CTION 09/15/05 SOLD OESCFOPTION GOVERNMENT NATIONAL MTG ASSN SERIES 2004-035 CLASS SP DUE s REF #11.111. BS AS OF 09/20/05 09/15/05 SOLD FREDDIE MAC CMO/SERIES 2886 SC-v0 RJR DUE 0 REF # BS AS OF 09/20/05 09/15/05 SOLD ALTERNATIVE LOAN TRUST SERIES 2004-3008 CLASS 1-A-8 DUE 0 REF #111.

STATEMENT June 30.2005 SETTLEMENT TRADE DATE DATE TRANSACTION DESCRPTICH SYMBOLCVSIP WANinv DEBIT AMOUNT CREDIT AMOUNT 07/12/05 JOURNAL FREDDIE MAC CMO/SERIES 2886 -3.529,667 197,000.00 SC-I/0 FUR 4,080piii#19 FITM AI REPO 07/12/05 JOURNAL FREDDIE MAC CMO/SERIES 2886 SC-I/O FLTR 4,080