EFTA00196013¶
| 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 | 7 |
Trades Not Yet Settled 33¶
| 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¶
| TOTAL VALUE OF SECURITIES THIS PERIOD | 3,188,141 |
| LONG ACCRUED INTEREST | 34,115 |
| NET CREDIT BALANCE | 221,488 |
| NET EQUITY THIS PERIOD | $3,443,744 |
| NET EQUITY LAST STATEMENT | 3,241,555 |
| CHANGE SINCE LAST STATEMENT | 202,189 |
There are no “Stop Loss” orders or other pending buy or sell open orders on file for your account.¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
FINANCIAL TRUST CO INC¶
Market Value of Your Portfolio¶
STATEMENT PERIOD July 30, 2005¶
ACCOUNT NUMBER¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
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 | $11,711.77 |
| Securities Sold | 1,146,377,233.41 |
| Dividends/Interest | 1,258,464.71 |
| Miscellaneous | 1,174,993.98 |
| Amount Credited | $1,148,810,692.10 |
| Securities Bought | -1,147,503,302.86 |
| Dividends/Interest Charged | -752,302.99 |
| Miscellaneous | -345,310.50 |
| Amount Debited | $-1,148,600,916.35 |
| Net Cash Activity | 209,775.75 |
| Closing Balance | $221,487.52 |
Cash Balance Summary¶
| OPENING | CLOSING | |
| Margin | 11,711.77 | 221,487.52 |
| Net Cash Balance | $11,711.77 | $221,487.52 |
Income Summary¶
| THIS PERIOD | YEAR TO DATE | |
| U.S.Govt.Bond Int. | 461,711.95 | 4,520,094.57 |
| Govt.Agency Int. | 627,049.58 | 5,392,264.53 |
| Corp.Bond Int. | 168,705.12 | 1,142,506.31 |
| Credit Balance Int. | 998.06 | 5,322.57 |
| Reverse Repurchase Int. | 150,243.08 | 1,523,787.61 |
| Total | $1,408,707.79 | $12,583,975.59 |
| Bond Purchase Int. | -752,302.99 | -6,392,956.47 |
| Repurchase Int. Exp. | -208,934.41 | -1,500,580.05 |
Portfolio Composition¶
| Cash/Cash Equivalent | 221,488 |
| Fixed Income | 3,188,141 |
| Total | $3,409,629 |
STATEMENT PERIOD July 30, 2005¶
FINANCIAL TRUST CO INC¶
THROUGH August 31, 2005¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
Your Portfolio Allocation¶
Unshaded portions denote debit balance and/or short market values. The allocation percentage is derived from the absolute market value of your portfolio.¶
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BEAR STEARNS¶
OFFICE SERVICING YOUR ACCOUNT Bear, Stearns & Co. Inc.¶
CLEARED THROUGH ITS¶
WHOLLY OWNED SUBSDIARY¶
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FINANCIAL TRUST CO INC¶
Your Portfolio Holdings¶
STATEMENT PERIOD July 30, 2005¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
| DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | MARKET VALUE | ESTIMATED ANNUAL INCOME | CURRENT YIELD (%) |
|---|---|---|---|---|---|---|
| CASH BALANCE | 221,488 | |||||
| TOTAL CASH & CASH EQUIVALENTS | $221,488 |
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
FIXED INCOME¶
Government & Agency Obligations¶
| DESCRIPTION | SYMBOL/CUSIP | ACCT TYPE | QUANTITY | PRICE | MARKET VALUE | ACCrued INTEREST | ESTIMATED ANNUAL INCOME | CURRENT YIELD (%) |
|---|---|---|---|---|---|---|---|---|
| GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP DATED DATE 05/21/04 BOOK ENTRY ONLY DUE 12/20/2029 3,590% FACTOR = .88845284 | MRGN | 14,468,859 | 5,9466 | 860,404 | 15,870 | 519,432 | 60,3707 | |
| GOVERNMENT NATIONAL MTG ASSOC SERIES 2004-041 CLASS SE DATED DATE 06/23/04 BOOK ENTRY ONLY DUE 05/20/2030 FACTOR = .90308336 | MRGN | 14,505,776 | 6,1364 | 890,134 | ||||
| FEDERAL NATIONAL MTG ASSN SERIES 2003-49 CLASS SW DATED DATE 04/30/03 BOOK ENTRY ONLY DUE 01/25/2033 3,358% FACTOR = .48800907 | MRGN | 11,861,919 | 6,8431 | 811,726 | 6,638 | 398,323 | 49,0711 |
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Your Portfolio Holdings (continued)¶
STATEMENT PERIOD July 30, 2005¶
Government & Agency Obligations (continued)¶
| DESCRIPTION | SYMBOL/CUSIP | ACCT TYPE | QUANTITY | PRICE | MARKET VALUE | ACCRUED INTEREST | ESTIMATED ANNUAL INCOME | CURRENT YIELD (%) |
|---|---|---|---|---|---|---|---|---|
| FEDL HOME LOAN MTG CORP#S10109 | MRGN | 466,211 | 21,4063 | 99,798 | 1,943 | 23,311 | 23,3582 | |
| SERIES 227 CLASS IO DATED DATE 11/01/04 BOOK ENTRY ONLY DUE 12/01/2034 5,000% FACTOR = .93242216 | ||||||||
| Total Government& Agency Obligations | $2,662,062 | $24,451 | $941,066 |
Corporate Bonds¶
| DESCRIPTION | SYMBOL/CUSIP | ACCT TYPE | QUANTITY | PRICE | MARKET VALUE | ACCRUED INTEREST | ESTIMATED ANNUAL INCOME | CURRENT YIELD (%) |
|---|---|---|---|---|---|---|---|---|
| ALTERNATIVE LOAN TRUST | MRGN | 35,363,806 | 1,4876 | 526,079 | 9,664 | 579,966 | 110,2431 | |
| SERIES 2004-30CB CLASS 1-A-8 DATED DATE 12/27/04 BOOK ENTRY ONLY DUE 02/25/2035 1,640% FACTOR = .88409516 RATING: MOODY AAA S&P AAA | ||||||||
| Total CorporateBonds | $526,079 | $9,664 | $579,966 | |||||
| TOTAL FIXED INCOME | $3,188,141 | $34,115 | $1,521,032 |
| YOUR PORTFOLIOHOLDINGSACCRUED INTEREST | $34,115 |
| YOUR PORTFOLIOHOLDINGSESTIMATED ANNUAL INCOME | $1,521,032 |
| YOUR PRICED PORTFOLIOHOLDINGS | $3,409,629 |
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Repurchase and Reverse Repurchase Transactions¶
STATEMENT PERIOD July 30, 2005¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| PURCHASE/ START DATE | REPURCHASE DATE | PRICING RATE | PURCHASE PRICE/ PRINCIPAL | ACCRUED REPO INTEREST* | QUANTITY (FACE AMOUNT) | CUSIP | DESCRIPTION | |
|---|---|---|---|---|---|---|---|---|
| YOU PROVIDED (MARGIN) | 07/29/05 | OPEN | 0,000 | -50,000,000 | FEDERAL NATIONAL MTG ASSOC SERIES 2003-13 CLASS 4,3587 03/25/33 | |||
| YOU SOLD (REPO) | 08/01/05 | 09/01/05 | 3,730 | -5,923,000 | -19,024 | -10,000,000 | FANNIE MAE STRIPS SERIES 352 CLASS PO 07/01/34 | |
| YOU SOLD (REPO) | 08/01/05 | 09/01/05 | 3,730 | -1,850,000 | -5,942 | -10,000,000 | FANNIE MAE STRIP SERIES 353 CLASS ID 5,0000 07/01/34 | |
| YOU SOLD (REPO) | 08/01/05 | 09/01/05 | 3,730 | -500,000 | -1,605 | -9,500,000 | FEDERAL HOME LOAN STRIP SERIES 227 CLASS ID 5,0000 12/01/34 | |
| YOU SOLD (REPO) | 08/12/05 | 09/12/05 | 3,770 | -13,401,000 | -28,067 | -40,000,000 | FANNIEMAE STRIP SERIES 329 CLASS PO 12/01/32 | |
| YOU SOLD (REPO) | 08/12/05 | 09/12/05 | 3,770 | -14,274,000 | -29,896 | -30,000,000 | FANNIEMAE STRIP SERIES 346 CLASS PO 11/01/33 | |
| YOU SOLD (REPO) | 08/12/05 | 09/12/05 | 3,770 | -3,938,000 | -8,247 | -20,000,000 | FEDERAL HOME LOAN STRIP SERIES 227 CLASS ID 5,0000 12/01/34 | |
| YOU SOLD (REPO) | 08/12/05 | 09/12/05 | 3,770 | -3,124,000 | -6,543 | -20,000,000 | FREDDIEMAC STRIP SERIES 228 CLASS ID 6,0000 02/01/35 | |
| YOU SOLD (REPO) | 08/15/05 | 09/14/05 | 3,780 | -458,000 | -817 | -14,000,000 | FEDERAL NATIONAL MTG ASSOC SERIES 2003-52 CLASS 3,4587 07/25/17 | |
| YOU SOLD (REPO) | 08/15/05 | 09/15/05 | 3,780 | -384,000 | -685 | -11,000,000 | FEDERAL NATIONAL MTG ASSOC SERIES 2003-52 CLASS 3,4587 07/25/17 | |
| YOU SOLD (REPO) | 08/18/05 | 09/19/05 | 3,810 | -13,289,000 | -19,689 | -23,000,000 | FANNIE MAE STRIPS SERIES 352 CLASS PO 07/01/34 |
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STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| PURCHASE/ START DATE | REPURCHASE DATE | PRICING RATE | PURCHASE PRICE/ PRINCIPAL | ACCRUED REPO INTEREST* | QUANTITY (FACE AMOUNT) | CUSIP | DESCRIPTION | |
|---|---|---|---|---|---|---|---|---|
| YOU SOLD (REPO) 08/18/05 09/19/05 3,810 -1,216,000 -1,801 -27,112,874 | ||||||||
| YOU PROVIDED | ||||||||
| YOU SOLD | ||||||||
| YOU SOLD | ||||||||
| YOU BOUGHT | ||||||||
| TOTAL REVERSE REPURCHASE TRANSACTIONS | $68,255,000 | $6,294 | ||||||
| TOTAL REPURCHASE TRANSACTIONS | -78,582,001 | $-124,113 | ||||||
*As of statement date¶
Transaction Detail¶
INVESTMENT ACTIVITY¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/01/05 | 07/29/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 05/15/2015 04,125% MN 15 YIELD 4,278 % TO MATURITY GVER REF # G2105081 A1 | 10,000,000 | 98,78125 | 9,878,125.00 | ||
| ACCR, INT. | 87,432.07 |
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Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
INVESTMENT ACTIVITY (continued)¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/01/05 | 07/28/05 | SOLD | UNITED STATES TREASURY NOTE DUE 07/31/2007, 03,875% JJ 31 YIELD: 3,978 % TO MATURITY GVER REF # G2093006 B1 | -23,000,000 | 99,80469 | ACCR, INT. | 22,955,078,13 2,421,87 | |
| 08/01/05 | 07/28/05 | SOLD | UNITED STATES TREASURY NOTE DUE 07/31/2007, 03,875% JJ 31 Yield: 3,978 % TO MATURITY GVER REF # G2093006 A1 | -50,000,000 | 99,80469 | ACCR, INT. | 49,902,343,75 5,264,95 | |
| 08/11/05 | 08/03/05 | BOUGHT | FNMA-30Y(RFNA)GTD SETT,08/04 DUE 08/01/2034, 05,500% REF # 2005080357160000 BS | 1,000,000 | 100,45313 | 1,004,531,25 | ||
| 08/11/05 | 07/15/05 | CANCEL SELL | FNMA-30Y(RFNA)GTD SETT,08/04 DUE 08/01/2034, 05,500% REF # 2005071557180000 BS AS OF 07/15/05 TO CXL PREVIOUS SELL | 30,000,000 | 100,82031 | 30,246,093,75 | ||
| 08/11/05 | 07/07/05 | CANCEL SELL | FNMA-30Y(RFNA)GTD SETT,08/04 DUE 08/01/2034, 05,500% REF # 2005070757310000 BS AS OF 07/07/05 TO CXL PREVIOUS SELL | 30,000,000 | 100,96875 | 30,290,625,00 | ||
| 08/11/05 | 07/29/05 | CANCEL SELL | FNMA-30Y(RFNA)GTD SETT,08/04 DUE 08/01/2034, 05,500% REF # 2005072957090000 BS AS OF 07/29/05 TO CXL PREVIOUS SELL | 40,000,000 | 100,50781 | 40,203,125,00 |
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Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
INVESTMENT ACTIVITY (continued)¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/11/05 | 07/11/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,08/04 DUF 08/01/2034 05,500% REF # 2005071157110000 BS | 50,000,000 | 100,88281 | 50,441,406,25 | ||
| 08/11/05 | 07/08/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,08/04 DUF 08/01/2034 05,500% REF # 2005070857250000 BS AS OF 07/08/05 TO CXL PREVIOUS SELL | 50,000,000 | 100,96094 | 50,480,468,75 | ||
| 08/11/05 | 07/08/05 | CANCEL SELL | FNMA-30YR(FNMA)GTD SETT,08/04 DUF 08/01/2034 05,500% REF # 2005070857250000 BS AS OF 07/08/05 TO CXL PREVIOUS SELL | 50,000,000 | 100,96094 | 50,480,470,00 | ||
| 08/11/05 | 08/03/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT,08/04 DUF 08/01/2034 05,500% REF # 2005080357180000 BS | 99,000,000 | 100,43750 | 99,433,125,00 | ||
| 08/11/05 | 08/03/05 | CANCEL BUY | FNMA-30YR(FNMA)GTD SETT,08/04 DUF 08/01/2034 05,500% REF # 2005080357160000 BS AS OF 08/03/05 TO CXL PREVIOUS BUY | -1,000,000 | 100,45313 | 1,004,531,25 | ||
| 08/11/05 | 07/15/05 | SOLD | FNMA-30YR(FNMA)GTD SETT,08/04 DUF 08/01/2034 05,500% REF # 2005071557180000 BS | -30,000,000 | 100,82031 | 30,246,093,75 |
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Transaction Detail (continued)¶
INVESTMENT ACTIVITY (continued)¶
STATEMENT PERIOD July 30, 2005¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/11/05 | 07/07/05 | SOLD | FNMA-30YR(FNMA)/GTD SETT.08/04 DUE 08/01/2034 05,500% REF # 2005070757310000 BS | -30,000,000 | 100,96875 | 30,290,625,00 | ||
| 08/11/05 | 07/29/05 | SOLD | FNMA-30YR(FNMA)/GTD SETT.08/04 DUE 08/01/2034 05,500% REF # 2005072957090000 BS | -40,000,000 | 100,50781 | 40,203,125,00 | ||
| 08/11/05 | 07/11/05 | CANCEL BUY | FNMA-30YR(FNMA)/GTD SETT.08/04 DUE 08/01/2034 05,500% REF # 2005071157110000 BS AS OF 07/11/05 TO CXL PREVIOUS BUY | -50,000,000 | 100,88281 | 50,441,406,25 | ||
| 08/11/05 | 07/08/05 | SOLD | FNMA-30YR(FNMA)/GTD SETT.08/04 DUE 08/01/2034 05,500% REF # 2005070857250000 BS AS OF 07/08/05 | -50,000,000 | 100,96094 | 50,480,468,75 | ||
| 08/11/05 | 07/08/05 | SOLD | FNMA-30YR(FNMA)/GTD SETT.08/04 DUE 08/01/2034 05,500% REF # 2005070857250000 BS | -50,000,000 | 100,96094 | 50,480,470,00 | ||
| 08/11/05 | 08/03/05 | CANCEL BUY | FNMA-30YR(FNMA)/GTD SETT.08/04 DUE 08/01/2034 05,500% REF # 2005080357180000 BS AS OF 08/03/05 TO CXL PREVIOUS BUY | -99,000,000 | 100,43750 | 99,433,125,00 |
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Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
INVESTMENT ACTIVITY (continued)¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/11/05 | 08/03/05 | BOUGHT | FNMA 30YR GTD SETT, 08/05 DUE 08/01/2035, 05,000% REF # 2005080357990000 BS | 10,000,000 | 98,34766 | 9,834,765,63 | ||
| 08/11/05 | 07/21/05 | CANCEL SELL | FNMA 30YR GTD SETT, 08/05 DUE 08/01/2035, 05,000% REF # 2005072157190000 BS AS OF 07/21/05 TO CXL PREVIOUS SELL | 10,000,000 | 98,59375 | 9,859,375,00 | ||
| 08/11/05 | 08/03/05 | CANCEL BUY | FNMA 30YR GTD SETT, 08/05 DUE 08/01/2035, 05,000% REF # 2005080357990000 BS AS OF 08/03/05 TO CXL PREVIOUS BUY | -10,000,000 | 98,34766 | 9,834,765,63 | ||
| 08/11/05 | 07/21/05 | SOLD | FNMA 30YR GTD SETT, 08/05 DUE 08/01/2035, 05,000% REF # 2005072157190000 BS | -10,000,000 | 98,59375 | 9,859,375,00 | ||
| 08/11/05 | 08/10/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 05/15/2015, 04,125% MN 15 YIELD 4,370 % TO MATURITY GVER REF # G2222986 A1 | 5,000,000 ACCR, INT. | 98,06250 | 4,903,125,00 49,320,65 | ||
| 08/12/05 | 08/11/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 05/15/2015, 04,125% MN 15 Yield 4,348 % TO MATURITY GVER REF # G2234235 A1 | 30,000,000 ACCR, INT. | 98,25000 | 29,475,000,00 299,286,68 | ||
| 08/12/05 | 08/11/05 | SOLD | UNITED STATES TREASURY NOTE DUE 05/15/2015, 04,125% MN 15 Yield 4,334 % TO MATURITY GVER REF # G2234830 A1 | -30,000,000 ACCR, INT. | 98,34375 ACCR, INT. | 29,503,125,00 299,286,68 |
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Transaction Detail (continued)¶
INVESTMENT ACTIVITY (continued)¶
STATEMENT PERIOD July 30, 2005¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/12/05 | 08/11/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 07/31/2007 03,875 JJ 31 SPECIAL INSTRUCTIONS YIELD 4,108 % TO MATURITY GVER REF # G2233644 A1 WWEB | 15,000,000 ACCR, INT. | 99,56250 | 14,934,375,00 | 18,953,80 | |
| 08/15/05 | 08/12/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 07/31/2007 03,875 JJ 31 SPECIAL INSTRUCTIONS Yield 4,033 % IO MATURITY GVER REF # G2245038 A1 | 10,000,000 ACCR, INT. | 99,70313 | 9,970,312,50 | 15,794,84 | |
| 08/15/05 | 08/12/05 | SOLD | UNITED STATES TREASURY NOTE DUE 07/31/2007 03,875 JJ 31 Yield 4,059 % IO MATURITY GVER REF # G2245035 A3 AS OF 08/12/05 | -20,000,000 | 99,65500 ACCR, INT. | 19,931,000,00 31,589,67 | ||
| 08/16/05 | 08/15/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,125 MN 15 Yield 4,286 % IO MATURITY GVER REF # G2273023 A1 | -5,000,000 | 98,72266 ACCR, INT. | 4,936,132,81 52,122,96 | ||
| 08/16/05 | 08/15/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250 FA 15 Yield 4,282 % IO MATURITY GVER REF # G2273026 A1 | 5,000,000 ACCR, INT. | 99,90625 | 4,995,312,50 577,45 | ||
| 08/16/05 | 08/15/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250 FA 15 Yield 4,289 % IO MATURITY GVER REF # G2273919 A1 | -10,000,000 | 99,68750 ACCR, INT. | 9,968,750,00 1,154,89 | ||
| 08/17/05 | 08/16/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250 FA 15 Yield 4,289 % IO MATURITY GVER REF # G2285088 A1 | 10,000,000 ACCR, INT. | 100,25000 | 10,025,000,00 2,309,78 |
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Transaction Detail (continued)¶
INVESTMENT ACTIVITY (continued)¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/17/05 | 08/16/05 | SOLD | UNITED STATES TREASURY NOTE DUE 07/21/2007 03,875% JJ 31 YIELD 4,017 % TO MATURITY GVER REF # G2284269 A1 | -10,000,000 | 99,73438 | 9,973,437,50 17,900,82 | ||
| 08/18/05 | 08/17/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,270 % TO MATURITY GVER REF # G2294678 A1 | 25,000,000 ACCR, INT. | 99,83984 | 24,959,960,94 8,661,68 | ||
| 08/18/05 | 08/17/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,240 % TO MATURITY GVER REF # G2292609 A1 | -25,000,000 | 100,07813 ACCR, INT. | 25,019,531,25 8,661,68 | ||
| 08/19/05 | 08/18/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,217 % TO MATURITY GVER REF # G2303843 A1 | 10,000,000 ACCR, INT. | 100,26563 | 10,026,562,50 4,619,57 | ||
| 08/19/05 | 08/18/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,234 % TO MATURITY GVER REF # G2303360 A1 | -10,000,000 | 100,12500 ACCR, INT. | 10,012,500,00 4,619,57 | ||
| 08/22/05 | 08/19/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 SPECIAL INSTRUCTIONS YIELD 4,231 % TO MATURITY GVER REF # G2313898 A1 WWEB | 10,000,000 ACCR, INT. | 100,31250 | 10,031,250,00 8,084,24 | ||
| 08/22/05 | 08/19/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 SPECIAL INSTRUCTIONS YIELD 4,207 % TO MATURITY GVER REF # G2348702 B1 AS OF 08/19/05 | 25,000,000 ACCR, INT. | 100,34375 | 25,085,937,50 20,210,60 |
027¶
09/01/05;13:28 001¶
EFTA00196026¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
14 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
INVESTMENT ACTIVITY (continued)¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/22/05 | 08/19/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015, 04,250% FA 15 YIELD 4,217 % TO MATURITY GVER REF # G2313522 A1 | -25,000,000 | 100,26563 | 25,066,406,25 20,210,60 | ||
| 08/22/05 | 08/19/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 07:31/2007, 03,875% JJ 31 Yield 4,009 % TO MATURITY GVER REF # G2313868 A1 | 10,000,000 | 99,75000 | 9,975,000,00 23,165,76 | ||
| 08/22/05 | PRINCIPAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-005 CLASS SP 3,770 DUE 12/20/29 PRINCIPAL REDUCTN 08-20-05 | -166,188 | |||||
| 08/22/05 | PRINCIPAL | GOVERNMENT NATIONAL MTG ASSOC SERIES 2004-041 CLASS SE DUE 05/20/36 PRINCIPAL REDUCTN 08-20-05 | -150,917 | |||||
| 08/24/05 | 08/23/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015, 04,250% FA 15 Yield 4,178 % TO MATURITY GVER REF # G2354385 A1 | 10,000,000 | 100,57813 | 10,057,812,50 10,394,02 | ||
| 08/24/05 | 08/23/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015, 04,250% FA 15 Yield 4,200 % TO MATURITY GVER REF # G2352709 A1 | -10,000,000 | 100,40625 | 10,040,625,00 10,394,02 | ||
| 08/25/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO DUE 01/01/33 STRIP PRIN RD 07-05 P/D 08-25-05 REPD P & I 0,000 | 128,288,70 |
027¶
09/01/05;13:28 001¶
EFTA00196027¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
15 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
INVESTMENT ACTIVITY (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/25/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO DUE 01/01/33 STRIP PRIN RID 07-05 P/D 08-25-05 REPO P & I 0,0000 | 384,866,10 | |||||
| 08/25/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 2000-400 CLASS SW 3,358 DUE 01/25/33 PRINCIPAL REDUCTN 08-25-05 | -325,337 | |||||
| 08/25/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/33 PRIN RID 07-05 P/D 08-25-05 REPO P & I 0,0000 | 168,299,20 | |||||
| 08/25/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/33 PRIN RID 07-05 P/D 08-25-05 REPO P & I 0,0000 | 336,598,40 | |||||
| 08/25/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 PRIN RID 07-05 P/D 08-25-05 REPO P & I 0,0000 | 241,100,60 | |||||
| 08/25/05 | PRINCIPAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 PRIN RID 07-05 P/D 08-25-05 REPO P & I 0,0000 | 554,531,38 | |||||
| 08/25/05 | PRINCIPAL | ALTERATIVE LOAN TRUST SERIES 2004-30CB CLASS 1-A-8 1,640 DUE 02/25/35 PRINCIPAL REDUCTN 08-25-05 | -985,861 |
027¶
09/01/05;13:28 001¶
EFTA00196028¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
16 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
INVESTMENT ACTIVITY (continued)¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 08/26/05 | 08/25/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 07/31/2002 03,875% JJ 31 YIELD 3,997 % TO MATURETY GVER REF # G2373905 B1 | 18,000,000 ACCR, INT, | 99,77344 | 17,959,218,75 49,279,89 | ||
| 08/26/05 | 08/25/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 07/31/2002 03,875% JJ 31 Yield 3,997 % TO MATURETY GVER REF # G2373905 A1 | 50,000,000 ACCR, INT, | 99,77344 | 49,886,718,75 136,888,59 | ||
| 08/29/05 | 08/26/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,167 % TO MATURETY GVER REF # G2382619 A1 | 5,000,000 ACCR, INT, | 100,79688 | 5,039,843,75 8,084,24 | ||
| 08/29/05 | 08/26/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 SPECIAL INSTRUCTIONS Yield 4,169 % TO MATURETY GVER REF # G2412240 A1 WWEB AS OF 08/26/05 | -5,000,000 | 100,65625 ACCR, INT, | 5,032,812,50 8,084,24 | ||
| 08/30/05 | JOURNAL | FREDDIE MAC CMO/SERIES 2886 SC-IO FLTR 3,728 DUE 07/15/19 | 1 | |||||
| 08/31/05 | 08/30/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/15/2015 04,250% FA 15 Yield 4,167 % TO MATURETY GVER REF # G2422297 A1 | 5,000,000 ACCR, INT, | 100,67188 | 5,033,593,75 9,239,13 | ||
| 08/31/05 | 08/30/05 | BOUGHT | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 Yield 4,012 % TO MATURETY GVER REF # G2423132 A1 | 15,000,000 | 99,97656 | 14,996,484,38 |
027¶
09/01/05;13:28 001¶
EFTA00196029¶
BEAR STEARNS¶
OFFICE SERVICING YOUR ACCOUNT Bear, Stearns & Co. Inc.¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
17 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
INVESTMENT ACTIVITY (continued)¶
THROUGH August 31, 2005¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT | |
|---|---|---|---|---|---|---|---|---|---|
| 08/31/05 | 08/30/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 YIELD 4,004 % TO MATURITY GVER REF # G2423964 A1 | -15,000,000 | 99,99219 | 14,998,828 ,13 | |||
| 08/31/05 | 08/25/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 YIELD 4,000 % TO MATURITY GVER REF # G2373906 B1 | -18,000,000 | 100,00000 | 18,000,000 ,00 | |||
| 08/31/05 | 08/25/05 | SOLD | UNITED STATES TREASURY NOTE DUE 08/31/2007 04,000% FA 28 YIELD 4,000 % TO MATURITY GVER REF # G2373906 A1 | -50,000,000 | 100,00000 | 50,000,000 ,00 | |||
| TOTAL | -$640,259,921.44 | $679,889,952.28 | |||||||
INTEREST¶
| DATE | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | RATE (%) | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|
| 08/01/05 | AVG BAL 467,110 RT 2.481 021 OFFICE INTEREST 0705 | 998,06 | ||||
| 08/15/05 | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO DUE 12/01/2034 5,000 INT R/D 07-05 P/D 08-15-05 REPO P & I 5,0000 | 5,0000 | 1,967,86 | |||
| 08/15/05 | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO DUE 12/01/2034 5,000 INT R/D 07-05 P/D 08-15-05 REPO P & I 5,0000 | 5,0000 | 37,389,40 |
027¶
09/01/05;13:28 001¶
EFTA00196030¶
BEAR STEARNS¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
18 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
INTEREST (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| DATE | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | RATE (%) | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|
| 08/15/05 | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO DUE 12/01/2034 5,000 INT R/D 07-05 P/D 08-15-05 REPO P & I 5,0000 | 5,0000 | 78,714,53 | |||
| 08/15/05 | FREDIE MAC CMO/SERIES 2886 SC-I/O FLTR DUE 07/15/2019 3,911 INT R/D 07-05 P/D 08-15-05 REPO P & I 3,9118 | 3,9110 | 11,317,04 | |||
| 08/15/05 | FREDIE MAC CMO/SERIES 2886 SC-I/O FLTR DUE 07/15/2019 3,911 INT R/D 07-05 P/D 08-15-05 REPO P & I 3,9118 | 3,9110 | 16,196,21 | |||
| 08/15/05 | FEDL HOME LOAN MTG CORP#S10110 SERIES 228 CLASS IO DUE 02/01/2035 6,000 INT R/D 07-05 P/D 08-15-05 REPO P & I 6,0000 | 6,0000 | 87,142,06 | |||
| 08/22/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS DUE 02/20/2033 3,520 INT R/D 07-05 P/D 08-20-05 REPO P & I 3,5200 | 3,5200 | 51,626,67 | |||
| 08/22/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-5 CLASS PS DUE 02/20/2033 3,520 INT R/D 07-05 P/D 08-20-05 REPO P & I 3,5200 | 3,5200 | 77,440,00 | |||
| 08/22/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU DUE 02/20/2032 3,770 INT R/D 07-05 P/D 08-20-05 REPO P & I 3,7700 | 3,7700 | 75,876,80 |
| 09/01/05;13:28 | 001 | V895 |
|---|
EFTA00196031¶
BEAR STEARNS¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
19 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
INTEREST (continued)¶
THROUGH August 31, 2005¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| DATE | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | RATE (%) | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|
| 08/22/05 | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP DUE 12/20/2029 3,770 INTEREST PAYMENT 08-20-05 | 3,7700 | 45,978,44 | |||
| 08/22/05 | GOVERNMENT NATIONAL MTG ASSOC SERIES 2004-041 CLASS SE DUE 05/20/2030 0,000 INTEREST PAYMENT 08-20-05 | 46,046,44 | ||||
| 08/25/05 | FANNIE MAE CMO/SERIES 2003-13 S RCR-I/O FLTR DUE 03/25/2033 4,358 INT R/D 07-05 P/O 08-25-05 REPO P & I 4,5400 | 4,3580 | 91,514,47 | |||
| 08/25/05 | FEDERAL NATIONAL MTG ASSN SERIES 2003-49 CLASS SW DUE 01/25/2033 3,358 INTEREST PAYMENT 08-25-05 | 3,3580 | 35,952,40 | |||
| 08/25/05 | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR DUE 07/25/2017 3,458 INT R/D 07-05 P/O 08-25-05 REPO P & I 3,6400 | 3,4580 | 22,557,38 | |||
| 08/25/05 | FANNIE MAE CMO/SERIES 2003-52 KS-I/O FLTR DUE 07/25/2017 3,458 INT R/D 07-05 P/O 08-25-05 REPO P & I 3,6400 | 3,4580 | 28,709,39 | |||
| 08/25/05 | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 DUE 07/01/2034 5,000 INT R/D 07-05 P/O 08-25-05 REPO P & I 5,0000 | 5,0000 | 37,648,21 |
027¶
09/01/05;13:28 001¶
EFTA00196032¶
BEAR STEARNS¶
OFFICE SERVICING YOUR ACCOUNT Bear, Stearns & Co. Inc.¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
20 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
INTEREST (continued)¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| DATE | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | RATE (%) | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|
| 08/25/05 | ALTERNATIVE LOAN TRUST | 1,6400 | 49,677.40 | |||
| SERIES 2004-30CB CLASS 1-A-8 | ||||||
| DUE 02/25/2035 1,640 | ||||||
| INTEREST PAYMENT 08-25-05 | ||||||
| TOTAL | $796,752.76 | |||||
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 08/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM F2133186 A1 REPO AGREEMENT | -8,299,585 | 5,923,000 .00 | |||
| 08/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/34 FITM BZ TERM REPO AGREEMENT | 8,299,585 | 6,373,000 .00 | |||
| 08/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 5,000 DUE 07/01/34 FITM AZ TERM REPO AGREEMENT | 9,035,569 | 1,737,000 .00 | |||
| 08/01/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 353 CLASS 2 5,000 DUE 07/01/34 FITM F2133186 B1 REPO AGREEMENT | -9,035,569 | 1,850,000 .00 | |||
| 08/01/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/34 FITM A2 TERM REPO AGREEMENT | 8,973,456 |
| 09/01/05;13:28 | 001 | V895 |
|---|
EFTA00196033¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
21 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
027¶
09/01/05;13:28 001¶
EFTA00196034¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
22 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 08/12/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO DUE 01/01/33 STRIP FITM TERM REPO AGREEMENT | 4,677,451 | 3,562,000,00 | |||
| 08/12/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO DUE 01/01/33 STRIP FITM TERM REPO AGREEMENT | 14,032,355 | 10,686,000,00 | |||
| 08/12/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO DUE 01/01/33 STRIP FITM REPO AGREEMENT | -18,709,806 | 13,401,000,00 | |||
| 08/12/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/33 FITM C2 TERM REPO AGREEMENT | 6,637,070 | 5,060,000,00 | |||
| 08/12/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/33 FITM C2 TERM REPO AGREEMENT | 13,274,141 | 10,120,000,00 | |||
| 08/12/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/33 FITM C1 TERM REPO AGREEMENT | -19,911,211 | 14,274,000,00 | |||
| 08/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS 05,000 DUE 12/01/24 FITM AZ TERM REPO AGREEMENT | 18,648,443 | 3,788,000,00 |
027¶
09/01/05;13:28 001¶
EFTA00196035¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
23 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
THROUGH August 31, 2005¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 08/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/34 FITM REPO AGREEMENT | -18,648,443 | 3,938,000,00 | |||
| 08/12/05 | JOURNAL | FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR 3,911 DUE 07/15/19 FITM A1 REPO AGREEMENT | -3,471,600 | 182,000,00 | |||
| 08/12/05 | JOURNAL | FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR 3,911 DUE 07/15/19 FITM AZ TERM REPO AGREEMENT | 3,471,600 | 197,000,00 | |||
| 08/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10110 SERIES 228 CLASS IO 6,000 DUE 02/01/35 FITM BZ TERM REPO AGREEMENT | 16,861,393 | 2,818,000,00 | |||
| 08/12/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10110 SERIES 228 CLASS IO 6,000 DUE 02/01/35 FITM A1 REPO AGREEMENT | -16,861,393 | 3,124,000,00 | |||
| 08/12/05 | RECEIVED | UNITED STATES TREASURY NOTE DUE 07/31/2007 3,875 3,875 DUE 07/31/07 FITM A1 RESALE AGREEMENT | 58,000,000 | 58,000,000,00 | |||
| 08/12/05 | DELIVERED | UNITED STATES TREASURY NOTE DUE 07/31/2007 3,875 DUE 07/31/07 FITM A2 TERM RESALE AGREEMENT | -73,000,000 | 73,000,000,00 |
027¶
09/01/05;13:28 001¶
EFTA00196036¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
24 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 08/12/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO STRIP DUE 01/01/2033 0,000 FITM REPO INTEREST | 10,980,85 | ||||
| 08/12/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 329 CLASS PO STRIP DUE 01/01/2033 0,000 FITM AZ REPO INTEREST | 32,942,56 | ||||
| 08/12/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/2033 0,000 FITM CZ REPO INTEREST | 15,598,86 | ||||
| 08/12/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 346 CLASS 1 DUE 11/01/2033 0,000 AZ REPO INTEREST | 31,197,71 | ||||
| 08/12/05 | INTEREST | FEDL HOME LOAN MTG CORP/#S10109 SERIES 227 CLASS J0 DUE 12/01/2034 5,000 FITM AZ REPO INTEREST | 11,677,56 | ||||
| 08/12/05 | INTEREST | FREDIE MAC CMO/SERIES 2886 SC-JO FLTR DUE 07/15/2019 3,911 FITM AZ REPO INTEREST | 607,31 | ||||
| 08/12/05 | INTEREST | FEDL HOME LOAN MTG CORP/#S10110 SERIES 229 CLASS J0 DUE 02/01/2035 6,000 FITM BZ REPO INTEREST | 8,687,27 |
027¶
09/01/05;13:28 001¶
EFTA00196037¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
25 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
027¶
09/01/05;13:28 001¶
EFTA00196038¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
26 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
027¶
09/01/05;13:28 001¶
EFTA00196039¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
27 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
027¶
09/01/05;13:28 001¶
EFTA00196040¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
28 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 08/18/05 | JOURNAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU 3,770 DUE 02/20/92 FITM A2 TERM REPO AGREEMENT | 24,151,766 | ||||
| 08/18/05 | JOURNAL | GOVERNMENT NATIONAL MTG ASSN SERIES 2004-30 CLASS SU 3,770 DUE 02/20/92 FITM A1 REPO AGREEMENT | -24,151,766 | 1,216,000,00 | |||
| 08/18/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/14 FITM A1 REPO AGREEMENT | -18,534,514 | 13,289,000,00 | |||
| 08/18/05 | JOURNAL | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 0,001 DUE 07/01/14 FITM A2 TERM REPO AGREEMENT | 18,534,514 | 13,954,000,00 | |||
| 08/18/05 | INTEREST | FEDERAL NATIONAL MTG ASSN SERIES 352 CLASS 1 DUE 07/01/2034 0,001 FITM A2 REPO INTEREST | 3136FDKC9 | 43,617,88 | |||
| 08/22/05 | JOURNAL | UNITED STATES TREASURY NOTE FITM A2 4,250 DUE 08/15/15 TERM REPO AGREEMENT | 5,000,000 | 5,000,000,00 | |||
| 08/22/05 | JOURNAL | UNITED STATES TREASURY NOTE FITM A1 4,250 DUE 08/15/15 REPO AGREEMENT | -15,000,000 | 15,037,500,00 | |||
| 08/22/05 | RECEIVED | UNITED STATES TREASURY NOTE DUE 07/31/2007 3,875 3,875 DUE 07/31/07 FITM A1 RESALE AGREEMENT | 68,000,000 | 68,170,000,00 |
027¶
09/01/05;13:28 001¶
EFTA00196041¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
29 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| 027 | 09/01/05;13:28 | 001 | V895 |
|---|
EFTA00196042¶
CLEARED THROUGH ITS CLEARLY WOUNDED SUBSIDIARY¶
30 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
AGCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 08/29/05 | JOURNAL | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO 5,000 DUE 12/01/24 FITM A2 TERM REPO AGREEMENT | 466,211 | 96,000,00 | |||
| 08/29/05 | JOURNAL | FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR 3,728 DUE 07/15/19 FITM A1 REPO AGREEMENT | -8,249,152 | ||||
| 08/29/05 | JOURNAL | FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR 3,728 DUE 07/15/19 FITM A2 TERM REPO AGREEMENT | 3,393,128 | 182,000,00 | |||
| 08/29/05 | JOURNAL | FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR 3,728 DUE 07/15/19 FITM A2 TERM REPO AGREEMENT | 4,856,023 | 258,000,00 | |||
| 08/29/05 | INTEREST | FEDL HOME LOAN MTG CORP#S10109 SERIES 227 CLASS IO DUE 12/01/2034 5,000 FITM A2 REPO INTEREST | 307,52 | ||||
| 08/29/05 | INTEREST | FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR DUE 07/15/2019 3,728 FITM A2 REPO INTEREST | 324,01 | ||||
| 08/29/05 | INTEREST | FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR DUE 07/15/2019 3,728 FITM A2 REPO INTEREST | 353,10 |
027¶
09/01/05;13:28 001¶
EFTA00196043¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
31 of 35¶
FINANCIAL TRUST CO INC¶
Transaction Detail (continued)¶
STATEMENT PERIOD July 30, 2005¶
REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued)¶
| THROUGH | August 31, 2005 |¶
| :--- | :--- |¶
ACCOUNT NUMBER¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|
| 08/31/05 | JOURNAL | UNITED STATES TREASURY NOTE FITM A2 4,250 DUE 08/31/15 TERM REPO AGREEMENT | 15,000,000 | 15,037,500,00 | |||
| 08/31/05 | JOURNAL | UNITED STATES TREASURY NOTE FITM A1 4,250 DUE 08/31/15 REPO AGREEMENT | -20,000,000 | 20,225,000,00 | |||
| 08/31/05 | RECEIVED | UNITED STATES TREASURY NOTE DUE 08/31/2007 4,000 4,000 DUE 08/31/07 FITM A1 RESALE AGREEMENT | 68,000,000 | 68,255,000,00 | |||
| 08/31/05 | INTEREST | UNITED STATES TREASURY NOTE DUE 08/15/2015 4,250 FITM A2 REPO INTEREST | 11,925,57 | ||||
| TOTAL | -507,995,684.41 | $466,948,993.08 | |||||
MISCELLANEOUS¶
| DATE MO/DAY | TRANSACTION | DESCRIPTION | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|
| 08/01/05 | JOURNAL | FR CMDY A/C | 134,475.00 | |
| 08/02/05 | JOURNAL | FR CMDY A/C | 45,575.00 | |
| 08/03/05 | JOURNAL | FR CMDY A/C | 29,425.00 | |
| 08/05/05 | JOURNAL | FR CMDY A/C | 8,673.61 | |
| 08/08/05 | JOURNAL | FR CMDY A/C | 128,764.50 | |
| 08/09/05 | JOURNAL | FR CMDY A/C | 83,571.00 |
027¶
09/01/05;13:28 001¶
EFTA00196044¶
BEAR STEARNS¶
32 of 35¶
Transaction Detail (continued)¶
MISCELLANEOUS (continued)¶
| DATE MO/DAY | TRANSACTION | DESCRIPTION | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|
| 08/11/05 | JOURNAL | FNMA-30YR(FNMA)GTD SETT, 08/04 5,500 DUE 08/01/34 MBS NET 08/11/05 | 341,250.00 | |
| 08/11/05 | JOURNAL | FNMA 30YR GTD SETT, 08/05 5,000 DUE 08/01/35 MBS NET 08/11/05 | 24,609.37 | |
| 08/12/05 | JOURNAL | TO CMDY A/C | 183,978.50 | |
| 08/15/05 | JOURNAL | FR CMDY A/C | 163,615.50 | |
| 08/16/05 | JOURNAL | TO CMDY A/C | 28,494.50 | |
| 08/24/05 | JOURNAL | TO CMDY A/C | 130,387.50 | |
| 08/25/05 | JOURNAL | JULY 05 CLR FEES PART II | 2,450.00 | |
| 08/25/05 | JOURNAL | FR CMDY A/C | 7,250.00 | |
| 08/29/05 | JOURNAL | FR CMDY A/C | 94,837.50 | |
| 08/30/05 | JOURNAL | FR CMDY A/C | 112,947.50 | |
| TOTAL | -345,310.50 | $1,174,993.98 | ||
CLEARED THROUGH ITS¶
CLEARLY WOUNDED SUBSIDIARY¶
FINANCIAL TRUST CO INC¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
ACCOUNT NUMBER¶
TAXPAYER NUMBER On File¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
027¶
09/01/05;13:28 001¶
V895¶
EFTA00196045¶
BEAR STEARNS¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
33 of 35¶
FINANCIAL TRUST CO INC¶
Trades Executed Pending Settlement¶
STATEMENT PERIOD July 30, 2005¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSP | 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 YIELD 3,938 X TO MATURE GVER REF # A1 | 18,000,000 .00 | 100,1171 | 18,023,082.70 | ||
| 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 .00 | 98,1718 | 49,085,937.50 | ||
| 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 .00 | 98,3828 | 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 # 2005081157060000 BS | 50,000,000 .00 | 98,4921 | 49,246,093.75 | ||
| 09/14/05 | 08/31/05 | BOUGHT | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035, 05,000% REF # 2005081157020000 BS | 10,000,000 .00 | 99,0937 | 9,909,375.00 | ||
| 09/14/05 | 08/03/05 | SOLD | FNMA-30YR(FNMA)GTD SETT.09/05 DUE 09/01/2035, 05,000% REF # 2005080357150000 BS | -10,000,000 .00 | 98,2031 | 9,820,312.50 | ||
| 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 .00 | 98,1562 | 49,078,125.00 |
027¶
09/01/05;13:28 001¶
EFTA00196046¶
BEAR STEARNS¶
CLEARED THROUGH ITS WHOLLY OWNED SUBSDIARY¶
34 of 35¶
FINANCIAL TRUST CO INC¶
Trades Executed Pending Settlement (continued)¶
STATEMENT PERIOD July 30, 2005¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 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 .00 | 98,3007 | 49,150,390,63 | ||
| 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 .00 | 98,5507 | 49,275,390,63 | ||
| 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 .00 | 100,2851 | 1,002,851,56 | ||
| 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 .00 | 100,2656 | 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 .00 | 101,9609 | 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 .00 | 102,0468 | 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 # 2005081657090000 BS | -50,000,000 .00 | 102,0859 | 51,042,968,75 |
027¶
09/01/05;13:28 001¶
EFTA00196047¶
BEAR STEARNS¶
OFFICE SERVICING YOUR ACCOUNT Bear, Stearns & Co. Inc.¶
CLEARED THROUGH ITS¶
CLEARLY WOUNDED SUBSIDIARY¶
35 of 35¶
FINANCIAL TRUST CO INC¶
Trades Executed Pending Settlement (continued)¶
STATEMENT PERIOD July 30, 2005¶
THROUGH August 31, 2005¶
ACCOUNT NUMBER¶
| LAST STATEMENT | July 29, 2005 |¶
| :--- | :--- |¶
TAXPAYER NUMBER On File¶
| SETTLEMENT DATE | TRADE DATE | TRANSACTION | DESCRIPTION | SYMBOL/CUSIP | QUANTITY | PRICE | DEBIT AMOUNT | CREDIT AMOUNT |
|---|---|---|---|---|---|---|---|---|
| 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 .00 | 102,0937 | 51,046,875 .00 | ||
| TOTAL | $277,459,801.45 | $359,679,882.82 | ||||||
The above trades do not appear in any other section of this statement.¶
******* End of Statement******¶
027¶
09/01/05;13:28 001¶