|
INVESTMENT PORTFOLIO: 05/31/07
<br />$1,488,624,97
<br />4I_i ARMY,-_ WATER F LTRATLON
<br />41M GENERALIuk
<br />mA
<br />Dale
<br />Matures
<br />S 100,000 FEDERAL HOME LOAN MORTGAGE
<br />$213,000
<br />GE COMMERCIAL PAPER
<br />5.300%
<br />01119107
<br />0)118/0)
<br />$207,573.83
<br />$215,000
<br />BE COMMERCIAL PAPER
<br />5.365%
<br />04120107
<br />10117107
<br />$209,560.SD
<br />$563,000
<br />GE COMMERCIAL PAPER
<br />5.262%
<br />05118107
<br />09117107
<br />$553,269.40
<br />$200,00000
<br />$ 130,000 FEDERAL HOME LOAN BANK
<br />5.50%
<br />01/31105
<br />_
<br />..............._....
<br />$910,403,81
<br />$ 100,000 FEDERAL HOME LOAN BANK STEPUP
<br />GAIN RAUSCI HER -GENERAL
<br />02128105
<br />02117/17
<br />$100,000.00
<br />$ 100,000 FEDERAL HOME. LOAN BANK STEPUP
<br />4.125-150%
<br />GNMA POOL 23364
<br />9000.
<br />09101178
<br />09115108
<br />512216
<br />14110105
<br />GNMA POOL 23356
<br />900%
<br />11101118
<br />11115108
<br />$11544
<br />$1004000
<br />WASHINGTON MUTUAL BANK NEVADA CID
<br />5.200%
<br />05130101
<br />09106107
<br />$100,000.00
<br />$100,000
<br />BANK OF BARODAY NEW YORK CIO
<br />5.250%
<br />05130107
<br />09106/07
<br />$100,000.00
<br />$211,000
<br />GENERAL ELECTRIC COMM PAPER
<br />5112%
<br />12107106
<br />05105107
<br />$205,720,45
<br />$590,000
<br />GENERAL ELECTRIC COMM PAPER
<br />5.367%
<br />02106107
<br />08106107
<br />$582,506.92
<br />$100,000
<br />FNMA MEDIUM TERM NOTE
<br />600%
<br />0726102
<br />07125122
<br />$100,000.00
<br />$100000
<br />FNMA MEDIUM TERM NOTE
<br />5.00%
<br />03124104
<br />04101120
<br />$10000000
<br />$100,000
<br />FEDERAL HOME LOAN MORTGAGE 6.00%
<br />6.00%
<br />11125105
<br />11115120
<br />$100,00000
<br />$100,000
<br />FNMA MEDIUM T E RM NOTE
<br />6.207%
<br />11118105
<br />10127125
<br />$100,00000
<br />$100,000
<br />F NMA MEDIUM TE RM NOTE
<br />6.207%
<br />11118105
<br />10127125
<br />$10400000
<br />$1,488,624,97
<br />4I_i ARMY,-_ WATER F LTRATLON
<br />P_EAN,WITT@R
<br />S 100,000 FEDERAL HOME LOAN MORTGAGE
<br />5.00%
<br />04126104
<br />04123114
<br />5104000.00
<br />$ 100,000 FEDERAL NATIONAL MORTGAGE ASSOCIATION/STEPUP
<br />4,00 7.00%+
<br />09115/04
<br />09115/14
<br />$100,000.00
<br />S 100,000 FEDERAL NATIONAL MORTGAGE ASSOCIATIONISTEP UP
<br />500 7 00%
<br />09/16/04
<br />09116116
<br />$100,000.00
<br />S 200,000 FEDERAL NATIONAL MORTGAGE CORP
<br />5.00%
<br />01120105
<br />10110113
<br />$200,00000
<br />$ 130,000 FEDERAL HOME LOAN BANK
<br />5.50%
<br />01/31105
<br />04112119
<br />$130,00000
<br />$ 100,000 FEDERAL HOME LOAN BANK STEPUP
<br />4.50-7.00%
<br />02128105
<br />02117/17
<br />$100,000.00
<br />$ 100,000 FEDERAL HOME. LOAN BANK STEPUP
<br />4.125-150%
<br />05102105
<br />10,07/16
<br />$100,000.00
<br />$ 125,000 FEDERAL HOME LOAN BANK STEPUP
<br />500. 80D%
<br />14110105
<br />11/10115
<br />5125,000.00
<br />$ 75,000-COWLITZ BANK LONGVIEW CID
<br />5.200%
<br />03115107
<br />09115/07
<br />$75,000.00
<br />$ 930,000 FED HOME LOAN VITO - ZERO COUPON
<br />6.050%
<br />02/11105
<br />06,23/33
<br />$171,473.40
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />6.25%
<br />07/02104
<br />05/25/29
<br />............... ._..............
<br />$1,201,473.40
<br />DAIN RAUSCHER - HONEYWELL
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />565%
<br />11117/04
<br />10/28119
<br />$100.000 LASCLLE BANK ZERO COUPON BOND
<br />6.25%
<br />02119/03
<br />02119123
<br />$29,170.00
<br />$100,000 STANDARD FEDERAL - ZERO COUPON BOND
<br />515%
<br />02119103
<br />02/19/23
<br />29,17000
<br />$100,000 LASELLEBANK ZERO CO
<br />6.10%
<br />03/30,05
<br />03130125
<br />30,041.97
<br />5100,000 STANDARD FZERO COUPON BOND
<br />6.10%
<br />03/30/05
<br />03130125$30.091.9]
<br />$
<br />$93,000 ISRAE L DISCOVERY BANK NEW YORK C/O
<br />5250%
<br />05116107
<br />08/16107
<br />$100,000.00
<br />$15,000 FEDERAL HOME. LOAN MORTGAGE
<br />550%
<br />03115/04
<br />12115115
<br />$15,00000
<br />$100,00D FEDERAL HOME LOAN MORTGAGE
<br />5.00%
<br />04/23104
<br />07/09118
<br />$94,25000
<br />$100,000 FEDERAL HOME LOAN MORTGAGE
<br />5.04%
<br />04/23/04
<br />06116118
<br />$94,62500
<br />$100,000 FED NATIONAL MORTGAGE ASSOCIATION
<br />6.00%
<br />0]2)104
<br />02112/24
<br />$100,000.00
<br />$100,000 FEDERAL HOME LOAN MORTGAGE
<br />600%
<br />11105105
<br />11108/30
<br />$100000.00
<br />S 95,000 FEDERAL HOME LOAN MORTGAGE
<br />635%
<br />02107106
<br />12115121
<br />$95,00000
<br />$ 12,000 FEDERAL HOME LOAN MORTGAGE
<br />6.25%
<br />02ID7106
<br />12115121
<br />$12,00000
<br />$100,000 FED NATIONAL MORTGAGE ASSOCIATION
<br />6265%
<br />03107/06
<br />02/06/26
<br />$99,822.41
<br />5100,000 FED NATIONAL MORTGAGE ASSOCIATION
<br />G365%
<br />03,07106
<br />02106126
<br />$99,822.41
<br />$ 50,000 FEDERAL HOME LOAN MORTGAGE
<br />6.10%
<br />02127107
<br />0111522
<br />$49,984.38
<br />$078,928.14
<br />3529,776.87
<br />TOTAL BOOK VALUE $7.676,613.04
<br />Tiine61132007 MONTHLY INVESTMENT REPORT MAY 2007INVLSTI
<br />P_EAN,WITT@R
<br />$5204000
<br />MERRILL LYNCH ZERO COUPON BOND
<br />6.00%
<br />09124102
<br />09/15118
<br />$199,4]].00
<br />$100000
<br />DISCOVER BANK GREENWOOD CID
<br />510%
<br />12106/06
<br />06106101
<br />$100.00000
<br />$60000
<br />DISCOVER BANK GREENWOOD CID
<br />5.30%
<br />02114107
<br />05114/00
<br />$60,000.00
<br />$200.000
<br />FED HOME LOAN BANK MED TERM NOTE
<br />5.976%
<br />08127102
<br />10125116
<br />S200000.00
<br />$100,000
<br />FED HOME LOAN BANK MED TERM NOTE
<br />6.00%
<br />11126102
<br />10122127
<br />$100,000.00
<br />$200.000
<br />FNMA MEDIUM TERM NOTE
<br />5.00%
<br />03110104
<br />09112113
<br />$200.000.00
<br />$200,000
<br />FNMA MEDIUM TERM NOTE
<br />5 0096
<br />03/10/04
<br />03119114
<br />$200,000 RD
<br />$50,000
<br />FNMA MEDIUM TERM NOTE
<br />554%
<br />03H9104
<br />03111119
<br />554000.00
<br />$100000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />6.25%
<br />07/02104
<br />05/25/29
<br />$100,000.00
<br />$100,000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />565%
<br />11117/04
<br />10/28119
<br />$100,00400
<br />$100,000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />5.65%
<br />01120105
<br />10128119
<br />5100,00000
<br />$200000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />5.33%
<br />06114105
<br />02125115
<br />$200,000.00
<br />$100,000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />435D 525%
<br />06121/05
<br />04113115
<br />$100,125.00
<br />$100,000
<br />FED HOME LOAN BANK
<br />4.125%
<br />08125105
<br />06109108
<br />$100,000.00
<br />$t00,00o
<br />FED HOME LOAN BANK
<br />4.250%
<br />08126/05
<br />06/09108
<br />$100,000.00
<br />$100,000
<br />FED HOME LOAN BANK
<br />4.75%
<br />08(29105
<br />10110110
<br />310000000
<br />$100,000
<br />FED HOME LOAN BANK
<br />535%
<br />09101105
<br />02117115
<br />$100,000.00
<br />$98,000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />5.33%
<br />11130105
<br />04104113
<br />$98,000.00
<br />$199,904
<br />FED HOME LOAN BANK MED TERM. NOTE
<br />5.225%
<br />10111/05
<br />11119112
<br />$199,903.05
<br />$2,407,505.85
<br />PAIN A�UCHER_PARA)
<br />5 50,000 COUNTRYWIDE
<br />BANK CERT OF DEPOSIT
<br />5.10%
<br />09121/06
<br />09121107
<br />$50,00000
<br />$200000 -FNMA -9334 PAD
<br />7.24%
<br />0420193
<br />03125/23
<br />$4,776.87
<br />$100,000 FHLMC MEDIUM TERM NOTE.- STEPUP
<br />4.00-6, SO4
<br />03118104
<br />04/12119
<br />$100000.00
<br />$175,000- FNMA COUPON- 5.520%
<br />5.520%
<br />03130104
<br />04/12119
<br />$175,000.00
<br />$200,000 -FNMA COUPON- STEPUP
<br />400800%
<br />03101104
<br />02110112
<br />$200,000.00
<br />$1004000- BANCOISANTANOER- STEPUP
<br />5.110%
<br />08117105
<br />02111111
<br />$100,000.00
<br />3529,776.87
<br />TOTAL BOOK VALUE $7.676,613.04
<br />Tiine61132007 MONTHLY INVESTMENT REPORT MAY 2007INVLSTI
<br />
|