Epstein Secrets

09,1 6(05 SOLD 09120(05 09,1 6(05 SOLD 0912045 09,9 5(05 SOLD 0920(05 09115(05 SOW 09120(05 09116(05 SOLD DESORPTION GOVERNMENT 144TØ MTG ASSN SERIES 2004-035 CLASS SP 11.11117 " 7270000 BS TO ADJ PREVIOUS MONTHS FACTCR AS OF 09/15(05 FEDERAL 144T1ONAL MTG ASSN SERIES 352 CLASS 1 IIM0

IT AMOUNT 090845 JOURNAL IMMO STATES TREASURY NOTE 25.000.000 25,468,750 .00 FITM p l . A2 4,250 15 TERM REPO AGREEMENT 09108105 INTEREST UMTEO STATES TREASURY NOTE 12.076.43 DUE 110 4.250 F1114 A2 REPO I 09/12/05 JOURNAL FEDERAL NATIONAL MTO ASSN -18.252.042 13.360.000.00 SERIES

OREUS10110 6.0000 89/98.51 SERES 228 CLASS 10 DUE 02/01/2035 6,000 INT RID 06-05 PAD 07-15-05 REPO P &I 6,0000 07/20/05 GOVERNMENT NATIONAL MTG ASSN 3.6900 54.120.00 SERES 2004-5 CLASS PS DUE 02/2012033 3.690 INT RID 06-05 PA) 07-20-05 REPO P &I 3,6900 07/20/05 GOVERNMENT NATIONAL MTG AS

ransaction Detail (continued) REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS SETTLErADR DATE 0925/05 TMDE DATE TRANSACTION JOURNAL DESORPTION UMTEO STATES TREASURY NOTE ATM Amp A2 4,125 15 TERM REPO AGREEMENT (continued) 05/25/05 JOURNAL Frrm 4.125 REPO AGREEMENT UMTEO STATES TREASURY

E LOAN WIG CORPPS10i 10 INN 6.0000 48.776.08 SERIES 228 CLASS 10 DUE 02/01/2035 6.000 INTEREST PAYMENT 04-15.05 04/20/05 GOVERNMENT NATIONAL MTG ASSN NMI 4.1000 14.691.67 SEEMS 2004-5 CUSS PS DUE 02/20/2033 4.100 INT RID 03-05 PM 04-20-05 REPO P SI 4.1000 04/20/05 GOVERNMENT NATIONAL MTG

,000 5 REPO AGREEMENT 04/19/05 JOURNAL OWED SURY NOTE 75,000.000 74.062.500.00 FITM A2 4,000 15 TERM REPO AGREEMENT 04/19105 INTEREST UMTEO STATES TREASURY NOTE 822.92 DUE 02/ 4000 FITM A2 REPO I 04,20.05 JOURNAL FEDERAL NATIONAL MTO ASSN BIM -20,311.170 14.539.000.00 SERIES

DUE 12/W1f#, 3.000 ATM A2B RESALE GOVERNMENT NATIONAL EGG ASSN SERIES 2004.5 CLASS PS 4.540 FITA4 *WI REPO A -21.900.000 GOVERNMENT NATIONAL MTG ASSN 21.900.000 500.000.00 SERIES 2004-S CLASS PS 4.540 Oillia33 FITM A2 TERM RIlintiMMENT UNITED ASuRY NOTE -21.000.000 21.157.500.00 ATM Al

Detail (continued) REPURCHASEAND REVERSE REPURCHASETRANSACTIONS (continued) SEGLEMENT DATE 02/22/05 TRADE DATE TRANSACTION INTEREST DESERTION UMTEO STATES TREASURY NOTE DUE 12/31200E_ III. ._3.000 IS 02/23/05 RECEIVED LIMTEO STATES TREASURY NOTE DUE 01/31:2007 3.125 3.125 1.1)7 FILM Al