06       96.810               31.90
313396DK6  03/23/07  07/13/06       96.289               37.11
313396DN0  03/26/07  07/25/06       96.455               35.45
313396DP5  03/27/07  09/26/06       97.467               25.33
313396DQ3  03/28/07  07/20/06       96.319               36.81
313396DR1  03/29/07  08/28/06       96.977               30.23
313396DS9  03/30/07  06/29/06       95.974               40.26
313396DV2  04/02/07  08/16/06       96.724               32.76
313396DW0  04/03/07  04/04/06       95.046               49.54
313396DX8  04/04/07  02/01/07       99.118                8.82
313396DY6  04/05/07  09/07/06       97.031               29.69
313396DZ3  04/06/07  03/07/07       99.572                4.28
313396EC3  04/09/07  05/19/06       95.486               45.14
313396ED1  04/10/07  07/20/06       96.106               38.94
313396EE9  04/11/07  06/06/06       95.665               43.35
313396EF6  04/12/07  06/15/06       95.711               42.89
313396EG4  04/13/07  04/20/06       95.127               48.73
313396EK5  04/16/07  11/29/06       98.053               19.47
313396EL3  04/17/07  04/17/06       94.991               50.09
313396EM1  04/18/07  04/20/06       95.059               49.41
313396EN9  04/19/07  09/21/06       97.048               29.52
313396EP4  04/20/07  09/11/06       96.881               31.19
313396ES8  04/23/07  09/22/06       97.006               29.94
313396ET6  04/24/07  10/24/06       97.432               25.68
313396EU3  04/25/07  09/12/06       96.819               31.81
313396EV1  04/26/07  09/13/06       96.825               31.75
313396EW9  04/27/07  07/12/06       95.777               42.23
313396EZ2  04/30/07  09/21/06       96.900               31.00
313396FA6  05/01/07  05/02/06       94.965               50.35
313396FB4  05/02/07  05/24/06       95.246               47.54
313396FC2  05/03/07  03/26/07       99.457                5.43
313396FD0  05/04/07  07/12/06       95.675               43.25
313396FG3  05/07/07  06/09/06       95.334               46.66
313396FH1  05/08/07  06/15/06       95.349               46.51
313396FJ7  05/09/07  07/10/06       95.573               44.27
313396FK4  05/10/07  10/11/06       97.058               29.42
313396FL2  05/11/07  05/23/06       95.107               48.93

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396FP3  05/14/07  05/17/06       94.992               50.08
313396FQ1  05/15/07  11/14/06       97.437               25.63
313396FR9  05/16/07  03/13/07       99.090                9.10
313396FS7  05/17/07  05/24/06       95.028               49.72
313396FT5  05/18/07  05/24/06       95.014               49.86
313396FW8  05/21/07  09/26/06       96.722               32.78
313396FX6  05/22/07  11/21/06       97.442               25.58
313396FY4  05/23/07  09/07/06       96.381               36.19
313396FZ1  05/24/07  10/23/06       97.012               29.88
313396GA5  05/25/07  08/31/06       96.247               37.53
313396GE7  05/29/07  05/30/06       94.934               50.66
313396GF4  05/30/07  08/16/06       95.950               40.50
313396GG2  05/31/07  08/16/06       95.904               40.96
313396GH0  06/01/07  07/17/06       95.366               46.34
313396GL1  06/04/07  10/13/06       96.744               32.56
313396GM9  06/05/07  10/26/06       96.898               31.02
313396GN7  06/06/07  01/12/07       97.950               20.50
313396GP2  06/07/07  10/12/06       96.688               33.12
313396GQ0  06/08/07  10/11/06       96.660               33.40
313396GT4  06/11/07  02/02/07       98.173               18.27
313396GU1  06/12/07  12/12/06       97.442               25.58
313396GV9  06/13/07  09/19/06       96.255               37.45
313396GW7  06/14/07  11/02/06       96.895               31.05
313396GX5  06/15/07  10/20/06       96.681               33.19
313396HA4  06/18/07  10/02/06       96.460               35.40
313396HB2  06/19/07  12/19/06       97.437               25.63
313396HC0  06/20/07  11/15/06       96.974               30.26
313396HD8  06/21/07  11/16/06       96.968               30.32
313396HE6  06/22/07  10/19/06       96.563               34.37
313396HH9  06/25/07  08/02/06       95.358               46.42
313396HJ5  06/26/07  06/27/06       94.641               53.59
313396HK2  06/27/07  08/25/06       95.708               42.92
313396HL0  06/28/07  09/14/06       95.990               40.10
313396HM8  06/29/07  08/04/06       95.293               47.07
313396HQ9  07/02/07  08/10/06       95.400               46.00
313396HR7  07/03/07  10/26/06       96.514               34.86
313396HT3  07/05/07  08/09/06       95.343               46.57
313396HU0  07/06/07  08/10/06       95.343               46.57
313396HX4  07/09/07  09/20/06       95.904               40.96
313396HY2  07/10/07  09/20/06       95.914               40.86
313396HZ9  07/11/07  07/13/06       94.706               52.94
313396JA2  07/12/07  12/15/06       97.074               29.26
313396JB0  07/13/07  09/20/06       95.887               41.13
313396JE4  07/16/07  12/08/06       96.951               30.49
313396JF1  07/17/07  03/19/07       98.307               16.93
313396JG9  07/18/07  03/19/07       98.293               17.07

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396JH7  07/19/07  12/07/06       96.926               30.74
313396JJ3  07/20/07  10/20/06       96.201               37.99
313396JM6  07/23/07  08/30/06       95.440               45.60
313396JN4  07/24/07  07/25/06       94.752               52.48
313396JP9  07/25/07  10/12/06       96.036               39.64
313396JQ7  07/26/07  11/10/06       96.424               35.76
313396JR5  07/27/07  10/12/06       96.008               39.92
313396JU8  07/30/07  12/20/06       96.904               30.96
313396JV6  07/31/07  11/08/06       96.312               36.88
313396JW4  08/01/07  09/18/06       95.597               44.03
313396JX2  08/02/07  11/09/06       96.313               36.87
313396JY0  08/03/07  08/04/06       94.884               51.16
313396KB8  08/06/07  11/30/06       96.576               34.24
313396KC6  08/07/07  06/11/07       99.189                8.11
313396KD4  08/08/07  09/07/06       95.357               46.43
313396KE2  08/09/07  08/15/06       94.934               50.66
313396KF9  08/10/07  11/17/06       96.306               36.94
313396KJ1  08/13/07  10/27/06       96.004               39.96
313396KK8  08/14/07  07/12/07       99.531                4.69
313396KL6  08/15/07  04/16/07       98.289               17.11
313396KM4  08/16/07  08/16/06       94.890               51.10
313396KN2  08/17/07  11/28/06       96.412               35.88
313396KR3  08/20/07  09/22/06       95.500               45.00
313396KS1  08/21/07  08/22/06       94.914               50.86
313396KT9  08/22/07  06/27/07       99.202                7.98
313396KU6  08/23/07  10/24/06       95.783               42.17
313396KV4  08/24/07  09/29/06       95.568               44.32
313396KY8  08/27/07  11/20/06       96.142               38.58
313396KZ5  08/28/07  06/26/07       99.106                8.94
313396LA9  08/29/07  01/17/07       96.852               31.48
313396LB7  08/30/07  10/03/06       95.504               44.96
313396LC5  08/31/07  10/12/06       95.559               44.41
313396LG6  09/04/07  10/12/06       95.486               45.14
313396LH4  09/05/07  10/03/06       95.451               45.49
313396LJ0  09/06/07  02/08/07       97.048               29.52
313396LK7  09/07/07  09/08/06       94.985               50.15
313396LN1  09/10/07  01/16/07       96.689               33.11
313396LP6  09/11/07  01/24/07       96.780               32.20
313396LQ4  09/12/07  01/18/07       96.682               33.18
313396LR2  09/13/07  10/04/06       95.356               46.44
313396LS0  09/14/07  10/25/06       95.500               45.00
313396LV3  09/17/07  12/12/06       96.172               38.28
313396LW1  09/18/07  09/19/06       94.965               50.35
313396LX9  09/19/07  05/02/07       98.028               19.72
313396LY7  09/20/07  12/07/06       96.126               38.74
313396LZ4  09/21/07  11/03/06       95.590               44.10

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396MC4  09/24/07  12/27/06       96.266               37.34
313396MD2  09/25/07  11/16/06       95.722               42.78
313396ME0  09/26/07  05/04/07       97.962               20.38
313396MF7  09/27/07  12/28/06       96.231               37.69
313396MG5  09/28/07  11/17/06       95.686               43.14
313396MK6  10/01/07  02/06/07       96.682               33.18
313396ML4  10/02/07  02/08/07       96.689               33.11
313396MM2  10/03/07  02/08/07       96.675               33.25
313396MN0  10/04/07  03/06/07       97.067               29.33
313396MP5  10/05/07  02/07/07       96.633               33.67
313396MT7  10/09/07  12/04/06       95.906               40.94
313396MU4  10/10/07  01/31/07       96.458               35.42
313396MV2  10/11/07  11/30/06       95.739               42.61
313396MW0  10/12/07  11/30/06       95.732               42.68
313396MZ3  10/15/07  04/16/07       97.432               25.68
313396NA7  10/16/07  10/17/06       95.015               49.85
313396NB5  10/17/07  08/22/07       99.277                7.23
313396NC3  10/18/07  08/21/07       99.251                7.49
313396ND1  10/19/07  05/14/07       97.784               22.16
313396NG4  10/22/07  02/26/07       96.675               33.25
313396NH2  10/23/07  10/10/07       99.832                1.68
313396NJ8  10/24/07  06/13/07       98.112               18.88
313396NK5  10/25/07  01/18/07       96.103               38.97
313396NL3  10/26/07  01/16/07       96.054               39.46
313396NP4  10/29/07  02/05/07       96.283               37.17
313396NQ2  10/30/07  07/02/07       98.303               16.97
313396NR0  10/31/07  12/07/06       95.636               43.64
313396NS8  11/01/07  01/24/07       96.074               39.26
313396NT6  11/02/07  05/22/07       97.695               23.05
313396NW9  11/05/07  12/15/06       95.576               44.24
313396NX7  11/06/07  01/16/07       95.909               40.91
313396NY5  11/07/07  06/07/07       97.841               21.59
313396NZ2  11/08/07  01/25/07       95.998               40.02
313396PA5  11/09/07  12/14/06       95.508               44.92
313396PE7  11/13/07  11/14/06       95.066               49.34
313396PF4  11/14/07  07/12/07       98.233               17.67
313396PG2  11/15/07  06/13/07       97.800               22.00
313396PH0  11/16/07  04/13/07       96.968               30.32
313396PL1  11/19/07  03/19/07       96.618               33.82
313396PM9  11/20/07  02/05/07       95.992               40.08
313396PN7  11/21/07  04/16/07       96.940               30.60
313396PQ0  11/23/07  07/16/07       98.162               18.38
313396PT4  11/26/07  05/29/07       97.446               25.54
313396PU1  11/27/07  04/24/07       96.992               30.08
313396PV9  11/28/07  02/14/07       95.990               40.10
313396PW7  11/29/07  02/08/07       95.909               40.91

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396PX5  11/30/07  12/26/06       95.376               46.24
313396QA4  12/03/07  03/28/07       96.583               34.17
313396QB2  12/04/07  03/29/07       96.583               34.17
313396QC0  12/05/07  03/29/07       96.563               34.37
313396QD8  12/06/07  01/04/07       95.436               45.64
313396QE6  12/07/07  01/05/07       95.436               45.64
313396QH9  12/10/07  02/27/07       96.036               39.64
313396QJ5  12/11/07  12/12/06       95.086               49.14
313396QK2  12/12/07  11/13/07       99.656                3.44
313396QL0  12/13/07  04/17/07       96.653               33.47
313396QM8  12/14/07  02/15/07       95.806               41.94
313396QQ9  12/17/07  01/30/07       95.518               44.82
313396QR7  12/18/07  10/16/07       99.185                8.15
313396QS5  12/19/07  08/22/07       98.443               15.57
313396QT3  12/20/07  01/30/07       95.473               45.27
313396QU0  12/21/07  12/26/06       95.122               48.78
313396QX4  12/24/07  06/25/07       97.432               25.68
313396QZ9  12/26/07  12/29/06       95.063               49.37
313396RA3  12/27/07  07/27/07       97.862               21.38
313396RB1  12/28/07  01/12/07       95.158               48.42
313396RE5  12/31/07  02/22/07       95.675               43.25


























                               Section III-F

                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2007

                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KAB6  01/02/07  10/05/06       98.736              12.64
31315KAC4  01/03/07  12/06/06       99.596               4.04
31315KAD2  01/04/07  01/03/07       99.986               0.14
31315KAE0  01/05/07  10/05/06       98.691              13.09
31315KAH3  01/08/07  01/05/07       99.957               0.43
31315KAJ9  01/09/07  10/05/06       98.634              13.66
31315KAK6  01/10/07  12/11/06       99.568               4.32
31315KAL4  01/11/07  10/12/06       98.701              12.99
31315KAM2  01/12/07  10/12/06       98.687              13.13
31315KAR1  01/16/07  02/24/06       95.598              44.02
31315KAS9  01/17/07  09/20/06       98.285              17.15
31315KAT7  01/18/07  01/17/07       99.986               0.14
31315KAU4  01/19/07  10/18/06       98.670              13.30
31315KAX8  01/22/07  01/19/07       99.957               0.43
31315KAY6  01/23/07  10/25/06       98.706              12.94
31315KAZ3  01/24/07  01/23/07       99.986               0.14
31315KBA7  01/25/07  12/28/06       99.595               4.05
31315KBB5  01/26/07  10/30/06       98.738              12.62
31315KBE9  01/29/07  01/26/07       99.957               0.43
31315KBF6  01/30/07  10/30/06       98.679              13.21
31315KBG4  01/31/07  12/01/06       99.122               8.78
31315KBH2  02/01/07  01/04/07       99.598               4.02
31315KBJ8  02/02/07  02/01/07       99.986               0.14
31315KBM1  02/05/07  02/02/07       99.957               0.43
31315KBN9  02/06/07  01/09/07       99.599               4.01
31315KBP4  02/07/07  11/14/06       98.775              12.25
31315KBQ2  02/08/07  10/02/06       98.164              18.36
31315KBR0  02/09/07  02/08/07       99.986               0.14
31315KBU3  02/12/07  11/08/06       98.621              13.79
31315KBV1  02/13/07  02/12/07       99.986               0.14
31315KBW9  02/14/07  11/16/06       98.703              12.97
31315KBX7  02/15/07  05/15/06       96.080              39.20
31315KBY5  02/16/07  01/12/07       99.499               5.01
31315KCC2  02/20/07  02/16/07       99.943               0.57
31315KCD0  02/21/07  02/20/07       99.986               0.14
31315KCE8  02/22/07  11/27/06       98.750              12.50
31315KCF5  02/23/07  02/09/07       99.801               1.99
31315KCJ7  02/26/07  01/25/07       99.542               4.58
31315KCK4  02/27/07  11/28/06       98.692              13.08
31315KCL2  02/28/07  12/01/06       98.721              12.79
31315KCM0  03/01/07  11/30/06       98.693              13.07
31315KCN8  03/02/07  02/06/07       99.657               3.43
31315KCR9  03/05/07  03/02/07       99.957               0.43
31315KCS7  03/06/07  12/15/06       98.840              11.60
31315KCT5  03/07/07  02/15/07       99.713               2.87
31315KCU2  03/08/07  03/07/07       99.986               0.14
31315KCV0  03/09/07  03/08/07       99.986               0.14

                        Section III-F (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KCY4  03/12/07  12/15/06       98.754              12.46
31315KCZ1  03/13/07  02/14/07       99.614               3.86
31315KDA5  03/14/07  03/13/07       99.986               0.14
31315KDB3  03/15/07  03/21/06       95.140              48.60
31315KDC1  03/16/07  12/12/06       98.659              13.41
31315KDF4  03/19/07  12/21/06       98.738              12.62
31315KDG2  03/20/07  03/19/07       99.986               0.14
31315KDH0  03/21/07  03/20/07       99.986               0.14
31315KDJ6  03/22/07  02/26/07       99.653               3.47
31315KDK3  03/23/07  02/15/07       99.484               5.16
31315KDN7  03/26/07  03/23/07       99.957               0.43
31315KDP2  03/27/07  12/29/06       98.738              12.62
31315KDQ0  03/28/07  03/27/07       99.986               0.14
31315KDR8  03/29/07  03/28/07       99.986               0.14
31315KDS6  03/30/07  12/28/06       98.676              13.24
31315KDV9  04/02/07  05/15/06       95.426              45.74
31315KDW7  04/03/07  10/06/06       97.484              25.16
31315KDX5  04/04/07  03/06/07       99.583               4.17
31315KDY3  04/05/07  01/05/07       98.710              12.90
31315KDZ0  04/06/07  03/09/07       99.598               4.02
31315KEC0  04/09/07  01/09/07       98.710              12.90
31315KED8  04/10/07  10/05/06       97.381              26.19
31315KEE6  04/11/07  02/01/07       99.015               9.85
31315KEF3  04/12/07  01/11/07       98.696              13.04
31315KEG1  04/13/07  03/22/07       99.685               3.15
31315KEK2  04/16/07  10/05/06       97.297              27.03
31315KEL0  04/17/07  03/21/07       99.613               3.87
31315KEM8  04/18/07  03/19/07       99.570               4.30
31315KEN6  04/19/07  01/19/07       98.712              12.88
31315KEP1  04/20/07  03/30/07       99.699               3.01
31315KES5  04/23/07  01/24/07       98.729              12.71
31315KET3  04/24/07  04/23/07       99.986               0.14
31315KEU0  04/25/07  03/06/07       99.281               7.19
31315KEV8  04/26/07  04/25/07       99.986               0.14
31315KEW6  04/27/07  01/25/07       98.688              13.12
31315KEZ9  04/30/07  04/27/07       99.958               0.42
31315KFA3  05/01/07  03/27/07       99.497               5.03
31315KFB1  05/02/07  05/01/07       99.986               0.14
31315KFC9  05/03/07  05/02/07       99.986               0.14
31315KFD7  05/04/07  05/03/07       99.986               0.14
31315KFG0  05/07/07  11/03/06       97.378              26.22
31315KFH8  05/08/07  05/01/07       99.901               0.99
31315KFJ4  05/09/07  02/08/07       98.719              12.81
31315KFK1  05/10/07  03/27/07       99.368               6.32
31315KFL9  05/11/07  05/04/07       99.901               0.99
31315KFP0  05/14/07  04/12/07       99.541               4.59
31315KFQ8  05/15/07  02/16/07       98.739              12.61

                        Section III-F (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KFR6  05/16/07  04/16/07       99.570               4.30
31315KFS4  05/17/07  05/16/07       99.986               0.14
31315KFT2  05/18/07  04/16/07       99.542               4.58
31315KFW5  05/21/07  05/18/07       99.957               0.43
31315KFX3  05/22/07  02/22/07       98.722              12.78
31315KFY1  05/23/07  04/25/07       99.601               3.99
31315KFZ8  05/24/07  05/23/07       99.986               0.14
31315KGA2  05/25/07  05/24/07       99.986               0.14
31315KGE4  05/29/07  05/25/07       99.943               0.57
31315KGF1  05/30/07  03/05/07       98.767              12.33
31315KGG9  05/31/07  04/30/07       99.559               4.41
31315KGH7  06/01/07  04/11/07       99.272               7.28
31315KGL8  06/04/07  05/08/07       99.617               3.83
31315KGM6  06/05/07  05/11/07       99.644               3.56
31315KGN4  06/06/07  03/06/07       98.686              13.14
31315KGP9  06/07/07  06/06/07       99.986               0.14
31315KGQ7  06/08/07  05/11/07       99.602               3.98
31315KGT1  06/11/07  06/08/07       99.958               0.42
31315KGU8  06/12/07  05/17/07       99.630               3.70
31315KGV6  06/13/07  04/05/07       99.019               9.81
31315KGW4  06/14/07  05/10/07       99.502               4.98
31315KGX2  06/15/07  03/20/07       98.755              12.45
31315KHA1  06/18/07  06/07/07       99.842               1.58
31315KHB9  06/19/07  03/21/07       98.712              12.88
31315KHC7  06/20/07  01/09/07       97.705              22.95
31315KHD5  06/21/07  03/23/07       98.714              12.86
31315KHE3  06/22/07  06/21/07       99.986               0.14
31315KHH6  06/25/07  06/22/07       99.958               0.42
31315KHJ2  06/26/07  04/25/07       99.118               8.82
31315KHK9  06/27/07  03/27/07       98.684              13.16
31315KHL7  06/28/07  03/30/07       98.712              12.88
31315KHM5  06/29/07  03/20/07       98.555              14.45
31315KHQ6  07/02/07  05/09/07       99.229               7.71
31315KHR4  07/03/07  06/05/07       99.598               4.02
31315KHT0  07/05/07  04/05/07       98.701              12.99
31315KHU7  07/06/07  05/04/07       99.102               8.98
31315KHX1  07/09/07  04/09/07       98.702              12.98
31315KHY9  07/10/07  05/15/07       99.200               8.00
31315KHZ6  07/11/07  06/07/07       99.513               4.87
31315KJA9  07/12/07  04/10/07       98.673              13.27
31315KJB7  07/13/07  07/12/07       99.986               0.14
31315KJE1  07/16/07  01/09/07       97.347              26.53
31315KJF8  07/17/07  06/20/07       99.613               3.87
31315KJG6  07/18/07  04/20/07       98.729              12.71
31315KJH4  07/19/07  04/20/07       98.715              12.85
31315KJJ0  07/20/07  07/19/07       99.986               0.14
31315KJM3  07/23/07  04/23/07       98.701              12.99

                        Section III-F (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KJN1  07/24/07  07/23/07       99.986               0.14
31315KJP6  07/25/07  04/23/07       98.672              13.28
31315KJQ4  07/26/07  07/25/07       99.986               0.14
31315KJR2  07/27/07  04/18/07       98.569              14.31
31315KJU5  07/30/07  04/27/07       98.658              13.42
31315KJV3  07/31/07  07/03/07       99.598               4.02
31315KJW1  08/01/07  07/24/07       99.886               1.14
31315KJX9  08/02/07  07/05/07       99.599               4.01
31315KJY7  08/03/07  05/04/07       98.706              12.94
31315KKB5  08/06/07  07/06/07       99.556               4.44
31315KKC3  08/07/07  08/06/07       99.986               0.14
31315KKD1  08/08/07  07/16/07       99.670               3.30
31315KKE9  08/09/07  07/10/07       99.570               4.30
31315KKF6  08/10/07  07/27/07       99.800               2.00
31315KKJ8  08/13/07  08/10/07       99.958               0.42
31315KKK5  08/14/07  07/18/07       99.613               3.87
31315KKL3  08/15/07  08/14/07       99.986               0.14
31315KKM1  08/16/07  05/21/07       98.760              12.40
31315KKN9  08/17/07  08/16/07       99.988               0.12
31315KKR0  08/20/07  08/17/07       99.963               0.37
31315KKS8  08/21/07  08/20/07       99.988               0.12
31315KKT6  08/22/07  06/27/07       99.197               8.03
31315KKU3  08/23/07  07/20/07       99.513               4.87
31315KKV1  08/24/07  05/23/07       98.672              13.28
31315KKY5  08/27/07  08/01/07       99.627               3.73
31315KKZ2  08/28/07  07/31/07       99.599               4.01
31315KLA6  08/29/07  08/28/07       99.986               0.14
31315KLB4  08/30/07  07/30/07       99.557               4.43
31315KLC2  08/31/07  06/01/07       98.699              13.01
31315KLG3  09/04/07  11/28/06       96.156              38.44
31315KLH1  09/05/07  06/05/07       98.686              13.14
31315KLJ7  09/06/07  08/06/07       99.556               4.44
31315KLK4  09/07/07  09/06/07       99.986               0.14
31315KLN8  09/10/07  08/10/07       99.558               4.42
31315KLP3  09/11/07  09/10/07       99.987               0.13
31315KLQ1  09/12/07  08/15/07       99.600               4.00
31315KLR9  09/13/07  06/12/07       98.670              13.30
31315KLS7  09/14/07  03/13/07       97.410              25.90
31315KLV0  09/17/07  09/14/07       99.960               0.40
31315KLW8  09/18/07  08/22/07       99.649               3.51
31315KLX6  09/19/07  09/18/07       99.986               0.14
31315KLY4  09/20/07  08/06/07       99.356               6.44
31315KLZ1  09/21/07  06/21/07       98.683              13.17
31315KMC1  09/24/07  09/21/07       99.962               0.38
31315KMD9  09/25/07  08/27/07       99.616               3.84
31315KME7  09/26/07  09/25/07       99.987               0.13
31315KMF4  09/27/07  06/29/07       98.710              12.90

                        Section III-F (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KMG2  09/28/07  06/26/07       98.658              13.42
31315KMK3  10/01/07  08/29/07       99.549               4.51
31315KML1  10/02/07  09/24/07       99.897               1.03
31315KMM9  10/03/07  08/31/07       99.553               4.47
31315KMN7  10/04/07  07/05/07       98.698              13.02
31315KMP2  10/05/07  07/02/07       98.645              13.55
31315KMT4  10/09/07  07/09/07       98.684              13.16
31315KMU1  10/10/07  08/22/07       99.367               6.33
31315KMV9  10/11/07  09/12/07       99.619               3.81
31315KMW7  10/12/07  07/19/07       98.784              12.16
31315KMZ0  10/15/07  07/13/07       98.655              13.45
31315KNA4  10/16/07  09/17/07       99.619               3.81
31315KNB2  10/17/07  08/03/07       98.931              10.69
31315KNC0  10/18/07  05/04/07       97.643              23.57
31315KND8  10/19/07  09/25/07       99.693               3.07
31315KNG1  10/22/07  10/19/07       99.962               0.38
31315KNH9  10/23/07  07/20/07       98.642              13.58
31315KNJ5  10/24/07  07/27/07       98.731              12.69
31315KNK2  10/25/07  10/24/07       99.988               0.12
31315KNL0  10/26/07  10/25/07       99.988               0.12
31315KNP1  10/29/07  10/26/07       99.963               0.37
31315KNQ9  10/30/07  07/31/07       98.702              12.98
31315KNR7  10/31/07  10/04/07       99.649               3.51
31315KNS5  11/01/07  07/31/07       98.673              13.27
31315KNT3  11/02/07  11/01/07       99.988               0.12
31315KNW6  11/05/07  08/06/07       98.703              12.97
31315KNX4  11/06/07  10/05/07       99.585               4.15
31315KNY2  11/07/07  11/06/07       99.988               0.12
31315KNZ9  11/08/07  10/09/07       99.610               3.90
31315KPA2  11/09/07  08/31/07       99.043               9.57
31315KPE4  11/13/07  08/13/07       98.686              13.14
31315KPF1  11/14/07  11/13/07       99.988               0.12
31315KPG9  11/15/07  05/09/07       97.329              26.71
31315KPH7  11/16/07  10/19/07       99.644               3.56
31315KPL8  11/19/07  11/16/07       99.964               0.36
31315KPM6  11/20/07  10/23/07       99.646               3.54
31315KPN4  11/21/07  08/24/07       98.791              12.09
31315KPT1  11/26/07  08/24/07       98.723              12.77
31315KPU8  11/27/07  10/29/07       99.646               3.54
31315KPV6  11/28/07  10/30/07       99.646               3.54
31315KPW4  11/29/07  08/31/07       98.770              12.30
31315KPX2  11/30/07  11/01/07       99.645               3.55
31315KQA1  12/03/07  06/27/07       97.748              22.52
31315KQB9  12/04/07  11/06/07       99.661               3.39
31315KQC7  12/05/07  11/08/07       99.675               3.25
31315KQD5  12/06/07  09/05/07       98.743              12.57
31315KQE3  12/07/07  11/13/07       99.715               2.85

                        Section III-F (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2007
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KQH6  12/10/07  12/07/07       99.965               0.35
31315KQJ2  12/11/07  12/10/07       99.988               0.12
31315KQK9  12/12/07  11/13/07       99.654               3.46
31315KQL7  12/13/07  09/13/07       98.807              11.93
31315KQM5  12/14/07  11/15/07       99.650               3.50
31315KQQ6  12/17/07  12/14/07       99.965               0.35
31315KQR4  12/18/07  11/20/07       99.659               3.41
31315KQS2  12/19/07  11/20/07       99.647               3.53
31315KQU7  12/21/07  09/21/07       98.847              11.53
31315KRA0  12/27/07  11/27/07       99.638               3.62
31315KRB8  12/28/07  09/27/07       98.832              11.68
31315KRE2  12/31/07  09/28/07       98.809              11.91














































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