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I
<br />I
<br />
<br />I
<br />I
<br />
<br />1
<br />
<br />CITY
<br />
<br />960214
<br />960403
<br />960531
<br />960710
<br />961216
<br />961218
<br />970117
<br />970219
<br />970306
<br />970623
<br />970625
<br />970711
<br />970814
<br />970912
<br />971117
<br />971205
<br />971209
<br />971212
<br />971223
<br />980319
<br />980420
<br />980422
<br />980717
<br />980812
<br />980909
<br />980918
<br />980922
<br />980924
<br />981007
<br />981008
<br />981104
<br />981124
<br />981221
<br />990111
<br />990129
<br />990210
<br />990211
<br />990315
<br />990326
<br />990401
<br />990408
<br />931215A
<br />931230C
<br />950728A
<br />960226A
<br />960401A
<br />970421A
<br />970421B
<br />970716A
<br />970728A
<br />970917A
<br />970917B
<br />980112A
<br />980112B
<br />980914A
<br />
<br />STATED
<br />MAT
<br />
<br />2/14~03
<br />7115120
<br />6/25106
<br />7/2 5/05
<br />9115/08
<br />9/15/20
<br />6/25105
<br />2/15/21
<br />1115/06
<br />5/I/01
<br />2/25/2 I
<br />10/15/20
<br />8/24/99
<br />I O/15/05
<br />8/25108
<br />10/25/16
<br />8/25120
<br />11/28/02
<br />2/15/21
<br />3/19/01
<br />4/25/20
<br />4/22/03
<br />7/17/03
<br />3/25/09
<br />3/25/23
<br />9l 18/01
<br />7/25/23
<br />4/25/23
<br />6/15/08
<br />8/25/17
<br />9/25/22
<br />5/24/04
<br />1/15/24
<br />12ll 5121
<br />5l 15/22
<br />2/I 0/03
<br />I Ill 5/23
<br />3/15/04
<br />6ll 7/99
<br />3/15/08
<br />6/24/99
<br />11/25/08
<br />I 1/25/03
<br />8/15/16
<br />3/25/18
<br />4/I 5/09
<br />4/1/01
<br />5/25/99
<br />1/24/00
<br />9/15/04
<br />8/7/00
<br />9/15/21
<br />7/12/01
<br />9/25/10
<br />8/26/03
<br />
<br />PRU
<br />PRU
<br />PRU
<br />PRU
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<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
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<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />
<br />1999 CASH AND INVESTMENT ACTIVITY
<br />
<br /> BV
<br /> SOLD/ PRIN
<br />SECURITY PURCH MATURE BAL-
<br />DESCRIP CUSIP 1999 1999 8/3119~
<br />
<br />CD-MFGS T 564759CR7R 96,000.00
<br />FHLMC REM 312910S78C 33,973.46
<br />FNMA REM/ 31359BEE3C 53,786.75
<br />FNMA REM/ 31358L3KOC 28,987.00
<br />FHLMC REM 3133T1C-q'q0C 38,535.83
<br />FHLMC REM 312906UB4C 47,794.87
<br />FNMA REMI 31358TS59C 33,291.99
<br />FHLMC REM 312910HH8C 47,846.84
<br />FHLMC REM 312911UJTC 4,709.72
<br />CD-HOUSEH 441800NS4R 0.00
<br />FNMA FNR- 31358FZW2 31,000.00
<br />FHLMC REM 312905P89C 25,152.96
<br />CD-FLEET B 33900MBN2R 50,000.00
<br />FHLMC REM 312911FX3C 40,062.12
<br />FNMA - FNR 31359EUF6 0.00
<br />FNMA - FNR 31359BTLI 80,684.56
<br />FNMA -FNR 31358QVD4 28,824.05
<br />CD-F/qB KEY 320950AJ7R 0.00
<br />FMAC FHR 1 312905TV4 12,290.48
<br />FEDERAL N 999221D27C 200,000.00
<br />FNMA REMI 31359ADH9C 71,984.56
<br />CD TELEBA 87925VAD2R 0.00
<br />FED NATL M 31364FZ20C 0.00
<br />FNR 1994-34 313596241 23,208.87
<br />FNR 1993-44 31358LTKN8 65,932.48
<br />CD-PROVIDE 743836QV3R 0.00
<br />FNR-1993-10 31359BBW6C 22,227.64
<br />FANNIE MA 31359GDJ2C 0.00
<br />FHR-1531-0 312916HD4C 0.00
<br />FNR 1993-145 31359DCA9R 86,000.00
<br />FNR G93-27C 31359B2Z9C 0.00
<br />FEDHOME L 3133M6KT4C 0.00
<br />FHR 1720B 3133T5DD2 0.00
<br />FHR 1508 G 312916AH2 90,000.00 0.00
<br />FHR 1534G 312916LrD9C 100,000.00 0.00
<br />FANNIE MA 31364GTF6C 250,000.00 0.00
<br />FHR 1673M 3133T3S74C 71,000.00 7,151.18
<br />FH LMC 3134A3DToC 250,000.00 0.00
<br />CD-Irnperial B 452558AQ2R 98,000.00 98,000.00
<br />FHR 1471 G 312914E42C 275,000.00 0.00
<br />CD MIDFIRS 597410LIF4R 94,000.00 94,000.00
<br />FNMA REM/ 31359ER37C 9,131.07
<br />FNMA REM! 31359EQA2C 21,444.39
<br />FHLMC - FH 3129154T5C 35,482.39
<br />FNMA REM/ 31358PFA03 45,524.39
<br />FHLMC REM 3133T4Y75C 11,470.02
<br />FNMA -1907 31368HZMSC 19,716.77
<br />CD-LA SALL 51802UYZ3R 50,000.00
<br />CD-FIRST N 320953AXOR 0.00
<br />FHLMC- FH 312915TA9C 53,817.99
<br />CD-MBNA A 55261WHDIR 0.00
<br />FHLMC REM 312904GT6C 54,171.76
<br />CD-PEOPLES 710198FL 1R 96,000.00
<br />FNMA FNRX 31359EQU8 15,352.87
<br />CD-KEY BA 493066ALSR 0.00
<br />
<br />PRINTED 9/3/99
<br />
<br />0.00
<br />-0.01
<br />77,177.68
<br />0.00
<br />70,282.90
<br />0.00
<br />533.20
<br />34,028.23
<br />-0.02
<br />78,000.00
<br />80,000.00
<br />12,254.63
<br />0.00
<br />0.00
<br />100,000.00
<br />89,374.96
<br />0.02
<br />96,000.00
<br />27,709.52
<br />0.00
<br />48,015.44
<br />96,000.00
<br />250,000.00
<br />46,791.13
<br />43,242.98
<br />96,000.00
<br />32,965.88
<br />300,0O0.00
<br />88,788.82
<br />483,000.00
<br />100,000.00
<br />250,000.00
<br />135,000.00
<br />90,000.00
<br />100,000.00
<br />250,000.00
<br />63,848.82
<br />250,000.00
<br />0.00
<br />275,000.00
<br />0.00
<br />9,771.68
<br />158,434.69
<br />57,834.83
<br />0.00
<br />33,826.67
<br />83,366.33
<br />0.00
<br />40,000.00
<br />26,179.52
<br />95,000.00
<br />176,930.79
<br />0.00
<br />27,297.82
<br />20,000.00
<br />
<br />PAR
<br />
<br />96,000
<br />50,000
<br />200,000
<br />200,000
<br />183,628
<br />100,000
<br />77,810
<br />120,000
<br />50,000
<br />78,000
<br />129,000
<br />55,000
<br />50,000
<br />176,818
<br />100,000
<br />245,000
<br />60,000
<br />96,000
<br />40,000
<br />200,000
<br />120,000
<br />96,000
<br />250,000
<br />70,000
<br />136,738
<br />96,000
<br />68,932
<br />300,000
<br />88,789
<br />569,082
<br />100,000
<br />250,000
<br />135,000
<br />90,000
<br />100,000
<br />250,000
<br />71,000
<br />250,000
<br />98,000
<br />275,000
<br />94,000
<br />99,855
<br />292,675
<br />150,000
<br />75,000
<br />94,720
<br />152,450
<br />50,000
<br />40,000
<br />127,934
<br />95,000
<br />255,714
<br />96,000
<br />50,000
<br />20,000
<br />
<br />YTM
<br />
<br />5.50%
<br />7.48%
<br />6.86%
<br />6.87%
<br />7.69%
<br />6.95%
<br />6.65%
<br />7.34%
<br />6.65%
<br />6.50%
<br />7.84%
<br />7.00%
<br />6.15%
<br />6.50%
<br />6.33%
<br />6.21%
<br />6.88%
<br />6.25%
<br />6.81%
<br />6.01%
<br />6.50%
<br />6.01%
<br />6.00%
<br />6.00%
<br />6.50%
<br />5.40%
<br />6.50%
<br />6.50%
<br />5.87%
<br />5.82%
<br />6.00%
<br />6.00%
<br />7.50%
<br />6.43%
<br />6.02%
<br />5.50%
<br />6.93%
<br />6.30%
<br />5.05%
<br />7.00%
<br />5.45%
<br />6.00%
<br />7.00%
<br />7.70%
<br />6.16%
<br />7.57%
<br />6.97%
<br />6.60%
<br />6.15%
<br />6.28%
<br />6.15%
<br />7.21%
<br />6.00%
<br />6.20%
<br />5.70%
<br />
<br />
<br />
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