EFTA00195977¶
| ACCOUNT EXECUTIVE | GNMA GOVT BOND |
| VISIT OUR WEBSITE | www.bearstearns.com |
What’s In This Statement¶
Financial Summary 3¶
Your Portfolio Holdings … 4¶
| Transaction Detail | 4 |
Trades Not Yet Settled … 36¶
| FINANCIAL TRUST CO INC |
| C/O JEFFREY EPSTEIN |
| 6100 RED HOOK QUARTER |
| ST B3 |
| ST THOMAS VI 00802 |
CLEARED THROUGH ITS¶
WHOLLY OWNED SUBSIDIARY¶
Your Portfolio at a Glance¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
FINANCIAL TRUST CO INC¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
Market Value of Your Portfolio¶
There are no “Stop Loss” orders or other pending buy or sell open orders on file for your account.¶
| SIPC | This summary is for informational purposes only. It is not intended as a tax document. This statement should be retained for your records. See reverse side for important information. |
|---|---|
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STATEMENT BACKER IS PRINTED ON THIS PAGE¶
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Cash Flow Analysis¶
| THIS PERIOD | |
| OpeningBalance | $221,487.52 |
| Securities Sold | 1,385,266,708.58 |
| Dividends/Interest | 1,182,572.79 |
| Miscellaneous | 745,735.38 |
| Amount Credited | $1,387,195,016.75 |
| Securities Bought | -1,385,814,343.72 |
| Dividends/Interest Charged | -275,121.67 |
| Miscellaneous | -1,212,233.68 |
| Amount Debited | $-1,387,301,699.07 |
| Net Cash Activity | -106,682.32 |
| Closing Balance | $114,805.20 |
Income Summary¶
| THIS PERIOD | YEAR TO DATE | |
| U.S.Govt.Bond Int. | 198,148.87 | 4,718,243.44 |
| Govt.Agency Int. | 775,394.53 | 6,167,659.06 |
| Corp.Bond Int. | 136,678.49 | 1,279,184.80 |
| Credit Balance Int. | 951.82 | 6,274.39 |
| Reverse Repurchase Int. | 80,288.31 | 1,604,075.92 |
| Total | $1,191,462.02 | $13,775,437.61 |
| Bond Purchase Int. | -203,722.59 | -6,596,679.06 |
| Repurchase Int. Exp. | -260,593.74 | -1,761,173.79 |
Cash Balance Summary¶
Portfolio Composition¶
| OPENING | CLOSING | |
| Margin | 221,487.52 | 114,805.20 |
| Net Cash Balance | $221,487.52 | $114,805.20 |
| Cash/Cash Equivalent | 114,805 |
| Total | $114,805 |
CLEARED THROUGH ITS¶
WHOLLY OWNED SUBSIDIARY¶
FINANCIAL TRUST CO INC¶
STATEMENT PERIOD September 1, 2005¶
| THROUGH | September 30, 2005 |¶
| :--- | :--- |¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
ACCOUNT NUMBER¶
Your Portfolio Allocation¶
TAXPAYER NUMBER On File¶
EFTA00195980¶
BEAR STEARNS¶
4 of 36¶
Your Portfolio Holdings¶
CASH & CASH EQUIVALENTS¶
| DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | MARKET VALUE | ESTIMATED ANNUAL INCOME | CURRENT YIELD(%) |
| CASH BALANCE | 114,805 | |||||
| TOTAL CASH&CASH EQUIVALENTS | $114,805 | |||||
| YOUR PRICED PORTFOLIOHOLDINGS | $114,805 |
CLEARED THROUGH ITS¶
WHOLLY OWNED SUBSDIARY¶
FINANCIAL TRUST CO INC¶
INVESTMENT ACTIVITY¶
Transaction Detail¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/01/05 | 08/31/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 | 18,000,000 | 100,11719 | 18,021,093.75 | ||
| YIELD 3,938 % TO MATURITY GVER REF # A1 | ACCR, INT. | 1,988.95 | ||||||
| 09/02/05 | 09/01/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 | 5,000,000 | 101,70313 | 5,085,156.25 | ||
| YIELD 4,040 % TO MATURITY GVER REF # G2442669 A1 | ACCR, INT. | 10,394.02 | ||||||
| 09/02/05 | 09/01/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 | 10,000,000 | 100,49219 | 10,049,218.75 | ||
| YIELD 3,741 % TO MATURITY GVER REF # G2443875 A1 | ACCR, INT. | 2,209.94 |
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EFTA00195981¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
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FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/02/05 | 09/01/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/31/2007, 04,000% FA 28 YIELD 3,709 % IO MATURITY GVER REF # G2443878 A1 | 10,000,000 ACCR, INT. | 100,55469 | 10,055,468,75 2,209,94 | ||
| 09/07/05 | 09/06/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/31/2007, 04,000% FA 28 Yield 3,814 % IO MATURITY GVER REF # G2494731 A1 | -10,000,000 | 100,35156 ACCR, INT. | 10,035,156,25 7,734,81 | ||
| 09/08/05 | 09/07/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015, 04,250% FA 15 Yield 4,118 % IO MATURITY GVER REF # G2503140 A1 | -5,000,000 | 101,06250 ACCR, INT. | 5,053,125,00 13,858,70 | ||
| 09/08/05 | PRINGIPAL | FED HOME LOAN MIG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 1201/34 PRINCIPAL REDUCTN 09-15-05 | -6,399 | |||||
| 09/13/05 | 09/12/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/31/2007, 04,000% FA 28 Yield 3,908 % IO MATURITY GVER REF # G2552294 A1 | -20,000,000 | 100,17188 ACCR, INT. | 20,034,375,00 28,729,28 | ||
| 09/14/05 | 08/03/05 | CANCEL SELL | FNMA-30Y/RF/NMA/GTD SETT,09/05 DUE 09/01/2035, 05,000% REF # 2005080357150000 BS AS OF 08/03/05 TO CXL PREVIOUS SELL | 10,000,000 | 98,20313 | 9,820,312,50 | ||
| 09/14/05 | 08/31/05 | BOUGHT | FNMA-30Y/RF/NMA/GTD SETT,09/05 DUE 09/01/2035, 05,000% REF # 2005083157020000 BS | 10,000,000 | 99,09375 | 9,909,375,00 |
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EFTA00195982¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
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FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/14/05 | 08/11/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081157170000 BS AS OF 08/11/05 TO CXL PREVIOUS SELL | 50,000,000 | 98,15625 | 49,078,125.00 | ||
| 09/14/05 | 08/11/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081157230000 BS | 50,000,000 | 98,17188 | 49,085,937.50 | ||
| 09/14/05 | 08/17/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081157260000 BS AS OF 08/17/05 TO CXL PREVIOUS SELL | 50,000,000 | 98,30078 | 49,150,390.63 | ||
| 09/14/05 | 08/17/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081157170000 BS | 50,000,000 | 98,38281 | 49,191,406.25 | ||
| 09/14/05 | 08/19/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081957060000 BS | 50,000,000 | 98,49219 | 49,246,093.75 | ||
| 09/14/05 | 08/19/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081957090000 BS AS OF 08/19/05 TO CXL PREVIOUS SELL | 50,000,000 | 98,55078 | 49,275,390.63 |
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EFTA00195983¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
7 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
ACCOUNT NUMBER¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/14/05 | 08/03/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005080157150000 BS | -10,000,000 | 98,20313 | 9,820,312,50 | ||
| 09/14/05 | 08/31/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081157020000 BS AS OF 08/03/05 TO CAL_PREVIOUS BUY | -10,000,000 | 99,09375 | 9,909,375,00 | ||
| 09/14/05 | 08/11/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081157170000 BS | -50,000,000 | 98,15625 | 49,078,125,00 | ||
| 09/14/05 | 08/11/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081157230000 BS AS OF 08/11/05 TO CAL_PREVIOUS BUY | -50,000,000 | 98,17188 | 49,085,937,50 | ||
| 09/14/05 | 08/17/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081757260000 BS | -50,000,000 | 98,30078 | 49,150,390,63 | ||
| 09/14/05 | 08/17/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 05,000% REF # 2005081757170000 BS AS OF 08/17/05 TO CAL_PREVIOUS BUY | -50,000,000 | 98,38281 | 49,191,406,25 |
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10/01/05;11:50 001¶
EFTA00195984¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
8 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
INVESTMENT ACTIVITY (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
ACCOUNT NUMBER¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/14/05 | 08/19/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035,05,000% REF # 2005081957060000 BS AS OF 08/19/05 TO CXL PREVIOUS BUY | -50,000,000 | 98,49219 | 49,246,093,75 | ||
| 09/14/05 | 08/19/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035,05,000% REF # 2005081957090000 BS | -50,000,000 | 98,55078 | 49,275,390,63 | ||
| 09/14/05 | 08/03/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035,05,500% REF # 2005080357170000 BS AS OF 08/03/05 TO CXL PREVIOUS SELL | 1,000,000 | 100,28516 | 1,002,851,56 | ||
| 09/14/05 | 09/07/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035,05,500% REF # 2005080757140000 BS | 50,000,000 | 100,75781 | 50,378,906,25 | ||
| 09/14/05 | 09/01/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035,05,500% REF # 2005090157020000 BS | 50,000,000 | 101,17188 | 50,585,937,50 | ||
| 09/14/05 | 08/03/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035,05,500% REF # 2005080357190000 BS AS OF 08/03/05 TO CXL PREVIOUS SELL | 99,000,000 | 100,26563 | 99,262,968,75 |
027¶
10/01/05;11:50 001¶
EFTA00195985¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
9 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/14/05 | 08/03/05 | SOLD | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035 05,500% REF # 2005080357170000 BS | -1,000,000 | 100,28516 | 1,002,851,56 | ||
| 09/14/05 | 09/07/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035 05,500% REF # 2005090757140000 BS AS OF 09/07/05 TO CXL PREVIOUS BUY | -50,000,000 | 100,75781 | 50,378,906,25 | ||
| 09/14/05 | 09/01/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035 05,500% REF # 2005090157020000 BS AS OF 09/01/05 TO CXL PREVIOUS BUY | -50,000,000 | 101,17188 | 50,585,937,50 | ||
| 09/14/05 | 08/03/05 | SOLD | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035 05,500% REF # 2005080357190000 BS | -99,000,000 | 100,26563 | 99,262,968,75 | ||
| 09/14/05 | 08/15/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035 06,000% REF # 2005081557120000 BS | 50,000,000 | 101,96094 | 50,980,468,75 | ||
| 09/14/05 | 08/23/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035 06,000% REF # 2005082357020000 BS | 50,000,000 | 102,04688 | 51,023,437,50 |
027¶
10/01/05;11:50 001¶
EFTA00195986¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
10 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/14/05 | 08/16/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 06,000% REF # 200508157090000 BS AS OF 08/16/05 TO CXL PREVIOUS SELL | 50,000,000 | 102,08594 | 51,042,968 ,75 | ||
| 09/14/05 | 08/23/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 06,000% REF # 2005082357140000 BS AS OF 08/29/05 TO CXL PREVIOUS SELL | 50,000,000 | 102,09375 | 51,046,875 ,00 | ||
| 09/14/05 | 08/15/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 06,000% REF # 200508157120000 BS AS OF 08/15/05 TO CXL PREVIOUS BUY | -50,000,000 | 101,96094 | 50,980,468 ,75 | ||
| 09/14/05 | 08/23/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 06,000% REF # 2005082357020000 BS AS OF 08/23/05 TO CXL PREVIOUS BUY | -50,000,000 | 102,04688 | 51,023,437 ,50 | ||
| 09/14/05 | 08/16/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 06,000% REF # 200508157090000 BS | -50,000,000 | 102,08594 | 51,042,968 ,75 | ||
| 09/14/05 | 08/23/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,09/05 DUE 09/01/2035 06,000% REF # 2005082357140000 BS | -50,000,000 | 102,09375 | 51,046,875 ,00 |
027¶
10/01/05;11:50 001¶
EFTA00195987¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
11 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/16/05 | 09/15/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 YIELD 4,174 % TO MATURITY GVER REF # G2583645 A1 | -20,000,000 | 100,60938 ACCR, INT. | 20,121,875,00 73,913,04 | ||
| 09/16/05 | 09/15/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,174 % TO MATURITY GVER REF # G2583646 A1 | -20,000,000 | 100,60938 ACCR, INT. | 20,121,875,00 73,913,04 | ||
| 09/16/05 | 09/15/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 Yield 3,857 % TO MATURITY GVER REF # G2583659 B1 | 10,000,000 ACCR, INT. | 100,26563 ACCR, INT. | 10,026,562,50 17,679,56 | ||
| 09/16/05 | 09/15/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 Yield 3,857 % TO MATURITY GVER REF # G2583659 A1 | 50,000,000 ACCR, INT. | 100,26563 ACCR, INT. | 50,132,812,50 88,397,79 | ||
| 09/16/05 | JOURNAL | FEDL_HOME_LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12:01:34 | -1 | |||||
| 09/19/05 | 09/14/05 | SOLD | GOVERNMENT NATIONAL MTG ASSOC SERIES 2004-041 CLASS SE DUE 08/20/2030 REF # 2005091457200000 BS | -14,505,776 | 5,34375 ACCR, INT. | 775,152,43 41,956,91 | ||
| 09/19/05 | 09/16/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,283 % TO MATURITY GVER REF # G2594476 A1 | 20,000,000 ACCR, INT. | 99,89063 ACCR, INT. | 19,978,125,00 80,842,39 |
027¶
10/01/05;11:50 001¶
EFTA00195988¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
12 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
INVESTMENT ACTIVITY (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/20/05 | 09/16/05 | SOLD | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO STRIP DUE 01/01/2033 REF # 2005091557320000 BS | -18,252,042 | 79,89063 | 14,581,670,75 | ||
| 09/20/05 | 09/15/05 | SOLD | FANNIE MAE CMO/SERIES 2003-13 SSR-P/O FLTR DUE 03/25/2033, 04,358% REF # 2005091557240000 BS | -23,543,127 | 9,87500 ACCR, INT. | 2,324,883,79 71,262,10 | ||
| 09/20/05 | 09/15/05 | SOLD | FEDERAL NATIONAL MTG ASSN SERIES 2003-49 CLASS SW DUE 01/25/2033, 03,358% REF # 2005091557230000 BS | -11,861,918 | 6,96875 ACCR, INT. | 826,627,47 27,667,10 | ||
| 09/20/05 | 09/15/05 | SOLD | FANNIE MAE CMO/SERIES 2003-52 KS-IO FLTR DUE 07/25/2017, 03,458% REF # 2005091557280000 BS | -16,565,865 | 6,96875 ACCR, INT. | 1,154,433,75 39,789,14 | ||
| 09/20/05 | 09/16/05 | SOLD | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS I DUE 11/01/2033 REF # 2005091557390000 BS | -19,328,957 | 79,76563 | 15,417,863,44 | ||
| 09/20/05 | 09/15/05 | SOLD | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS DUE 02/20/2033, 03,340% REF # 2005091557250000 BS | -44,000,000 | 11,15625 | 4,908,750,00 | ||
| 09/20/05 | 09/15/05 | SOLD | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032, 03,590% REF # 2005091557260000 BS TO ADJ PREVIOUS MONTH'S FACTOR AS OF 09/15/05 | -23,561,075 | 6,03125 | 1,421,027,35 |
027¶
10/01/05;11:50 001¶
EFTA00195989¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
13 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/20/05 | 09/15/05 | SOLD | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-038 CLASS SP DUE 12/20/2029, 03,590% REF # 200509157272000 BS TO ADJ PREVIOUS MONTHS FACTOR AS OF 09/15/05 | -14,296,550 | 4,53125 | 647,812,46 | ||
| 09/20/05 | 09/16/05 | SOLD | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 DUE 07.01.2034, 00,001% REF # 20050915738000 BS | -25,900,765 | 79,29688 | 20,538,497,86 | ||
| 09/20/05 | 09/16/05 | SOLD | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 DUE 07.01.2034, 05,000% REF # 200509157535000 BS ACCRUES ON 1ST, PAYS ON 25TH | -8,757,972 | 22,67188 ACCR, INT, | 1,985,596,53 23,111,32 | ||
| 09/20/05 | 09/16/05 | SOLD | FEDL_HOME LOAN MTG CORP#S10109 SERIES 227 CLASS 10 DUE 12/10/2034, 05,000% REF # 200509157360000 BS | -27,588,703 | 23,04688 ACCR, INT, | 6,358,334,08 72,803,52 | ||
| 09/20/05 | 09/15/05 | SOLD | FREDDIE MAC CMO/SERIES 2886 SOC I/O TIR DUE 07.15/2019, 03,531% REF # 200509157290000 BS | -8,074,610 | 7,28125 ACCR, INT, | 587,932,59 3,960,62 | ||
| 09/20/05 | 09/15/05 | SOLD | ALTERATIVE LOAN TRUST SERIES 2004-30CB CLASS 1-A-8 DUE 02/28/2035, 01,458% REF # 200509157300000 BS | -35,363,806 | 1,45313 ACCR, INT, | 513,880,31 35,823,05 | ||
| 09/20/05 | 09/16/05 | SOLD | FEDL_HOME LOAN MTG CORP#S10110 SERIES 228 CLASS 10 DUE 02/01/2035, 06,000% REF # 200509157370000 BS ACCRUES ON 1ST, PAYS ON 25TH | -16,271,372 | 20,07813 ACCR, INT, | 3,266,986,53 51,526,01 |
027¶
10/01/05;11:50 001¶
EFTA00195990¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
14 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
INVESTMENT ACTIVITY (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/20/05 | PRINCIPAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP 3,590 DUE 12/20/29 PRINCIPAL REDUCTN 09-20-05 | -172,307 | |||||
| 09/21/05 | 09/15/05 | CANCEL SELL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS DUE 02/20/2033 03,160% REF # 2005091557250000 BS AS OF TD 09/15/05 SD 09/20/05 TO CXL PREVIOUS SELL | 44,000,000 | 11,15625 | 4,908,750,00 | ||
| 09/21/05 | 09/15/05 | SOLD | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS DUE 02/20/2033 03,160% REF # 2005091557250000 BS AS OF TD 09/15/05 SD 09/20/05 AS OF 09/15/05 | -44,000,000 | 11,15625 | 4,908,750,00 | ||
| 09/21/05 | 09/15/05 | CANCEL SELL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 03,410% REF # 2005091557260000 BS AS OF TD 09/15/05 SD 09/20/05 TO CXL PREVIOUS SELL | 23,561,075 | 6,03125 | 1,421,027,35 | ||
| 09/21/05 | 09/15/05 | SOLD | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 03,410% REF # 2005091557260000 BS AS OF TD 09/15/05 SD 09/20/05 AS OF 09/15/05 | -23,561,075 | 6,03125 | 1,421,027,35 | ||
| 09/21/05 | 09/15/05 | CANCEL SELL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP DUE 12/20/2029 03,410% REF # 2005091557270000 BS AS OF TD 09/15/05 SD 09/20/05 TO CXL PREVIOUS SELL | 14,296,550 | 4,53125 | 647,812,46 |
027¶
10/01/05;11:50 001¶
EFTA00195991¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
15 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
ACCOUNT NUMBER¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/21/05 | 09/15/05 | SOLD | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP DUE 12/20/2029, 03/410% | -14,296,550 | 4,53125 | 647,812,46 | ||
| REP # 2000091057270000 BS AS OF TD 09/15/05 SD 09/20/05 AS OF 09/15/05 | ||||||||
| 09/21/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 2003-49 CLASS SW 3,258 DUE 01/25/33 | -1 | |||||
| 09/21/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR 3,458 DUE 07/25/17 | 1 | |||||
| 09/21/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 | 1 | |||||
| 09/21/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/34 | 1 | |||||
| 09/23/05 | JOURNAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP 3,410 DUE 12/20/29 ADJUST POSITION | -2 | |||||
| 09/26/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO DUE 01/01/33 STIP PRIN R/D 08-05 PID 09-25-05 REPO P & I 0,0000 | 457,764,40 | |||||
| 09/26/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/33 PRIN R/D 08-05 PID 09-25-05 REPO P & I 0,0000 | 582,254,70 |
027¶
10/01/05;11:50 001¶
EFTA00195992¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
16 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH September 30, 2005¶
ACCOUNT NUMBER¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 09/26/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 PRIN R/D 08-05 P/D 09-25-05 REPO P & I 0,0000 | 209,767,60 | |||||
| 09/26/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 PRIN R/D 08-05 P/D 09-25-05 REPO P & I 0,0000 | 482,465,48 | |||||
| 09/27/05 | 09/15/05 | CANCEL SELL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 03,403% REF # 2005091557260000 BS AS OF TD 09/15/05 SD 09/20/05 TO CXL PREVIOUS SELL | 23,561,075 | 6,03125 | 1,421,027,35 | ||
| 09/27/05 | 09/15/05 | SOLD | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 03,403% REF # 2005091557260000 BS AS OF TD 09/15/05 SD 09/20/05 TO ADJ PREVIOUS MONTHS FACTOR | -23,561,075 | 6,03125 | 1,421,027,37 |
INTEREST¶
| DATE | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | RATE (%) | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|
| 09/01/05 | AVG BAL 424,880 RT 2.601 021 OFFICE INTEREST 0805 | 951.82 | ||||
| 09/15/05 | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO DUE 12/01/2034 5,000 INTEREST PAYMENT 09-15-05 | 5,0000 | 1,942.55 |
027¶
EFTA00195993¶
BEAR STEARNS¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSIDIARY¶
17 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
INTEREST (continued)¶
THROUGH September 30, 2005¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| DATE | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | RATE (%) | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|
| 09/15/05 | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO DUE 12/01/2034 5,000 INT R/D 08-05 P/D 09-15-05 REPO P & I 5,0000 | 5,0000 | 36,908.38 | |||
| 09/15/05 | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO DUE 12/01/2034 5,000 INT R/D 08-05 P/D 09-15-05 REPO P & I 5,0000 | 5,0000 | 77,701.85 | |||
| 09/15/05 | FREDDIE MAC CMO/SERIES 2886 SCH/O E TTR DUE 07/15/2019 3,531 INT R/D 08-05 P/D 09-15-05 REPO P & I 3,7287 | 3,5310 | 25,632.52 | |||
| 09/15/05 | FEDL HOME LOAN MTG CORP#S10110 SERIES 228 CLASS IO DUE 02/01/2035 6,000 INT R/D 08-05 P/D 09-15-05 REPO P & I 6,0000 | 6,0000 | 84,306.97 | |||
| 09/20/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS DUE 02/20/2034 3,340 INT R/D 08-05 P/D 09-20-05 REPO P & I 3,3406 | 3,3400 | 48,995.76 | |||
| 09/20/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS DUE 02/20/2034 3,340 INT R/D 08-05 P/D 09-20-05 REPO P & I 3,3406 | 3,3400 | 73,493.64 | |||
| 09/20/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 3,590 INT R/D 08-05 P/D 09-20-05 REPO P & I 3,5906 | 3,5900 | 71,399.08 |
027¶
10/01/05;11:50 001¶
EFTA00195994¶
BEAR STEARNS¶
OFFICE SERVICING YOUR ACCOUNT Bear, Stearns & Co. Inc.¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
18 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
INTEREST (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| DATE | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | RATE (%) | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|
| 09/20/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 3,590 INT R/D 08-05 PD 09-20-05 REPO P & I 3,5906 | 3,5900 | 71,399,08 | |||
| 09/20/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP DUE 12/20/2029 3,590 INTEREST PAYMENT 09-20-05 | 3,5900 | 43,293,48 | |||
| 09/26/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 3,403 REV INT FOR 9/20/2005 PD BAD POSITION | 3,4030 | 71,399,08 | |||
| 09/26/05 | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 DUE 07/01/2034 5,000 INT R/D 08-05 PD 09-25-05 REPO P & I 5,0000 | 5,0000 | 37,094,87 | |||
| 09/30/05 | GOVERNMENT NATIONAL MTG ASSOC SERIES 2004-041 CLASS SE DUE 05/20/2030 0,000 FITM CR INT FOR 9/20/2005 P D | 43,403,95 | ||||
| TOTAL | -71,399.08 | $616,523.95 | ||||
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS with Bear, Stearns& Co.Inc.¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM F2133186 AZ TERM REPO AGREEMENT | 8,058,484 | 5,923,000,00 |
027¶
10/01/05;11:50 001¶
| EFTA00195995 | | :--- | :---¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
19 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM A1 REPO AGREEMENT | -8,058,484 | 5,958,000,00 | |||
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM A2 REPO AGREEMENT | 8,058,484 | 5,958,000,00 | |||
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM A3 REPO AGREEMENT | -8,058,484 | 5,958,000,00 | |||
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 5,000 DUE 07/01/34 FITM B3 REPO AGREEMENT | -8,902,768 | 500,000,00 | |||
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 5,000 DUE 07/01/34 FITM B1 REPO AGREEMENT | -8,902,768 | 1,677,000,00 | |||
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 5,000 DUE 07/01/34 FITM B2 REPO AGREEMENT | 8,902,768 | 1,677,000,00 | |||
| 09/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 5,000 DUE 07/01/34 FITM F2133186 BZ TERM REPO AGREEMENT | 8,902,768 | 1,850,000,00 |
027¶
10/01/05;11:50 001¶
EFTA00195996¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
20 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/01/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/34 FITM A2 TERM REPO AGREEMENT | 8,858,010 | 500,000,00 | |||
| 09/01/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/34 FITM A1 REPO AGREEMENT | -8,858,010 | 1,706,000,00 | |||
| 09/01/05 | JOURNAL | UNITED STATES TREASURY NOTE FITM A2 4,250 DUE 08/15/15 TERM REPO AGREEMENT | 20,000,000 | 20,225,000,00 | |||
| 09/01/05 | JOURNAL | UNITED STATES TREASURY NOTE FITM A1 4,250 DUE 08/15/15 REPO AGREEMENT | -20,000,000 | 20,350,000,00 | |||
| 09/01/05 | RECEIVED | UNITED STATES TREASURY NOTE DUE 08/31/2007 4,000 4,000 DUE 08/31/07 FITM A1 RESALE AGREEMENT | 50,000,000 | 50,312,500,00 | |||
| 09/01/05 | DELIVERED | UNITED STATES TREASURY NOTE DUE 08/31/2007 4,000 4,000 DUE 08/31/07 FITM A2 TERM RESALE AGREEMENT | -68,000,000 | 68,255,000,00 | |||
| 09/01/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 DUE 07/01/2034 0,001 FITM F213186 AZ REPO INTEREST | 19,024,35 | ||||
| 09/01/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 DUE 07/01/2034 5,000 FITM F213186 BZ REPO INTEREST | 5,942,10 |
| 10/01/05;11:50 | 001 | V896 |
|---|
EFTA00195997¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
21 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00195998¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
22 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00195999¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
23 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196000¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
24 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/12/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/23 FITM TERM REPO AGREEMENT | 19,328,957 | 14,856,000 .00 | |||
| 09/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/24 FITM A1 REPO AGREEMENT | -18,392,469 | 3,667,000 .00 | |||
| 09/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/24 FITM BZ TERM REPO AGREEMENT | 18,392,469 | 3,938,000 .00 | |||
| 09/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10110 SERIES 228 CLASS IO 6,000 DUE 02/01/35 FITM B1 REPO AGREEMENT | -16,271,372 | 2,777,000 .00 | |||
| 09/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10110 SERIES 228 CLASS IO 6,000 DUE 02/01/35 FITM AZ TERM REPO AGREEMENT | 16,271,372 | 3,124,000 .00 | |||
| 09/12/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO STRIP DUE 01/01/2033 0,000 FITM DZ REPO INTEREST | 43,504,86 | ||||
| 09/12/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/2033 0,000 FITM AZ REPO INTEREST | 9,334,52 |
027¶
10/01/05;11:50 001¶
EFTA00196001¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
25 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196002¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
26 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/14/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR 3,458 DUE 07/25/17 FTIM AZ TERM REPO AGREEMENT | 9,276,884 | 458,000,00 | |||
| 09/14/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR 3,458 DUE 07/25/17 FTIM AZ REPO AGREEMENT | -9,276,884 | 478,000,00 | |||
| 09/14/05 | INTEREST | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR DUE 07/25/2017 FTIM AZ REPO INTEREST | 1,442,70 | ||||
| 09/15/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR 3,458 DUE 07/25/17 FTIM AZ TERM REPO AGREEMENT | 7,288,980 | 384,000,00 | |||
| 09/15/05 | INTEREST | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR DUE 07/25/2017 3,458 AZ REPO INTEREST | 1,249,92 | ||||
| 09/16/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR 3,458 DUE 07/25/17 FTIM AZ REPO AGREEMENT | -9,276,884 | ||||
| 09/16/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR 3,458 DUE 07/25/17 FTIM AZ REPO AGREEMENT | -7,288,980 | 373,000,00 |
027¶
10/01/05;11:50 001¶
EFTA00196003¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
27 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196004¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
28 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196005¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
29 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/19/05 | INTEREST | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2002 3,590 FITM REPO INTEREST | 4,118,19 | ||||
| 09/19/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 DUE 07/01/2004 0,001 FITM REPO INTEREST | 45,005,41 | ||||
| 09/19/05 | INTEREST | UNITED STATES TREASURY NOTE DUE 08/15/2015 4,250 FITM INTEREST | 4,573,00 | ||||
| 09/20/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO DUE 01/01/33 STRIP FITM TERM REPO AGREEMENT | 18,252,042 | 13,360,000,00 | |||
| 09/20/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-13 S RCR/I/O FLTR 4,358 DUE 03/25/202 FITM A2 TERM REPO AGREEMENT | 23,543,127 | 1,775,000,00 | |||
| 09/20/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS/I/O FLTR 3,458 DUE 07/25/17 FITM A2 TERM REPO AGREEMENT | 9,276,884 | ||||
| 09/20/05 | JOURNAL | FANNIE MAE CMO/SERIES 2003-52 KS/I/O FLTR 3,458 DUE 07/25/17 FITM A2 TERM REPO AGREEMENT | 7,288,980 | 373,000,00 |
027¶
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EFTA00196006¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
30 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/20/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/33 FITM A2 TERM REPO AGREEMENT | 19,328,957 | 14,132,000 .00 | |||
| 09/20/05 | JOURNAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS 0,340 DUE 02/20/33 FITM A2 TERM REPO AGREEMENT | 26,400,000 | ||||
| 09/20/05 | JOURNAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS 3,940 DUE 02/20/33 FITM MARGIN A2 TERM REPO AGREEMENT | 17,600,000 | ||||
| 09/20/05 | JOURNAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU 3,590 DUE 02/20/32 FITM A2 TERM REPO AGREEMENT | 23,561,075 | 1,079,000 .00 | |||
| 09/20/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM A4 TERM REPO AGREEMENT | 7,848,716 | 5,958,000 .00 | |||
| 09/20/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM A2 TERM REPO AGREEMENT | 18,052,048 | 12,922,000 .00 | |||
| 09/20/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 5,000 DUE 07/01/34 FITM B4 TERM REPO AGREEMENT | 8,757,972 | 500,000 .00 |
027¶
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EFTA00196007¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
31 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196008¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
32 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 09/20/05 | INTEREST | FANNIE MAE CMO/SERIES 2003-52 KS/VO FLTR DUE 07/25/2017 3,458 FITM A2 REPO INTEREST | 165,78 | ||||
| 09/20/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/2033 0,000 FITM A2 REPO INTEREST | 12,404,76 | ||||
| 09/20/05 | INTEREST | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 3,590 FITM A2 REPO INTEREST | 120,19 | ||||
| 09/20/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 DUE 07/01/2034 0,001 FITM A2 REPO INTEREST | 1,439,37 | ||||
| 09/20/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 DUE 07/01/2034 0,001 FITM A4 REPO INTEREST | 12,326,44 | ||||
| 09/20/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 DUE 07/01/2034 5,000 FITM B4 REPO INTEREST | 1,034,44 | ||||
| 09/20/05 | INTEREST | FEDL HOME LOAN MTG CORP/#S10109 SERIES 227 CLASS 10 DUE 12/01/2034 5,000 FITM A2 REPO INTEREST | 3,218,81 |
027¶
10/01/05;11:50 001¶
EFTA00196009¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
33 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
THROUGH September 30, 2005¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196010¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
34 of 36¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD September 1, 2005¶
THROUGH September 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196011¶
BEAR STEARNS¶
35 of 36¶
Transaction Detail (continued)¶
MISCELLANEOUS¶
| DATE MO/DAY | TRANSACTION | DESCRIPTION | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|
| 09/01/05 | JOURNAL | TO CMDY A/C | 119,924,00 | |
| 09/02/05 | JOURNAL | TO CMDY A/C | 114,810,00 | |
| 09/06/05 | JOURNAL | TO CMDY A/C | 164,532,50 | |
| 09/07/05 | JOURNAL | FR CMDY A/C | 66,530,00 | |
| 09/08/05 | JOURNAL | FR CMDY A/C | 75,804,38 | |
| 09/09/05 | JOURNAL | FR CMDY A/C | 5,112,50 | |
| 09/13/05 | JOURNAL | FR CMDY A/C | 116,022,50 | |
| 09/13/05 | JOURNAL | FNMA-30YR(FNMA)GTD SETT,09/05 5,000 DUE 09/01/35 MBS NET 09/13/05 | 108,593,74 | |
| 09/13/05 | JOURNAL | FNMA-30YR(FNMA)GTD SETT,09/05 5,500 DUE 09/01/35 MBS NET 09/13/05 | 699,023,44 | |
| 09/14/05 | JOURNAL | FNMA-30YR(FNMA)GTD SETT,09/05 6,000 DUE 09/01/35 MBS NET 09/14/05 | 85,937,50 | |
| 09/16/05 | JOURNAL | FR CMDY A/C | 396,328,50 | |
| 09/20/05 | JOURNAL | 8/05 SPEC PART 2 CLR FEES | 5,350,00 | |
| TOTAL | -$1,212,233.68 | $745,735.38 | ||
CLEARED THROUGH ITS¶
WHOLLY OWNED SUBSDIARY¶
STATEMENT PERIOD September 1, 2005¶
FINANCIAL TRUST CO INC¶
THROUGH September 30, 2005¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | August 31, 2005 |¶
| :--- | :--- |¶
027¶
10/01/05;11:50 001¶
EFTA00196012¶
BEAR STEARNS¶
OFFICE SERVICING YOUR ACCOUNT Bear, Stearns & Co. Inc.¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
36 of 36¶
FINANCIAL TRUST CO INC¶
Trades Executed Pending Settlement¶
STATEMENT PERIOD September 1, 2005¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT | |
|---|---|---|---|---|---|---|---|---|---|
| 10/13/05 | 09/16/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,10/05 DUE 10/01/2035 05,500% REF # 2005091657250000 BS | 50,000,000 .00 | 100,3203 | 50,160,156 .25 | |||
| 10/13/05 | 09/07/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,10/05 DUE 10/01/2035 05,500% REF # 2005090757170000 BS | -50,000,000 .00 | 100,6250 | 50,312,500 .00 | |||
| TOTAL | $50,160,156.25 | $50,312,500.00 | |||||||
The above trades do not appear in any other section of this statement.¶
******* End of Statement*******¶
10/01/05;11:50 001¶
027¶