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CITY
<br />I~VEST #
<br />
<br /> 960119
<br /> 950724A
<br /> 941017
<br /> 940525A
<br /> 930308
<br /> 960410
<br /> 970403
<br /> 970307
<br /> 940502A
<br /> 960415B
<br /> 970441
<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 /> 970421B
<br />961226
<br />940725
<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 />970326
<br />970414
<br />970421A
<br />960408A
<br />950113
<br />970312
<br />970318
<br />950331A
<br />960214
<br />941007A
<br />950915
<br />970116
<br />931230C
<br />951108
<br />
<br />STATED
<br />MAT
<br />DATE
<br />
<br />1/21/97
<br />1/24/97
<br />2/1/97
<br />2/25/97
<br />3/8/97
<br />4110197
<br />4/14/97
<br />6/5/97
<br />9/30/97
<br />4/3/98
<br />4/11/98
<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 />1012198
<br />10/25/98
<br />5/25/99
<br />6/24/99
<br />7/1/99
<br />9/1/99
<br />t 0/7/99
<br />1 I/8/99
<br />11/15/99
<br />2/25t00
<br />3/27100
<br />8125/00
<br />10/10/00
<br />1 I/8/00
<br />11/30/00
<br />12/I 9/00
<br />12/27/00
<br />3/5/01
<br />3/26/01
<br />3/26/01
<br />4/1/01
<br />1/15/02
<br />2/I/02
<br />3/I 2/02
<br />3/18/02
<br />9/10/02
<br />2314/03
<br />2/15~03
<br />6110103
<br />9/3/03
<br />11/25/03
<br />1/25/04
<br />
<br />BROKER
<br />
<br /> DAIN
<br /> PIPER
<br /> PKU
<br /> PRU
<br /> SB
<br /> FNB-ER
<br /> PIPER
<br /> NOSEC
<br /> PRU
<br /> PIPER
<br /> FNB-ER
<br /> PRU
<br /> FNC
<br /> PIPER
<br /> DArN
<br /> PIPER
<br /> PIPER
<br /> PRU
<br /> SB
<br /> SB
<br />SB
<br />PRU
<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 />DArN
<br />SB
<br />PIPER
<br />PRU
<br />DArN
<br />PP.U
<br />NORWEST
<br />SB
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />DArN
<br />PRU
<br />PRU
<br />
<br />997 INVESTMENT ACTIVITY
<br />
<br />SECURITY
<br />DESCRIP
<br />
<br /> CD-GREEN CONTRY MIAMI, OK
<br /> SALLIEMAE (Callable 7/24/96)
<br /> FHLMC GOLD (541 2783)
<br /> FNMA REMIC 93008C
<br /> CD-MBNA AMERICA BANK
<br /> CD-First National - ER
<br /> FHLB MULTI STEP-UP [Callable 4/12/97]
<br /> CD-NORTHLAND SECURITY
<br /> US TREASURY NOTES
<br />
<br /> CD-First National - ER
<br /> CD-BANKERS TRUST
<br /> CD-US TRUST COMPANY [NY]
<br /> FNMA
<br />MN ST HFA SFM (taxable)
<br />FHLB STEP-UP (Callable 7/9/97)
<br />FMNA ~
<br />
<br />FHLMC
<br />CD-GREENWOOD TRUST
<br />FNMA (Callable 9/30/96)
<br />CD-MTB BANK OF NY, NY
<br />FN'MA REM/C 93194B
<br />CD-LA SALLE [EXCHANGE] NATL
<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 AUTHORITY
<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 />FHLB
<br />FFCB
<br />FNMA - 190748
<br />TENN VALLEY AUTHORITY
<br />FNMA (//226083)
<br />FHLMC
<br />
<br />FNMA
<br />CD-MFGS T & T BUFFALO, NY
<br />FHLMC POOL F1465C
<br />FHLMC
<br />FHLMC [Callable 2/14/97]
<br />FNMA REMIC 3188A
<br />FNMA REMIC 92111H
<br />
<br />PRINTED 6/3/97
<br />
<br />PRIN
<br />BAL
<br />5/31/97
<br />
<br />0.00
<br />0.00
<br />0.00
<br />0.01
<br />0.00
<br />0.00
<br />0.00
<br />500,000.00
<br />101,000.00
<br />30~000.00
<br />250,000.00
<br />100,000.00
<br />95,000.00
<br />250,000.00
<br />265,000.00
<br />250,000.00
<br />500,000.00
<br />100,000.00
<br />1,500,000.00
<br /> 90,000.00
<br />1,500,000.00
<br />96,000.00
<br />74215.02
<br />50,000.00
<br />500,000.00
<br />214,227.21
<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 />250,000.00
<br />300,000.00
<br />149,716.94
<br />140,000.00
<br />26,364.14
<br />200,000.00
<br />250,000.00
<br />95,000.00
<br />96,000.00
<br />94,655.47
<br />200,000.00
<br />250,000.00
<br />227,507.77
<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 />300,000
<br />500,000
<br />101,000
<br />300,000
<br />250,000
<br />100,000
<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 />50,000
<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 />250,000
<br />300,000
<br />152,450
<br />140,000
<br />103,204
<br />200,000
<br />250,000
<br />95,000
<br />96,000
<br />122,000
<br />200,000
<br />250,000
<br />226,611
<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 />7.00%
<br />5.76%
<br />6.03%
<br />6.04%
<br />6.25%
<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 />6.6O%
<br />6.00%
<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 />6.50%
<br />5.92%
<br />6.47%
<br />6.76%
<br />7.00%
<br />6.97%
<br />6.51%
<br />7.80%
<br />7.00%
<br />7.01%
<br />7.52%
<br />5.50%
<br />7.72%
<br />6.62%
<br />7.00%
<br />7.00%
<br />7.15%
<br />
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