|
I
<br /> I
<br />I
<br />I
<br />I
<br />I
<br />i
<br />
<br />I
<br />I
<br />
<br />CITY
<br />
<br />951018
<br />951108
<br />951212
<br />960103
<br />960214
<br />960403
<br />960531
<br />960710
<br />961216
<br />961218
<br />970117
<br />970219
<br />970306
<br />970623
<br />970625
<br />970711
<br />970814
<br />970912
<br />97~117
<br />971205
<br />971209
<br />971212
<br />971223
<br />980319
<br />980420
<br />b:~C422
<br />980717
<br />980812
<br />980909
<br />980918
<br />
<br />980924
<br />981007
<br />981008
<br />981104
<br />981124
<br />981221
<br />990111
<br />990129
<br />990210
<br />990211
<br />990315
<br />990326
<br />990401
<br />~:'0408
<br />931215A
<br />931230C
<br />950728A
<br />960226A
<br />960401A
<br />970421A
<br />970421B
<br />970716A
<br />970728A
<br />970917A
<br />
<br />STATED
<br />MAT
<br />DATE
<br />
<br />11/25/06
<br />1/25/04
<br />4/25/21
<br />10/25/18
<br />2/14/03
<br />7/15/20
<br />6/25/06
<br />7/25/05
<br />9/15/08
<br />9/15/20
<br />6/25/05
<br />2115/21
<br />1/15/06
<br />5/1/01
<br />2/25/21
<br />I 0/I 5/20
<br />8/24/99
<br />10/15/05
<br />8/25/08
<br />10/25116
<br />8/25/20
<br />1 i/28/02
<br />2/15/21
<br />3/19/01
<br />4/25/20
<br />4/22/03
<br />7/17/03
<br />3/25/09
<br />3/25/23
<br />9/18/01
<br />7/25/23
<br />4/25/23
<br />6/15/08
<br />8/25/17
<br />9/25/22
<br />5/24/04
<br />I/15/24
<br />12/15/21
<br />5/15/22
<br />2/10~03
<br />11/15/23
<br />3/15/04
<br />6/I 7/99
<br />3/15/08
<br />6/24/99
<br />11125/08
<br />11/25/03
<br />8/15/16
<br />3/25/18
<br />4/I 5/09
<br />4/I/01
<br />5/25/99
<br />I/24/00
<br />9/15/04
<br />8/7/00
<br />
<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 />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 />1999 CASH AND INVESTMENT ACTIVITY
<br />
<br /> BV
<br /> SOLD/ PRIN
<br />SECURITY PURCH MATURE BAL
<br />DESCRIP CUSIp 1999 1999 11/30/99
<br />
<br />FNMA REMI 31358PKVSC
<br />FNMA REMI 31358NMX7C
<br />FNMA P-,EMI 31358NSB9C
<br />FNMA REMI 31358YVY2C
<br />CD-MFGS T 564759CR7R
<br />FHLMC REM 312910578C
<br />FNMA REMI 31359BEE3C
<br />FNMA REMI 31358L3KOC
<br />FHLMC REM 3133TICNOC
<br />FHLMC REM 312906UB4C
<br />FNMA REMI 31358TS59C
<br />FHLMC REM 3t29IOHHSC
<br />FHLMC REM 31291 IUJ7C
<br />CD-HOUSEH 441800NS4R
<br />FNMA FNR- 31358FZW2
<br />FHLMC REM 312905P89C
<br />CD-FLEET B 33900MBN2R
<br />FHLMCREM 312911FX3C
<br />FNMA- FNR 31359EUF6
<br />FNMA-FNR 31359BTLI
<br />FNMA -FNR 31358QVD4
<br />CD-FNB KEY 320950AJ7R
<br />FMAC FHR 1 312905TV4
<br />FEDERAL N 999221 D27C
<br />FNMA REMI 31359ADH9C
<br />CD TELEBA 87925VAD2R
<br />FED NATL M 31364FZ20C
<br />FNR 1994-34 313596241
<br />FNR 1993-44 31358UR.N8
<br />CD-PROVIDE 743836QV3R
<br />FNR-1993-10 31359BBW6C
<br />FANNIEMA 31359GDJ2C
<br />FHR-1531-0 312916HD4C
<br />FNR 1993-145 31359DCA9R
<br />FNR G93-27C 31359B2Z9C
<br />FEDHOME L 3133M6KT4C
<br />FHR 1720B 3133T5DD2
<br />FHR 1508 G 312916AH2
<br />FHR 1534G 312916UD9C
<br />FANNIE MA 31364GTF6C
<br />FHR 1673M 3133T3574C
<br />FHLMC 3134A3DToC
<br />CD-Imperial B 452558AQ2R
<br />FHR 1471 G 312914EA2C
<br />CD MIDFIRS 59741OUF4R
<br />FNMA REMI 31359ER37C
<br />FNMA REMI 31359EQA2C
<br />FHLMC - FH 3129154T5C
<br />FNMA REMI 31358PFA03
<br />FHLMCREM 3133T4Y75C
<br />FNMA - 1907 31368HZMSC
<br />CD-LA SALL 51802UYZ3R
<br />CD-FIRST lq 320953AXOR
<br />FHLMC- FH 312915TA9C
<br />CD-MBNA A 55261WHDIR
<br />
<br />90,000.00
<br />100,000.00
<br />250,000.00
<br />71,000.00
<br />250,000.00
<br />98~00.00
<br />275,000.00
<br />94,000.00
<br />
<br /> 0.00
<br />18,933.95
<br />15,419.67
<br />32,451.58
<br />96,000.00
<br />33,973.46
<br />73,606.87
<br />28,987.00
<br />43,028.72
<br />47,794.87
<br />39,282.76
<br />54,462.52
<br />4,709.72
<br />0.00
<br />40,000.00
<br />31,231.69
<br />50,000.00
<br />40,062.12
<br />0.00
<br />110,183.61
<br />28,824.05
<br /> 0.00
<br /> 17,198.74
<br />200,000.00
<br />86,172.74
<br />0.00
<br />0.00
<br />24,134.10
<br />84,402.02
<br /> 0.00
<br /> 28,721.60
<br /> 0.00
<br /> 0.00
<br />167,000.00
<br /> 0.00
<br /> 0.00
<br /> 0.00
<br /> 0.00
<br /> 0.00
<br /> 0.00
<br /> 13,682.29
<br /> 0.00
<br />98,000.00
<br /> 0.00
<br /> 94,000.00
<br /> I 1,263.88
<br /> 29,709.21
<br /> 48,451.08
<br /> 45,524.39
<br /> 14,727.33
<br /> 23,794.42
<br /> 50,000.00
<br /> 0.00
<br /> 79,997.58
<br /> 0.00
<br />
<br />PRINTED 12/1/99
<br />
<br />100,000.00
<br />81,066.05
<br />-0.01
<br />17,548.42
<br />0.00
<br />-0.01
<br />57,357.56
<br />0.00
<br />65,790.01
<br />0.00
<br />-5,457.57
<br />27,412.55
<br />-0.02
<br />78,000.00
<br />71,000.00
<br />6,175.90
<br />0.00
<br />0.00
<br />I00,000.00
<br />59,875.91
<br />0.02
<br />96,000.00
<br />22,801.26
<br />0.00
<br />33,827.26
<br />96,000.00
<br />250,000.00
<br />45,865.90
<br />24,773.44
<br />96,000.00
<br />26,471.92
<br />300,000.00
<br />88,788.82
<br />402,000.00
<br />lO0,O00~O
<br />250,000.00
<br />135,000.00
<br />90,000.00
<br />100,000.00
<br />250,000.00
<br />57,317.71
<br />250,000.00
<br />0.00
<br />275,000.00
<br />0.00
<br />7,638.87
<br />150,169.87
<br />44,866.14
<br />0.00
<br />30,569.36
<br />79,288.68
<br />0.00
<br />40,000.00
<br />-0.07
<br />95,000.00
<br />
<br />PAR
<br />
<br />I00,000
<br />100,000
<br />40,000
<br />50,000
<br />96,000
<br />50,000
<br />200,000
<br />200,000
<br />183,628
<br />I00,000
<br />77,810
<br />120~00
<br />50,000
<br />78,000
<br />129,000
<br />55,000
<br />50,000
<br />176,818
<br />100,000
<br />245,000
<br />60,000
<br />96,000
<br />40,000
<br />200,000
<br />120,000
<br />96,000
<br />250,000
<br />70,000
<br />136,738
<br />96,000
<br />68,932
<br />300,000
<br />88,789
<br />569,082
<br />100~00
<br />250,000
<br />135,000
<br />90,000
<br />100,000
<br />250,000
<br />71,000
<br />250,000
<br />93,000
<br />275,000
<br />94,000
<br />99,855
<br />292,675
<br />150,000
<br />75,000
<br />94,720
<br />152,450
<br />50,000
<br />40,000
<br />127,934
<br />95,000
<br />
<br />YTM
<br />
<br />7.52%
<br />7.15%
<br />7.60%
<br />6.98%
<br />5.50%
<br />7.48%
<br />6.86%
<br />6.87%
<br />7.69%
<br />6.95%
<br />6.65%
<br />7.34%
<br />6.65%
<br />6.50%
<br />7.84%
<br />7.00%
<br />6.15%
<br />6.50%
<br />6.33%
<br />6.21%
<br />6.88%
<br />6.25%
<br />6.81%
<br />6.01%
<br />6.50%
<br />6.01%
<br />6.00%
<br />6.00%
<br />6.50%
<br />5.40%
<br />6.50%
<br />6.50%
<br />5.87%
<br />5.82%
<br />6.00%
<br />6.00%
<br />7.50%
<br />6.43%
<br />6.02%
<br />5.50%
<br />6.93%
<br />6.30%
<br />5.05%
<br />7.00%
<br />5.45%
<br />6.00%
<br />7.00%
<br />7.70%
<br />6.16%
<br />7.57%
<br />6.97%
<br />6.60%
<br />6.15%
<br />6.28%
<br />6.15%
<br />
<br />
<br />
|