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I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />!
<br />I
<br />!
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />
<br />CITV
<br />
<br />941007A
<br />950915
<br />970116
<br />970620
<br />931230C
<br />951108
<br />970304
<br />970728A
<br />970117
<br />960710
<br />970306
<br />930917
<br />960531
<br />951018
<br />930716
<br />961216
<br />931215A
<br />960401A
<br />960515
<br />940128B
<br />960815
<br />960315
<br />950728A
<br />960226A
<br />960103
<br />940802
<br />951213
<br />941229
<br />940307
<br />940930
<br />950719
<br />940215
<br />960403
<br />950728B
<br />961218
<br />970711
<br />970219
<br />970625
<br />951012
<br />951212
<br />930916
<br />931130
<br />
<br />STATED
<br /> MAT
<br /> DATE BROKER
<br />
<br />2/15/03 PRU
<br />6/10/03 PRU
<br />9/3/03 DAIN
<br />11/12/03 PIPER
<br />11/25/03 PRU
<br />1125104 PRU
<br />9/10/04 PIPER
<br />9/15/04 PRU
<br />6/25/05 PKU
<br />7/25/05 PRU
<br />1/15/06 PKU
<br />4/15/06 PRU
<br />6/25/06 PRU
<br />11125106 PRU
<br />4/15/08 PRU
<br />9/15/08 PRU
<br />11/25/08 PRU
<br />4/15/09 PRU
<br />1/25/13 PRU
<br />1/25/13 PRU
<br />6/15/14 PRU
<br />5/25/16 PRU
<br />8/15/16 PRU
<br />3/25/18 PRU
<br />10/25/18 PRU
<br />I 1/15/19 PRU
<br />12/25/19 PRU
<br />5/15/20 PRU
<br />6ll 5/20 PRU
<br />6/15/20 PRU
<br />6/15/20 PRU
<br />7ll5/20 PRU
<br />7/15/20 PRU
<br />8/15/20 PRU
<br />9/15/20 PRU
<br />10/15/20 PRU
<br />2/15/21 PRU
<br />2/25/21 PRU
<br />4/25/21 PRU
<br />4/25/21 PRU
<br />12/25/21 FNC
<br />7/25/22 FNC
<br />
<br />TOTAL INVESTMENTS
<br />
<br />1997 INVESTMENT ACTIVITY
<br />
<br />SECURITY
<br />pESCRIP
<br />
<br />FHLMC POOL F1465C
<br />FHLMC
<br />FHLMC [Callable 2/14/97]
<br />FNMA
<br />FNMA REMIC 3188A
<br />FNMA REMIC 9211 IH
<br />FNMA PRN STRIP
<br />FHLMC - FI-IR 1520F
<br />FNMA REMIC 9328PZ
<br />FNMA REMIC 92032D
<br />FHLMC REMIC 1338G
<br />FHLMC REMIC 1475H
<br />FNMA REMIC 93131C
<br />FNMA REMIC - F2G44H
<br />FHLMC REMIC 1531K
<br />FHLMC REMIC - 1586A
<br />FNMA REMIC 93212B
<br />FHLMC REMIC - 1703JA
<br />FNMA REMIC - 93G01D
<br />FNMA REMIC 94001M
<br />FHLMC REMIC FIS08D
<br />FNMA REMIC - 93094D
<br />FHLMC - FHR 1522 C
<br />FNMA REMIC - 2118PG
<br />FNMA REMIC - 93025D
<br />FHLMC REMIC (FHO34C)
<br />FNMA REMIC 1991 (91135G)
<br />FHLMC REMIC FH165J
<br />FHLMC REMIC 1455K
<br />FHLMC FH050H
<br />FHLMC - FI-IR 147 F
<br />FHLMC REMIC 1038E
<br />FHLMC REMIC - 1324DB
<br />FHLMC - FHR 1180 H
<br />FHLMC REMIC - 1101L
<br />FHLMC REMIC FI081J
<br />FHLMC REMIC - 1289PL
<br />FNMA FNR-1991-7 H
<br />FNMA REMIC (92G23J)
<br />FNMA REMIC 92097D
<br />FNMA REMIC 138FC
<br />FNMA REMIC 1992-129
<br />
<br />Unamortized Premiums
<br />Unamortized Discounts
<br />
<br />4M Fund/Checking Account
<br />Money Market Accounts
<br />
<br />Net Cash and Investments
<br />
<br />PRINTED 8/1/97
<br />
<br />PRIN
<br />BAL
<br />7/31/97
<br />
<br />72,346.51
<br />200,000.00
<br />250,000.00
<br />150,000.00
<br />222,704.11
<br />100,000.00
<br />300,000.00
<br />127,934.31
<br />77,810.43
<br />200,000.00
<br />50,000.00
<br />200,000.00
<br />200,000.00
<br />100,000.00
<br />260,111.94
<br />170,602.79
<br />49,828.92
<br />49,836.75
<br />116,032.84
<br />213,768.58
<br />75,890.28
<br />50,193.42
<br />150,000.00
<br />75,000.00
<br />50,000.00
<br />38,450.10
<br />15,568.75
<br />47,031.67
<br />86,602.56
<br />25,489.20
<br />52,149.17
<br />23,497.16
<br />50,000.00
<br />104,925.63
<br />100,000.00
<br />55,000.00
<br />120,000.00
<br />129,000.00
<br />7,388.89
<br />40,000.00
<br />300,000.00
<br />100,000.00
<br />
<br />15,414,557.59
<br />
<br /> 39,477.96
<br />-245,581.12
<br />
<br />476,907.31
<br />1,787,185.71
<br />
<br />17,472,547.45
<br />
<br />PAR
<br />
<br />122,000
<br />200,000
<br />250,000
<br />150,000
<br />226,611
<br />100,000
<br />300,000
<br />127,934
<br />77,810
<br />200,000
<br />50,000
<br />200,000
<br />200,000
<br />100,000
<br />300,000
<br />188,052
<br />100,000
<br />85,000
<br />250,000
<br />250,000
<br />100,000
<br />60,000
<br />150,000
<br />75,000
<br />50,000
<br />97,975
<br />41,212
<br />100,000
<br />50,000
<br />99,937
<br />100,000
<br />100,000
<br />50,000
<br />150,000
<br />I00,000
<br />55,000
<br />120,000
<br />129,000
<br />130,000
<br />40,000
<br />300,000
<br />100,000
<br />
<br />YTM
<br />
<br />7.72%
<br />6.62%
<br />7.00%
<br />6.80%
<br />7.00%
<br />7.15%
<br />7.35%
<br />6.28%
<br />6.65%
<br />6.87%
<br />6.65%
<br />6.75%
<br />6.86%
<br />7.52%
<br />6.00%
<br />7.69%
<br />6.00%
<br />7.57%
<br />6.44%
<br />5.40%
<br />6.35%
<br />6.45%
<br />7.70%
<br />6.16%
<br />6.98%
<br />7.85%
<br />7.12%
<br />8.58%
<br />6.54%
<br />7.82%
<br />7.63%
<br />6.66%
<br />7.48%
<br />7.70%
<br />6.95%
<br />7.00%
<br />7.34%
<br />7.84%
<br />7.15%
<br />7.60%
<br />4.76%
<br />6.00%
<br />
<br />5
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<br />
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