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2004 CASH AND INVESTMENT ACTIVITY
<br />BV
<br />STATED
<br />PRIN
<br />SOLD!
<br />PRIM
<br />CITY
<br />MAT
<br />SECURITY
<br />BAL
<br />PURCH
<br />MATURE
<br />BAL
<br />INVESTH
<br />DATE;
<br />BROKER
<br />DESCRIP
<br />CUSIP
<br />01/01/2004
<br />2004
<br />2004
<br />10/31/2004
<br />PAR
<br />YTM
<br />971212
<br />11/28/2002
<br />LIDS
<br />CD-FNB KEYSTONE,
<br />320950AJ7R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />6.25%
<br />01042011
<br />02/18/2004
<br />L111S
<br />FNR G97-1-K
<br />31359NNZO
<br />3,766.34
<br />3,766.34
<br />0.00
<br />377,695
<br />6.75%
<br />020724
<br />07/26/2004
<br />HISS
<br />CD-ANCI [Olt BANK I
<br />032841LS5R
<br />96,000.00
<br />96,000.00
<br />0.00
<br />96,000
<br />2.90%
<br />020220C
<br />08/20/2004
<br />MIS
<br />CD -SECOND NATIOP
<br />813592AC6R
<br />96,000.00
<br />96,000.00
<br />0.00
<br />96,000
<br />3.70%
<br />02022811
<br />08/30/2004
<br />UBS
<br />CD -GATEWAY BANL
<br />367587AR3R
<br />96,000.00
<br />96,000.00
<br />0.00
<br />96,000
<br />3.80%
<br />000623
<br />09/01/2004
<br />U11S
<br />FHLMC
<br />312833KL4C
<br />1,307.75
<br />1,307.74
<br />0.01
<br />165,694
<br />7.53%
<br />020515
<br />11/15/2004
<br />UBS
<br />CD-SOVEREIGN➢AP
<br />84603MEP7R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />3.90%
<br />020222
<br />02/22/2005
<br />OBS
<br />CD -REPUBLIC BANK
<br />760310BEIR
<br />99,000.00
<br />0.00
<br />99,000.00
<br />99,000
<br />4.10%
<br />020730B
<br />08/01/2005
<br />OBS
<br />CD-WYOMING COW
<br />98322RA14R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />3.50%
<br />020920
<br />09/20/2005
<br />OBS
<br />CD -GREEN POINT 13A
<br />395380DAR
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />2.90%
<br />020925A
<br />09/26/2005
<br />1111S
<br />CD -FIRST BANK IIIG
<br />319140EF2R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />2.90%
<br />03022811
<br />08/28/2006
<br />UBS
<br />CD-WAYPOINT BAN
<br />94675PAZ411
<br />96,000.00
<br />96,000.00
<br />0.00
<br />96,000
<br />2.00%
<br />02092511
<br />09/25/2006
<br />UBS
<br />CD-MII.I.CREFK➢AP
<br />59982PBA911
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />3.75%
<br />020206
<br />02/06/2007
<br />MIS
<br />CD-LFI ]MAN 13ROS
<br />52519CWV6R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />5.00%
<br />020.313B
<br />03/13/2007
<br />MIS
<br />CD-IIANCOCK BANI,
<br />409746AA2R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />5.15%
<br />020320
<br />03/20/2007
<br />MIS
<br />CD-FIRF-SIDFTIIRIF
<br />318233DX8R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />5.05%
<br />020322
<br />03/22/2007
<br />IJBS
<br />CD-KANSAS STATE I
<br />485382AT2R
<br />99,000.00
<br />0.00
<br />99,000.00
<br />99,000
<br />5.10%
<br />020410
<br />04/10/2007
<br />IJ13S
<br />CD-FLORIDA BANK
<br />340558DD4R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000
<br />5.35%
<br />020816A
<br />12/25/2007
<br />MIS
<br />FNR 1993.10.Pli
<br />3135STPXI
<br />31,589.05
<br />17,520.50
<br />14,068.55
<br />79,381
<br />6.50%
<br />031216
<br />03/15/2008
<br />UBS
<br />1:111-MC
<br />3133FOE88
<br />500,000.00
<br />0.00
<br />500,000.00
<br />500,000.00
<br />3.65%
<br />990401
<br />03/152008
<br />UBS
<br />FIIR 1471 G
<br />312914E42C
<br />99,875.20
<br />36,728.71
<br />63,146.49
<br />275,000
<br />7.00%
<br />040622
<br />04/15/2008
<br />I111S
<br />HILB
<br />3133MXYH6
<br />250,000.00
<br />0.00
<br />250,000.00
<br />250,000
<br />3.50%
<br />040830
<br />0825/2019
<br />I111S
<br />FNR 2004 68 131'
<br />BCCOFWEMO
<br />500,000.00
<br />12.05
<br />499,987.95
<br />500,000
<br />981002A
<br />05/25/2008
<br />IIBS
<br />FNMA REMICSERIE'
<br />31359BUX3C
<br />1,318.57
<br />0.00
<br />1,318.57
<br />317,680
<br />5.92%
<br />020909
<br />02/15/2009
<br />1111S
<br />FIIR 16790
<br />3133T4CR5
<br />13,544.60
<br />13,544.61
<br />-0.01
<br />113,823
<br />6.40%
<br />040513
<br />05/13/2009
<br />HISS
<br />FIILB
<br />3133X6KI.9
<br />400,000.00
<br />0.00
<br />400,000.00
<br />400,000
<br />2.50%
<br />040511
<br />10/13/2009
<br />LJ13S
<br />FNMA
<br />3136F3JZO
<br />400,000.00
<br />8,000.00
<br />392,000.00
<br />400,000
<br />4.63%
<br />04040113
<br />07/09/2010
<br />MIS
<br />HILB
<br />31339YEG3
<br />250,000.00
<br />0.00
<br />250,000.00
<br />250,000
<br />3,73%
<br />030304A
<br />08262010
<br />MIS
<br />CD-CAROLINA FIRS-
<br />143876CP3R
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000.00
<br />3.50%
<br />03030413
<br />08/26/2010
<br />IJBS
<br />CD-SOUTIIERN FINA
<br />842871CZ6R
<br />65,000.00
<br />0.00
<br />65,000.00
<br />65,000.00
<br />3.50%
<br />030304C
<br />08/27/2010
<br />UDS
<br />CD-MANUFACTLIRE1
<br />564759NFIR
<br />96,000.00
<br />0.00
<br />96,000.00
<br />96,000.00
<br />3.50%
<br />021129A
<br />12/25/2017
<br />UBS
<br />FNR2002-83-JA
<br />31392GHQIC
<br />19,048.20
<br />19,048.21
<br />-0.01
<br />300,000
<br />5.00%
<br />030130B
<br />01115/2018
<br />UBS
<br />FIIR 2552WQ
<br />31283JKL4C
<br />20,307.80
<br />20,307.82
<br />-0.02
<br />250,000
<br />5.00%
<br />030228A
<br />02/15/2018
<br />MIS
<br />FIIR2578A
<br />31393JRNOC
<br />53,131.80
<br />53,131.80
<br />0.00
<br />250,000
<br />5.00%
<br />0302281
<br />02/15/2018
<br />LIBS
<br />Flllt2574GE,
<br />31393KY25C
<br />83,846.37
<br />83,846AO
<br />•0.03
<br />350,000
<br />5.00%
<br />03022811
<br />0225/2018
<br />MIS
<br />FNR 2003161B
<br />31392JBJ2C
<br />122,177.53
<br />117,717.90
<br />4,459.63
<br />250,000
<br />5.00%
<br />030328
<br />03/15/2018
<br />OBS
<br />FI [It 2583 GE
<br />31393MXUOC
<br />222,070.67
<br />222,070.68
<br />-0.01
<br />750,000.00
<br />5.00%
<br />03043013
<br />04/25/2018
<br />MIS
<br />FNR2003-41-JII
<br />31393BD36C
<br />252,274.69
<br />118,333.91
<br />133,940.78
<br />300,000.00
<br />5.00%
<br />030630A
<br />06115/2018
<br />MIS
<br />FHR 2628 All
<br />31393VMQIC
<br />199,008.45
<br />50,620.84
<br />148,387.61
<br />200,000
<br />3.12%
<br />030730A
<br />08/25/2018
<br />IJBS
<br />FNR2003-74-KN
<br />31393FAL3C
<br />297,999.79
<br />50,711.41
<br />247,288.38
<br />300,000.00
<br />3.59%
<br />030930A
<br />09/15/2018
<br />UBS
<br />FIIR 2677 KII
<br />BCCOC9173
<br />299,979.71
<br />73,849.42
<br />226,130.29
<br />300,000
<br />4.50%
<br />031030A
<br />10/25/2018
<br />MIS
<br />FNR 2003-113KA
<br />BCCOCK7N5
<br />196,987.68
<br />32,263.87
<br />164,723.81
<br />197,000
<br />4.50%
<br />040430
<br />04/25/2019
<br />LIBS
<br />FNR-2004-31-DA
<br />BCCOEF913
<br />500,000.00
<br />836.21
<br />499,163.79
<br />500,000
<br />4.50%
<br />040730A
<br />07/15/2019
<br />UBS
<br />FI Ilt 2822 DB
<br />BCCOFJV08
<br />500,000.00
<br />1,049.17
<br />498,950.83
<br />500,000
<br />5.00%
<br />04073011
<br />07/15/2019
<br />IIBS
<br />FUR 2822DQ
<br />BCCOFRIL7
<br />500,000.00
<br />968A7
<br />499,031.83
<br />500,000
<br />5.00%
<br />970625
<br />02/25/2021
<br />MIS
<br />FNMA I'NR-1991.711
<br />31358FZW2
<br />14,000.00
<br />5,000.00
<br />9,000.00
<br />129,000
<br />7.84%
<br />000,117
<br />08/152021
<br />MIS
<br />FIII,MC REMW 18le
<br />312904AU9C
<br />22,329.97
<br />5,666.47
<br />16,663.50
<br />88,604
<br />7.00%
<br />97091713
<br />09/15/2021
<br />1113S
<br />FIII,MC REMIC SERII
<br />312904GT6C
<br />41,951.56
<br />12,928.01
<br />29,023.55
<br />255,714
<br />7.21%
<br />001127
<br />07/25/2022
<br />I113S
<br />FNR G92-35
<br />31358PHV2C
<br />19,544.20
<br />5,678.09
<br />13,866.11
<br />75,215
<br />7.49%
<br />0210004
<br />08/25/2022
<br />1113S
<br />FNR 1992-1251,
<br />31358PS40C
<br />27,310.47
<br />9,209.36
<br />18,101.11
<br />52,000
<br />7.00%
<br />020826
<br />10/15/2022
<br />MIS
<br />FIIR 13911)
<br />312912LUO
<br />23,376.11
<br />7,680.91
<br />15,695.20
<br />59,990
<br />6.00%
<br />011130
<br />05/15/2023
<br />MIS
<br />FFIR 1630111
<br />3133T2CP3C
<br />50,000.00
<br />0.00
<br />50,000.00
<br />50,000
<br />6.00%
<br />010328
<br />06/25/2023
<br />IJBS
<br />FIIGI4A
<br />312916PD5R
<br />66,000.00
<br />21,000.00
<br />45,000.00
<br />152,000
<br />6.00%
<br />020816C
<br />07/25/2023
<br />I113S
<br />FNR 1994.301
<br />31359GB54
<br />90,000.00
<br />0.00
<br />90,000.00
<br />90,000
<br />6.50%
<br />03093013
<br />09/15/2023
<br />UBS
<br />1'1IR 2681 PG
<br />BCCOCEFR3
<br />477,971.70
<br />133,315.16
<br />344,656.54
<br />500,000
<br />4.23%
<br />031030C
<br />10/15/2023
<br />I111S
<br />FI IR 2687 DA
<br />BCCOCGMD9
<br />491,778.81
<br />90,473.25
<br />401,305.56
<br />500,000
<br />4.52%
<br />0310301)
<br />1025/2023
<br />MIS
<br />FNIt2003-115A
<br />BCCOCRSUI
<br />299,387.07
<br />65,321.40
<br />234,065.67
<br />300,000
<br />4.50%
<br />010503
<br />01/25/2024
<br />UBS
<br />FNR-G94-ID
<br />31359GLN4C
<br />12,552.18
<br />12,552.18
<br />0.00
<br />100,000
<br />6.75%
<br />02081611
<br />01/25/2024
<br />MIS
<br />FNRG94-213
<br />31359GR40
<br />24,678.22
<br />8,963.20
<br />15,715.02
<br />46,221
<br />6.45%
<br />040130
<br />01/25/2024
<br />MIS
<br />FNR2004-2JA
<br />31393U3X9
<br />300,000.00
<br />43,417.31
<br />256,582.69
<br />300,000
<br />4.55%
<br />040421A
<br />10/20/2029
<br />MIS
<br />GNR2001-52B
<br />38373RZC6
<br />117,000.00
<br />0.00
<br />117,000.00
<br />117,000
<br />4.35%
<br />021129C
<br />07/25/2032
<br />MIS
<br />FNIt 2002-83-J13
<br />313920GP4C
<br />651,073.69
<br />651,073.60
<br />0.09
<br />717,451
<br />5.50%
<br />021230A
<br />08/15f2032
<br />11BS
<br />PI lit 2535 YII
<br />31393GRT3C
<br />167,056.41
<br />167,056.42
<br />-0.01
<br />300,000
<br />5.50%
<br />030228C
<br />08/15/2032
<br />OBS
<br />Fl[it 2571 LN
<br />313931-71`4C
<br />61,337.36
<br />61,337.35
<br />0.01
<br />300,000
<br />5.50%
<br />0302281;
<br />08/15/2032
<br />OBS
<br />FIf t 2571 LA
<br />31393L6W8L
<br />58,399.57
<br />58,399.56
<br />0.01
<br />335,000
<br />5.50%
<br />02112911
<br />08/25/2032
<br />OBS
<br />FNR 2002-77-KG
<br />31392F4G9C
<br />92,372.19
<br />92,372.19
<br />0.00
<br />324,589
<br />5.50%
<br />030530C
<br />09/15/2032
<br />LIBS
<br />HIIt2551 KA
<br />313931CF3L
<br />135,298.57
<br />135,298.56
<br />0.01
<br />296,104
<br />3.31%
<br />PRINTED 11/02/2004
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