Document Mentions (3 shared documents)

EFTA00195963_sub_002 - EFTA00195963_200

3 mentions1 same-page

Page ?Same page

LD 07/14/05 06/03/05 BOUGHT 07/14/05 G6/23,05 BOUGHT 07/14/05 05106:05 SOLD 07114105 G6.06:05 SOLO 07/14/05 06/07/05 SOLD DESORPTION UNITED TATES TR U YN 03.62514.1D 30 GVER REF # Gi813781181 UNITED STATES TREASURY NOTE 03,625% JD 30 1-L . 0 MATURITY OVER REF # G1813788 Al FNMA 30YR TBA

HOME LOAN MTG CORP/S10110 SERIES 228 CLASS 10 6.000 DIVE 02101735 ADJ POS UNITED STATES TREASURY NOTE 04.000% FA MATURITY GVER REF # G1333411 Al UNITED STATES TREASURY NOTE 04.125% MN IS MATURITY GVER REF # G1333415 Al FEDL HOME LOAN MTG CORHAST 0170 SERIES 228 CLASS 10 6.000 DIVE 02101/35 ADJ POSITI

.91 Portfolio Composition Amount Debited $.1.059,182A37.86 CashiCash Equivalent 122,206 Net Cash Activity -58.786.57 Fixed Income 3.052,376 ClosingBalance $122,205.83 Total $3.174.582 Cash Balance Summary OFEts NO CLC61/10 Margin 180,992.40 122,205.83 Net Cash Balance $180.992.40 $122,205.83

EFTA00195963_sub_003 - EFTA00195963_300

3 mentions1 same-page

Page ?Same page

-10,944807 310000.00 -5.310.807 3.972.000 .00 -9.869.325 2.125.000.00 -8.000.000 9.087.000.00 10.000.000 11.762.500 AO 02/15105 JOURNAL UNITED TATES 1 SURY NOTE FIRM Al 4.250 14 REPO AGREEMENT -42.000.000 42.840.000.00 02/15105 JOURNAL LIMTEO SIAJESJREASURY NOTE FITM 42 4.250 14 TE

03/15/05 BOUGHT 04/13/05 03/16/05 BOUGHT 04/13/05 03/21/05 BOUGHT UNITED STATES TREASURY NOTE 03,000% JD 30 0 MATURITY GVER REF # G0901002 Al UNITED STATES TREASURY NOTE 03,750% MS 31 0 MATURITY GVER REF Ft 60901006 Al UNITED STATES TREASURY NOTE 03,750% MS 31 0 MATURITY GVER REF # G0901006 81 FN

ds/Interest Charged Miscellaneous -1,579,710,263.75 -1,601,047.44 -79.253.13 Amount Debited $-1.581,390,564.32 Net Cash Activity -639.516.76 ClosingBalance $336,827.64 Cash Balance Summary OFth CLOSING Margin 976.344.40 336,827.64 Net Cash Balance $976,344.40 $336,827.64 Income Summary TAS PE

EFTA01320897_sub_002 - EFTA01320897_192

2 mentions1 same-page

Page ?Same page

SOLD 04/06404 04105.04 SOLD UNITED STATES TREASURY NOTE DUE 01/31/2005 01.500% MS 31 0988016192099 YIELD 1.887%10 MAMMY OVER REF or G0961031 Al UNITED STATES TREASURY NOTE 912828000 50.000.000 99.38281 49.691.406.25 DUE 03/31/200601.500% MS 31 ACCR. WT. 16.393.44 0988016192099 YIELD 1.819 % TO MAT

Debited 40.926.845.89 541.116.612.47 Portfolio Composition Ca:AI/Cash Egtivalent 29.336 Net Cash Actinty -207.90367 Fixed Income 12.671.042 ClosingBalance $23336.35 Your Portfolio Total 512.700.378 Allocation StSiZZOO- Vid3 r _ 9S8OS£00 IN9 ANGS Cash Balance Summary Ma,,' 237.24542 29.336.3