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q
<br />
<br />CITY
<br />INVEST #
<br />
<br />960119
<br />950724A
<br />941017
<br />940525A
<br />930308
<br />960410
<br />940502A
<br />960415B
<br />930902
<br />960617
<br />951208
<br />950518
<br />960709
<br />960116B
<br />960408B
<br />931006B
<br />930929
<br />931006A
<br />961002
<br />941109
<br />961226
<br />940728
<br />950713
<br />941007B
<br />960207A
<br />960226B
<br />970206 B
<br />960327
<br />970206 A
<br />960805
<br />951116
<br />961129
<br />961217
<br />951227
<br />960809
<br />960408A
<br />950113
<br />950331A
<br />960214
<br />941007A
<br />950915
<br />970116
<br />931230C
<br />951108
<br />970117
<br />960710
<br />930917
<br />960531
<br />951018
<br />
<br />MAT
<br />DATE
<br />
<br />1/21/97
<br />1/24/97
<br />2/I/97
<br />2/25/97
<br />3/8/97
<br />4/10/97
<br />9/30/97
<br />4/3/98
<br />5/21/98
<br />6/17/98
<br />6/30/98
<br />7/1/98
<br />7/9/98
<br />7/15/98
<br />7/20/98
<br />9/9/98
<br />9/29/98
<br />9/30/98
<br />10/2/98
<br />I0/25/98
<br />6/24/99
<br />7/1/99
<br />9/1/99
<br />10/7/99
<br />11/8/99
<br />11/15/99
<br />2/25/00
<br />3/27/00
<br />8~25/00
<br />10/10/00
<br />1 i/8/00
<br />11/30/00
<br />12/19/00
<br />12/27/00
<br />3/5/01
<br />1/15/02
<br />2/1/02
<br />9/10/02
<br />2/14/03
<br />2/15/03
<br />6/10/03
<br />9/3/03
<br />11/25/03
<br />1/25/04
<br />6/25/05
<br />7/25/05
<br />4/15/06
<br />6/25/06
<br />11/25/06
<br />
<br />BROKER
<br />
<br />DAIN
<br />PIPER
<br />PRU
<br />PRU
<br />SB
<br />FNB-ER
<br />PRU
<br />PIPER
<br />PRU
<br />FNC
<br />PIPER
<br />DAIN
<br />PIPER
<br />PIPER
<br />PRU
<br />SB
<br />SB
<br />SB
<br />PRU
<br />PRU
<br />PIPER
<br />PRU
<br />PRU
<br />SB
<br />PIPER
<br />PIPER
<br />PIPER
<br />PIPER
<br />PIPER
<br />PRU
<br />PIPER
<br />SB
<br />PIPER
<br />PIPER
<br />DAIN
<br />DAIN
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />DAiN
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />
<br />199~ INVESTMENT ACTIVITY
<br />
<br />SECURITY
<br />DESCRIP
<br />
<br />CD-GREEN CONTRY MIAMI, OK
<br />SALLIEMAE (Callable 7/24/96)
<br />FHLMC GOLD (MI 2783)
<br />FNMA REMIC 93008C
<br />CD-MBNA AMERICA BANK
<br />CD-First National - ER
<br />US TREASURY NOTES
<br />
<br />CD-BANKERS TRUST
<br />CD-US TRUST COMPANY [NY]
<br />
<br />MN ST I-WA SFM (taxable)
<br />FffLB STEP-UP (Callable 719/97)
<br />FMNA MTN
<br />
<br />FHLMC
<br />CD-GREENWOOD TRUST
<br />FNMA (Callable 9/30/96)
<br />CD-MTB BANK OF NY, NY
<br />FNMA REMIC 93194B
<br />FFCB (Callable 6/24/1997)
<br />FHLMC GOLD L7 2641
<br />FHLMB (Callable 9/1/97)
<br />CD-BANK OF NEW YORK
<br />CD-BERKELEY FED B&T
<br />TENN VALLEY AU'It{ORITY
<br />FHLB Strips
<br />FHLB
<br />FHLB Strips
<br />
<br />CD-UNITED JERSEY BANK
<br />FNMA MTN (Callable 11/30/98)
<br />FHLB
<br />CD-BEAL BANK (DALLAS, TX)
<br />FLHB
<br />TENN VALLEY AUTHORITY
<br />FNMA (#226083)
<br />FNMA
<br />CD-MFGS T & T BUFFALO, NY
<br />FHLMC POOL F1465C
<br />FIE,MC
<br />FI-ILMC [Callable 2/14/97]
<br />FNMA REMIC 3188A
<br />FNMA REMIC 92111H
<br />FNMA REMIC 9328PZ
<br />FNMA REMIC 92032D
<br />FHLMC REMIC 1475H
<br />FNMA REMIC 93131C
<br />FNMA REMIC - F2G44H
<br />
<br />PRINTED 3~3~97
<br />
<br />PRIN
<br /> BAL
<br />2/2~t97
<br />
<br />0.00
<br />0.00
<br />0.00
<br />0.01
<br />90,000.00
<br />200,000.00
<br />101,000.00
<br />300,000.00
<br />I00,000.00
<br />95,000.00
<br />250,000.00
<br />265,000.00
<br />250,000.00
<br />500,000.00
<br />I00,000.00
<br />1,500,000.00
<br /> 90,000.00
<br />1,500,000.00
<br />96,000.00
<br />88,271.66
<br />500,000.00
<br />241,886.55
<br />200,000.00
<br />96,000.00
<br />97,000.00
<br />258,750.00
<br />240,000.00
<br />300,000.00
<br />250,000.00
<br />70,000.00
<br />97,000.00
<br />300,000.00
<br />250,000.00
<br />97,000.00
<br />220,000.00
<br />140,000.00
<br />32,303.14
<br />95,000.00
<br />96,000.00
<br />122,000.00
<br />200,000.00
<br />250,000.00
<br />205,296.02
<br />100,000.00
<br />77,810.43
<br />200,000.00
<br />200,000.00
<br />200,000.00
<br />100,000.00
<br />
<br /> PAR
<br />
<br />100,000
<br />600,000
<br />85,028
<br />75,000
<br />90,000
<br />200,000
<br />101,000
<br />300,000
<br />I00,000
<br />95,000
<br />250,000
<br />265,000
<br />250,000
<br />500,000
<br />100,000
<br />1,500,000
<br /> 90,000
<br />1,500,000
<br />96.000
<br />159,000
<br />500,000
<br />250,000
<br />200,000
<br />96,000
<br />97,000
<br />258,750
<br />240,000
<br />300,000
<br />250,000
<br />70,000
<br />97,000
<br />300,000
<br />250,000
<br />97,000
<br />220,000
<br />140,000
<br />I03,204
<br />95,000
<br />96,000
<br />122,000
<br />200,000
<br />250,000
<br />197,578
<br />100,000
<br />77,810
<br />200,000
<br />200,000
<br />200,000
<br />100,000
<br />
<br />YTM
<br />
<br /> 5.35%
<br /> 6.38%
<br /> 6.80%
<br /> 6.38%
<br /> 4,75%
<br /> 5.75%
<br /> 6.03%
<br /> 6.04%
<br /> 5.25%
<br /> 6.10%
<br /> 5.65%
<br /> 7.10%
<br /> 6.25%
<br /> 4.50%
<br /> 6.00%
<br /> 4.95%
<br /> 5.00%
<br /> 4.95%
<br /> 6.25%
<br /> 7.19%
<br />
<br /> 6.50%
<br /> 6.57%
<br /> 6.60%
<br /> 5.40%
<br /> 5.35%
<br /> 6.08%
<br /> 6.60%
<br /> 6.11%
<br /> 6.86%
<br /> 6.00%
<br /> 6.25%
<br />
<br /> 6.47%
<br /> 6.51%
<br /> 7.80%
<br /> 7.52%
<br /> 5.50%
<br /> 7.72%
<br /> 6.62%
<br /> 7.00%
<br /> 5.76%
<br /> 7.15%
<br /> 6.65%
<br /> 6.87%
<br /> 6.75%
<br /> 6.86%
<br /> 7.52%
<br />
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