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I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />I
<br />
<br />CITY
<br />INVEST #
<br />
<br />970326
<br />970414
<br />970421A
<br />970623
<br />960408A
<br />950113
<br />970312
<br />970318
<br />950331A
<br />960214
<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 />
<br />STATED
<br />MAT
<br />DATE
<br />
<br />3/26/01
<br />3/26/01
<br />4/1/01
<br />5/I/01
<br />I / 15/02
<br />2/1/02
<br />3/12/02
<br />3/18/02
<br />9/10/02
<br />2/14/03
<br />2/15/03
<br />6/10/03
<br />9/3/03
<br />I 1/12/03
<br />11/25/03
<br />I/25/04
<br />9/10/04
<br />9/15/04
<br />6/25/05
<br />7/25/05
<br />1/15/06
<br />4/I 5/06
<br />6/25/06
<br />11/25/06
<br />4/15/08
<br />9/15/08
<br />I 1/25/08
<br />4/15/09
<br />1/25/13
<br />1/25/13
<br />6/15/14
<br />5/25/16
<br />8115116
<br />3/25/18
<br />10/25/18
<br />11/t5/19
<br />12/25/19
<br />5/15/20
<br />6/15/20
<br />6/I 5/20
<br />6/15/20
<br />7/15/20
<br />7/15/20
<br />8/I 5120
<br />9/15/20
<br />10/15/20
<br />2/15/21
<br />
<br />SB
<br />PIPER
<br />PRU
<br />PRU
<br />DAIN
<br />PRU
<br />NORWEST
<br />SB
<br />PRU
<br />PRU
<br />PRU
<br />PRU
<br />DAIN
<br />PIPER
<br />PRU
<br />PRU
<br />PIPER
<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 />
<br />1997 INVESTMENT ACTIVITY
<br />
<br />SECURITY
<br />DESCRIP
<br />
<br />FHLB
<br />FFCB
<br />FNMA - 190748
<br />CD-HOUSEHOLD FED [PROSPECT,ILL]
<br />TENN VALLEY AUTHORITY
<br />FNMA (#226083)
<br />FHLMC
<br />FNMA MTN
<br />FNMA
<br />CD-MFGS T & T BUFFALO, NY
<br />FHLMC POOL F1465C
<br />FHLMC
<br />FHLMC [Callable 2114/97]
<br />FNMA
<br />FNMA REMIC 3188A
<br />FNMA REMIC 92111H
<br />FNMA PRN STRIP
<br />FHLMC - FHR 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 F1508D
<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 FHI65J
<br />FHLMC REMIC 1455K
<br />FHLMC FH050H
<br />FHLMC - FHR 147 F
<br />FHLMC REMIC 10388
<br />FHLMC REMIC - 1324DB
<br />FHLMC - FHR 1180 H
<br />FHLMC REMIC - 1101L
<br />FHLMC REMIC Fl 081J
<br />FHLMC REMIC - 1289PL
<br />
<br />PRINTED 9/3197
<br />
<br />PRIN
<br />BAL
<br />8/31/97
<br />
<br />250,000.00
<br />300,000.00
<br />142,028.98
<br />78,000.00
<br />140,000.00
<br />20,691.55
<br />200,000.00
<br />250,00O.00
<br />95,000.00
<br />96,000.00
<br />60,956.34
<br />200,000.00
<br />250,000.00
<br />150,000.00
<br />220,284.25
<br />100,000.00
<br />300,000.00
<br />124,757.76
<br />77,810.43
<br />194,667.45
<br />50,000.00
<br />200,000.00
<br />200,000.00
<br />100,000.00
<br />260,111.94
<br />181,498.83
<br />45,891.07
<br />47,630.52
<br />98,671.26
<br />193,814.76
<br />69,070.26
<br />45,677.92
<br />150,000.00
<br />75,000.00
<br />50,000.00
<br />37,469.79
<br />13,768.79
<br />41,274.59
<br />84,808.41
<br />23,824.33
<br />50,860.31
<br />22,673.88
<br />50,000.00
<br />100,061.40
<br />100,000.00
<br />55,000.00
<br />120,000.00
<br />
<br />PAR
<br />
<br />250,000
<br />300,000
<br />152,450
<br />78,000
<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 />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 />20O,656
<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 />I00,000
<br />50,000
<br />99,937
<br />100,000
<br />100,000
<br />50,000
<br />150,000
<br />100,000
<br />55,000
<br />120,000
<br />
<br />YTM
<br />
<br />6.76%
<br />7.O0%
<br />6.97%
<br />6.50%
<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 />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 />?.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 />
<br />
<br />
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