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<br />'1
<br /> I
<br /> I
<br /> I
<br /> I
<br /> I
<br /> !
<br /> I
<br /> I
<br /> I
<br /> i
<br /> I
<br /> I
<br />
<br />CITY
<br />
<br />951227
<br />960809
<br />970326
<br />970014
<br />970421A
<br />970623
<br />960408A
<br />950113
<br />970312
<br />970318
<br />960214
<br />941007A
<br />950915
<br />970116
<br />970620
<br />931230C
<br />951108
<br />970908
<br />970300
<br />970728A
<br />970117
<br />960710
<br />970912
<br />970306
<br />930917
<br />960531
<br />951018
<br />930716
<br />930716
<br />961216
<br />931215A
<br />960001A
<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 />960003
<br />950728B
<br />961218
<br />
<br />STATED
<br />MAT
<br />~ATE
<br />
<br />12/27/00
<br />3/$/01
<br />3/26/01
<br />3/26/01
<br />4/I/01
<br />5/I/01
<br />I/15/02
<br />2/!/02
<br />3/I 2/02
<br />3/I 8/02
<br />2/14/03
<br />2/15/03
<br />6/I 0/03
<br />9/3/03
<br />11/12/03
<br />l 1/25/03
<br />1/25/04
<br />213104
<br />9/10/04
<br />9/15/00
<br />6/25105
<br />7/25/05
<br />10/15/05
<br />1/15~06
<br />4/15106
<br />6/251O6
<br />11/25/06
<br />4/15/08
<br />8125108
<br />9/15/08
<br />11/25/08
<br />4/15/09
<br />1/25/13
<br />1/25/13
<br />6/15/14
<br />5/25/16
<br />8/15/16
<br />3/25/18
<br />10/25/18
<br />11/15/19
<br />12/25/19
<br />5/15/20
<br />6/15/20
<br />6/15/20
<br />6/15/20
<br />7115/20
<br />7/15/20
<br />8/15/20
<br />9/15/20
<br />
<br />BBOKER
<br />
<br />PIPER
<br />DAIN
<br />SB
<br />PIPER
<br />PRU
<br />PRU
<br />DAIN
<br />PRU
<br />NORWEST
<br />SB
<br />PRU
<br />PRU
<br />PRU
<br />DAIN
<br />PIPER
<br />PRU
<br />PRU
<br />PIPER
<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 />
<br />CD-BEAL BANK (DALLAS, TX)
<br />FLHB
<br />FHLB
<br />FFCB
<br />FNMA - 190748
<br />CD-HOUSEHOLD FED [PROSPECt,ILL]
<br />TENN' VALLEY AUTHORITY
<br />FNMA (//226083)
<br />FHLMC
<br />
<br />CD-MFGS T & T BUFFALO, NY
<br />FHLMC POOL F 1465C
<br />FHLMC
<br />FHLMC [Callable 2/14/97]
<br />
<br />FNMA REMIC 3188A
<br />FNMA REMIC 92111H
<br />
<br />FNMA PRN STRIP
<br />FHLMC - FI-IR 1520F
<br />FNMA REMIC 9328PZ
<br />FNMA REMIC 92032D
<br />FHLMC REMIC SERIES 1342 F
<br />FHLMC REMIC 1338G
<br />FHLMC REMIC 1475H
<br />FNMA REMIC 93131C
<br />FNMA REMIC - F2G44H
<br />FHLMC REMIC 1531K
<br />FNMA- FNR 1993-191B
<br />FHLMC REMIC- 1586A
<br />FNMA REMIC 93212B
<br />FHLMC REMIC - 1703JA
<br />FNMA REMIC - 93G01D
<br />FNMA REMIC 9400tM
<br />FHLMC REMIC F 1508D
<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 FH 165J
<br />FHLMC REMIC 1455K
<br />FHLMC FH050H
<br />FHLMC - FHR 147 F
<br />FHLMC REMIC 1038E
<br />FI-1LMC REMIC - 1324DB
<br />FHLMC - FHR 1180 H
<br />FHLMC REMIC - I lOlL
<br />
<br />PRINTED 12/3/97
<br />
<br />PRIN
<br />BAL
<br />1/30197
<br />
<br />97,000.00
<br />220,000.00
<br />250,000.00
<br />300,000.00
<br />133,327.91
<br />78,000.00
<br />140,000.00
<br />15,363.74
<br />200,000.00
<br />250,000.00
<br />96,000.00
<br />25,146.88
<br />200,000.00
<br />250,000.00
<br />150,000.00
<br />212,951.83
<br />100,000.00
<br />420,000.00
<br />300,000.00
<br />115,189.33
<br />77,810.43
<br />170,948.61
<br />163,294.54
<br />43,563.99
<br />200,000.00
<br />200,000.00
<br />100,000.00
<br />260,1 ] 1.94
<br />100,000.00
<br />172,010.13
<br />36,739.82
<br />41,108.56
<br />47,022.69
<br />141,616.88
<br />48,796.70
<br />32,254.72
<br />150,000.00
<br />75,000.00
<br />50,000.00
<br />33,481.35
<br />9,218.63
<br />20,831.96
<br />75,118.69
<br />17,938.75
<br />45,105.45
<br />19,630.99
<br />50,000.00
<br />81,724.34
<br />100,000.00
<br />
<br />PAR
<br />
<br />97,000
<br />220,000
<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 />96,000
<br />122~00
<br />200,000
<br />250,000
<br />150,000
<br />292,675
<br />100,000
<br />420,000
<br />300~00
<br />127,934
<br />77,810
<br />200~00
<br />176,818
<br />50,000
<br />200,000
<br />200~00
<br />100,000
<br />300,000
<br />100,000
<br />183,628
<br />99,855
<br />67,320
<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 />89,789
<br />99,937
<br />100,000
<br />100,000
<br />50,000
<br />243,000
<br />100,000
<br />
<br />YTM
<br />
<br />5.92%
<br />6.47%
<br />6.76%
<br />7.00%
<br />6.97%
<br />6.50%
<br />6.51%
<br />7.80%
<br />7.00%
<br />7.01%
<br />5.50%
<br />7.72%
<br />6.62%
<br />7.00%
<br />6.80%
<br />7.00%
<br />7.I5%
<br />6.67%
<br />7.35%
<br />6.28%
<br />6.65%
<br />6.87%
<br />6.50%
<br />6.65%
<br />6.75%
<br />6.86%
<br />7.52%
<br />6.00%
<br />6.33%
<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 />
<br />
<br />
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