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INVESTMENT PORTFOLIO: 06/30107
<br />$1 733 043 23
<br />41M ARMY -WATER FILTRATION
<br />41M GENERAL
<br />Merest
<br />Dale
<br />MaWreS
<br />$ 100.000 FEDERAL HOME LOAN MORTGAGE
<br />$213.000
<br />BE COMMERCIAL PAPER
<br />5.300%
<br />01119/07
<br />07/18/07
<br />5207.573.83
<br />$215000
<br />GE COMMERCIAL PAPER
<br />$265%
<br />04120/07
<br />10117/07
<br />S209,560.50
<br />5563,000
<br />GE COMMERCIAL PAPER
<br />5.262%
<br />05118/07
<br />09117107
<br />$555269.48
<br />$200,000.00
<br />$ 130.000 FEDERAL HOME LOAN BANK
<br />5.50%
<br />01131/05
<br />04112119
<br />070,403 81
<br />5 100.000 FEDERAL HOME LOAN BANK STEPUP
<br />GAIN RAUSCHER -GENERAL
<br />02128105
<br />02117117
<br />$100000.00
<br />S 100,000 FEDERAL HOME LOAN BANK STEPUP
<br />4 125 7,50%
<br />GNMA POOL 23364
<br />900%
<br />09101/78
<br />09/15100
<br />$122.16
<br />11/10105
<br />GNMA POOL 23356
<br />900%
<br />11101/78
<br />11/15108
<br />5175A4
<br />$100000
<br />WASHINGTON MUTUAL BANK NEVADA CID
<br />5200%
<br />05130107
<br />09/06107
<br />$10000000
<br />$100.000
<br />BANK OF BAROOAY NEW YORK CID
<br />5.250%
<br />05130/07
<br />09/06/07
<br />$10000000
<br />$598,000
<br />GENERAL ELECTRIC COMM PAPER
<br />5 367%
<br />02106/07
<br />00/06107
<br />$582,50692
<br />5243,000
<br />GENERAL ELECTRIC COMM PAPER
<br />5271%
<br />06104/07
<br />10102/07
<br />$23886690
<br />$216,000
<br />GENERAL ELECTRIC COMM PAPER
<br />5.300%
<br />06107/07
<br />11/05107
<br />$211.371.81
<br />$100,000
<br />FNMA MEDIUM TERM NOTE
<br />6.00%
<br />0726/02
<br />07/25122
<br />$100.00000
<br />$100,000
<br />FNMA MEDIUM TERM NOTE
<br />500%
<br />0324/04
<br />04/01120
<br />$100.000.00
<br />$100000
<br />FEDERAL HOME LOAN MORTGAGE G. 00%
<br />600%
<br />11125105
<br />11/15/20
<br />510000000
<br />5100,000
<br />FNMA MEDIUM TERM NOTE
<br />6207%
<br />11118/05
<br />10127125
<br />$10000000
<br />$100,000
<br />PUMP, MEDIUM TERM NOTE
<br />6207%
<br />11/18/05
<br />10127125
<br />$100.000.00
<br />$1 733 043 23
<br />41M ARMY -WATER FILTRATION
<br />DEAN WITTER
<br />$ 100.000 FEDERAL HOME LOAN MORTGAGE
<br />5.00%
<br />04/20104
<br />04123114
<br />$100,00000
<br />S 100,000 FEDERAL NATIONAL MORTGAGE ASSOCIATIONISTEPUP
<br />4.00-7.00%
<br />09/15104
<br />09115114
<br />$100,00000
<br />S 100,000 FEDERAL NATIONAL MORTGAGE ASSOCIATIONISTEP UP
<br />5.00-7.00%
<br />09/16104
<br />09116116
<br />$100.000.00
<br />$200000 FEDERAL NATIONAL MORTGAGE CORP
<br />5.00%
<br />01120105
<br />10110113
<br />$200,000.00
<br />$ 130.000 FEDERAL HOME LOAN BANK
<br />5.50%
<br />01131/05
<br />04112119
<br />$130,000.00
<br />5 100.000 FEDERAL HOME LOAN BANK STEPUP
<br />4.50-7.00%
<br />02128105
<br />02117117
<br />$100000.00
<br />S 100,000 FEDERAL HOME LOAN BANK STEPUP
<br />4 125 7,50%
<br />05102105
<br />10107116
<br />$100.000.00
<br />$ 126,000 FEDERAL HOME LOAN BANK - STEPUP
<br />500800%
<br />11/10105
<br />11110115
<br />$125.000.00
<br />S 75.000 COWLITZ BANK LONGVIEW -CID
<br />5.200%
<br />03115107
<br />09115107
<br />$75,00000
<br />$ 930,000 FED HOME LOAN MTG - ZERO COUPON
<br />6050%
<br />02111/05
<br />06123133
<br />S171473,40
<br />FNMA MEDIUM TERM NOTE
<br />554%
<br />03119/04
<br />03111119
<br />-----
<br />$1,201.47340
<br />GAIN RAUSCHER - HONEYWELL
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />625%
<br />07/02/04
<br />0512529
<br />$100,000 LASELLE BANK - ZERO COUPON BONO
<br />6.25°%
<br />02119/03
<br />02/19/23
<br />$29,17000
<br />$100000 STANDARD FEDERAL ZERO COUPON BOND
<br />625°G
<br />02119103
<br />02119123
<br />$29.17000
<br />$100,000 LASELLE BANK -ZERO COUPON BOND
<br />610°%
<br />03130105
<br />03130125
<br />$30.041,97
<br />$100.000 STANDARD FEDERAL ZERO COUPON BOND
<br />6.10%
<br />03130105
<br />0330125
<br />$30,041.97
<br />$93,000 ISRAEL DISCOVERY BANK NEWYORK CID
<br />5.250°%
<br />05116107
<br />08116107
<br />$93,000.00
<br />$15.000 FEDERAL HOME LOAN MORTGAGE
<br />5.50%
<br />03115104
<br />12115115
<br />$15,000.00
<br />$100000 FEDERAL HOME LOAN MORTGAGE
<br />5.00%
<br />0423104
<br />07/09/18
<br />$94,250.00
<br />$100,000 FEDERAL HOME LOAN MORTGAGE
<br />5.04%
<br />04123104
<br />06,18110
<br />$94625.00
<br />$100.000 FED NATIONAL MORTGAGE ASSOCIATION
<br />6.00%
<br />07127104
<br />02/12124
<br />$100,00000
<br />$100.000 FEDERAL HOME LOAN MORTGAGE
<br />6.00%
<br />11105105
<br />11108130
<br />$100000.00
<br />$ 95.000 FEDERAL HOME LOAN MORTGAGE
<br />6.25%
<br />02107106
<br />12115121
<br />$95,000.00
<br />S 12.000 FEDERAL HOME LOAN MORTGAGE
<br />6.25%
<br />02107106
<br />12115/21
<br />$12,000.00
<br />$100.000 FEDNATIONAL MORTGAGE ASSOCIATION
<br />6.265%
<br />03107106
<br />0210626
<br />$99,822.41
<br />$100.000 FED NATIONAL MORTGAGE ASSOCIATION
<br />6.26$°b
<br />03107106
<br />0210626
<br />599,82241
<br />$ 50,000 FEDERAL HOME LOAN MORTGAGE
<br />GA0%
<br />02127/07
<br />01115122
<br />$49,984.38
<br />$971,92854
<br />$629.776.87
<br />TOTAL BOOK VALUE $8,0608G094
<br />Tni,71132007 MONTHLY INVESTMENT REPORT JUNE 2007INVESTI
<br />DEAN WITTER
<br />$520,000
<br />MERRILL LYNCH ZERO COUPON BOND
<br />600%
<br />09/24/02
<br />09/15/18
<br />519947700
<br />$148.000
<br />BE COMMERCIAL PAPER
<br />5.150%
<br />06/00107
<br />08107107
<br />$146.729.64
<br />560000
<br />DISCOVER BANK GREENWOOD CID
<br />5.30%
<br />02/14/07
<br />05/14108
<br />560,00000
<br />$100,000
<br />MIDFIRST BANK OKLAHOMA CIO
<br />5.50%
<br />06/14/07
<br />12/14/12
<br />$10000000
<br />$200,000
<br />FED HOME LOAN BANK MED TERM NOTE
<br />$.976%
<br />0027102
<br />1025/16
<br />$200,000.00
<br />5100000
<br />FED HOME LOAN BANK MED TERM NOTE
<br />6.00%
<br />11126/02
<br />102219
<br />$10000000
<br />$200,000
<br />FNMA MEDIUM TERM NOTE
<br />5.00%
<br />03110104
<br />09112113
<br />$200000.00
<br />$200,000
<br />FNMA MEDIUM TERM NOTE
<br />5.00%
<br />03/10104
<br />03119114
<br />$200.000.00
<br />$50,000
<br />FNMA MEDIUM TERM NOTE
<br />554%
<br />03119/04
<br />03111119
<br />$60.00000
<br />$100,000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />625%
<br />07/02/04
<br />0512529
<br />$10000000
<br />$100,000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />5.65%
<br />11117/04
<br />10/28/19
<br />$100.00000
<br />$100.000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />565"%
<br />01120/05
<br />10/28/19
<br />$100.00000
<br />$200.000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />5.33%
<br />06114/05
<br />02125/15
<br />$200,00000
<br />$100000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />4.250025%
<br />0621105
<br />04/13115
<br />$100225.00
<br />$100.000
<br />FED HOME LOAN BANK
<br />4.125%
<br />0825/05
<br />06109108
<br />$100,000.00
<br />$100000
<br />FED HOME LOAN BANK
<br />4250%
<br />0826105
<br />06/09/00
<br />$100,000.00
<br />$100.000
<br />FED HOME LOAN BANK
<br />4,75%
<br />0829/05
<br />10/19110
<br />$100,000.00
<br />$100,000
<br />FED HOME LOAN BANK
<br />525%
<br />09/01105
<br />02(17/15
<br />$100,000.00
<br />$98,000
<br />FED NATIONAL MORTGAGE ASSOCIATION
<br />5.33%
<br />11/30105
<br />04/04113
<br />$98,00000
<br />$199.904
<br />FED HOME LOAN BANK MED TERM NOTE
<br />5225%
<br />10111105
<br />11119/12
<br />$199,903.85
<br />$2.554,235.49
<br />GAIN RAUCHER - FRA)
<br />$50,000 COUNTRYWIDE
<br />BANK CERT OF DEPOSIT
<br />5.10%
<br />09121/06
<br />09121/07
<br />$50.000.00
<br />$200.000 -FNMA
<br />9334 PID
<br />7.24%
<br />0420193
<br />03125123
<br />$4,776.07
<br />$100.000- FHLMC MEDIUM TERM NOTE STEPUP
<br />4006.50%
<br />03118104
<br />04/12/19
<br />$100.000.00
<br />$175.000- FNMA COUPON- 5.520%
<br />$520%
<br />03/30/04
<br />04112/19
<br />$175,000.00
<br />$200000, FNMA
<br />COUPON- STEP UP
<br />4.000.00%
<br />03101104
<br />02110112
<br />$200,000.00
<br />$100,000 BANCOISANTANDER STEPUP
<br />5.110%
<br />08/17105
<br />02111111
<br />$100.000.00
<br />$629.776.87
<br />TOTAL BOOK VALUE $8,0608G094
<br />Tni,71132007 MONTHLY INVESTMENT REPORT JUNE 2007INVESTI
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