UE 0 ACCR. INT. 27,66710 REF #10.11. BS AS OF 09/20/05 09/15105 SOLD FANNIE MAE CMG/SERIES 2003-52 EMI -16.565.865 6.96875 1,154,433.75 KS-PO RTR CUE 0 ACCR. INT. 39,789.14 REF #111.11. BS AS OF 09/20/05 09/15/05 SOLD GOVERNMENT NATIONAL MTG ASSN -44.000.000 11.15625 4,908,750.00

IS 0 MATURITY GVER REF # 61953286 Al FANNIE MAE CMG/SERIES 2003-52 KS-VO RTR 3,785 DUE 07/2917 ADJUST POSITION FANNIE MAE CMOtSERIES 2003-52 KS-PO RTR 3.785 DUE 07/25/17 FANNIE MAE CMO/SERIES 2003.52 KS-PO RTR 3.785 DUE 07/25117 CLEARED THROuGH ITS wHOtLY CAM,E0 SUBSIDIARY Beer Stea•nt. Se •i