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MBS DATA Trade date Contractual settlement date Trade amount Agency Coupon Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 Jan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 Jan 5 2009 Mar 17 2009 50.0 FNMA 4.5 Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 Jan 5 2009 Feb 12 2009 100.0 FNMA 4.5 Jan 5 2009 Mar 18 2009 100.0 GNMA 4.5 Jan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 Jan 5 2009 Mar 12 2009 500.0 FHLMC 4.5 Jan 5 2009 Mar 17 2009 25.0 FHLMC 4.0 Jan 5 2009 Mar 12 2009 50.0 FHLMC 4.0 Jan 5 2009 Feb 12 2009 50.0 FHLMC 5.0 Jan 5 2009 Mar 17 2009 25.0 FNMA 5.0 Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.5 Jan 5 2009 Feb 12 2009 250.0 FHLMC 5.0 Jan 5 2009 Feb 12 2009 50.0 FNMA 6.0 Jan 5 2009 Feb 12 2009 50.0 FNMA 6.5 Jan 5 2009 Mar 12 2009 200.0 FHLMC 4.5 Jan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 Jan 5 2009 Mar 12 2009 100.0 FHLMC 5.5 Jan 5 2009 Mar 12 2009 250.0 FHLMC 5.0 Jan 5 2009 Feb 12 2009 100.0 FHLMC 5.0 Jan 6 2009 Mar 12 2009 200.0 FNMA 4.0 Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 Jan 6 2009 Feb 12 2009 250.0 FHLMC 5.0 Jan 6 2009 Mar 18 2009 100.0 GNMA 4.5 Jan 6 2009 Mar 18 2009 100.0 GNMA 4.5 Jan 6 2009 Jan 13 2009 100.0 FHLMC 5.5 Jan 6 2009 Jan 13 2009 100.0 FHLMC 5.5 Jan 6 2009 Jan 13 2009 50.0 FHLMC 6.0 Jan 6 2009 Jan 13 2009 1000.0 FNMA 5.0 Jan 6 2009 Mar 12 2009 250.0 FHLMC 4.5 Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 Jan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 Jan 6 2009 Mar 12 2009 250.0 FHLMC 4.5 Jan 6 2009 Feb 18 2009 50.0 FHLMC 4.0 Jan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 Jan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 Jan 6 2009 Feb 18 2009 100.0 FHLMC 4.5 Jan 6 2009 Jan 13 2009 250.0 FHLMC 5.0 Jan 7 2009 Mar 17 2009 100.0 FNMA 4.0 Jan 7 2009 Jan 13 2009 200.0 FHLMC 4.5 Jan 7 2009 Jan 13 2009 150.0 FHLMC 5.0 Jan 7 2009 Feb 12 2009 200.0 FNMA 4.0 Jan 7 2009 Jan 13 2009 200.0 FHLMC 5.5 Jan 7 2009 Mar 18 2009 100.0 GNMA 4.5 Jan 7 2009 Feb 19 2009 50.0 GNMA 4.5 Jan 7 2009 Mar 12 2009 200.0 FNMA 4.0 Jan 7 2009 Mar 12 2009 200.0 FHLMC 4.0

MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

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In response to the emerging financial crisis, and in order to mitigate its implications for the U.S. economy and financial system, the Federal Reserve eased the stance of monetary policy aggressively throughout 2008 by reducing the target for the federal funds rate. By December of 2008, the Federal Open Market Committee (FOMC) had reduced its target federal funds rate to a range of between 0 and 1/4 percent. With the target federal funds rate at the effective lower bound, the FOMC sought to provide additional policy stimulus by expanding the holdings of longer term securities in its portfolio, the System Open Market Account (SOMA), including large-scale purchases of fixed-rate, mortgage-backed securities (MBS) guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae (referred to as "agency MBS"). The purchases were intended to lower longer-term interest rates and contribute to an overall easing of financial conditions.

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Page 1: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

MBS DATATrade date Contractual settlement date Trade amount Agency Coupon Term

Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRJan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRJan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 5 2009 Mar 17 2009 50.0 FNMA 4.5 15 YRJan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRJan 5 2009 Feb 12 2009 100.0 FNMA 4.5 30 YRJan 5 2009 Mar 18 2009 100.0 GNMA 4.5 30 YRJan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 5 2009 Mar 12 2009 500.0 FHLMC 4.5 30 YRJan 5 2009 Mar 17 2009 25.0 FHLMC 4.0 15 YRJan 5 2009 Mar 12 2009 50.0 FHLMC 4.0 30 YRJan 5 2009 Feb 12 2009 50.0 FHLMC 5.0 30 YRJan 5 2009 Mar 17 2009 25.0 FNMA 5.0 15 YRJan 5 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRJan 5 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 5 2009 Feb 12 2009 50.0 FNMA 6.0 30 YRJan 5 2009 Feb 12 2009 50.0 FNMA 6.5 30 YRJan 5 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRJan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 5 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YRJan 5 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRJan 5 2009 Feb 12 2009 100.0 FHLMC 5.0 30 YRJan 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRJan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRJan 6 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 6 2009 Mar 18 2009 100.0 GNMA 4.5 30 YRJan 6 2009 Mar 18 2009 100.0 GNMA 4.5 30 YRJan 6 2009 Jan 13 2009 100.0 FHLMC 5.5 30 YRJan 6 2009 Jan 13 2009 100.0 FHLMC 5.5 30 YRJan 6 2009 Jan 13 2009 50.0 FHLMC 6.0 30 YRJan 6 2009 Jan 13 2009 1000.0 FNMA 5.0 30 YRJan 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRJan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRJan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRJan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRJan 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 6 2009 Feb 18 2009 50.0 FHLMC 4.0 15 YRJan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRJan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRJan 6 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YRJan 6 2009 Jan 13 2009 250.0 FHLMC 5.0 30 YRJan 7 2009 Mar 17 2009 100.0 FNMA 4.0 15 YRJan 7 2009 Jan 13 2009 200.0 FHLMC 4.5 30 YRJan 7 2009 Jan 13 2009 150.0 FHLMC 5.0 30 YRJan 7 2009 Feb 12 2009 200.0 FNMA 4.0 30 YRJan 7 2009 Jan 13 2009 200.0 FHLMC 5.5 30 YRJan 7 2009 Mar 18 2009 100.0 GNMA 4.5 30 YRJan 7 2009 Feb 19 2009 50.0 GNMA 4.5 30 YRJan 7 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRJan 7 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YR

Page 2: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 7 2009 Feb 12 2009 50.0 FNMA 4.0 20 YRJan 7 2009 Feb 18 2009 100.0 FHLMC 4.0 15 YRJan 7 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YRJan 7 2009 Jan 13 2009 50.0 FNMA 5.5 30 YRJan 7 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YRJan 7 2009 Feb 18 2009 100.0 FHLMC 5.0 15 YRJan 7 2009 Jan 13 2009 100.0 FHLMC 5.0 30 YRJan 7 2009 Jan 13 2009 200.0 FHLMC 5.0 30 YRJan 7 2009 Jan 13 2009 150.0 FNMA 5.0 30 YRJan 7 2009 Jan 13 2009 200.0 FNMA 6.0 30 YRJan 7 2009 Jan 13 2009 36.0 FNMA 5.5 30 YRJan 7 2009 Jan 13 2009 200.0 FNMA 6.0 30 YRJan 7 2009 Jan 13 2009 52.5 FNMA 5.5 30 YRJan 7 2009 Jan 13 2009 150.3 FNMA 5.0 30 YRJan 7 2009 Feb 18 2009 100.0 FHLMC 4.0 15 YRJan 7 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YRJan 7 2009 Feb 12 2009 100.0 FHLMC 4.5 30 YRJan 7 2009 Jan 13 2009 100.0 FHLMC 5.0 30 YRJan 7 2009 Jan 20 2009 25.7 FHLMC 4.5 15 YRJan 7 2009 Jan 20 2009 30.8 FHLMC 4.5 15 YRJan 7 2009 Jan 13 2009 38.8 FHLMC 6.0 30 YRJan 7 2009 Jan 13 2009 14.2 FHLMC 6.5 30 YRJan 7 2009 Jan 13 2009 9.6 FHLMC 6.5 30 YRJan 7 2009 Jan 13 2009 5.0 FHLMC 6.0 30 YRJan 7 2009 Feb 12 2009 150.0 FHLMC 4.5 30 YRJan 8 2009 Feb 18 2009 100.0 FNMA 4.0 15 YRJan 8 2009 Mar 12 2009 300.0 FNMA 4.0 30 YRJan 8 2009 Jan 13 2009 250.0 FNMA 5.0 30 YRJan 8 2009 Jan 13 2009 249.7 FHLMC 5.0 20 YRJan 8 2009 Mar 17 2009 100.0 FNMA 4.0 15 YRJan 8 2009 Mar 12 2009 300.0 FNMA 4.0 30 YRJan 8 2009 Jan 13 2009 250.0 FNMA 6.0 30 YRJan 8 2009 Mar 18 2009 100.0 GNMA 4.5 30 YRJan 8 2009 Jan 13 2009 250.0 FNMA 6.0 30 YRJan 8 2009 Jan 13 2009 400.0 FHLMC 4.5 30 YRJan 8 2009 Jan 13 2009 50.0 FNMA 4.5 30 YRJan 8 2009 Mar 12 2009 300.0 FNMA 4.0 30 YRJan 8 2009 Jan 13 2009 250.0 FHLMC 4.5 30 YRJan 8 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YRJan 8 2009 Mar 12 2009 350.0 FNMA 4.0 30 YRJan 8 2009 Jan 13 2009 350.0 FNMA 5.0 30 YRJan 8 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YRJan 8 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YRJan 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRJan 9 2009 Mar 12 2009 250.0 GNMA 4.5 30 YRJan 9 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRJan 9 2009 Jan 13 2009 250.0 FHLMC 4.5 30 YRJan 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRJan 9 2009 Jan 13 2009 100.0 FNMA 4.0 30 YRJan 9 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRJan 9 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRJan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 9 2009 Feb 12 2009 100.0 FNMA 6.0 30 YR

Page 3: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 9 2009 Feb 12 2009 250.0 FNMA 4.0 30 YRJan 9 2009 Mar 17 2009 100.0 FNMA 4.0 15 YRJan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 9 2009 Feb 12 2009 150.0 FHLMC 5.0 30 YRJan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR

Jan 12 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YRJan 12 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 12 2009 Feb 12 2009 500.0 FNMA 4.0 30 YRJan 12 2009 Mar 18 2009 200.0 GNMA 4.5 30 YRJan 12 2009 Feb 12 2009 500.0 FHLMC 4.0 30 YRJan 12 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 12 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YRJan 12 2009 Mar 17 2009 300.0 FHLMC 4.0 15 YRJan 12 2009 Feb 12 2009 300.0 FNMA 4.0 30 YRJan 12 2009 Mar 18 2009 200.0 GNMA 4.5 30 YRJan 12 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YRJan 12 2009 Feb 12 2009 50.0 FHLMC 4.0 30 YRJan 12 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 12 2009 Feb 12 2009 500.0 FHLMC 4.5 30 YRJan 12 2009 Feb 12 2009 500.0 FHLMC 4.5 30 YRJan 12 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 12 2009 Feb 12 2009 300.0 FHLMC 5.0 30 YRJan 12 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YRJan 12 2009 Feb 12 2009 250.0 FHLMC 4.0 30 YRJan 12 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YRJan 12 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRJan 12 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YRJan 13 2009 Feb 12 2009 200.0 FHLMC 4.0 30 YRJan 13 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YRJan 13 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YRJan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YRJan 13 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YRJan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRJan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Feb 12 2009 300.0 FHLMC 4.0 30 YRJan 13 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YRJan 13 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRJan 13 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRJan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Feb 18 2009 200.0 FHLMC 4.0 15 YRJan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRJan 13 2009 Mar 12 2009 150.0 FHLMC 4.5 30 YRJan 13 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YRJan 14 2009 Mar 17 2009 100.0 FNMA 4.0 15 YRJan 14 2009 Apr 13 2009 100.0 FNMA 4.0 30 YRJan 14 2009 Mar 18 2009 100.0 GNMA 4.0 30 YR

Page 4: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 14 2009 Mar 18 2009 200.0 GNMA 4.5 30 YRJan 14 2009 Mar 18 2009 250.0 GNMA 4.5 30 YRJan 14 2009 Mar 18 2009 200.0 GNMA 4.5 30 YRJan 14 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YRJan 14 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YRJan 14 2009 Mar 18 2009 200.0 GNMA 4.5 30 YRJan 14 2009 Mar 17 2009 100.0 FNMA 4.0 15 YRJan 14 2009 Apr 13 2009 150.0 FNMA 4.0 30 YRJan 14 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRJan 14 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YRJan 14 2009 Mar 18 2009 250.0 GNMA 4.5 30 YRJan 14 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 14 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 14 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 14 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRJan 14 2009 Feb 12 2009 208.5 FNMA 6.0 30 YRJan 14 2009 Feb 12 2009 222.1 FNMA 6.0 30 YRJan 14 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRJan 14 2009 Feb 12 2009 225.4 FHLMC 6.0 30 YRJan 14 2009 Mar 17 2009 100.0 FNMA 4.0 15 YRJan 15 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRJan 15 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 15 2009 Feb 12 2009 100.2 FHLMC 5.0 30 YRJan 15 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRJan 15 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 15 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 15 2009 Feb 12 2009 350.0 FNMA 5.5 30 YRJan 15 2009 Mar 12 2009 50.0 FHLMC 4.0 30 YRJan 15 2009 Feb 18 2009 150.0 FNMA 4.5 15 YRJan 15 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRJan 15 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRJan 15 2009 Feb 12 2009 100.0 FNMA 5.0 30 YRJan 15 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 15 2009 Feb 12 2009 300.0 FNMA 5.0 30 YRJan 15 2009 Feb 12 2009 39.6 FNMA 5.5 30 YRJan 15 2009 Feb 12 2009 300.0 FNMA 4.5 30 YRJan 15 2009 Feb 12 2009 200.0 FNMA 6.0 30 YRJan 15 2009 Feb 12 2009 300.0 FNMA 4.5 30 YRJan 15 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 15 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YRJan 15 2009 Feb 18 2009 100.0 FNMA 4.5 15 YRJan 15 2009 Feb 12 2009 150.0 FNMA 5.5 30 YRJan 15 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRJan 15 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YRJan 16 2009 Jan 21 2009 200.0 GNMA 6.0 30 YRJan 16 2009 Feb 12 2009 473.9 FNMA 5.5 30 YRJan 16 2009 Feb 12 2009 500.0 FNMA 5.5 30 YRJan 16 2009 Feb 12 2009 500.0 FNMA 5.5 30 YRJan 16 2009 Mar 18 2009 300.0 GNMA 4.5 30 YRJan 16 2009 Feb 12 2009 500.0 FNMA 5.5 30 YRJan 16 2009 Feb 12 2009 250.0 FNMA 6.0 30 YRJan 16 2009 Apr 16 2009 100.0 FNMA 4.0 15 YRJan 16 2009 Jan 27 2009 401.1 FNMA 5.5 30 YR

Page 5: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 16 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YRJan 16 2009 Feb 12 2009 250.0 FNMA 6.0 30 YRJan 16 2009 Jan 22 2009 600.0 FNMA 5.5 30 YRJan 16 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRJan 16 2009 Mar 18 2009 300.0 GNMA 4.5 30 YRJan 20 2009 Apr 20 2009 100.0 GNMA 4.0 30 YRJan 20 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRJan 20 2009 Feb 18 2009 100.0 FHLMC 5.0 15 YRJan 20 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 20 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 20 2009 Feb 18 2009 50.0 FHLMC 5.5 15 YRJan 20 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 20 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRJan 20 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 20 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 20 2009 Feb 12 2009 52.0 FNMA 5.5 30 YRJan 20 2009 Feb 12 2009 406.0 FNMA 5.5 30 YRJan 20 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 20 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YRJan 20 2009 Feb 18 2009 50.0 FHLMC 5.5 15 YRJan 20 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRJan 21 2009 Mar 17 2009 150.0 FNMA 4.5 15 YRJan 21 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRJan 21 2009 Feb 12 2009 75.4 FNMA 5.5 30 YRJan 21 2009 Feb 18 2009 100.0 FNMA 4.5 15 YRJan 21 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 21 2009 Mar 12 2009 350.0 FNMA 4.0 30 YRJan 21 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 21 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRJan 21 2009 Feb 12 2009 84.9 FNMA 5.5 30 YRJan 21 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YRJan 21 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRJan 21 2009 Mar 12 2009 350.0 FHLMC 4.5 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YRJan 21 2009 Mar 12 2009 150.0 FNMA 4.0 30 YRJan 21 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 21 2009 Feb 12 2009 200.0 FNMA 6.0 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YRJan 21 2009 Feb 12 2009 350.0 FNMA 5.0 30 YRJan 21 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 21 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 21 2009 Feb 18 2009 100.0 FNMA 4.5 15 YRJan 21 2009 Mar 12 2009 350.0 FNMA 4.5 30 YRJan 21 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 21 2009 Feb 12 2009 75.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 100.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 450.0 FNMA 5.0 30 YR

Page 6: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 22 2009 Feb 12 2009 0.8 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 6.9 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 0.5 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 1.1 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 44.2 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 6.0 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 3.6 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 1.9 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 8.8 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 4.0 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 1.5 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 0.6 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 5.3 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 2.3 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 3.7 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 0.9 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 7.8 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FHLMC 5.5 30 YRJan 22 2009 Feb 12 2009 3.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 4.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 5.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 4.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 10.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 20.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.7 FNMA 5.5 30 YR

Page 7: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 22 2009 Feb 12 2009 1.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 6.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 8.5 FNMA 5.5 30 YRJan 22 2009 Feb 19 2009 250.7 GNMA 5.5 30 YRJan 22 2009 Feb 12 2009 100.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 100.0 FNMA 6.5 30 YRJan 22 2009 Feb 12 2009 500.0 FNMA 5.5 30 YRJan 22 2009 Feb 19 2009 350.0 GNMA 5.5 30 YRJan 22 2009 Feb 12 2009 250.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 350.0 FHLMC 5.5 30 YRJan 22 2009 Jan 27 2009 4.2 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.9 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.5 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.4 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 3.9 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 11.4 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.4 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.8 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 12.6 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.8 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 28.9 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 16.9 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.7 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.8 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.0 FNMA 5.5 30 YR

Page 8: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.9 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.7 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 23.4 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.2 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.7 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.8 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 31.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.5 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.8 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.1 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.8 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.5 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.4 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.6 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 0.9 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 6.3 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 2.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 23.2 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 16.9 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 81.2 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 1.0 FNMA 5.5 30 YRJan 22 2009 Jan 27 2009 50.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 22 2009 Feb 12 2009 12.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 10.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 8.8 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 4.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.6 FNMA 5.5 30 YR

Page 9: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.8 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 9.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 8.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 10.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 13.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 5.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 9.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 7.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 9.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 5.2 FNMA 5.5 30 YR

Page 10: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 22 2009 Feb 12 2009 1.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 12.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 4.8 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 3.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 14.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 4.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 4.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 15.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 2.9 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 1.8 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 7.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 11.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 10.0 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 26.4 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 17.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 31.2 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 78.5 FNMA 5.5 30 YRJan 22 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 23 2009 Mar 17 2009 150.0 FNMA 4.5 15 YRJan 23 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 23 2009 Feb 19 2009 200.0 GNMA 5.0 30 YR

Page 11: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 23 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRJan 23 2009 Feb 12 2009 200.0 FNMA 6.0 30 YRJan 23 2009 Feb 19 2009 200.0 GNMA 5.0 30 YRJan 23 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YRJan 23 2009 Feb 12 2009 200.0 FNMA 6.0 30 YRJan 23 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 23 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YRJan 26 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YRJan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YRJan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YRJan 26 2009 Feb 12 2009 247.1 FHLMC 5.0 30 YRJan 26 2009 Feb 12 2009 147.0 FNMA 5.5 30 YRJan 26 2009 Feb 12 2009 442.0 FNMA 5.5 30 YRJan 26 2009 Feb 12 2009 373.0 FNMA 5.5 30 YRJan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YRJan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YRJan 26 2009 Apr 13 2009 100.0 FNMA 6.5 30 YRJan 26 2009 Apr 13 2009 100.0 FNMA 6.5 30 YRJan 27 2009 Feb 12 2009 100.6 FHLMC 5.0 30 YRJan 27 2009 Feb 12 2009 150.0 FNMA 5.5 30 YRJan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRJan 27 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 27 2009 Feb 12 2009 197.7 FHLMC 5.0 30 YRJan 27 2009 Feb 12 2009 84.1 FNMA 5.0 30 YRJan 27 2009 Feb 19 2009 100.0 GNMA 6.0 30 YRJan 27 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRJan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRJan 27 2009 Feb 19 2009 200.0 GNMA 5.0 30 YRJan 27 2009 Mar 18 2009 200.0 GNMA 5.5 30 YRJan 27 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YRJan 27 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 27 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 27 2009 Feb 12 2009 250.0 FNMA 5.5 30 YRJan 27 2009 Feb 12 2009 350.0 FNMA 5.5 30 YRJan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRJan 27 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YRJan 27 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRJan 27 2009 Feb 12 2009 200.0 FHLMC 4.0 30 YRJan 27 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 27 2009 Feb 12 2009 350.0 FNMA 5.5 30 YRJan 27 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 28 2009 Apr 13 2009 200.0 FNMA 4.0 20 YRJan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRJan 28 2009 Mar 17 2009 150.0 FHLMC 4.0 15 YRJan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRJan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRJan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR

Page 12: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRJan 28 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YRJan 28 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YRJan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YRJan 28 2009 Apr 13 2009 50.0 FHLMC 4.5 30 YRJan 29 2009 Feb 19 2009 400.0 GNMA 6.0 30 YRJan 29 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 29 2009 Feb 12 2009 350.0 FNMA 5.0 30 YRJan 29 2009 Feb 12 2009 250.0 FNMA 6.0 30 YRJan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 1.5 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.7 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 2.9 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 7.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 6.2 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 1.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 3.5 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 1.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 4.4 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 6.5 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 7.3 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 5.3 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 3.1 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 3.2 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.6 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.4 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.7 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.5 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.3 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.9 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR

Page 13: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 29 2009 Feb 12 2009 17.2 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 1.4 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 47.4 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 1.6 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 5.6 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 40.6 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 350.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 350.0 FNMA 6.0 30 YRJan 29 2009 Apr 20 2009 500.0 GNMA 4.5 30 YRJan 29 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRJan 29 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 400.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 300.0 FNMA 6.0 30 YRJan 29 2009 Feb 12 2009 300.0 FNMA 6.0 30 YRJan 29 2009 Feb 12 2009 350.0 FNMA 6.0 30 YRJan 29 2009 Feb 12 2009 450.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRJan 29 2009 Feb 12 2009 250.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRJan 29 2009 Feb 12 2009 350.0 FNMA 5.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 150.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRJan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRFeb 2 2009 Feb 12 2009 197.7 FHLMC 5.0 30 YRFeb 2 2009 Feb 12 2009 100.1 FNMA 5.5 30 YRFeb 2 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRFeb 2 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRFeb 2 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 2 2009 Feb 12 2009 51.7 FNMA 5.0 30 YRFeb 2 2009 Feb 12 2009 200.0 FNMA 5.0 30 YRFeb 2 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRFeb 2 2009 Mar 18 2009 150.0 GNMA 4.5 30 YRFeb 2 2009 Mar 12 2009 200.0 GNMA 4.5 30 YRFeb 2 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRFeb 2 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRFeb 2 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YRFeb 2 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 2 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YRFeb 2 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YRFeb 2 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRFeb 2 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRFeb 2 2009 Mar 17 2009 150.0 FNMA 4.5 15 YRFeb 2 2009 Feb 12 2009 78.9 FHLMC 5.5 30 YR

Page 14: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 2 2009 Feb 12 2009 200.0 FNMA 6.0 30 YRFeb 3 2009 Apr 13 2009 300.0 FHLMC 4.0 30 YRFeb 3 2009 Feb 12 2009 100.0 FHLMC 4.5 20 YRFeb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 3 2009 Mar 12 2009 300.0 FNMA 4.0 20 YRFeb 3 2009 Apr 20 2009 100.0 GNMA 4.5 30 YRFeb 3 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YRFeb 3 2009 Apr 20 2009 100.0 GNMA 4.5 30 YRFeb 3 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRFeb 3 2009 Feb 12 2009 200.0 FHLMC 4.0 30 YRFeb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 3 2009 Feb 12 2009 153.4 FNMA 4.0 20 YRFeb 3 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YRFeb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 3 2009 Feb 12 2009 250.0 FNMA 6.0 30 YRFeb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 3 2009 Feb 12 2009 253.3 FHLMC 6.0 30 YRFeb 3 2009 Feb 12 2009 240.2 FNMA 6.5 30 YRFeb 3 2009 Feb 18 2009 39.6 FNMA 6.0 30 YRFeb 3 2009 Feb 12 2009 250.0 FNMA 6.0 30 YRFeb 3 2009 Feb 12 2009 400.0 FNMA 6.0 30 YRFeb 3 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YRFeb 3 2009 Feb 12 2009 36.7 FHLMC 6.0 30 YRFeb 3 2009 Feb 12 2009 38.1 FHLMC 6.0 30 YRFeb 3 2009 Feb 12 2009 150.0 FHLMC 5.5 30 YRFeb 3 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YRFeb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 4 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YRFeb 4 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YRFeb 4 2009 Feb 12 2009 500.0 FHLMC 5.5 30 YRFeb 4 2009 Feb 12 2009 175.4 FNMA 6.5 30 YRFeb 4 2009 Feb 12 2009 333.9 FNMA 6.5 30 YRFeb 4 2009 Feb 12 2009 493.8 FNMA 6.5 30 YRFeb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 4 2009 Feb 12 2009 500.0 FHLMC 4.5 30 YRFeb 4 2009 Feb 12 2009 560.2 FNMA 6.0 30 YRFeb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YRFeb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 200.0 FNMA 6.0 30 YRFeb 5 2009 Feb 12 2009 99.4 FNMA 5.0 30 YRFeb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 200.0 FNMA 6.0 30 YRFeb 5 2009 Feb 12 2009 150.0 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 150.0 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 110.0 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 38.3 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 66.3 FNMA 5.5 30 YRFeb 5 2009 Feb 12 2009 37.7 FHLMC 5.0 30 YR

Page 15: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 5 2009 Feb 12 2009 68.3 FHLMC 5.0 30 YRFeb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YRFeb 6 2009 Mar 12 2009 50.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 6 2009 Feb 12 2009 250.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YRFeb 6 2009 Feb 12 2009 100.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRFeb 9 2009 Feb 19 2009 250.0 GNMA 5.5 30 YRFeb 9 2009 Feb 19 2009 300.0 GNMA 5.5 30 YRFeb 9 2009 Feb 19 2009 300.0 GNMA 5.5 30 YRFeb 9 2009 Feb 19 2009 350.0 GNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YRFeb 9 2009 Feb 12 2009 500.0 FNMA 4.0 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 400.0 FNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FHLMC 5.0 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YRFeb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR

Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR

Page 16: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YRFeb 10 2009 Mar 12 2009 150.0 FHLMC 5.0 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 150.0 FHLMC 5.0 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 10 2009 Mar 12 2009 200.0 FHLMC 5.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 11 2009 Feb 18 2009 200.0 FHLMC 4.0 15 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 100.0 FNMA 4.0 30 YRFeb 12 2009 Mar 12 2009 100.0 FNMA 4.0 30 YRFeb 12 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR

Page 17: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 12 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 500.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 12 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 12 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRFeb 12 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 12 2009 Mar 17 2009 250.0 FHLMC 4.0 15 YRFeb 12 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 12 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 500.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 13 2009 Apr 16 2009 200.0 FNMA 4.5 15 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Mar 18 2009 200.0 GNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Apr 13 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 100.0 FNMA 5.0 30 YRFeb 13 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Apr 16 2009 100.0 FNMA 4.5 15 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 5.0 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 5.5 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 5.5 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Apr 13 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Apr 13 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Mar 18 2009 200.0 GNMA 5.0 30 YRFeb 13 2009 Mar 12 2009 100.0 FNMA 5.5 30 YRFeb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 13 2009 Mar 12 2009 100.0 FNMA 5.5 30 YR

Page 18: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 13 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 17 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRFeb 17 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRFeb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 17 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRFeb 17 2009 Mar 12 2009 220.8 FHLMC 6.0 30 YRFeb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 17 2009 Mar 12 2009 515.7 FNMA 5.0 30 YRFeb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 17 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRFeb 17 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 100.0 FNMA 6.0 30 YRFeb 18 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 18 2009 Mar 12 2009 107.6 FNMA 5.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 5.0 30 YRFeb 18 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 18 2009 Mar 18 2009 200.0 GNMA 4.5 30 YRFeb 18 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 6.0 30 YRFeb 18 2009 Mar 12 2009 300.0 FHLMC 5.0 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRFeb 18 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 18 2009 Mar 12 2009 122.5 FNMA 5.5 30 YRFeb 19 2009 Apr 13 2009 100.0 FNMA 6.5 30 YRFeb 19 2009 May 19 2009 100.0 GNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 19 2009 Mar 12 2009 150.0 FNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FNMA 6.0 30 YRFeb 19 2009 Apr 13 2009 100.0 FNMA 6.5 30 YRFeb 19 2009 May 19 2009 150.0 GNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 150.0 FHLMC 6.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 19 2009 Mar 12 2009 269.0 FHLMC 6.5 30 YRFeb 19 2009 Apr 13 2009 100.0 FNMA 6.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 19 2009 Mar 12 2009 254.7 FNMA 6.0 30 YR

Page 19: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 19 2009 Mar 12 2009 150.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 150.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 300.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 350.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 250.0 FNMA 5.0 30 YRFeb 20 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YRFeb 20 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YRFeb 20 2009 Mar 12 2009 150.0 FNMA 5.5 30 YRFeb 20 2009 Mar 12 2009 290.4 FHLMC 6.0 30 YRFeb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 400.0 FNMA 4.5 30 YRFeb 20 2009 Mar 12 2009 500.4 FHLMC 5.0 30 YRFeb 20 2009 Mar 12 2009 494.9 FNMA 5.0 30 YRFeb 20 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 23 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YRFeb 23 2009 Mar 12 2009 50.0 FNMA 5.0 30 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRFeb 23 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 23 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 23 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 23 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 23 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YRFeb 23 2009 Mar 12 2009 56.0 FNMA 5.0 30 YRFeb 23 2009 Mar 12 2009 50.0 FNMA 5.0 30 YRFeb 23 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YRFeb 23 2009 Mar 12 2009 40.6 FNMA 5.0 30 YRFeb 23 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRFeb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 24 2009 May 19 2009 250.0 GNMA 4.5 30 YRFeb 24 2009 May 19 2009 250.0 GNMA 5.0 30 YRFeb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR

Page 20: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 24 2009 Mar 12 2009 245.5 FHLMC 5.0 30 YRFeb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 24 2009 May 19 2009 250.0 GNMA 5.0 30 YRFeb 24 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YRFeb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 24 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 24 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 24 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 24 2009 Mar 12 2009 172.5 FNMA 6.0 30 YRFeb 24 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 24 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRFeb 25 2009 Mar 12 2009 400.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 25 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRFeb 25 2009 Mar 12 2009 300.0 FHLMC 4.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRFeb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 5.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 100.0 FNMA 4.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR

Page 21: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 5.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Mar 12 2009 108.7 FNMA 5.0 30 YRFeb 26 2009 Mar 12 2009 140.6 FNMA 5.0 30 YRFeb 26 2009 Mar 12 2009 66.6 FNMA 5.0 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRFeb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRFeb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRFeb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 25.0 FHLMC 5.0 30 YRFeb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YRFeb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR

Page 22: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRFeb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 2 2009 Mar 17 2009 200.0 FNMA 4.0 15 YRMar 2 2009 May 19 2009 250.0 GNMA 4.5 30 YRMar 2 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YRMar 2 2009 Mar 12 2009 100.0 FNMA 5.0 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRMar 2 2009 Mar 12 2009 252.5 FHLMC 5.0 30 YRMar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRMar 2 2009 Apr 13 2009 100.0 FHLMC 6.5 30 YRMar 2 2009 Mar 12 2009 118.7 FHLMC 5.5 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 2 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRMar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 2 2009 Mar 12 2009 31.4 FNMA 5.0 30 YRMar 2 2009 Mar 12 2009 61.9 FNMA 5.0 30 YRMar 2 2009 Mar 12 2009 200.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FHLMC 5.5 30 YRMar 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRMar 2 2009 Mar 12 2009 600.0 FNMA 6.0 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 2 2009 Mar 12 2009 200.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 400.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Mar 17 2009 250.0 FNMA 4.5 15 YRMar 2 2009 Mar 12 2009 200.0 FNMA 5.0 30 YRMar 2 2009 Mar 12 2009 450.0 FNMA 6.0 30 YRMar 2 2009 Mar 12 2009 500.0 FHLMC 5.5 30 YRMar 2 2009 Apr 16 2009 250.0 FNMA 4.5 15 YRMar 2 2009 Apr 13 2009 200.0 FNMA 5.0 30 YRMar 2 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 2 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRMar 2 2009 Mar 12 2009 475.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR

Page 23: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 2 2009 Apr 13 2009 400.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 475.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 400.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 200.0 FNMA 5.5 30 YRMar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRMar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Mar 18 2009 250.0 GNMA 5.5 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Apr 20 2009 200.0 GNMA 5.5 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 3 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YRMar 3 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 3 2009 Mar 18 2009 250.0 GNMA 5.5 30 YRMar 3 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YRMar 3 2009 Apr 20 2009 200.0 GNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YR

Page 24: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 3 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 3 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 3 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 3 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 4.0 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 3 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 3 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 9.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 23.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 24.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 2.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 5.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 13.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR

Page 25: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 2.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 5.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 2.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 16.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 16.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 22.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 8.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 5.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 3.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR

Page 26: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 3 2009 Mar 12 2009 25.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 3.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 5.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 3.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 3.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 3.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 5.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 2.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 3.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 1.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 5.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 7.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 21.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 2.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 9.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 2.3 FNMA 5.0 30 YR

Page 27: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.8 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 22.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 24.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 18.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 4.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 2.4 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 13.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 23.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 13.6 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 10.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 10.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 6.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 3 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR

Page 28: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 4 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 4 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 4 2009 Mar 12 2009 193.0 FNMA 5.5 30 YRMar 4 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YRMar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 6.0 30 YRMar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YRMar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 6.0 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YRMar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR

Page 29: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 400.0 FNMA 6.0 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 300.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 400.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR

Page 30: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 89.8 FNMA 5.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 100.0 FNMA 5.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 100.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRMar 6 2009 Mar 12 2009 100.1 FNMA 5.0 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YRMar 6 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YRMar 6 2009 Mar 12 2009 107.3 FNMA 5.0 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Mar 12 2009 1000.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 6 2009 Apr 13 2009 1000.0 FNMA 4.5 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 6 2009 Mar 12 2009 1000.0 FNMA 4.5 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR

Page 31: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 6 2009 Apr 13 2009 1000.0 FNMA 4.5 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 4.0 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 4.0 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 6 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YRMar 6 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YRMar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 6 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 6 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 6 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YRMar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 6 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YRMar 9 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YRMar 9 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 9 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 9 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 9 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 9 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 9 2009 Mar 12 2009 500.0 FNMA 4.0 30 YRMar 9 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 9 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YRMar 9 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 9 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 9 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YRMar 9 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YRMar 9 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YRMar 9 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YRMar 9 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YRMar 9 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 9 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YRMar 9 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 9 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YRMar 9 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 9 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 9 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YRMar 9 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 9 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 9 2009 May 19 2009 250.0 GNMA 4.5 30 YRMar 9 2009 Mar 12 2009 167.5 FNMA 5.0 30 YRMar 9 2009 Mar 12 2009 111.8 FNMA 5.0 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRMar 9 2009 May 19 2009 250.0 GNMA 4.5 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR

Page 32: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YRMar 9 2009 Mar 12 2009 243.7 FNMA 5.0 30 YRMar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR

Mar 10 2009 Mar 12 2009 500.0 FHLMC 6.0 30 YRMar 10 2009 Apr 13 2009 425.0 FHLMC 6.0 30 YRMar 10 2009 Mar 12 2009 500.0 FNMA 6.0 30 YRMar 10 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YRMar 10 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 10 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YRMar 10 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YRMar 10 2009 Apr 13 2009 224.0 FHLMC 4.0 30 YRMar 10 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YRMar 10 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YRMar 10 2009 Mar 12 2009 224.0 FHLMC 4.0 30 YRMar 10 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRMar 10 2009 Mar 12 2009 500.0 FNMA 4.5 30 YRMar 10 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YRMar 10 2009 Mar 12 2009 500.0 FHLMC 6.0 30 YRMar 10 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 10 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YRMar 10 2009 Apr 13 2009 500.0 FHLMC 6.0 30 YRMar 10 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 10 2009 Mar 12 2009 500.0 FNMA 4.0 30 YRMar 10 2009 Mar 12 2009 750.0 FNMA 4.0 30 YRMar 10 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 10 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 10 2009 Apr 13 2009 750.0 FNMA 4.0 30 YRMar 10 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 10 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 10 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 10 2009 Mar 12 2009 500.0 FNMA 5.5 30 YRMar 10 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 10 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 10 2009 Mar 12 2009 250.0 FNMA 5.5 30 YRMar 10 2009 Apr 13 2009 300.0 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 200.0 FNMA 4.0 30 YRMar 10 2009 Mar 12 2009 250.0 FNMA 4.0 30 YRMar 10 2009 Apr 13 2009 300.0 FNMA 4.0 30 YRMar 10 2009 Mar 12 2009 500.0 FNMA 4.0 30 YRMar 10 2009 Mar 12 2009 250.0 FNMA 5.0 30 YRMar 10 2009 Apr 13 2009 500.0 FNMA 5.0 30 YRMar 10 2009 Apr 13 2009 175.0 FHLMC 4.0 30 YRMar 10 2009 Apr 13 2009 300.0 FHLMC 4.5 30 YRMar 10 2009 Apr 13 2009 300.0 FHLMC 4.5 30 YRMar 10 2009 Apr 13 2009 300.0 FHLMC 5.0 30 YRMar 10 2009 Apr 13 2009 300.0 FNMA 4.0 30 YR

Page 33: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 10 2009 Apr 13 2009 300.0 FNMA 4.5 30 YRMar 10 2009 Mar 12 2009 250.0 FNMA 4.5 30 YRMar 10 2009 Mar 12 2009 0.5 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 36.7 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 1.5 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 29.9 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 0.4 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 34.5 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 0.7 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 5.4 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 0.6 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 0.9 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 2.3 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 10.0 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 25.3 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 124.8 FNMA 5.0 30 YRMar 10 2009 Mar 12 2009 9.9 FNMA 5.0 30 YRMar 10 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 100.0 FNMA 5.0 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 5.0 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRMar 11 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 5.0 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRMar 11 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 16 2009 100.0 FHLMC 4.5 15 YRMar 11 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 11 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRMar 11 2009 Mar 18 2009 500.0 GNMA 6.0 30 YRMar 11 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRMar 11 2009 Mar 18 2009 500.0 GNMA 6.0 30 YRMar 11 2009 Mar 18 2009 600.0 GNMA 6.0 30 YRMar 11 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRMar 11 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 12 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR

Page 34: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 12 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 12 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 12 2009 Mar 18 2009 250.0 GNMA 6.0 30 YRMar 12 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRMar 12 2009 Mar 17 2009 150.0 FNMA 4.5 15 YRMar 12 2009 Mar 17 2009 150.0 FNMA 5.0 15 YRMar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 12 2009 Apr 16 2009 145.0 FNMA 4.5 15 YRMar 12 2009 Apr 16 2009 140.0 FNMA 5.0 15 YRMar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 12 2009 Mar 17 2009 200.0 FNMA 4.5 15 YRMar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 12 2009 Apr 16 2009 190.0 FNMA 4.5 15 YRMar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 12 2009 Mar 17 2009 100.0 FNMA 4.5 15 YRMar 12 2009 Apr 16 2009 100.0 FNMA 4.5 15 YRMar 12 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 12 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 12 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 12 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 12 2009 May 12 2009 500.0 FNMA 6.0 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YRMar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 12 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRMar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 12 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMar 12 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 12 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRMar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YRMar 12 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRMar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 65.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 65.0 FHLMC 4.0 15 YR

Page 35: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 13 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 70.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 70.0 FHLMC 4.0 15 YRMar 13 2009 Mar 18 2009 250.0 GNMA 5.5 30 YRMar 13 2009 Apr 20 2009 225.0 GNMA 5.5 30 YRMar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YRMar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRMar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YRMar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YRMar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRMar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YRMar 13 2009 Apr 16 2009 10.0 FHLMC 4.0 15 YRMar 13 2009 Mar 17 2009 10.0 FHLMC 4.0 15 YRMar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YRMar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRMar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YRMar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YRMar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRMar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRMar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 16 2009 Apr 13 2009 100.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRMar 16 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YR

Page 36: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 16 2009 May 12 2009 100.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 16 2009 May 12 2009 100.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRMar 16 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FHLMC 4.0 30 YRMar 16 2009 May 12 2009 200.0 FHLMC 4.0 30 YRMar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YRMar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRMar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YRMar 16 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 16 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 16 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 16 2009 May 12 2009 300.0 FNMA 6.0 30 YRMar 16 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRMar 16 2009 May 12 2009 450.0 FNMA 5.5 30 YRMar 17 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRMar 17 2009 May 12 2009 200.0 FNMA 5.5 30 YRMar 17 2009 Apr 13 2009 200.0 FNMA 6.0 30 YRMar 17 2009 May 12 2009 200.0 FNMA 6.0 30 YRMar 17 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 17 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 17 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 17 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 17 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 17 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 17 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 17 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 17 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 17 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 17 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 17 2009 Apr 20 2009 100.0 GNMA 4.0 30 YRMar 18 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 18 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 18 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 18 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 18 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 18 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 18 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 18 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR

Page 37: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 May 12 2009 100.0 FNMA 4.5 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 Jun 11 2009 100.0 FNMA 4.0 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 19 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMar 19 2009 Jun 11 2009 400.0 FNMA 4.0 30 YRMar 19 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YRMar 19 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRMar 19 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMar 19 2009 May 12 2009 400.0 FHLMC 4.0 30 YRMar 19 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 19 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 19 2009 Jun 11 2009 300.0 FNMA 4.0 30 YRMar 19 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRMar 19 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 19 2009 May 12 2009 200.0 FNMA 5.5 30 YRMar 19 2009 May 12 2009 300.0 FNMA 6.0 30 YRMar 19 2009 Apr 13 2009 200.0 FNMA 6.0 30 YRMar 19 2009 May 12 2009 200.0 FNMA 6.0 30 YRMar 19 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRMar 19 2009 May 12 2009 200.0 FNMA 5.5 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YRMar 20 2009 Apr 13 2009 200.0 FNMA 5.0 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 5.5 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 5.5 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 5.5 30 YR

Page 38: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 20 2009 May 12 2009 200.0 FNMA 5.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 5.5 30 YRMar 20 2009 May 12 2009 300.0 FNMA 5.5 30 YRMar 20 2009 May 12 2009 300.0 FNMA 5.5 30 YRMar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YRMar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRMar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YRMar 20 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRMar 20 2009 May 12 2009 200.0 FNMA 5.5 30 YRMar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 23 2009 May 12 2009 500.0 FNMA 6.0 30 YRMar 23 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 23 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 23 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 23 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 23 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 23 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 23 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 23 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 23 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 23 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 23 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 23 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 23 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR

Page 39: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 23 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 23 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 23 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 May 12 2009 300.0 FHLMC 4.0 30 YRMar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 23 2009 May 12 2009 500.0 FHLMC 4.0 30 YRMar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 23 2009 Apr 13 2009 500.0 FHLMC 4.5 30 YRMar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 23 2009 May 12 2009 200.0 FHLMC 4.0 30 YRMar 24 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 24 2009 May 18 2009 100.0 FHLMC 4.0 15 YRMar 24 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 100.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 300.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 200.0 FHLMC 4.0 30 YRMar 24 2009 May 12 2009 200.0 FHLMC 4.5 30 YRMar 24 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 100.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 200.0 FHLMC 4.0 30 YRMar 24 2009 May 12 2009 200.0 FHLMC 4.5 30 YRMar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR

Page 40: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 300.0 FNMA 4.5 30 YRMar 24 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 24 2009 May 12 2009 100.0 FHLMC 4.5 30 YRMar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 24 2009 May 18 2009 100.0 FNMA 4.0 15 YRMar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 24 2009 Apr 13 2009 800.0 FNMA 5.5 30 YRMar 24 2009 May 12 2009 800.0 FNMA 5.5 30 YRMar 24 2009 Apr 13 2009 400.0 FNMA 5.5 30 YRMar 24 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 24 2009 May 12 2009 400.0 FNMA 5.5 30 YRMar 24 2009 May 12 2009 500.0 FNMA 6.0 30 YRMar 24 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRMar 24 2009 May 12 2009 500.0 FNMA 6.0 30 YRMar 24 2009 Apr 13 2009 800.0 FNMA 5.5 30 YRMar 24 2009 May 12 2009 800.0 FNMA 5.5 30 YRMar 24 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 24 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.0 30 YRMar 25 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 25 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.0 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.0 30 YRMar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 6.0 30 YRMar 25 2009 May 12 2009 250.0 FNMA 6.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 25 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 25 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR

Page 41: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 25 2009 Apr 13 2009 550.0 FNMA 4.5 30 YRMar 25 2009 May 19 2009 250.0 GNMA 4.0 30 YRMar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRMar 25 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 25 2009 Mar 31 2009 250.0 FNMA 4.0 30 YRMar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 25 2009 Apr 13 2009 200.0 FNMA 4.5 30 YRMar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRMar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YRMar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 26 2009 Apr 13 2009 750.0 FNMA 5.5 30 YRMar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 26 2009 May 12 2009 750.0 FNMA 5.5 30 YRMar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 26 2009 Apr 13 2009 750.0 FNMA 5.5 30 YRMar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 26 2009 May 12 2009 750.0 FNMA 5.5 30 YRMar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YRMar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YRMar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YRMar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 26 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 26 2009 May 12 2009 200.0 FHLMC 4.5 30 YRMar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YRMar 26 2009 May 12 2009 550.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YRMar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR

Page 42: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 27 2009 Apr 16 2009 200.0 FNMA 4.0 15 YRMar 27 2009 May 19 2009 350.0 GNMA 4.5 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 27 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 27 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YRMar 27 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 27 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 27 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 27 2009 Apr 13 2009 500.0 FHLMC 4.5 30 YRMar 27 2009 Apr 13 2009 300.0 FNMA 4.5 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRMar 27 2009 May 19 2009 200.0 GNMA 4.0 30 YRMar 27 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YRMar 27 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRMar 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 27 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 27 2009 Apr 13 2009 300.0 FNMA 5.5 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 27 2009 May 12 2009 300.0 FNMA 5.5 30 YRMar 27 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 27 2009 Apr 13 2009 100.0 FNMA 5.5 30 YRMar 27 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRMar 27 2009 May 12 2009 100.0 FNMA 5.5 30 YRMar 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YRMar 27 2009 Apr 13 2009 100.0 FNMA 5.5 30 YRMar 27 2009 May 12 2009 100.0 FNMA 5.5 30 YRMar 27 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 27 2009 May 12 2009 500.0 FNMA 5.5 30 YRMar 27 2009 Apr 13 2009 100.0 FNMA 5.5 30 YRMar 27 2009 May 12 2009 100.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 May 12 2009 250.0 FNMA 4.0 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 30 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRMar 30 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMar 30 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR

Page 43: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 6.0 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 6.0 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMar 30 2009 May 12 2009 1000.0 FNMA 6.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YRMar 31 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 31 2009 May 12 2009 200.0 FHLMC 4.0 30 YRMar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR

Page 44: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.5 30 YRMar 31 2009 May 19 2009 200.0 GNMA 4.5 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 950.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 1000.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 1000.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YRMar 31 2009 Mar 31 2009 40.0 FHLMC 4.0 15 YRMar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRMar 31 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YRMar 31 2009 May 12 2009 950.0 FNMA 5.5 30 YRMar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRMar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR

Apr 1 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRApr 1 2009 May 12 2009 450.0 FNMA 6.0 30 YRApr 1 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRApr 1 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRApr 1 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRApr 1 2009 May 12 2009 925.0 FNMA 5.5 30 YR

Page 45: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 1 2009 May 12 2009 925.0 FNMA 6.0 30 YRApr 1 2009 May 12 2009 925.0 FNMA 6.0 30 YRApr 1 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRApr 1 2009 May 12 2009 925.0 FNMA 5.5 30 YRApr 1 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRApr 1 2009 May 12 2009 500.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 1 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRApr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 1 2009 May 12 2009 925.0 FNMA 5.5 30 YRApr 1 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YRApr 1 2009 May 12 2009 925.0 FNMA 6.0 30 YRApr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 1 2009 Apr 13 2009 1000.0 FNMA 5.0 30 YRApr 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YRApr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 1 2009 Jun 18 2009 100.0 GNMA 4.0 30 YRApr 1 2009 May 12 2009 100.0 FHLMC 4.0 30 YRApr 1 2009 May 12 2009 200.0 FHLMC 4.0 30 YRApr 1 2009 Apr 13 2009 100.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 500.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 100.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRApr 1 2009 May 12 2009 150.0 FHLMC 4.0 30 YRApr 1 2009 May 12 2009 200.0 FHLMC 4.0 30 YRApr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 May 12 2009 100.0 FHLMC 4.0 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 100.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 200.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRApr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YRApr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 1 2009 May 12 2009 250.0 FHLMC 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR

Page 46: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 2 2009 Apr 13 2009 400.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRApr 2 2009 Jun 18 2009 100.0 GNMA 4.0 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRApr 2 2009 Jun 18 2009 250.0 GNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 850.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 850.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 500.0 FNMA 6.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 16 2009 250.0 FNMA 4.5 15 YRApr 2 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRApr 2 2009 Apr 13 2009 200.0 FNMA 5.0 30 YRApr 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 300.0 FNMA 6.0 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 18 2009 250.0 FNMA 4.5 15 YRApr 2 2009 May 12 2009 500.0 FNMA 4.5 30 YRApr 2 2009 May 12 2009 200.0 FNMA 5.0 30 YRApr 2 2009 May 12 2009 200.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 300.0 FNMA 6.0 30 YRApr 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 850.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 850.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 500.0 FNMA 4.5 30 YR

Page 47: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 2 2009 May 12 2009 500.0 FNMA 6.0 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 4.5 30 YRApr 2 2009 Apr 13 2009 950.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 500.0 FNMA 4.5 30 YRApr 2 2009 May 12 2009 950.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 2 2009 Apr 13 2009 100.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 2 2009 May 12 2009 100.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 100.0 FNMA 5.5 30 YRApr 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRApr 2 2009 May 12 2009 100.0 FNMA 5.5 30 YRApr 2 2009 May 12 2009 500.0 FNMA 6.0 30 YRApr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRApr 3 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 3 2009 Apr 13 2009 1500.0 FNMA 5.0 30 YRApr 3 2009 May 12 2009 1500.0 FNMA 5.0 30 YRApr 3 2009 Apr 13 2009 1750.0 FNMA 6.0 30 YRApr 3 2009 May 12 2009 1750.0 FNMA 6.0 30 YRApr 3 2009 Apr 13 2009 2000.0 FNMA 5.0 30 YRApr 3 2009 May 12 2009 2000.0 FNMA 5.0 30 YRApr 3 2009 Apr 13 2009 2000.0 FNMA 5.5 30 YRApr 3 2009 Apr 13 2009 1750.0 FNMA 6.0 30 YRApr 3 2009 May 12 2009 2000.0 FNMA 5.5 30 YRApr 3 2009 May 12 2009 1750.0 FNMA 6.0 30 YRApr 3 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRApr 3 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRApr 6 2009 May 12 2009 450.0 FNMA 6.0 30 YRApr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YR

Page 48: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YRApr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 450.0 FNMA 6.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YRApr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YRApr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YRApr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YRApr 7 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRApr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR

Page 49: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 7 2009 Apr 13 2009 250.0 FHLMC 6.0 30 YRApr 7 2009 May 12 2009 925.0 FNMA 5.5 30 YRApr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 7 2009 May 12 2009 225.0 FHLMC 6.0 30 YRApr 7 2009 Apr 13 2009 1000.0 FNMA 4.5 30 YRApr 7 2009 May 12 2009 1000.0 FNMA 4.5 30 YRApr 7 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 7 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YRApr 7 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRApr 7 2009 Apr 13 2009 1000.0 FHLMC 5.5 30 YRApr 7 2009 Apr 13 2009 250.0 FHLMC 6.0 30 YRApr 7 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 7 2009 May 12 2009 1000.0 FHLMC 5.0 30 YRApr 7 2009 May 12 2009 450.0 FHLMC 5.5 30 YRApr 7 2009 May 12 2009 925.0 FHLMC 5.5 30 YRApr 7 2009 May 12 2009 225.0 FHLMC 6.0 30 YRApr 7 2009 Apr 13 2009 1000.0 FNMA 5.0 30 YRApr 7 2009 Apr 13 2009 300.0 FHLMC 5.0 30 YRApr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 7 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRApr 7 2009 May 12 2009 1000.0 FNMA 5.0 30 YRApr 7 2009 May 12 2009 300.0 FHLMC 5.0 30 YRApr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 7 2009 May 12 2009 450.0 FHLMC 5.5 30 YRApr 7 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 7 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 7 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YRApr 7 2009 May 12 2009 925.0 FNMA 5.5 30 YRApr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YRApr 7 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRApr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YRApr 7 2009 May 12 2009 450.0 FHLMC 5.5 30 YRApr 7 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 7 2009 May 12 2009 450.0 FNMA 5.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR

Page 50: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YRApr 8 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 8 2009 May 12 2009 100.0 FNMA 4.0 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YRApr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YRApr 8 2009 May 12 2009 100.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 100.0 FHLMC 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YRApr 8 2009 May 12 2009 300.0 FNMA 4.5 30 YRApr 8 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YRApr 8 2009 May 12 2009 100.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 100.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 300.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 300.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YRApr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 8 2009 May 12 2009 50.0 FNMA 6.5 30 YRApr 8 2009 Apr 13 2009 50.0 FNMA 6.5 30 YRApr 8 2009 May 12 2009 60.0 FNMA 6.5 30 YRApr 8 2009 May 12 2009 95.0 FNMA 6.5 30 YRApr 8 2009 Apr 13 2009 60.0 FNMA 6.5 30 YRApr 8 2009 Apr 13 2009 95.0 FNMA 6.5 30 YRApr 8 2009 May 12 2009 100.0 FNMA 6.5 30 YRApr 8 2009 May 12 2009 100.0 FNMA 6.5 30 YRApr 8 2009 Apr 13 2009 100.0 FNMA 6.5 30 YRApr 8 2009 Apr 13 2009 100.0 FNMA 6.5 30 YRApr 8 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YR

Page 51: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRApr 8 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 8 2009 Apr 13 2009 500.0 FNMA 5.5 30 YRApr 8 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRApr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRApr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YRApr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YRApr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 9 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRApr 9 2009 May 19 2009 225.0 GNMA 6.0 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 500.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 9 2009 May 12 2009 500.0 FNMA 4.0 30 YRApr 9 2009 May 12 2009 500.0 FNMA 4.0 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 500.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR

Apr 13 2009 May 12 2009 500.0 FHLMC 6.0 30 YRApr 13 2009 Jun 11 2009 500.0 FHLMC 6.0 30 YR

Page 52: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRApr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRApr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YRApr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YRApr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRApr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YRApr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRApr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YRApr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YRApr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 14 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 14 2009 May 12 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 14 2009 May 12 2009 200.0 FNMA 5.5 30 YRApr 14 2009 May 12 2009 500.0 FNMA 5.5 30 YR

Page 53: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 14 2009 May 12 2009 500.0 FNMA 6.0 30 YRApr 14 2009 Jun 11 2009 180.0 FNMA 5.5 30 YRApr 14 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRApr 14 2009 Jun 11 2009 400.0 FNMA 6.0 30 YRApr 14 2009 May 12 2009 200.0 FNMA 5.5 30 YRApr 14 2009 Jun 11 2009 180.0 FNMA 5.5 30 YRApr 14 2009 May 12 2009 300.0 FNMA 5.5 30 YRApr 14 2009 May 12 2009 600.0 FNMA 5.5 30 YRApr 14 2009 Jun 11 2009 270.0 FNMA 5.5 30 YRApr 14 2009 Jun 11 2009 540.0 FNMA 5.5 30 YRApr 14 2009 May 12 2009 200.0 FNMA 5.5 30 YRApr 14 2009 May 12 2009 500.0 FNMA 6.0 30 YRApr 14 2009 Jun 11 2009 180.0 FNMA 5.5 30 YRApr 14 2009 Jun 11 2009 400.0 FNMA 6.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 6.0 30 YRApr 15 2009 Jun 11 2009 225.0 FNMA 6.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 5.5 30 YRApr 15 2009 Jun 11 2009 225.0 FNMA 5.5 30 YRApr 15 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRApr 15 2009 May 19 2009 200.0 GNMA 6.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 6.0 30 YRApr 15 2009 Jun 11 2009 225.0 FNMA 6.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 5.0 30 YRApr 15 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRApr 15 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 5.0 30 YRApr 15 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 5.5 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRApr 15 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 15 2009 Jun 11 2009 225.0 FNMA 5.5 30 YRApr 15 2009 May 12 2009 250.0 FNMA 5.5 30 YRApr 15 2009 Jun 11 2009 225.0 FNMA 5.5 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 15 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR

Page 54: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YRApr 16 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 16 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YRApr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YRApr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YRApr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YRApr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YRApr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YRApr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YRApr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YRApr 16 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YRApr 16 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 16 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 16 2009 Apr 20 2009 225.0 GNMA 5.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 16 2009 May 19 2009 225.0 GNMA 5.5 30 YRApr 16 2009 Apr 20 2009 225.0 GNMA 6.0 30 YRApr 16 2009 May 19 2009 225.0 GNMA 6.0 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 16 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 17 2009 May 12 2009 1000.0 FNMA 5.0 30 YRApr 17 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRApr 17 2009 May 12 2009 1000.0 FNMA 5.0 30 YRApr 17 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 17 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRApr 17 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR

Page 55: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 20 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRApr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FHLMC 4.5 30 YRApr 20 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YRApr 20 2009 May 12 2009 250.0 FNMA 4.0 30 YRApr 20 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRApr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 20 2009 May 12 2009 400.0 FNMA 5.0 30 YRApr 20 2009 Jun 11 2009 400.0 FNMA 5.0 30 YRApr 20 2009 May 12 2009 400.0 FNMA 5.0 30 YRApr 20 2009 Jun 11 2009 400.0 FNMA 5.0 30 YRApr 20 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 20 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 20 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 20 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 20 2009 May 12 2009 200.0 FNMA 5.0 30 YRApr 20 2009 Jun 11 2009 200.0 FNMA 5.0 30 YRApr 20 2009 May 12 2009 800.0 FNMA 5.5 30 YRApr 20 2009 Jun 11 2009 800.0 FNMA 5.5 30 YRApr 20 2009 May 12 2009 200.0 FNMA 5.5 30 YRApr 20 2009 Jun 11 2009 200.0 FNMA 5.5 30 YRApr 21 2009 May 19 2009 100.0 GNMA 4.5 30 YRApr 21 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 21 2009 Jun 11 2009 300.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR

Page 56: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 21 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 21 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 350.0 FNMA 4.5 30 YRApr 21 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 100.0 FHLMC 4.5 30 YRApr 21 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 21 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRApr 21 2009 May 19 2009 200.0 GNMA 4.5 30 YRApr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 21 2009 May 12 2009 250.0 FHLMC 6.0 30 YRApr 21 2009 Jun 11 2009 250.0 FHLMC 6.0 30 YRApr 21 2009 May 12 2009 1000.0 FHLMC 5.5 30 YRApr 21 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YRApr 21 2009 May 12 2009 1000.0 FHLMC 5.5 30 YRApr 21 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YRApr 21 2009 May 12 2009 750.0 FHLMC 5.5 30 YRApr 21 2009 Jun 11 2009 750.0 FHLMC 5.5 30 YRApr 22 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 22 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 22 2009 Jun 11 2009 470.0 FNMA 5.0 30 YRApr 22 2009 Jun 11 2009 465.0 FNMA 5.5 30 YRApr 22 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 22 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 22 2009 Jun 11 2009 465.0 FNMA 5.5 30 YRApr 22 2009 Jun 11 2009 465.0 FHLMC 5.5 30 YRApr 22 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 22 2009 Jun 11 2009 465.0 FHLMC 5.5 30 YRApr 22 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 22 2009 Jun 11 2009 470.0 FNMA 5.0 30 YRApr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 22 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRApr 22 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRApr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR

Page 57: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 23 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YRApr 23 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRApr 23 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 23 2009 Jul 13 2009 500.0 FHLMC 4.0 30 YRApr 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRApr 23 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 23 2009 Jun 11 2009 300.0 FHLMC 4.5 30 YRApr 23 2009 Jul 13 2009 500.0 FHLMC 4.5 30 YRApr 23 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 23 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 23 2009 Jun 11 2009 500.0 FNMA 4.0 30 YRApr 23 2009 Jun 11 2009 300.0 FNMA 4.5 30 YRApr 23 2009 May 12 2009 200.0 FNMA 5.0 30 YRApr 23 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRApr 23 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 24 2009 May 12 2009 169.0 FHLMC 4.5 30 YRApr 24 2009 Apr 27 2009 169.0 FHLMC 4.5 30 YRApr 24 2009 May 12 2009 303.0 FHLMC 4.5 30 YRApr 24 2009 Apr 27 2009 303.0 FHLMC 4.5 30 YRApr 24 2009 May 12 2009 500.0 FHLMC 6.0 30 YRApr 24 2009 Jun 11 2009 500.0 FHLMC 6.0 30 YRApr 24 2009 May 12 2009 500.0 FHLMC 6.0 30 YRApr 24 2009 Jun 11 2009 500.0 FHLMC 6.0 30 YRApr 24 2009 May 12 2009 368.0 FNMA 4.0 30 YRApr 24 2009 May 12 2009 1000.0 FHLMC 6.0 30 YRApr 24 2009 Apr 29 2009 368.0 FNMA 4.0 30 YRApr 24 2009 Jun 11 2009 1000.0 FHLMC 6.0 30 YRApr 24 2009 May 12 2009 33.0 FHLMC 4.0 30 YRApr 24 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 24 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 24 2009 Apr 29 2009 33.0 FHLMC 4.0 30 YRApr 24 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRApr 24 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRApr 24 2009 Jul 13 2009 42.0 FNMA 3.5 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR

Page 58: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 24 2009 Jun 16 2009 50.0 FNMA 4.0 15 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRApr 24 2009 Jun 16 2009 50.0 FNMA 4.0 15 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 27 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 27 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRApr 27 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 27 2009 Jun 11 2009 500.0 FHLMC 4.5 30 YRApr 27 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 27 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRApr 27 2009 Jul 13 2009 500.0 FNMA 4.0 30 YRApr 27 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRApr 27 2009 Jun 11 2009 500.0 FHLMC 4.5 30 YRApr 27 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRApr 27 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 27 2009 May 12 2009 200.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 650.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 27 2009 May 12 2009 600.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 200.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 650.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 490.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 600.0 FHLMC 5.5 30 YRApr 27 2009 May 12 2009 600.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 200.0 FHLMC 5.5 30 YRApr 27 2009 May 12 2009 300.0 FHLMC 5.5 30 YRApr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 600.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 200.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 290.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 490.0 FHLMC 5.5 30 YRApr 27 2009 May 12 2009 250.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 250.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 850.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 850.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 475.0 FHLMC 5.5 30 YRApr 27 2009 May 12 2009 1200.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 1200.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 480.0 FHLMC 5.5 30 YRApr 27 2009 May 12 2009 650.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YRApr 27 2009 Jun 11 2009 650.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 475.0 FHLMC 5.5 30 YR

Page 59: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 27 2009 May 12 2009 400.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 400.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 27 2009 May 12 2009 100.0 FNMA 5.5 30 YRApr 27 2009 Jun 11 2009 100.0 FNMA 5.5 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jul 13 2009 200.0 FHLMC 4.0 30 YRApr 28 2009 Jul 13 2009 200.0 FHLMC 4.0 30 YRApr 28 2009 Jul 13 2009 200.0 FHLMC 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 100.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 28 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRApr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 May 12 2009 2000.0 FNMA 5.5 30 YRApr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 Jun 11 2009 2000.0 FNMA 5.5 30 YRApr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 May 12 2009 1000.0 FHLMC 5.5 30 YRApr 28 2009 May 12 2009 1000.0 FHLMC 5.5 30 YRApr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 28 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YRApr 28 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YRApr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YR

Page 60: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.0 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.0 30 YRApr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRApr 29 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRApr 29 2009 Jun 11 2009 465.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 465.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRApr 29 2009 May 12 2009 1000.0 FNMA 5.0 30 YRApr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 29 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRApr 29 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRApr 29 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRApr 29 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRApr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 30 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRApr 30 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRApr 30 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRApr 30 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR

Page 61: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 18 2009 100.0 GNMA 4.5 30 YRApr 30 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRApr 30 2009 Jun 18 2009 100.0 GNMA 4.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR

Page 62: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRApr 30 2009 May 12 2009 240.0 FHLMC 4.5 30 YRApr 30 2009 Apr 30 2009 240.0 FHLMC 4.5 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YRMay 1 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRMay 1 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 465.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 960.0 FNMA 5.0 30 YRMay 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRMay 1 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRMay 1 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 465.0 FNMA 5.5 30 YRMay 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMay 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRMay 1 2009 Jul 20 2009 250.0 GNMA 4.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 1 2009 May 12 2009 250.0 FNMA 5.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR

Page 63: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 4 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRMay 4 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 300.0 FNMA 6.0 30 YRMay 4 2009 May 12 2009 450.0 FHLMC 5.5 30 YRMay 4 2009 May 12 2009 725.0 FHLMC 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 275.0 FNMA 6.0 30 YRMay 4 2009 Jun 11 2009 350.0 FHLMC 5.5 30 YRMay 4 2009 Jun 11 2009 600.0 FHLMC 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 6.0 30 YRMay 4 2009 Jun 11 2009 460.0 FNMA 6.0 30 YRMay 4 2009 May 12 2009 250.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 300.0 FNMA 6.0 30 YRMay 4 2009 Jun 11 2009 220.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 275.0 FNMA 6.0 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 750.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 500.0 FHLMC 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 660.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 6.0 30 YRMay 4 2009 Jun 11 2009 470.0 FNMA 6.0 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 6.0 30 YRMay 4 2009 May 12 2009 725.0 FHLMC 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 460.0 FNMA 6.0 30 YRMay 4 2009 Jun 11 2009 600.0 FHLMC 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YRMay 4 2009 May 12 2009 500.0 FHLMC 5.5 30 YR

Page 64: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 4 2009 Jun 11 2009 350.0 FHLMC 5.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 100.0 FNMA 6.5 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 100.0 FNMA 6.5 30 YRMay 5 2009 May 12 2009 450.0 FNMA 6.0 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 6.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 55.0 FNMA 6.5 30 YRMay 5 2009 Jun 11 2009 100.0 FNMA 6.5 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 55.0 FNMA 6.5 30 YRMay 5 2009 May 12 2009 100.0 FNMA 6.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 450.0 FNMA 6.0 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 6.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.0 30 YRMay 5 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 5 2009 Jun 11 2009 200.0 FNMA 6.5 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRMay 5 2009 May 12 2009 200.0 FNMA 6.5 30 YRMay 5 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 5 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YRMay 5 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YR

Page 65: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 5 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRMay 5 2009 Jul 20 2009 250.0 GNMA 4.0 30 YRMay 5 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YRMay 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YRMay 5 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRMay 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YRMay 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YRMay 5 2009 Jul 13 2009 500.0 FNMA 4.5 30 YRMay 5 2009 Jul 20 2009 250.0 GNMA 4.0 30 YRMay 5 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRMay 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YRMay 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 5 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRMay 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 6 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 6 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRMay 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRMay 6 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRMay 6 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRMay 6 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 6 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRMay 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRMay 6 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRMay 6 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 6 2009 Jun 11 2009 200.0 FNMA 4.0 30 YRMay 6 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 6 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRMay 6 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 6 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 6 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRMay 6 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YRMay 6 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 6 2009 May 12 2009 1500.0 FNMA 5.0 30 YRMay 6 2009 Jun 11 2009 1500.0 FNMA 5.0 30 YRMay 6 2009 May 12 2009 2000.0 FNMA 5.0 30 YRMay 6 2009 May 12 2009 2000.0 FNMA 6.0 30 YRMay 6 2009 Jun 11 2009 2000.0 FNMA 5.0 30 YRMay 6 2009 Jun 11 2009 2000.0 FNMA 6.0 30 YRMay 6 2009 May 12 2009 2000.0 FNMA 5.5 30 YRMay 6 2009 Jun 11 2009 2000.0 FNMA 5.5 30 YRMay 6 2009 May 12 2009 350.0 FNMA 3.5 30 YRMay 6 2009 Jun 11 2009 350.0 FNMA 3.5 30 YRMay 6 2009 May 12 2009 650.0 FNMA 5.0 30 YRMay 6 2009 May 12 2009 1500.0 FHLMC 5.5 30 YRMay 6 2009 Jun 11 2009 650.0 FNMA 5.0 30 YRMay 6 2009 Jun 11 2009 1500.0 FHLMC 5.5 30 YRMay 7 2009 Jun 11 2009 150.0 FNMA 4.0 30 YRMay 7 2009 May 12 2009 1000.0 FNMA 5.0 30 YRMay 7 2009 May 12 2009 150.0 FNMA 4.0 30 YRMay 7 2009 Jun 11 2009 960.0 FNMA 5.0 30 YRMay 7 2009 Jun 11 2009 300.0 FNMA 4.0 30 YR

Page 66: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 7 2009 May 12 2009 1000.0 FNMA 5.5 30 YRMay 7 2009 May 12 2009 300.0 FNMA 4.0 30 YRMay 7 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRMay 7 2009 Jun 11 2009 300.0 FNMA 4.0 30 YRMay 7 2009 May 12 2009 1000.0 FNMA 5.0 30 YRMay 7 2009 May 12 2009 300.0 FNMA 4.0 30 YRMay 7 2009 Jun 11 2009 960.0 FNMA 5.0 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 500.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 7 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jul 13 2009 500.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR

Page 67: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 100.0 FHLMC 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 May 12 2009 250.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 100.0 FHLMC 4.5 30 YRMay 8 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 250.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 250.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 125.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 May 12 2009 125.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 250.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRMay 8 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMay 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRMay 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 May 12 2009 250.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 500.0 FNMA 5.5 30 YRMay 8 2009 May 12 2009 250.0 FHLMC 4.5 30 YRMay 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YRMay 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR

May 11 2009 Jun 16 2009 250.0 FHLMC 4.0 15 YRMay 11 2009 Jun 16 2009 250.0 FHLMC 4.0 15 YRMay 11 2009 Jun 16 2009 250.0 FHLMC 4.0 15 YRMay 11 2009 May 18 2009 250.0 FHLMC 4.0 15 YRMay 11 2009 May 18 2009 250.0 FHLMC 4.0 15 YRMay 11 2009 May 18 2009 250.0 FHLMC 4.0 15 YRMay 11 2009 Jun 18 2009 100.0 GNMA 4.5 30 YRMay 11 2009 May 19 2009 100.0 GNMA 4.5 30 YRMay 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 11 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 11 2009 Jun 16 2009 250.0 FNMA 4.0 15 YRMay 11 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 11 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 11 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRMay 11 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 11 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 11 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 11 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 11 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRMay 11 2009 Aug 13 2009 500.0 FNMA 4.5 30 YRMay 11 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR

Page 68: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 11 2009 Jun 16 2009 250.0 FNMA 4.0 15 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 12 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 12 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 12 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 500.0 FNMA 4.5 30 YRMay 12 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRMay 12 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRMay 12 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 12 2009 Jul 16 2009 50.0 FNMA 4.0 15 YRMay 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 12 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 13 2009 Jun 16 2009 100.0 FNMA 4.0 15 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 13 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 13 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 13 2009 Jul 13 2009 100.0 FNMA 4.0 30 YRMay 13 2009 Jul 13 2009 100.0 FNMA 4.0 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 13 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRMay 13 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 14 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YRMay 14 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YRMay 14 2009 Jun 16 2009 100.0 FHLMC 4.5 15 YR

Page 69: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 14 2009 May 18 2009 100.0 FHLMC 4.0 15 YRMay 14 2009 May 18 2009 100.0 FHLMC 4.0 15 YRMay 14 2009 May 18 2009 100.0 FHLMC 4.5 15 YRMay 14 2009 Jun 11 2009 95.0 FHLMC 4.5 30 YRMay 14 2009 May 15 2009 95.0 FHLMC 4.5 30 YRMay 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 14 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRMay 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 14 2009 Jun 18 2009 250.0 GNMA 4.5 30 YRMay 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 14 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 14 2009 Jun 11 2009 250.0 FNMA 5.5 30 YRMay 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRMay 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 14 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 15 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 15 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRMay 15 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRMay 15 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 15 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 15 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRMay 15 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 15 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 15 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 15 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 15 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 15 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 15 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 15 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 15 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR

Page 70: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 15 2009 Jun 18 2009 200.0 GNMA 4.5 30 YRMay 15 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRMay 15 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRMay 15 2009 Jun 18 2009 250.0 GNMA 5.0 30 YRMay 15 2009 May 19 2009 250.0 GNMA 5.0 30 YRMay 15 2009 May 19 2009 225.0 GNMA 6.0 30 YRMay 15 2009 Jun 18 2009 200.0 GNMA 6.0 30 YRMay 18 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 18 2009 Jul 16 2009 50.0 FNMA 4.0 15 YRMay 18 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 18 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 18 2009 Jun 11 2009 250.0 FNMA 5.5 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 18 2009 Jul 16 2009 50.0 FNMA 4.0 15 YRMay 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRMay 18 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 18 2009 Jul 16 2009 50.0 FNMA 4.0 15 YRMay 18 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 19 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 19 2009 Aug 18 2009 250.0 FNMA 4.0 15 YRMay 19 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 19 2009 Aug 18 2009 250.0 FNMA 4.0 15 YRMay 19 2009 Aug 20 2009 250.0 GNMA 4.0 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 19 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRMay 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 19 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRMay 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR

Page 71: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 20 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 20 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 20 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 20 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 20 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 20 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 20 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRMay 20 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 20 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 20 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 20 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 20 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRMay 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 21 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 21 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 21 2009 Jul 13 2009 250.0 FNMA 5.5 30 YRMay 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 21 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 22 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 22 2009 Jul 20 2009 250.0 GNMA 4.0 30 YRMay 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 22 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 22 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 22 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRMay 22 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRMay 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 22 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRMay 22 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 22 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YRMay 22 2009 Jul 20 2009 250.0 GNMA 4.0 30 YR

Page 72: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 26 2009 Jul 13 2009 250.0 FNMA 5.5 30 YRMay 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRMay 26 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 26 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRMay 26 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YRMay 26 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRMay 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 26 2009 Jun 11 2009 250.0 FNMA 5.5 30 YRMay 26 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YRMay 26 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRMay 26 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRMay 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRMay 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRMay 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 26 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRMay 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 26 2009 Jun 18 2009 200.0 GNMA 5.5 30 YRMay 26 2009 Jul 20 2009 178.0 GNMA 5.5 30 YRMay 26 2009 Jun 18 2009 200.0 GNMA 5.5 30 YRMay 26 2009 Jul 20 2009 178.0 GNMA 5.5 30 YRMay 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 27 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRMay 27 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRMay 27 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 27 2009 Aug 13 2009 200.0 FNMA 4.0 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRMay 27 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRMay 27 2009 Jun 11 2009 200.0 FNMA 4.5 30 YRMay 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRMay 27 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YRMay 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR

Page 73: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 100.0 FNMA 4.0 30 YRMay 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 27 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRMay 27 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRMay 27 2009 Jun 11 2009 500.0 FNMA 5.0 30 YRMay 27 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRMay 27 2009 Jun 11 2009 3000.0 FNMA 5.0 30 YRMay 27 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRMay 27 2009 Jul 13 2009 500.0 FNMA 5.0 30 YRMay 27 2009 Jul 13 2009 1000.0 FNMA 5.0 30 YRMay 27 2009 Jul 13 2009 3000.0 FNMA 5.0 30 YRMay 27 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRMay 27 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YRMay 27 2009 Jul 13 2009 1000.0 FNMA 5.0 30 YRMay 28 2009 Jun 18 2009 175.0 GNMA 5.5 30 YRMay 28 2009 Jul 20 2009 175.0 GNMA 5.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 500.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 28 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRMay 28 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jun 11 2009 250.0 FNMA 5.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 500.0 FNMA 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRMay 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR

Page 74: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRMay 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRMay 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRMay 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR

Jun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRJun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR

Page 75: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 1 2009 Jun 18 2009 200.0 GNMA 5.5 30 YRJun 1 2009 Jul 20 2009 178.0 GNMA 5.5 30 YRJun 1 2009 Jun 11 2009 200.0 FNMA 5.0 30 YRJun 1 2009 Jun 11 2009 400.0 FNMA 5.0 30 YRJun 1 2009 Jun 11 2009 400.0 FNMA 5.0 30 YRJun 1 2009 Jul 13 2009 200.0 FNMA 5.0 30 YRJun 1 2009 Jul 13 2009 400.0 FNMA 5.0 30 YRJun 1 2009 Jul 13 2009 400.0 FNMA 5.0 30 YRJun 1 2009 Jun 18 2009 100.0 GNMA 5.5 30 YRJun 1 2009 Jul 20 2009 89.0 GNMA 5.5 30 YRJun 1 2009 Jun 18 2009 250.0 GNMA 5.5 30 YRJun 1 2009 Jul 20 2009 222.5 GNMA 5.5 30 YRJun 1 2009 Jun 18 2009 100.0 GNMA 5.5 30 YRJun 1 2009 Jul 20 2009 89.0 GNMA 5.5 30 YRJun 1 2009 Jun 18 2009 100.0 GNMA 5.5 30 YRJun 1 2009 Jul 20 2009 89.0 GNMA 5.5 30 YRJun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 2 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 2 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRJun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 2 2009 Jul 13 2009 250.0 FNMA 5.5 30 YRJun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 2 2009 Aug 13 2009 250.0 FNMA 4.0 30 YRJun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 2 2009 Jun 11 2009 250.0 FNMA 5.5 30 YRJun 2 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRJun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 2 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRJun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 2 2009 Jul 16 2009 250.0 FNMA 4.0 15 YRJun 3 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 3 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 3 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 3 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRJun 3 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 3 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 3 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 3 2009 Jul 13 2009 250.0 FNMA 4.0 30 YRJun 3 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRJun 3 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR

Page 76: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 3 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRJun 3 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 4 2009 Jun 11 2009 250.0 FNMA 5.0 30 YRJun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 800.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 800.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 930.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 930.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 800.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 800.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR

Page 77: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRJun 5 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jul 13 2009 500.0 FNMA 4.0 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 4.5 30 YRJun 5 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 750.0 FHLMC 5.5 30 YRJun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 675.0 FHLMC 5.5 30 YRJun 5 2009 Jun 11 2009 275.0 FNMA 6.0 30 YRJun 5 2009 Jun 11 2009 930.0 FHLMC 5.5 30 YRJun 5 2009 Jul 13 2009 240.0 FNMA 6.0 30 YRJun 5 2009 Jul 13 2009 835.0 FHLMC 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 980.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 475.0 FHLMC 5.5 30 YRJun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 880.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 900.0 FNMA 5.5 30 YR

Page 78: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 5 2009 Jul 13 2009 425.0 FHLMC 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJun 5 2009 Jun 11 2009 300.0 FNMA 5.5 30 YRJun 5 2009 Jul 13 2009 275.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 16 2009 200.0 FNMA 4.0 15 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YRJun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 250.0 FHLMC 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR

Page 79: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YRJun 8 2009 Jun 16 2009 500.0 FNMA 4.5 15 YRJun 8 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YRJun 8 2009 Jul 16 2009 500.0 FNMA 4.5 15 YRJun 8 2009 Jul 13 2009 250.0 FHLMC 5.5 30 YRJun 9 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 9 2009 Jul 20 2009 200.0 GNMA 4.5 30 YRJun 9 2009 Jul 16 2009 150.0 FNMA 4.5 15 YRJun 9 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRJun 9 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 9 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 9 2009 Jul 16 2009 150.0 FNMA 4.0 15 YRJun 9 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 9 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 9 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRJun 9 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 9 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRJun 9 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 9 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRJun 9 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRJun 9 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 9 2009 Jun 11 2009 200.0 FNMA 5.5 30 YRJun 9 2009 Jul 13 2009 100.0 FNMA 6.5 30 YRJun 9 2009 Jul 13 2009 100.0 FNMA 6.5 30 YRJun 9 2009 Jul 13 2009 155.0 FNMA 6.5 30 YRJun 9 2009 Jul 13 2009 200.0 FNMA 5.5 30 YRJun 9 2009 Jun 11 2009 100.0 FNMA 6.5 30 YRJun 9 2009 Jun 11 2009 100.0 FNMA 6.5 30 YRJun 9 2009 Jun 11 2009 155.0 FNMA 6.5 30 YRJun 9 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRJun 9 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRJun 9 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YRJun 9 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJun 9 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJun 9 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJun 9 2009 Jun 11 2009 500.0 FNMA 5.5 30 YRJun 9 2009 Jul 13 2009 100.0 FNMA 6.5 30 YRJun 9 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJun 9 2009 Jun 11 2009 100.0 FNMA 6.5 30 YR

Page 80: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 10 2009 Jun 18 2009 230.0 GNMA 6.0 30 YRJun 10 2009 Jul 20 2009 200.0 GNMA 6.0 30 YRJun 10 2009 Jun 18 2009 225.0 GNMA 6.0 30 YRJun 10 2009 Jul 20 2009 200.0 GNMA 6.0 30 YRJun 10 2009 Jun 18 2009 230.0 GNMA 6.0 30 YRJun 10 2009 Jul 20 2009 200.0 GNMA 6.0 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 10 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 10 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 10 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jun 16 2009 150.0 FNMA 4.5 15 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 10 2009 Jul 13 2009 150.0 FHLMC 4.5 30 YRJun 10 2009 Jun 16 2009 100.0 FNMA 4.0 15 YRJun 10 2009 Jun 16 2009 100.0 FNMA 4.5 15 YRJun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 11 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 11 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 11 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 11 2009 Jun 16 2009 100.0 FNMA 5.0 15 YRJun 11 2009 Jul 16 2009 85.0 FNMA 5.0 15 YRJun 12 2009 Jul 16 2009 200.0 FHLMC 4.0 15 YRJun 12 2009 Jun 16 2009 200.0 FHLMC 4.0 15 YRJun 12 2009 Jul 16 2009 200.0 FHLMC 4.0 15 YRJun 12 2009 Jun 16 2009 200.0 FHLMC 4.0 15 YRJun 12 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 12 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 12 2009 Jul 13 2009 250.0 FNMA 5.5 30 YRJun 12 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 12 2009 Jul 13 2009 300.0 FNMA 5.0 30 YRJun 12 2009 Jun 16 2009 100.0 FNMA 5.0 30 YRJun 12 2009 Jun 16 2009 300.0 FNMA 5.0 30 YRJun 12 2009 Jul 13 2009 300.0 FNMA 5.0 30 YR

Page 81: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 12 2009 Jun 16 2009 300.0 FNMA 5.0 30 YRJun 12 2009 Jul 13 2009 200.0 FNMA 5.0 30 YRJun 12 2009 Jun 16 2009 200.0 FNMA 5.0 30 YRJun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YRJun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YRJun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YRJun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YRJun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YRJun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YRJun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YRJun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YRJun 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJun 15 2009 Aug 18 2009 150.0 FNMA 4.5 15 YRJun 15 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJun 15 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 15 2009 Jul 20 2009 200.0 GNMA 4.5 30 YRJun 15 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 15 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 15 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJun 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJun 15 2009 Jul 20 2009 175.0 GNMA 4.5 30 YRJun 15 2009 Jul 20 2009 175.0 GNMA 4.5 30 YRJun 15 2009 Jul 20 2009 200.0 GNMA 4.5 30 YRJun 15 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 15 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJun 15 2009 Aug 13 2009 175.0 FNMA 4.5 30 YRJun 15 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJun 15 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 15 2009 Jul 20 2009 200.0 GNMA 4.5 30 YRJun 15 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 15 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJun 15 2009 Jun 18 2009 200.0 GNMA 6.0 30 YRJun 15 2009 Jul 20 2009 200.0 GNMA 6.0 30 YRJun 16 2009 Jul 13 2009 500.0 FHLMC 5.0 30 YRJun 16 2009 Jun 17 2009 500.0 FHLMC 5.0 30 YRJun 16 2009 Jul 13 2009 200.0 FHLMC 5.0 30 YRJun 16 2009 Jun 17 2009 200.0 FHLMC 5.0 30 YRJun 16 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRJun 16 2009 Aug 18 2009 150.0 FNMA 4.5 15 YRJun 16 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 16 2009 Jul 16 2009 150.0 FNMA 4.5 15 YRJun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 16 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 16 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 16 2009 Jul 13 2009 50.0 FHLMC 4.0 30 YRJun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 16 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRJun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 16 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR

Page 82: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 16 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YRJun 16 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRJun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 16 2009 Jul 16 2009 150.0 FNMA 4.0 15 YRJun 16 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YRJun 16 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 16 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 16 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 16 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRJun 16 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YRJun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 16 2009 Jul 13 2009 150.0 FHLMC 4.0 30 YRJun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 16 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 16 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 16 2009 Jul 16 2009 150.0 FNMA 4.0 15 YRJun 16 2009 Jul 13 2009 250.0 FNMA 5.0 30 YRJun 17 2009 Jul 16 2009 200.0 FNMA 4.0 15 YRJun 17 2009 Aug 18 2009 200.0 FNMA 4.5 15 YRJun 17 2009 Aug 18 2009 250.0 FNMA 4.5 15 YRJun 17 2009 Aug 18 2009 250.0 FNMA 4.5 15 YRJun 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 17 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRJun 17 2009 Jul 20 2009 200.0 GNMA 4.5 30 YRJun 17 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 17 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRJun 17 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRJun 17 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YRJun 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 17 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 17 2009 Aug 13 2009 200.0 FHLMC 4.0 30 YRJun 17 2009 Jul 20 2009 200.0 GNMA 4.5 30 YRJun 17 2009 Jul 16 2009 150.0 FNMA 3.5 15 YR

Page 83: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 17 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 17 2009 Jun 19 2009 0.6 FNMA 5.0 30 YRJun 17 2009 Jun 19 2009 0.4 FNMA 5.0 30 YRJun 17 2009 Jun 19 2009 57.9 FNMA 5.0 30 YRJun 17 2009 Jun 19 2009 0.5 FNMA 5.0 30 YRJun 17 2009 Jun 19 2009 40.6 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YRJun 18 2009 Aug 13 2009 300.0 FHLMC 5.0 30 YRJun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJun 18 2009 Aug 13 2009 500.0 FNMA 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 300.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 500.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJun 18 2009 Aug 13 2009 300.0 FHLMC 5.0 30 YRJun 18 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJun 19 2009 Aug 18 2009 100.0 FNMA 4.0 15 YRJun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 19 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 19 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJun 19 2009 Jul 13 2009 200.0 FNMA 4.5 30 YRJun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 19 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJun 19 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 19 2009 Aug 18 2009 100.0 FNMA 4.5 15 YRJun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 19 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR

Page 84: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 19 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 16.0 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 12.8 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 12.2 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 19.6 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 24.4 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 15.0 FNMA 5.0 30 YRJun 19 2009 Jul 13 2009 400.0 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 99.8 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 54.8 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 11.8 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 5.6 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 21.6 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 3.6 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 175.5 FNMA 4.5 30 YRJun 19 2009 Jun 22 2009 27.3 FNMA 4.5 30 YRJun 19 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 3.2 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 88.9 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.7 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.8 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.9 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.6 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.5 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.8 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.4 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.3 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 1.0 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.9 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.7 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.3 FNMA 5.0 30 YRJun 19 2009 Jun 22 2009 0.1 FNMA 5.0 30 YRJun 22 2009 Aug 18 2009 250.0 FNMA 4.0 15 YRJun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 22 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 22 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 22 2009 Jun 24 2009 100.0 FNMA 5.0 30 YRJun 22 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJun 22 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 22 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRJun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 22 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJun 22 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 22 2009 Jun 24 2009 100.0 FNMA 5.0 30 YR

Page 85: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 22 2009 Aug 18 2009 250.0 FNMA 4.0 15 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 23 2009 Aug 20 2009 250.0 GNMA 5.0 30 YRJun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 23 2009 Aug 20 2009 250.0 GNMA 5.0 30 YRJun 23 2009 Jul 13 2009 200.0 FNMA 5.0 30 YRJun 23 2009 Jun 26 2009 200.0 FNMA 5.0 30 YRJun 23 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 23 2009 Jun 26 2009 100.0 FNMA 5.0 30 YRJun 24 2009 Aug 18 2009 100.0 FNMA 4.0 15 YRJun 24 2009 Aug 18 2009 100.0 FNMA 4.5 15 YRJun 24 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJun 24 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 24 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 24 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 24 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 24 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YRJun 24 2009 Jul 13 2009 100.0 FHLMC 5.0 30 YRJun 24 2009 Jun 25 2009 100.0 FHLMC 4.0 15 YRJun 24 2009 Jun 26 2009 100.0 FHLMC 5.0 30 YRJun 24 2009 Jul 13 2009 100.0 FHLMC 5.0 30 YRJun 24 2009 Jun 26 2009 100.0 FHLMC 5.0 30 YRJun 24 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 24 2009 Jun 26 2009 100.0 FNMA 5.0 30 YR

Page 86: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 25 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 25 2009 Jun 29 2009 100.0 FNMA 5.0 30 YRJun 25 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 25 2009 Jun 29 2009 100.0 FNMA 5.0 30 YRJun 25 2009 Jul 13 2009 250.0 FNMA 5.5 30 YRJun 25 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 25 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 25 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJun 25 2009 Jul 13 2009 250.0 FNMA 5.5 30 YRJun 25 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 26 2009 Jul 13 2009 100.0 FHLMC 5.0 30 YRJun 26 2009 Jun 29 2009 100.0 FHLMC 5.0 30 YRJun 26 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 26 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 26 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 2.7 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 18.6 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 2.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 15.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 9.8 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YR

Page 87: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 1.1 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 1.1 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.5 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 16.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 14.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJun 26 2009 Jul 13 2009 100.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 7.7 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 17.3 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 10.1 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 17.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 3.3 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 21.8 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 15.0 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YRJun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YRJun 26 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 26 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJun 26 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR

Page 88: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 26 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 26 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJun 26 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 26 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 26 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRJun 26 2009 Jul 20 2009 100.0 GNMA 4.5 30 YRJun 26 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJun 26 2009 Aug 13 2009 100.0 FHLMC 5.0 30 YRJun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Aug 13 2009 300.0 FNMA 5.0 30 YRJun 29 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 29 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJun 29 2009 Sep 14 2009 300.0 FNMA 5.0 30 YRJun 29 2009 Sep 14 2009 300.0 FNMA 5.0 30 YRJun 29 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJun 29 2009 Sep 14 2009 250.0 FHLMC 4.5 30 YRJun 29 2009 Sep 14 2009 250.0 FHLMC 4.5 30 YRJun 30 2009 Aug 18 2009 100.0 FNMA 4.5 15 YRJun 30 2009 Aug 13 2009 100.0 FNMA 4.5 30 YRJun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 30 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJun 30 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR

Page 89: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJun 30 2009 Aug 18 2009 100.0 FNMA 4.5 15 YRJun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJun 30 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJun 30 2009 Aug 20 2009 200.0 GNMA 5.0 30 YRJun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR

Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 1 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJul 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJul 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YRJul 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YRJul 1 2009 Jul 20 2009 200.0 GNMA 4.5 30 YRJul 1 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 1 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YRJul 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJul 1 2009 Jul 13 2009 100.0 FNMA 4.5 30 YRJul 1 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 1 2009 Jul 13 2009 150.0 FNMA 4.5 20 YRJul 1 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR

Page 90: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 300.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 280.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YRJul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YRJul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YRJul 2 2009 Jul 13 2009 200.0 FNMA 5.5 30 YRJul 2 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRJul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YRJul 2 2009 Aug 18 2009 250.0 FNMA 4.0 15 YRJul 2 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 2 2009 Aug 20 2009 250.0 GNMA 5.0 30 YRJul 2 2009 Aug 20 2009 250.0 GNMA 5.0 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 2 2009 Sep 14 2009 300.0 FNMA 5.0 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 2 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 6 2009 Aug 18 2009 100.0 FNMA 4.5 15 YRJul 6 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 6 2009 Aug 13 2009 100.0 FNMA 4.5 30 YRJul 6 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR

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Jul 6 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 6 2009 Aug 18 2009 100.0 FNMA 4.5 15 YRJul 6 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YRJul 6 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 6 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 6 2009 Aug 18 2009 100.0 FNMA 4.0 15 YRJul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YRJul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YRJul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YRJul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YRJul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YRJul 7 2009 Aug 18 2009 250.0 FNMA 4.0 15 YRJul 7 2009 Aug 20 2009 150.0 GNMA 5.0 30 YRJul 7 2009 Aug 20 2009 250.0 GNMA 5.0 30 YRJul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 7 2009 Aug 20 2009 250.0 GNMA 5.0 30 YRJul 7 2009 Sep 21 2009 150.0 GNMA 5.0 30 YRJul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 7 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJul 7 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 7 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 7 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 7 2009 Aug 18 2009 250.0 FNMA 4.0 15 YRJul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 7 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 7 2009 Sep 21 2009 250.0 GNMA 5.0 30 YRJul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 7 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRJul 7 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRJul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRJul 8 2009 Jul 20 2009 150.0 GNMA 4.5 30 YRJul 8 2009 Jul 13 2009 100.0 FNMA 4.5 20 YRJul 8 2009 Aug 13 2009 100.0 FNMA 4.5 30 YRJul 8 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRJul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRJul 8 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 8 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRJul 8 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR

Page 92: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jul 8 2009 Jul 13 2009 100.0 FNMA 4.0 20 YRJul 8 2009 Jul 13 2009 100.0 FNMA 4.5 20 YRJul 8 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 8 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 8 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRJul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRJul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRJul 8 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YRJul 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YRJul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRJul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YRJul 8 2009 Jul 13 2009 100.0 FNMA 4.0 20 YRJul 8 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YRJul 8 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 8 2009 Jul 20 2009 150.0 GNMA 4.5 30 YRJul 9 2009 Jul 20 2009 110.0 GNMA 5.0 30 YRJul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Aug 20 2009 110.0 GNMA 5.0 30 YRJul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YRJul 9 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YRJul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 9 2009 Jul 13 2009 200.0 FNMA 6.0 30 YRJul 9 2009 Aug 13 2009 190.0 FNMA 6.0 30 YRJul 9 2009 Jul 13 2009 150.0 FNMA 5.5 30 YRJul 9 2009 Sep 14 2009 250.0 FNMA 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YRJul 9 2009 Jul 13 2009 150.0 FNMA 5.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YRJul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 9 2009 Sep 14 2009 250.0 FNMA 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJul 9 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR

Page 93: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jul 9 2009 Jul 13 2009 150.0 FNMA 5.5 30 YRJul 9 2009 Jul 13 2009 160.0 FNMA 5.5 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 9 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 9 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR

Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 10 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 10 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 10 2009 Aug 20 2009 100.0 GNMA 4.5 30 YRJul 10 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 10 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 10 2009 Aug 20 2009 200.0 GNMA 5.0 30 YRJul 10 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 10 2009 Aug 18 2009 100.0 FNMA 4.0 15 YRJul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 13 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 13 2009 Aug 18 2009 150.0 FNMA 4.0 20 YRJul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 13 2009 Jul 20 2009 150.0 GNMA 4.0 30 YRJul 13 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 13 2009 Jul 20 2009 100.0 GNMA 4.0 30 YRJul 13 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJul 13 2009 Jul 20 2009 150.0 GNMA 4.0 30 YRJul 13 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 13 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 13 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 13 2009 Aug 13 2009 200.0 FNMA 4.5 20 YRJul 13 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 13 2009 Jul 16 2009 10.0 FNMA 4.5 15 YRJul 13 2009 Aug 18 2009 10.0 FNMA 4.5 15 YRJul 14 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 14 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 14 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR

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Jul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRJul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 14 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YRJul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRJul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRJul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 14 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRJul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRJul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 14 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRJul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 15 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YRJul 15 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 15 2009 Oct 14 2009 300.0 FNMA 5.0 30 YRJul 15 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRJul 15 2009 Oct 14 2009 500.0 FNMA 4.5 30 YRJul 15 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRJul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YRJul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YRJul 15 2009 Sep 14 2009 300.0 FHLMC 4.5 30 YRJul 15 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 15 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YRJul 15 2009 Oct 14 2009 500.0 FHLMC 4.5 30 YRJul 15 2009 Oct 14 2009 500.0 FHLMC 4.5 30 YRJul 15 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJul 16 2009 Oct 14 2009 100.0 FNMA 5.0 30 YRJul 16 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YRJul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR

Page 95: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 16 2009 Jul 20 2009 120.0 GNMA 6.0 30 YRJul 16 2009 Aug 20 2009 120.0 GNMA 6.0 30 YRJul 17 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 17 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRJul 17 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 17 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJul 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 17 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 17 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 17 2009 Aug 20 2009 250.0 GNMA 4.5 30 YRJul 17 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 17 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRJul 17 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 17 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 17 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 17 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 20 2009 Sep 14 2009 100.0 FNMA 5.5 30 YRJul 20 2009 Sep 17 2009 100.0 FNMA 4.5 15 YRJul 20 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YRJul 20 2009 Sep 21 2009 200.0 GNMA 5.0 30 YRJul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 20 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 20 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 20 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 20 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 20 2009 Sep 21 2009 200.0 GNMA 4.5 30 YRJul 20 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 20 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR

Page 96: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 20 2009 Sep 21 2009 200.0 GNMA 4.5 30 YRJul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 21 2009 Sep 17 2009 150.0 FNMA 4.5 15 YRJul 21 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRJul 21 2009 Sep 17 2009 100.0 FNMA 4.5 15 YRJul 21 2009 Aug 13 2009 100.0 FNMA 4.5 30 YRJul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 21 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 21 2009 Sep 17 2009 100.0 FNMA 4.5 15 YRJul 21 2009 Sep 17 2009 100.0 FNMA 4.5 15 YRJul 21 2009 Sep 17 2009 150.0 FNMA 4.5 15 YRJul 21 2009 Aug 13 2009 100.0 FNMA 4.5 30 YRJul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 21 2009 Aug 13 2009 100.0 FNMA 5.5 30 YRJul 21 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 21 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 21 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRJul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 21 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRJul 21 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRJul 21 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 21 2009 Aug 13 2009 100.0 FNMA 5.5 30 YRJul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 21 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 21 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRJul 21 2009 Aug 20 2009 75.0 GNMA 4.0 30 YRJul 21 2009 Aug 20 2009 150.0 GNMA 4.5 30 YRJul 21 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 21 2009 Aug 13 2009 100.0 FNMA 4.5 30 YRJul 21 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 21 2009 Sep 17 2009 150.0 FHLMC 4.0 15 YRJul 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 22 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 22 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 22 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRJul 22 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 22 2009 Aug 20 2009 150.0 GNMA 4.0 30 YRJul 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YRJul 22 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 22 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJul 22 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRJul 22 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 22 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRJul 22 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRJul 22 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YRJul 22 2009 Aug 20 2009 200.0 GNMA 4.5 30 YRJul 22 2009 Aug 13 2009 250.0 FNMA 4.5 30 YRJul 23 2009 Aug 18 2009 100.0 FNMA 4.0 15 YRJul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR

Page 97: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRJul 23 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRJul 23 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 23 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 23 2009 Oct 14 2009 500.0 FNMA 4.5 30 YRJul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 24 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YRJul 24 2009 Sep 21 2009 200.0 GNMA 4.5 30 YRJul 24 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 24 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 24 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRJul 24 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 24 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRJul 24 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 24 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRJul 24 2009 Oct 14 2009 100.0 FNMA 5.0 30 YRJul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 24 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 24 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRJul 24 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRJul 24 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 24 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 24 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRJul 24 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRJul 24 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRJul 27 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 27 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 27 2009 Aug 13 2009 150.0 FNMA 5.0 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRJul 27 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YRJul 27 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 27 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR

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Jul 27 2009 Aug 20 2009 18.0 GNMA 4.5 30 YRJul 27 2009 Jul 28 2009 18.0 GNMA 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRJul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 4.5 30 YRJul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 28 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRJul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 28 2009 Aug 13 2009 100.0 FNMA 5.5 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRJul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Aug 20 2009 100.0 GNMA 4.0 30 YRJul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 28 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRJul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 28 2009 Aug 13 2009 100.0 FNMA 4.5 30 YRJul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Aug 13 2009 100.0 FNMA 5.5 30 YRJul 29 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 29 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 29 2009 Sep 14 2009 100.0 FHLMC 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR

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Jul 29 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRJul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRJul 29 2009 Aug 13 2009 150.0 FNMA 5.5 30 YRJul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRJul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 30 2009 Sep 14 2009 100.0 FHLMC 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 30 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 30 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 100.0 FNMA 5.5 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRJul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRJul 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRJul 31 2009 Oct 14 2009 100.0 FNMA 5.0 30 YRJul 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 4.5 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRJul 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 31 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRJul 31 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRJul 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRJul 31 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRJul 31 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YRAug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR

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Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 3 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRAug 3 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRAug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 4 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 4 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 4 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 4 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 5 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 5 2009 Aug 13 2009 250.0 FNMA 5.5 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRAug 5 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRAug 5 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 5 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 5 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 5 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRAug 5 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 5 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR

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Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 5 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 5 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRAug 6 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRAug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 100.0 FNMA 5.5 30 YRAug 6 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 100.0 FNMA 5.5 30 YRAug 6 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRAug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 6 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 100.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 4.5 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 114.0 FNMA 3.5 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 100.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 56.0 FNMA 3.5 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 30.0 FNMA 3.5 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR

Aug 10 2009 Sep 14 2009 100.0 FNMA 6.5 30 YRAug 10 2009 Aug 13 2009 100.0 FNMA 6.5 30 YRAug 10 2009 Sep 17 2009 200.0 FNMA 4.5 15 YRAug 10 2009 Aug 18 2009 200.0 FNMA 4.5 15 YRAug 10 2009 Sep 14 2009 100.0 FNMA 6.5 30 YRAug 10 2009 Aug 13 2009 100.0 FNMA 6.5 30 YRAug 10 2009 Sep 21 2009 100.0 GNMA 5.0 30 YR

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Aug 10 2009 Aug 20 2009 100.0 GNMA 5.0 30 YRAug 10 2009 Sep 17 2009 200.0 FNMA 4.5 15 YRAug 10 2009 Sep 21 2009 300.0 GNMA 5.0 30 YRAug 10 2009 Aug 18 2009 200.0 FNMA 4.5 15 YRAug 10 2009 Aug 20 2009 300.0 GNMA 5.0 30 YRAug 10 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRAug 10 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRAug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 10 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 10 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 10 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 10 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 4.5 30 YRAug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 10 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 10 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 10 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 21 2009 200.0 GNMA 4.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRAug 11 2009 Aug 13 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 11 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 100.0 FHLMC 5.5 30 YRAug 11 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 100.0 FHLMC 5.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRAug 11 2009 Sep 14 2009 200.0 FHLMC 5.5 30 YRAug 11 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR

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Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YRAug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 11 2009 Sep 14 2009 100.0 FNMA 4.5 20 YRAug 11 2009 Aug 13 2009 100.0 FNMA 4.5 20 YRAug 11 2009 Sep 14 2009 150.0 FHLMC 5.5 30 YRAug 11 2009 Aug 13 2009 150.0 FHLMC 5.5 30 YRAug 11 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 150.0 FHLMC 5.5 30 YRAug 11 2009 Aug 13 2009 500.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 150.0 FHLMC 5.5 30 YRAug 11 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 500.0 FNMA 5.0 30 YRAug 11 2009 Sep 17 2009 150.0 FNMA 4.5 15 YRAug 11 2009 Aug 18 2009 150.0 FNMA 4.5 15 YRAug 11 2009 Sep 14 2009 125.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 125.0 FHLMC 4.5 30 YRAug 11 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 269.0 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 400.0 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRAug 11 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRAug 11 2009 Sep 14 2009 300.0 FHLMC 4.5 30 YRAug 11 2009 Sep 14 2009 300.0 FHLMC 4.5 30 YRAug 11 2009 Sep 14 2009 500.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 400.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 300.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 300.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.8 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 2.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 10.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.8 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 8.1 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 1.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 25.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YR

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Aug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 3.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.8 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 2.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 84.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 7.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 3.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 1.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 7.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 6.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 10.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 11.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 24.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 6.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 2.2 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 8.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 2.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YR

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Aug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 3.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 5.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 1.7 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 11 2009 Aug 13 2009 100.0 FNMA 5.0 30 YRAug 11 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YRAug 11 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YRAug 12 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 12 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 12 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YRAug 12 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YRAug 12 2009 Sep 14 2009 125.0 FNMA 5.0 30 YRAug 12 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 12 2009 Aug 13 2009 125.0 FNMA 5.0 30 YRAug 12 2009 Aug 13 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Aug 13 2009 250.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FHLMC 4.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 13 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 13 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 13 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 13 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR

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Aug 13 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRAug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 13 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 100.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRAug 13 2009 Sep 17 2009 140.0 FNMA 4.5 15 YRAug 13 2009 Aug 18 2009 140.0 FNMA 4.5 15 YRAug 13 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 13 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRAug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 100.0 FNMA 4.5 30 YRAug 13 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 13 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 13 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 14 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Oct 14 2009 100.0 FNMA 5.5 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 14 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 14 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 14 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 14 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRAug 14 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 14 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 14 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 14 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 17 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 17 2009 Oct 14 2009 125.0 FNMA 5.5 30 YRAug 17 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 17 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 17 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 17 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 17 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 17 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR

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Aug 17 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 17 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 17 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 17 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 17 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 17 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 17 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 17 2009 Sep 14 2009 450.0 FNMA 5.0 30 YRAug 17 2009 Sep 14 2009 800.0 FNMA 5.0 30 YRAug 17 2009 Aug 19 2009 250.0 FNMA 5.0 30 YRAug 17 2009 Aug 19 2009 450.0 FNMA 5.0 30 YRAug 17 2009 Aug 20 2009 800.0 FNMA 5.0 30 YRAug 17 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 17 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 17 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 17 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 17 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 17 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 17 2009 Oct 14 2009 125.0 FNMA 5.0 30 YRAug 17 2009 Oct 14 2009 125.0 FNMA 5.0 30 YRAug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 17 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 18 2009 Sep 14 2009 100.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 100.0 FNMA 5.5 30 YRAug 18 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRAug 18 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 18 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 18 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRAug 18 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR

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Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 18 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 19 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 19 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 19 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 19 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 19 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 19 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 19 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 19 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 19 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 19 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 19 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 19 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 19 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 19 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 19 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 19 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 19 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 20 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 20 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 20 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 20 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 20 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 20 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 20 2009 Sep 21 2009 100.0 GNMA 4.0 30 YRAug 20 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 20 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 20 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 20 2009 Sep 14 2009 250.0 FNMA 4.5 30 YRAug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 20 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 20 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 20 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR

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Aug 21 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 21 2009 Sep 14 2009 425.0 FNMA 5.0 30 YRAug 21 2009 Aug 25 2009 425.0 FNMA 5.0 30 YRAug 21 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 21 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 21 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 21 2009 Sep 14 2009 100.0 FNMA 4.5 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 21 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 21 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 21 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 21 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRAug 24 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 24 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 24 2009 Sep 21 2009 150.0 GNMA 5.0 30 YRAug 24 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 24 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 24 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 24 2009 Sep 21 2009 100.0 GNMA 5.0 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 24 2009 Sep 21 2009 150.0 GNMA 5.0 30 YRAug 24 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 24 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 24 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 24 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 24 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 24 2009 Sep 21 2009 100.0 GNMA 5.0 30 YRAug 24 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 24 2009 Sep 21 2009 125.0 GNMA 4.5 30 YRAug 24 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR

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Aug 24 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 125.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 25 2009 Oct 14 2009 125.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 100.0 FNMA 5.5 30 YRAug 25 2009 Sep 14 2009 125.0 FNMA 5.5 30 YRAug 25 2009 Sep 21 2009 100.0 GNMA 4.0 30 YRAug 25 2009 Sep 21 2009 200.0 GNMA 4.5 30 YRAug 25 2009 Sep 14 2009 100.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 125.0 FNMA 5.0 30 YRAug 25 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 25 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 25 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YRAug 25 2009 Oct 14 2009 100.0 FNMA 5.0 30 YRAug 25 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 25 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 25 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YRAug 25 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 25 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 25 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRAug 25 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YRAug 25 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 25 2009 Oct 14 2009 125.0 FNMA 5.5 30 YRAug 25 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 25 2009 Sep 14 2009 100.0 FHLMC 5.0 30 YRAug 25 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 25 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 125.0 FNMA 5.5 30 YRAug 25 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 25 2009 Oct 14 2009 175.0 FNMA 5.5 30 YRAug 25 2009 Sep 14 2009 175.0 FNMA 5.0 30 YRAug 25 2009 Oct 14 2009 125.0 FNMA 5.0 30 YRAug 25 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 26 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 26 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRAug 26 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 26 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 26 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 26 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 26 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 26 2009 Sep 21 2009 100.0 GNMA 4.5 30 YRAug 26 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YRAug 26 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRAug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 26 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YRAug 26 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 26 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR

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Aug 26 2009 Sep 21 2009 100.0 GNMA 5.0 30 YRAug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 26 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YRAug 26 2009 Sep 14 2009 250.0 FNMA 5.5 30 YRAug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YRAug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YRAug 26 2009 Oct 14 2009 100.0 FNMA 5.0 30 YRAug 27 2009 Oct 14 2009 175.0 FNMA 5.0 30 YRAug 27 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 27 2009 Sep 14 2009 125.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 27 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 27 2009 Oct 14 2009 225.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YRAug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 27 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 27 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 27 2009 Oct 14 2009 175.0 FNMA 5.0 30 YRAug 27 2009 Oct 14 2009 175.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 27 2009 Oct 14 2009 125.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 125.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 125.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YRAug 27 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 27 2009 Sep 14 2009 100.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 175.0 FNMA 5.5 30 YRAug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 28 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 28 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 28 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR

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Aug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 28 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 28 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 28 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 28 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 31 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRAug 31 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 31 2009 Sep 14 2009 125.0 FNMA 4.5 30 YRAug 31 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRAug 31 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRAug 31 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRAug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR

Sep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 1 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR

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Sep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 1 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 2 2009 Oct 14 2009 175.0 FNMA 5.5 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 125.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 2 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 2 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 125.0 FNMA 5.5 30 YRSep 2 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 2 2009 Oct 14 2009 125.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR

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Sep 2 2009 Oct 14 2009 225.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 2 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YRSep 2 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YRSep 2 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YRSep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 2 2009 Sep 14 2009 150.0 FNMA 5.0 30 YRSep 2 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 3 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YRSep 3 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 3 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 3 2009 Sep 14 2009 150.0 FNMA 5.5 30 YRSep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 4 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 4 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 4 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRSep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 4 2009 Oct 21 2009 200.0 GNMA 5.0 30 YRSep 4 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 4 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 4 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR

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Sep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 4 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 4 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 4 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRSep 4 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRSep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 4 2009 Sep 14 2009 150.0 FNMA 4.5 30 YRSep 4 2009 Sep 14 2009 200.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 4 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 4 2009 Oct 21 2009 200.0 GNMA 5.0 30 YRSep 4 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 8 2009 Oct 14 2009 100.0 FNMA 6.5 30 YRSep 8 2009 Sep 14 2009 100.0 FNMA 6.5 30 YRSep 8 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 8 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 8 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 8 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 8 2009 Oct 14 2009 100.0 FNMA 6.5 30 YRSep 8 2009 Sep 14 2009 100.0 FNMA 6.5 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 8 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRSep 8 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 8 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 8 2009 Nov 12 2009 250.0 FNMA 5.0 30 YRSep 8 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 8 2009 Nov 12 2009 250.0 FNMA 5.0 30 YRSep 8 2009 Sep 21 2009 150.0 GNMA 4.5 30 YRSep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 100.0 FNMA 6.0 30 YRSep 9 2009 Sep 14 2009 100.0 FNMA 6.0 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 9 2009 Sep 21 2009 150.0 GNMA 5.0 30 YR

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Sep 9 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 9 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 170.0 FHLMC 6.0 30 YRSep 9 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 170.0 FHLMC 6.0 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 500.0 FHLMC 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FHLMC 5.0 30 YRSep 9 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 9 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 250.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 170.0 FHLMC 6.5 30 YRSep 9 2009 Sep 14 2009 170.0 FHLMC 6.5 30 YRSep 9 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 9 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR

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Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YRSep 9 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR

Sep 10 2009 Oct 19 2009 150.0 FNMA 4.0 15 YRSep 10 2009 Oct 19 2009 200.0 FNMA 4.0 15 YRSep 10 2009 Oct 19 2009 100.0 FNMA 4.5 15 YRSep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YRSep 10 2009 Oct 19 2009 150.0 FNMA 4.0 15 YRSep 10 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YRSep 10 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 10 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YRSep 10 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YRSep 10 2009 Nov 12 2009 175.0 FNMA 5.0 30 YRSep 10 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 10 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 10 2009 Oct 14 2009 150.0 FNMA 5.5 30 YRSep 10 2009 Oct 14 2009 200.0 FNMA 5.5 30 YRSep 10 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YRSep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 10 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 10 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 10 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRSep 10 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 10 2009 Nov 12 2009 175.0 FNMA 5.0 30 YRSep 10 2009 Oct 19 2009 100.0 FNMA 4.5 15 YRSep 10 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 10 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YRSep 10 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YRSep 10 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 11 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 11 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YRSep 11 2009 Oct 19 2009 200.0 FHLMC 4.5 15 YRSep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 11 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR

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Sep 11 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 11 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 11 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRSep 11 2009 Oct 21 2009 200.0 GNMA 4.5 30 YRSep 11 2009 Oct 14 2009 1900.0 FNMA 5.0 30 YRSep 11 2009 Sep 15 2009 1900.0 FNMA 5.0 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 11 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 11 2009 Sep 15 2009 500.0 FNMA 5.0 30 YRSep 11 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 11 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 14 2009 Oct 19 2009 70.0 FHLMC 5.0 15 YRSep 14 2009 Sep 17 2009 70.0 FHLMC 5.0 15 YRSep 14 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 14 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 14 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 14 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 14 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 14 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 14 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRSep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 14 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR

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Sep 14 2009 Nov 12 2009 200.0 FNMA 5.0 30 YRSep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 15 2009 Oct 19 2009 125.0 FNMA 4.0 15 YRSep 15 2009 Oct 19 2009 150.0 FNMA 4.0 15 YRSep 15 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 15 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 15 2009 Nov 12 2009 225.0 FNMA 5.5 30 YRSep 15 2009 Oct 19 2009 150.0 FHLMC 4.0 15 YRSep 15 2009 Oct 21 2009 350.0 GNMA 5.5 30 YRSep 15 2009 Sep 21 2009 350.0 GNMA 5.5 30 YRSep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 15 2009 Nov 12 2009 150.0 FNMA 5.0 30 YRSep 15 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 15 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 15 2009 Nov 12 2009 225.0 FNMA 5.5 30 YRSep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 15 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 15 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 15 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 15 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 15 2009 Oct 19 2009 125.0 FNMA 4.0 15 YRSep 15 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 15 2009 Nov 12 2009 125.0 FNMA 5.5 30 YRSep 15 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 15 2009 Oct 19 2009 100.0 FHLMC 4.0 15 YRSep 16 2009 Oct 14 2009 250.0 FNMA 5.0 30 YRSep 16 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 16 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 16 2009 Sep 18 2009 250.0 FNMA 5.0 30 YRSep 16 2009 Sep 18 2009 500.0 FNMA 5.0 30 YRSep 16 2009 Sep 18 2009 1000.0 FNMA 5.0 30 YRSep 16 2009 Oct 14 2009 100.0 FNMA 4.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Oct 14 2009 600.0 FNMA 5.0 30 YRSep 16 2009 Sep 18 2009 600.0 FNMA 5.0 30 YRSep 16 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 16 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR

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Sep 16 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 16 2009 Oct 14 2009 600.0 FNMA 5.0 30 YRSep 16 2009 Sep 18 2009 600.0 FNMA 5.0 30 YRSep 16 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 16 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Oct 14 2009 100.0 FNMA 4.5 30 YRSep 16 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YRSep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YRSep 17 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YRSep 17 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Oct 19 2009 150.0 FNMA 4.0 15 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YRSep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR

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Sep 18 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 18 2009 Nov 12 2009 125.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRSep 18 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YRSep 18 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 18 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YRSep 18 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YRSep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 18 2009 Nov 12 2009 125.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 21 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 21 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR

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Sep 22 2009 Oct 19 2009 100.0 FNMA 4.5 15 YRSep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 22 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 22 2009 Nov 12 2009 125.0 FHLMC 5.0 30 YRSep 22 2009 Oct 19 2009 125.0 FNMA 4.0 15 YRSep 22 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 22 2009 Oct 21 2009 175.0 GNMA 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 22 2009 Oct 19 2009 100.0 FNMA 4.0 15 YRSep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 22 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 22 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YRSep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 22 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 22 2009 Sep 24 2009 150.0 FNMA 4.5 15 YRSep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 22 2009 Oct 21 2009 175.0 GNMA 5.0 30 YRSep 23 2009 Nov 12 2009 125.0 FNMA 4.5 30 YRSep 23 2009 Oct 19 2009 125.0 FNMA 4.5 15 YRSep 23 2009 Nov 12 2009 125.0 FNMA 4.5 30 YRSep 23 2009 Oct 19 2009 125.0 FHLMC 4.5 15 YRSep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 23 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 23 2009 Oct 19 2009 125.0 FNMA 4.0 15 YR

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Sep 23 2009 Oct 19 2009 125.0 FNMA 4.0 15 YRSep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 23 2009 Oct 19 2009 125.0 FHLMC 4.5 15 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 23 2009 Nov 12 2009 125.0 FNMA 4.5 30 YRSep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Oct 14 2009 500.0 FNMA 5.0 30 YRSep 24 2009 Sep 28 2009 500.0 FNMA 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 100.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YRSep 24 2009 Oct 14 2009 2300.0 FNMA 5.0 30 YRSep 24 2009 Sep 28 2009 2300.0 FNMA 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 25 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 25 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 25 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 25 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR

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Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 25 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Oct 19 2009 150.0 FNMA 4.0 15 YRSep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 28 2009 Oct 19 2009 150.0 FNMA 4.0 15 YRSep 28 2009 Oct 19 2009 150.0 FNMA 4.5 15 YRSep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 28 2009 Oct 19 2009 25.0 FNMA 4.5 15 YRSep 28 2009 Sep 30 2009 25.0 FNMA 4.5 15 YRSep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 28 2009 Oct 19 2009 75.0 FNMA 4.5 15 YRSep 28 2009 Sep 30 2009 75.0 FNMA 4.5 15 YRSep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 29 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 29 2009 Oct 14 2009 200.0 FNMA 5.0 30 YRSep 29 2009 Sep 30 2009 200.0 FNMA 5.0 30 YRSep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YRSep 29 2009 Nov 19 2009 175.0 GNMA 5.0 30 YRSep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 29 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YRSep 29 2009 Sep 30 2009 1500.0 FNMA 5.0 30 YRSep 29 2009 Oct 14 2009 200.0 FNMA 4.5 30 YRSep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR

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Sep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 29 2009 Nov 12 2009 200.0 FNMA 5.5 30 YRSep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YRSep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YRSep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YRSep 29 2009 Nov 19 2009 150.0 GNMA 5.0 30 YRSep 29 2009 Nov 19 2009 150.0 GNMA 5.0 30 YRSep 29 2009 Nov 19 2009 200.0 GNMA 5.0 30 YRSep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 29 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 29 2009 Oct 14 2009 150.0 FNMA 4.5 30 YRSep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YRSep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YRSep 29 2009 Nov 19 2009 150.0 GNMA 5.0 30 YRSep 29 2009 Nov 19 2009 175.0 GNMA 5.0 30 YRSep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YRSep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YRSep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YRSep 30 2009 Oct 21 2009 150.0 GNMA 4.5 30 YRSep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRSep 30 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 30 2009 Oct 19 2009 125.0 FHLMC 4.0 15 YRSep 30 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YRSep 30 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YRSep 30 2009 Dec 14 2009 200.0 FHLMC 5.0 30 YRSep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRSep 30 2009 Dec 14 2009 100.0 FNMA 5.5 30 YRSep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRSep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRSep 30 2009 Nov 12 2009 300.0 FHLMC 5.5 30 YRSep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRSep 30 2009 Oct 14 2009 100.0 FNMA 4.5 30 YRSep 30 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YRSep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YRSep 30 2009 Oct 21 2009 150.0 GNMA 5.0 30 YRSep 30 2009 Nov 12 2009 1500.0 FHLMC 5.0 30 YRSep 30 2009 Nov 12 2009 1500.0 FHLMC 5.0 30 YRSep 30 2009 Nov 12 2009 1500.0 FHLMC 5.0 30 YRSep 30 2009 Oct 14 2009 1500.0 FHLMC 5.0 30 YRSep 30 2009 Oct 14 2009 1500.0 FHLMC 5.0 30 YRSep 30 2009 Oct 14 2009 1500.0 FHLMC 5.0 30 YRSep 30 2009 Nov 19 2009 150.0 GNMA 5.0 30 YRSep 30 2009 Oct 14 2009 125.0 FNMA 4.5 30 YRSep 30 2009 Dec 14 2009 200.0 FNMA 5.5 30 YRSep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YRSep 30 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR

Oct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 1 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YROct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR

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Oct 1 2009 Nov 17 2009 125.0 FNMA 4.0 15 YROct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 1 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YROct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 1 2009 Dec 14 2009 100.0 FNMA 5.5 30 YROct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 1 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 1 2009 Nov 17 2009 125.0 FNMA 4.0 15 YROct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YROct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 5 2009 Dec 14 2009 200.0 FNMA 5.5 30 YROct 5 2009 Nov 17 2009 100.0 FNMA 4.0 15 YROct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 5 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 5 2009 Dec 14 2009 200.0 FNMA 5.5 30 YROct 5 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR

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Oct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 5 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 5 2009 Nov 12 2009 200.0 FHLMC 5.5 30 YROct 5 2009 Oct 19 2009 100.0 FNMA 4.0 15 YROct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 5 2009 Dec 14 2009 200.0 FNMA 5.5 30 YROct 5 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 5 2009 Nov 12 2009 200.0 FHLMC 5.5 30 YROct 5 2009 Nov 17 2009 100.0 FNMA 4.0 15 YROct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YROct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 5 2009 Oct 21 2009 100.0 GNMA 4.5 30 YROct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 5 2009 Oct 19 2009 100.0 FNMA 4.0 15 YROct 5 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 6 2009 Nov 17 2009 125.0 FNMA 4.5 15 YROct 6 2009 Oct 14 2009 150.0 FNMA 4.5 30 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Nov 17 2009 125.0 FNMA 4.0 15 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YROct 6 2009 Nov 17 2009 125.0 FNMA 4.5 15 YROct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Dec 14 2009 100.0 FHLMC 5.5 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR

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Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 6 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 6 2009 Nov 17 2009 125.0 FNMA 4.0 15 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 7 2009 Nov 17 2009 125.0 FNMA 4.0 15 YROct 7 2009 Nov 17 2009 150.0 FNMA 4.5 15 YROct 7 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YROct 7 2009 Oct 14 2009 150.0 FNMA 4.5 30 YROct 7 2009 Nov 12 2009 175.0 FNMA 4.5 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 100.0 FNMA 6.0 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 100.0 FNMA 6.0 30 YROct 7 2009 Oct 14 2009 100.0 FNMA 4.0 30 YROct 7 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 170.0 FHLMC 6.0 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 170.0 FHLMC 6.0 30 YROct 7 2009 Oct 14 2009 100.0 FNMA 4.0 30 YROct 7 2009 Nov 12 2009 175.0 FNMA 4.5 30 YROct 7 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YROct 7 2009 Nov 17 2009 150.0 FNMA 4.5 15 YROct 7 2009 Oct 14 2009 125.0 FNMA 4.5 30 YROct 7 2009 Oct 14 2009 175.0 FNMA 4.5 30 YROct 7 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YROct 7 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YROct 7 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR

Page 129: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Oct 7 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 7 2009 Dec 14 2009 175.0 FHLMC 5.0 30 YROct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 2000.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 100.0 FNMA 6.5 30 YROct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 2000.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 100.0 FNMA 6.5 30 YROct 7 2009 Dec 14 2009 175.0 FHLMC 5.0 30 YROct 7 2009 Nov 12 2009 500.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 100.0 FNMA 6.5 30 YROct 7 2009 Nov 12 2009 170.0 FHLMC 6.5 30 YROct 7 2009 Oct 14 2009 500.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 100.0 FNMA 6.5 30 YROct 7 2009 Oct 14 2009 170.0 FHLMC 6.5 30 YROct 7 2009 Oct 14 2009 100.0 FNMA 4.0 30 YROct 7 2009 Oct 21 2009 125.0 GNMA 4.5 30 YROct 7 2009 Nov 19 2009 125.0 GNMA 5.0 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 7 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 7 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 7 2009 Dec 14 2009 175.0 FHLMC 5.0 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 7 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 7 2009 Nov 12 2009 200.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 200.0 FNMA 5.0 30 YROct 7 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 7 2009 Nov 12 2009 500.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 500.0 FNMA 5.0 30 YROct 7 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YROct 7 2009 Oct 14 2009 500.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 500.0 FNMA 5.0 30 YROct 7 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YROct 7 2009 Oct 21 2009 150.0 GNMA 4.5 30 YROct 7 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 7 2009 Nov 12 2009 1500.0 FNMA 5.5 30 YROct 7 2009 Oct 14 2009 1500.0 FNMA 5.5 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR

Page 130: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Oct 8 2009 Nov 17 2009 125.0 FHLMC 4.5 15 YROct 8 2009 Nov 17 2009 125.0 FNMA 4.0 15 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 8 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 8 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 8 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 8 2009 Nov 17 2009 125.0 FHLMC 4.5 15 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 8 2009 Nov 17 2009 125.0 FNMA 4.0 15 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YROct 9 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 9 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YROct 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 9 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Nov 12 2009 500.0 FNMA 5.0 30 YROct 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YROct 9 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR

Page 131: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Oct 9 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Nov 17 2009 150.0 FNMA 4.5 15 YROct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR

Oct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YROct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 750.0 FNMA 5.0 30 YROct 13 2009 Oct 14 2009 750.0 FNMA 5.0 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 250.0 FNMA 5.0 30 YROct 13 2009 Oct 14 2009 250.0 FNMA 5.0 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 750.0 FNMA 5.0 30 YROct 13 2009 Nov 17 2009 70.0 FHLMC 5.0 15 YROct 13 2009 Oct 14 2009 750.0 FNMA 5.0 30 YROct 13 2009 Oct 19 2009 70.0 FHLMC 5.0 15 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.0 30 YROct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.0 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.0 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YROct 13 2009 Jan 13 2010 100.0 FNMA 5.5 30 YROct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YROct 13 2009 Jan 13 2010 100.0 FHLMC 5.0 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 14 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 14 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 14 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 14 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR

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Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 14 2009 Nov 12 2009 125.0 FNMA 4.0 30 YROct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 14 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 14 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 14 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 14 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 14 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 14 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 14 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 14 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 14 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Nov 17 2009 250.0 FNMA 4.0 15 YROct 15 2009 Oct 19 2009 250.0 FNMA 4.0 15 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Nov 17 2009 100.0 FHLMC 4.0 15 YROct 15 2009 Oct 19 2009 100.0 FHLMC 4.0 15 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YROct 15 2009 Oct 19 2009 100.0 FNMA 4.0 15 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YROct 15 2009 Oct 19 2009 100.0 FNMA 4.0 15 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YROct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YROct 15 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 15 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR

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Oct 15 2009 Oct 19 2009 100.0 FNMA 4.0 15 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 16 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 16 2009 Nov 17 2009 100.0 FNMA 4.5 15 YROct 16 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 19 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YROct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 19 2009 Nov 19 2009 125.0 GNMA 5.0 30 YROct 19 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 19 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 19 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YROct 19 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 19 2009 Jan 13 2010 125.0 FNMA 5.5 30 YROct 19 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 19 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR

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Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 20 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 20 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YROct 20 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 20 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 20 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 20 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YROct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YROct 20 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 20 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YROct 20 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 20 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 20 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 21 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YROct 21 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YROct 21 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 21 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 22 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR

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Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 22 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 22 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 22 2009 Dec 14 2009 150.0 FNMA 5.5 30 YROct 22 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 22 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 22 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 22 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 22 2009 Dec 17 2009 150.0 FNMA 4.0 15 YROct 22 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 22 2009 Nov 19 2009 150.0 GNMA 4.5 30 YROct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 22 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 23 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 23 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 23 2009 Nov 17 2009 125.0 FNMA 4.5 15 YROct 23 2009 Nov 12 2009 1000.0 FHLMC 4.5 30 YROct 23 2009 Oct 27 2009 125.0 FNMA 4.5 15 YROct 23 2009 Oct 27 2009 1000.0 FHLMC 4.5 30 YROct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 23 2009 Nov 12 2009 850.0 FNMA 5.0 30 YROct 23 2009 Oct 27 2009 850.0 FNMA 5.0 30 YR

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Oct 23 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YROct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Nov 17 2009 125.0 FHLMC 4.0 15 YROct 26 2009 Oct 28 2009 125.0 FHLMC 4.0 15 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Nov 17 2009 75.0 FHLMC 4.0 15 YROct 26 2009 Oct 28 2009 75.0 FHLMC 4.0 15 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 26 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 27 2009 Jan 13 2010 100.0 FNMA 5.5 30 YROct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 27 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 27 2009 Jan 13 2010 100.0 FNMA 5.5 30 YROct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 27 2009 Jan 13 2010 100.0 FNMA 5.5 30 YROct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR

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Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 27 2009 Nov 19 2009 150.0 GNMA 5.0 30 YROct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 28 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Nov 12 2009 731.0 FNMA 5.0 30 YROct 28 2009 Oct 30 2009 731.0 FNMA 5.0 30 YROct 28 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Dec 14 2009 500.0 FNMA 5.0 30 YROct 28 2009 Nov 12 2009 500.0 FNMA 5.0 30 YROct 28 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Dec 14 2009 500.0 FNMA 5.0 30 YROct 28 2009 Nov 12 2009 500.0 FNMA 5.0 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 28 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 28 2009 Dec 14 2009 150.0 FNMA 4.5 30 YROct 28 2009 Dec 17 2009 100.0 FNMA 4.0 15 YROct 28 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 28 2009 Dec 17 2009 100.0 FNMA 4.0 15 YROct 28 2009 Nov 12 2009 100.0 FNMA 4.5 30 YROct 28 2009 Dec 14 2009 150.0 FNMA 4.5 30 YROct 28 2009 Dec 14 2009 150.0 FNMA 4.5 30 YROct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 29 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YROct 29 2009 Nov 12 2009 175.0 FNMA 4.5 30 YROct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 29 2009 Jan 13 2010 175.0 FNMA 5.5 30 YROct 29 2009 Jan 13 2010 175.0 FNMA 5.5 30 YROct 29 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR

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Oct 29 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YROct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 29 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YROct 29 2009 Nov 12 2009 125.0 FNMA 4.5 30 YROct 29 2009 Jan 13 2010 125.0 FNMA 5.5 30 YROct 29 2009 Jan 13 2010 175.0 FNMA 5.5 30 YROct 29 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 29 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YROct 29 2009 Dec 14 2009 100.0 FNMA 6.0 30 YROct 29 2009 Nov 17 2009 125.0 FNMA 4.5 15 YROct 29 2009 Nov 17 2009 125.0 FNMA 4.5 15 YROct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YROct 30 2009 Jan 13 2010 150.0 FNMA 5.5 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YROct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YROct 30 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YROct 30 2009 Nov 12 2009 100.0 FNMA 4.0 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YROct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 2 2009 Nov 12 2009 100.0 FNMA 4.5 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 2 2009 Nov 12 2009 150.0 FNMA 4.5 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 2 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 2 2009 Nov 12 2009 100.0 FNMA 4.0 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 2 2009 Nov 12 2009 100.0 FHLMC 4.5 30 YRNov 2 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR

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Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 2 2009 Nov 12 2009 100.0 FNMA 4.5 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 2 2009 Nov 12 2009 100.0 FHLMC 4.5 30 YRNov 2 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 3 2009 Jan 13 2010 100.0 FNMA 5.5 30 YRNov 3 2009 Jan 13 2010 100.0 FHLMC 5.0 30 YRNov 3 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 3 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 3 2009 Nov 12 2009 150.0 FHLMC 4.5 30 YRNov 3 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 3 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 3 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 3 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 3 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 3 2009 Jan 13 2010 100.0 FNMA 5.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 3 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 3 2009 Dec 14 2009 150.0 FNMA 6.0 30 YRNov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 4 2009 Jan 13 2010 125.0 FNMA 5.0 30 YRNov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 4 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 4 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 4 2009 Dec 14 2009 125.0 FNMA 6.0 30 YRNov 4 2009 Dec 14 2009 125.0 FNMA 6.0 30 YRNov 4 2009 Nov 12 2009 125.0 FHLMC 4.5 30 YRNov 4 2009 Nov 12 2009 100.0 FNMA 4.0 30 YRNov 4 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 4 2009 Jan 13 2010 125.0 FNMA 5.5 30 YRNov 4 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 4 2009 Jan 13 2010 175.0 FNMA 5.0 30 YRNov 4 2009 Jan 13 2010 125.0 FNMA 5.5 30 YR

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Nov 4 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YRNov 4 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YRNov 4 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 4 2009 Dec 21 2009 175.0 GNMA 4.5 30 YRNov 5 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 5 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 170.0 FHLMC 6.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 170.0 FHLMC 6.0 30 YRNov 5 2009 Dec 17 2009 150.0 FNMA 4.5 15 YRNov 5 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 5 2009 Dec 17 2009 150.0 FNMA 4.5 15 YRNov 5 2009 Jan 13 2010 100.0 FNMA 5.5 30 YRNov 5 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 5 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 100.0 FNMA 6.5 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 100.0 FNMA 6.5 30 YRNov 5 2009 Dec 14 2009 100.0 FNMA 6.5 30 YRNov 5 2009 Dec 14 2009 170.0 FHLMC 6.5 30 YRNov 5 2009 Nov 12 2009 100.0 FNMA 6.5 30 YRNov 5 2009 Nov 12 2009 170.0 FHLMC 6.5 30 YRNov 5 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRNov 5 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 5 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 5 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YRNov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YRNov 6 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR

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Nov 6 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 6 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 6 2009 Dec 14 2009 400.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 400.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 700.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 700.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 700.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 700.0 FNMA 5.0 30 YRNov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YRNov 6 2009 Dec 14 2009 125.0 FNMA 6.0 30 YRNov 6 2009 Dec 14 2009 150.0 FNMA 6.0 30 YRNov 6 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YRNov 6 2009 Dec 14 2009 675.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 2000.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 675.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 2000.0 FNMA 5.0 30 YRNov 6 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 200.0 FNMA 4.5 30 YRNov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YRNov 6 2009 Dec 14 2009 100.0 FNMA 6.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 700.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 700.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 175.0 FHLMC 4.5 30 YRNov 6 2009 Dec 14 2009 300.0 FHLMC 5.5 30 YRNov 6 2009 Nov 12 2009 300.0 FHLMC 5.5 30 YRNov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YRNov 6 2009 Dec 14 2009 125.0 FNMA 6.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR

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Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YRNov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YRNov 6 2009 Dec 14 2009 175.0 FHLMC 4.5 30 YRNov 9 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRNov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 100.0 FHLMC 4.5 30 YRNov 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YRNov 9 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRNov 9 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRNov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 1250.0 FNMA 5.5 30 YRNov 9 2009 Nov 12 2009 1250.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 9 2009 Dec 14 2009 100.0 FHLMC 4.5 30 YRNov 9 2009 Dec 14 2009 750.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 1000.0 FNMA 5.5 30 YRNov 9 2009 Nov 12 2009 750.0 FNMA 5.5 30 YRNov 9 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 9 2009 Dec 14 2009 2000.0 FNMA 5.0 30 YRNov 9 2009 Nov 12 2009 2000.0 FNMA 5.0 30 YRNov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 9 2009 Jan 13 2010 100.0 FNMA 5.5 30 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 100.0 FHLMC 4.5 30 YRNov 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRNov 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YRNov 9 2009 Nov 12 2009 500.0 FNMA 5.0 30 YRNov 9 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRNov 9 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YRNov 9 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 1000.0 FNMA 5.5 30 YRNov 9 2009 Dec 14 2009 300.0 FHLMC 5.5 30 YRNov 9 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YRNov 9 2009 Nov 12 2009 500.0 FNMA 5.5 30 YRNov 9 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YRNov 9 2009 Nov 12 2009 300.0 FHLMC 5.5 30 YRNov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR

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Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 9 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 9 2009 Jan 13 2010 150.0 FNMA 5.0 30 YRNov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 9 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YRNov 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YRNov 9 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YRNov 9 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YRNov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR

Nov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 10 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 10 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 10 2009 Feb 11 2010 175.0 FNMA 5.5 30 YRNov 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 10 2009 Dec 14 2009 390.0 FNMA 5.5 30 YRNov 10 2009 Nov 13 2009 390.0 FNMA 5.5 30 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 10 2009 Dec 17 2009 70.0 FHLMC 5.0 15 YRNov 10 2009 Nov 17 2009 70.0 FHLMC 5.0 15 YRNov 10 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRNov 10 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 10 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 10 2009 Dec 21 2009 100.0 GNMA 4.5 30 YRNov 10 2009 Dec 21 2009 100.0 GNMA 4.5 30 YRNov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 10 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 10 2009 Dec 14 2009 100.0 FNMA 4.5 30 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 10 2009 Dec 14 2009 562.0 FHLMC 5.5 30 YRNov 10 2009 Nov 13 2009 562.0 FHLMC 5.5 30 YRNov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRNov 10 2009 Nov 13 2009 500.0 FNMA 5.5 30 YRNov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 10 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 10 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 10 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YRNov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 10 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR

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Nov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 12 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRNov 12 2009 Jan 13 2010 125.0 FNMA 6.0 30 YRNov 12 2009 Jan 13 2010 125.0 FNMA 6.0 30 YRNov 12 2009 Dec 21 2009 125.0 GNMA 4.5 30 YRNov 12 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 12 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 12 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 12 2009 Jan 13 2010 150.0 FNMA 5.5 30 YRNov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 12 2009 Jan 13 2010 125.0 FNMA 6.0 30 YRNov 12 2009 Dec 21 2009 175.0 GNMA 5.0 30 YRNov 12 2009 Dec 17 2009 200.0 FNMA 4.0 15 YRNov 12 2009 Nov 17 2009 200.0 FNMA 4.0 15 YRNov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 12 2009 Dec 21 2009 175.0 GNMA 5.0 30 YRNov 12 2009 Dec 17 2009 125.0 FNMA 4.5 15 YRNov 12 2009 Dec 21 2009 100.0 GNMA 4.5 30 YRNov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 12 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRNov 12 2009 Dec 21 2009 125.0 GNMA 4.5 30 YRNov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRNov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YRNov 13 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRNov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRNov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YRNov 13 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 13 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 13 2009 Dec 17 2009 200.0 FNMA 4.0 15 YRNov 13 2009 Nov 17 2009 200.0 FNMA 4.0 15 YRNov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 13 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YRNov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRNov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YRNov 13 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 13 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 13 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 13 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 13 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 13 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 13 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRNov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YRNov 16 2009 Dec 17 2009 150.0 FNMA 4.5 15 YRNov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR

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Nov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 16 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 16 2009 Dec 17 2009 150.0 FNMA 4.5 15 YRNov 16 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 16 2009 Dec 17 2009 150.0 FNMA 4.5 15 YRNov 16 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 16 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 17 2009 Dec 21 2009 125.0 GNMA 5.5 30 YRNov 17 2009 Nov 19 2009 125.0 GNMA 5.5 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Dec 21 2009 100.0 GNMA 5.5 30 YRNov 17 2009 Nov 19 2009 100.0 GNMA 5.5 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRNov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 17 2009 Dec 21 2009 100.0 GNMA 5.5 30 YRNov 17 2009 Dec 21 2009 100.0 GNMA 5.5 30 YRNov 17 2009 Nov 19 2009 100.0 GNMA 5.5 30 YRNov 17 2009 Nov 19 2009 100.0 GNMA 5.5 30 YRNov 17 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR

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Nov 17 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 18 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 18 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 18 2009 Dec 14 2009 100.0 FHLMC 4.0 30 YRNov 18 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 18 2009 Dec 14 2009 100.0 FHLMC 4.0 30 YRNov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 18 2009 Dec 21 2009 100.0 GNMA 4.5 30 YRNov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 19 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 19 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 19 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 19 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 19 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 19 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 19 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 20 2009 Jan 19 2010 100.0 FNMA 4.5 15 YRNov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR

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Nov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 20 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 20 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 20 2009 Jan 19 2010 100.0 FNMA 4.5 15 YRNov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 23 2009 Dec 17 2009 150.0 FNMA 4.0 15 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 23 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 23 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 23 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 23 2009 Dec 17 2009 150.0 FNMA 4.0 15 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 23 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 23 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 23 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 23 2009 Dec 17 2009 150.0 FNMA 4.0 15 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 24 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 24 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 24 2009 Dec 17 2009 150.0 FNMA 4.0 15 YRNov 24 2009 Jan 19 2010 150.0 FNMA 4.5 15 YRNov 24 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 24 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRNov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR

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Nov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 24 2009 Dec 17 2009 150.0 FNMA 4.0 15 YRNov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 24 2009 Dec 17 2009 150.0 FNMA 4.0 15 YRNov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 25 2009 Dec 14 2009 125.0 FHLMC 4.0 30 YRNov 25 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 25 2009 Jan 19 2010 125.0 FNMA 4.5 15 YRNov 25 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 25 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRNov 25 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRNov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 25 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YRNov 25 2009 Jan 19 2010 125.0 FNMA 4.5 15 YRNov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 25 2009 Dec 21 2009 175.0 GNMA 4.5 30 YRNov 25 2009 Dec 21 2009 175.0 GNMA 4.5 30 YRNov 25 2009 Jan 13 2010 100.0 FHLMC 4.5 30 YRNov 27 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRNov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 27 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRNov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 27 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRNov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 27 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRNov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 27 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRNov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 30 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Dec 14 2009 150.0 FNMA 6.0 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR

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Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FNMA 6.0 30 YRNov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 30 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRNov 30 2009 Dec 14 2009 150.0 FNMA 6.0 30 YRNov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YRNov 30 2009 Jan 19 2010 150.0 FNMA 4.0 15 YRNov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRNov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRNov 30 2009 Jan 19 2010 150.0 FNMA 4.0 15 YRNov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRNov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR

Dec 1 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 1 2009 Dec 21 2009 125.0 GNMA 4.5 30 YRDec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRDec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRDec 1 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRDec 1 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRDec 1 2009 Jan 13 2010 175.0 FHLMC 5.5 30 YRDec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRDec 1 2009 Dec 14 2009 125.0 FHLMC 4.0 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRDec 1 2009 Dec 21 2009 125.0 GNMA 4.5 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRDec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 1 2009 Jan 13 2010 175.0 FHLMC 5.5 30 YRDec 1 2009 Feb 11 2010 175.0 FNMA 5.5 30 YRDec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRDec 1 2009 Dec 21 2009 125.0 GNMA 4.5 30 YRDec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRDec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRDec 1 2009 Feb 11 2010 175.0 FHLMC 5.0 30 YRDec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRDec 1 2009 Dec 14 2009 125.0 FHLMC 4.0 30 YRDec 1 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR

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Dec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 1 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRDec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YRDec 1 2009 Dec 14 2009 125.0 FNMA 4.0 30 YRDec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YRDec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 6.0 30 YRDec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 2 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Dec 14 2009 100.0 FNMA 4.0 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 2 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YRDec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YRDec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 3 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRDec 3 2009 Feb 11 2010 100.0 FNMA 5.5 30 YRDec 3 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YRDec 3 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR

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Dec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YRDec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 4 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 4 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 19 2010 150.0 FNMA 4.0 15 YRDec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 19 2010 150.0 FNMA 4.0 15 YRDec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRDec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRDec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 7 2009 Jan 19 2010 150.0 FNMA 4.0 15 YRDec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YRDec 8 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 8 2009 Jan 19 2010 150.0 FNMA 4.0 15 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 8 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR

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Dec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YRDec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 8 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YRDec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 8 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 9 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR

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Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRDec 9 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 9 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YRDec 9 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YRDec 9 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 9 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YRDec 9 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YRDec 9 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YRDec 9 2009 Jan 13 2010 1000.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YRDec 9 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 9 2009 Feb 11 2010 100.0 FHLMC 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR

Dec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YRDec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRDec 10 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 10 2009 Jan 13 2010 450.0 FNMA 5.5 30 YRDec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YRDec 10 2009 Dec 14 2009 450.0 FNMA 5.5 30 YRDec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRDec 10 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YRDec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YRDec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRDec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR

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Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YRDec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRDec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YRDec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRDec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YRDec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YRDec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 10 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 11 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YRDec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YRDec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YRDec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 11 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 11 2009 Jan 13 2010 100.0 FNMA 6.0 30 YRDec 11 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YRDec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 14 2009 Jan 13 2010 100.0 FNMA 4.5 30 YRDec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 14 2009 Feb 11 2010 100.0 FHLMC 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR

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Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 14 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 15 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YRDec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YRDec 15 2009 Jan 13 2010 350.0 FNMA 5.0 30 YRDec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRDec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRDec 15 2009 Dec 17 2009 350.0 FNMA 5.0 30 YRDec 15 2009 Jan 13 2010 175.0 FNMA 4.5 30 YRDec 15 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YRDec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 15 2009 Jan 13 2010 200.0 FNMA 5.0 30 YRDec 15 2009 Dec 17 2009 200.0 FNMA 5.0 30 YRDec 15 2009 Jan 13 2010 175.0 FHLMC 4.5 30 YRDec 15 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 15 2009 Jan 13 2010 175.0 FNMA 4.5 30 YRDec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YRDec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 15 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YRDec 15 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YRDec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 15 2009 Jan 13 2010 343.0 FNMA 5.5 30 YRDec 15 2009 Dec 17 2009 343.0 FNMA 5.5 30 YRDec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YRDec 15 2009 Jan 13 2010 2155.0 FNMA 5.0 30 YRDec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRDec 15 2009 Dec 17 2009 2155.0 FNMA 5.0 30 YRDec 15 2009 Jan 13 2010 295.0 FNMA 5.0 30 YRDec 15 2009 Dec 17 2009 295.0 FNMA 5.0 30 YRDec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YRDec 15 2009 Jan 19 2010 150.0 FNMA 4.0 15 YRDec 15 2009 Jan 13 2010 657.0 FNMA 5.5 30 YRDec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YRDec 15 2009 Dec 17 2009 150.0 FNMA 4.0 15 YRDec 15 2009 Dec 17 2009 657.0 FNMA 5.5 30 YRDec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YRDec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR

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Dec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YRDec 15 2009 Jan 13 2010 1000.0 FNMA 5.0 30 YRDec 15 2009 Dec 17 2009 1000.0 FNMA 5.0 30 YRDec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YRDec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YRDec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 16 2009 Jan 19 2010 150.0 FNMA 4.5 15 YRDec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 16 2009 Jan 21 2010 125.0 GNMA 4.5 30 YRDec 16 2009 Jan 21 2010 25.0 GNMA 5.5 30 YRDec 16 2009 Dec 21 2009 125.0 GNMA 4.5 30 YRDec 16 2009 Dec 21 2009 25.0 GNMA 5.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 16 2009 Jan 21 2010 50.0 GNMA 5.5 30 YRDec 16 2009 Dec 21 2009 50.0 GNMA 5.5 30 YRDec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YRDec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YRDec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YRDec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 16 2009 Jan 13 2010 405.0 FNMA 5.5 30 YRDec 16 2009 Dec 18 2009 405.0 FNMA 5.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 16 2009 Jan 13 2010 1800.0 FNMA 5.0 30 YRDec 16 2009 Jan 13 2010 400.0 FNMA 5.5 30 YRDec 16 2009 Dec 18 2009 1800.0 FNMA 5.0 30 YRDec 16 2009 Dec 18 2009 400.0 FNMA 5.5 30 YRDec 16 2009 Jan 13 2010 195.0 FNMA 5.5 30 YRDec 16 2009 Dec 18 2009 195.0 FNMA 5.5 30 YRDec 16 2009 Jan 19 2010 150.0 FNMA 4.5 15 YRDec 16 2009 Jan 21 2010 125.0 GNMA 4.5 30 YRDec 16 2009 Dec 21 2009 125.0 GNMA 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 16 2009 Jan 21 2010 750.0 GNMA 4.5 30 YRDec 16 2009 Dec 21 2009 750.0 GNMA 4.5 30 YRDec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 16 2009 Jan 19 2010 150.0 FNMA 4.5 15 YRDec 16 2009 Jan 21 2010 50.0 GNMA 5.5 30 YRDec 16 2009 Dec 21 2009 50.0 GNMA 5.5 30 YRDec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 17 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR

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Dec 17 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 17 2009 Mar 11 2010 150.0 FHLMC 5.5 30 YRDec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 17 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FNMA 6.0 30 YRDec 17 2009 Feb 11 2010 150.0 FNMA 6.0 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 17 2009 Mar 11 2010 150.0 FHLMC 5.5 30 YRDec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 18 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 18 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YRDec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 18 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 18 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 18 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Jan 21 2010 650.0 GNMA 4.5 30 YRDec 21 2009 Dec 23 2009 650.0 GNMA 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 21 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 21 2009 Mar 11 2010 100.0 FHLMC 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 21 2009 Jan 13 2010 1750.0 FNMA 5.0 30 YRDec 21 2009 Dec 23 2009 1750.0 FNMA 5.0 30 YR

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Dec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Jan 21 2010 30.0 GNMA 4.5 30 YRDec 21 2009 Dec 23 2009 30.0 GNMA 4.5 30 YRDec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 21 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 21 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 22 2009 Mar 11 2010 250.0 FHLMC 4.5 30 YRDec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 22 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 22 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 22 2009 Mar 11 2010 250.0 FHLMC 4.5 30 YRDec 22 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 22 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YRDec 22 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 22 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 22 2009 Jan 13 2010 100.0 FNMA 4.0 30 YRDec 22 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 23 2009 Jan 13 2010 150.0 FNMA 4.0 30 YRDec 23 2009 Jan 13 2010 100.0 FNMA 4.5 30 YRDec 23 2009 Jan 13 2010 150.0 FNMA 4.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Feb 11 2010 150.0 FNMA 6.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Jan 13 2010 150.0 FNMA 4.0 30 YRDec 23 2009 Feb 11 2010 150.0 FNMA 4.0 30 YRDec 23 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 23 2009 Feb 11 2010 150.0 FNMA 4.0 30 YRDec 24 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR

Page 159: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Dec 24 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 24 2009 Feb 11 2010 100.0 FNMA 6.0 30 YRDec 24 2009 Feb 11 2010 150.0 FNMA 6.0 30 YRDec 24 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 24 2009 Feb 11 2010 150.0 FNMA 4.0 30 YRDec 24 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YRDec 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 24 2009 Feb 11 2010 150.0 FNMA 4.5 30 YRDec 28 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 28 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YRDec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 28 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 28 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YRDec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 28 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YRDec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Mar 11 2010 150.0 FNMA 4.5 30 YRDec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 28 2009 Feb 11 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Feb 11 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Feb 11 2010 125.0 FNMA 4.5 30 YRDec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 28 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YRDec 29 2009 Mar 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YRDec 29 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 29 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Jan 19 2010 100.0 FNMA 4.5 15 YRDec 29 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 29 2009 Mar 11 2010 125.0 FNMA 4.5 30 YRDec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 29 2009 Mar 11 2010 125.0 FNMA 4.5 30 YRDec 29 2009 Mar 11 2010 125.0 FNMA 4.5 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR

Page 160: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Dec 30 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Feb 11 2010 125.0 FNMA 4.5 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Jan 13 2010 125.0 FNMA 4.5 30 YRDec 30 2009 Feb 11 2010 125.0 FNMA 4.5 30 YRDec 30 2009 Feb 11 2010 125.0 FNMA 6.0 30 YRDec 30 2009 Feb 11 2010 125.0 FNMA 6.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Feb 11 2010 125.0 FNMA 4.5 30 YRDec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 30 2009 Jan 19 2010 100.0 FNMA 4.5 15 YRDec 31 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 31 2009 Mar 11 2010 125.0 FNMA 5.0 30 YRDec 31 2009 Feb 11 2010 125.0 FNMA 6.0 30 YRDec 31 2009 Feb 11 2010 125.0 FNMA 6.0 30 YR

Jan 4 2010 Jan 19 2010 125.0 FNMA 4.5 15 YRJan 4 2010 Feb 11 2010 150.0 FHLMC 5.0 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Jan 19 2010 125.0 FNMA 4.5 15 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Mar 11 2010 175.0 FNMA 5.0 30 YRJan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Feb 11 2010 125.0 FNMA 6.0 30 YRJan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 5 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR

Page 161: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 5 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 5 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 5 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Mar 11 2010 100.0 FNMA 5.0 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Feb 11 2010 100.0 FNMA 4.5 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 6 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YRJan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 6 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YRJan 6 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Feb 11 2010 100.0 FNMA 4.5 30 YRJan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 6 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YRJan 6 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR

Page 162: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 175.0 FNMA 4.5 30 YRJan 7 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 7 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YRJan 7 2010 Feb 11 2010 125.0 FNMA 4.5 30 YRJan 7 2010 Jan 13 2010 125.0 FHLMC 4.5 30 YRJan 7 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 7 2010 Feb 11 2010 125.0 FNMA 5.0 30 YRJan 7 2010 Feb 11 2010 125.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 125.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 125.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 150.0 FNMA 4.5 30 YRJan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRJan 7 2010 Jan 13 2010 125.0 FHLMC 4.5 30 YRJan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 125.0 FNMA 4.5 30 YRJan 7 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YRJan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 100.0 FNMA 4.5 30 YRJan 7 2010 Jan 13 2010 175.0 FNMA 4.5 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 125.0 FNMA 4.5 30 YRJan 7 2010 Feb 11 2010 125.0 FNMA 4.5 30 YRJan 7 2010 Jan 13 2010 125.0 FHLMC 4.5 30 YR

Page 163: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 7 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YRJan 7 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YRJan 7 2010 Feb 11 2010 250.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 250.0 FNMA 5.0 30 YRJan 7 2010 Jan 13 2010 125.0 FNMA 4.5 30 YRJan 7 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YRJan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 8 2010 Feb 11 2010 100.0 FNMA 4.0 30 YRJan 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 100.0 FHLMC 4.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 8 2010 Feb 11 2010 1000.0 FNMA 5.5 30 YRJan 8 2010 Feb 11 2010 200.0 FHLMC 5.5 30 YRJan 8 2010 Feb 11 2010 200.0 FHLMC 5.5 30 YRJan 8 2010 Feb 11 2010 500.0 FHLMC 5.5 30 YRJan 8 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 8 2010 Jan 13 2010 1000.0 FNMA 5.5 30 YRJan 8 2010 Jan 13 2010 200.0 FHLMC 5.5 30 YRJan 8 2010 Jan 13 2010 200.0 FHLMC 5.5 30 YRJan 8 2010 Jan 13 2010 500.0 FHLMC 5.5 30 YRJan 8 2010 Feb 11 2010 100.0 FNMA 4.0 30 YRJan 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 8 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Feb 11 2010 1000.0 FNMA 5.0 30 YRJan 8 2010 Feb 11 2010 750.0 FNMA 5.5 30 YRJan 8 2010 Jan 13 2010 1000.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 750.0 FNMA 5.5 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 8 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRJan 8 2010 Jan 13 2010 500.0 FNMA 5.5 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Feb 11 2010 475.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 475.0 FNMA 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FNMA 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Feb 11 2010 225.0 FNMA 5.0 30 YRJan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 225.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Feb 11 2010 300.0 FNMA 5.0 30 YRJan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 300.0 FNMA 5.0 30 YR

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Jan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 8 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRJan 8 2010 Jan 13 2010 250.0 FNMA 5.5 30 YR

Jan 11 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 11 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 11 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 11 2010 Feb 18 2010 100.0 GNMA 4.0 30 YRJan 11 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Feb 18 2010 100.0 GNMA 4.0 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 11 2010 Jan 13 2010 500.0 FNMA 5.0 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 11 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 12 2010 Jan 21 2010 200.0 GNMA 5.0 30 YRJan 12 2010 Mar 11 2010 125.0 FHLMC 4.5 30 YRJan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 12 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 12 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 12 2010 Apr 13 2010 175.0 FHLMC 4.5 30 YRJan 12 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 12 2010 Jan 21 2010 150.0 GNMA 5.0 30 YRJan 12 2010 Jan 21 2010 150.0 GNMA 5.0 30 YRJan 12 2010 Feb 11 2010 175.0 FHLMC 4.5 30 YRJan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 12 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 12 2010 Apr 13 2010 175.0 FHLMC 4.5 30 YRJan 12 2010 Apr 13 2010 175.0 FNMA 4.5 30 YRJan 13 2010 Mar 11 2010 125.0 FNMA 4.5 30 YRJan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Feb 11 2010 100.0 FNMA 4.0 30 YRJan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR

Page 165: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 13 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRJan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Jan 21 2010 150.0 GNMA 5.0 30 YRJan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Feb 11 2010 100.0 FNMA 4.0 30 YRJan 13 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRJan 13 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 14 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Feb 11 2010 100.0 FNMA 4.0 30 YRJan 14 2010 Feb 11 2010 100.0 FNMA 4.0 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRJan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRJan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 14 2010 Feb 11 2010 14.0 FNMA 5.0 30 YRJan 14 2010 Jan 19 2010 14.0 FNMA 5.0 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRJan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 14 2010 Feb 11 2010 1000.0 FNMA 5.5 30 YRJan 14 2010 Jan 19 2010 1000.0 FNMA 5.5 30 YRJan 14 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRJan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRJan 15 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR

Page 166: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 15 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 15 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 19 2010 Feb 11 2010 75.0 FNMA 5.5 30 YRJan 19 2010 Jan 21 2010 75.0 FNMA 5.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 19 2010 Feb 11 2010 1000.0 FNMA 5.5 30 YRJan 19 2010 Jan 21 2010 1000.0 FNMA 5.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 19 2010 Feb 17 2010 150.0 FNMA 4.5 15 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Mar 11 2010 150.0 FNMA 6.0 30 YRJan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 19 2010 Feb 11 2010 270.0 FNMA 5.5 30 YRJan 19 2010 Jan 21 2010 270.0 FNMA 5.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 19 2010 Feb 17 2010 150.0 FNMA 4.5 15 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 20 2010 Apr 13 2010 175.0 FNMA 4.5 30 YRJan 20 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 20 2010 Mar 11 2010 125.0 FNMA 4.5 30 YRJan 20 2010 Mar 11 2010 175.0 FNMA 4.5 30 YRJan 20 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 20 2010 Mar 11 2010 175.0 FHLMC 4.5 30 YRJan 20 2010 Feb 17 2010 100.0 FNMA 4.0 15 YRJan 20 2010 Feb 17 2010 100.0 FNMA 4.0 15 YRJan 20 2010 Mar 11 2010 175.0 FNMA 4.5 30 YRJan 20 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 20 2010 Apr 13 2010 125.0 FNMA 6.0 30 YRJan 20 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YRJan 20 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 20 2010 Mar 11 2010 125.0 FHLMC 4.5 30 YRJan 20 2010 Feb 17 2010 100.0 FNMA 4.0 15 YRJan 20 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR

Page 167: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 20 2010 Apr 13 2010 125.0 FNMA 4.5 30 YRJan 20 2010 Apr 13 2010 175.0 FNMA 4.5 30 YRJan 20 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 20 2010 Apr 13 2010 125.0 FNMA 4.5 30 YRJan 20 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 21 2010 Feb 18 2010 500.0 FNMA 5.5 30 YRJan 21 2010 Jan 25 2010 500.0 FNMA 5.5 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRJan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 22 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 22 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 25 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 25 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 25 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 25 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR

Page 168: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 26 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Feb 17 2010 150.0 FNMA 4.0 15 YRJan 26 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 26 2010 Feb 17 2010 150.0 FHLMC 4.5 15 YRJan 26 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Feb 17 2010 150.0 FHLMC 4.5 15 YRJan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 26 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Feb 17 2010 150.0 FNMA 4.0 15 YRJan 27 2010 Apr 13 2010 150.0 FNMA 6.0 30 YRJan 27 2010 Apr 13 2010 150.0 FNMA 6.0 30 YRJan 27 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 27 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRJan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 27 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 27 2010 Feb 17 2010 150.0 FNMA 4.0 15 YRJan 27 2010 Apr 13 2010 150.0 FNMA 6.0 30 YRJan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 28 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRJan 28 2010 Mar 11 2010 125.0 FHLMC 4.5 30 YRJan 28 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 28 2010 Feb 11 2010 125.0 FHLMC 4.0 30 YRJan 28 2010 Feb 11 2010 125.0 FHLMC 4.0 30 YRJan 28 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 28 2010 Apr 13 2010 125.0 FHLMC 4.5 30 YRJan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 28 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 28 2010 Apr 13 2010 150.0 FNMA 4.5 30 YRJan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 28 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 28 2010 Feb 18 2010 125.0 GNMA 5.0 30 YRJan 28 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 28 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR

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Jan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 29 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Feb 17 2010 150.0 FNMA 4.0 15 YRJan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 29 2010 Feb 17 2010 150.0 FNMA 4.0 15 YRJan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRJan 29 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRJan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YRFeb 1 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 1 2010 Feb 17 2010 150.0 FNMA 4.5 15 YRFeb 1 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 1 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 1 2010 Feb 17 2010 150.0 FNMA 4.5 15 YRFeb 1 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 1 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 2 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 2 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRFeb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Mar 11 2010 750.0 FNMA 5.5 30 YRFeb 2 2010 Feb 11 2010 750.0 FNMA 5.5 30 YRFeb 2 2010 Mar 11 2010 150.0 FNMA 6.0 30 YRFeb 2 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRFeb 2 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 2 2010 Mar 11 2010 150.0 FNMA 6.0 30 YRFeb 2 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 2 2010 Feb 17 2010 150.0 FNMA 4.5 15 YRFeb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 2 2010 Mar 11 2010 225.0 FNMA 5.5 30 YRFeb 2 2010 Mar 11 2010 250.0 FNMA 5.5 30 YRFeb 2 2010 Feb 11 2010 225.0 FNMA 5.5 30 YRFeb 2 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRFeb 2 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR

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Feb 2 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 2 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Mar 11 2010 250.0 FNMA 5.5 30 YRFeb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YRFeb 2 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRFeb 2 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRFeb 2 2010 Feb 11 2010 150.0 FNMA 5.5 30 YRFeb 2 2010 Mar 11 2010 150.0 FNMA 6.0 30 YRFeb 2 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 3 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 3 2010 Mar 11 2010 300.0 FNMA 5.5 30 YRFeb 3 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 300.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 3 2010 Mar 11 2010 150.0 GNMA 5.0 30 YRFeb 3 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 125.0 FNMA 6.0 30 YRFeb 3 2010 Feb 11 2010 150.0 GNMA 5.0 30 YRFeb 3 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 3 2010 Mar 11 2010 100.0 FNMA 6.0 30 YRFeb 3 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRFeb 3 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRFeb 3 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 3 2010 Mar 11 2010 300.0 FNMA 5.5 30 YRFeb 3 2010 Mar 11 2010 500.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 300.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 3 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 3 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 3 2010 Mar 11 2010 250.0 FNMA 5.5 30 YRFeb 3 2010 Mar 11 2010 250.0 FNMA 5.5 30 YRFeb 3 2010 Mar 11 2010 500.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 250.0 FNMA 5.5 30 YRFeb 3 2010 Feb 11 2010 500.0 FNMA 5.5 30 YRFeb 3 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 3 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YRFeb 3 2010 Feb 11 2010 150.0 GNMA 5.0 30 YRFeb 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 4 2010 Mar 11 2010 750.0 FNMA 5.0 30 YRFeb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR

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Feb 4 2010 Feb 11 2010 750.0 FNMA 5.0 30 YRFeb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Feb 11 2010 600.0 FNMA 5.5 30 YRFeb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 4 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Feb 17 2010 150.0 FNMA 4.5 15 YRFeb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 4 2010 Mar 11 2010 450.0 FNMA 5.0 30 YRFeb 4 2010 Mar 11 2010 600.0 FNMA 5.5 30 YRFeb 4 2010 Feb 11 2010 450.0 FNMA 5.0 30 YRFeb 4 2010 Feb 11 2010 600.0 FNMA 5.5 30 YRFeb 4 2010 Apr 13 2010 150.0 FNMA 6.0 30 YRFeb 4 2010 Mar 11 2010 750.0 FNMA 5.0 30 YRFeb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Feb 11 2010 750.0 FNMA 5.0 30 YRFeb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 5 2010 Feb 17 2010 125.0 FHLMC 4.5 15 YRFeb 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 5 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 5 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 5 2010 Feb 17 2010 125.0 FNMA 4.5 15 YRFeb 5 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 5 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YRFeb 5 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YRFeb 5 2010 Mar 11 2010 300.0 FNMA 5.0 30 YRFeb 5 2010 Mar 11 2010 750.0 FNMA 5.5 30 YRFeb 5 2010 Feb 11 2010 300.0 FNMA 5.0 30 YRFeb 5 2010 Feb 11 2010 750.0 FNMA 5.5 30 YRFeb 5 2010 Feb 17 2010 125.0 FNMA 4.0 15 YRFeb 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 5 2010 Mar 11 2010 450.0 FNMA 5.0 30 YRFeb 5 2010 Mar 11 2010 450.0 FNMA 5.0 30 YRFeb 5 2010 Mar 11 2010 750.0 FNMA 5.5 30 YRFeb 5 2010 Feb 11 2010 450.0 FNMA 5.0 30 YRFeb 5 2010 Feb 11 2010 450.0 FNMA 5.0 30 YRFeb 5 2010 Feb 11 2010 750.0 FNMA 5.5 30 YRFeb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 5 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR

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Feb 5 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRFeb 8 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRFeb 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YRFeb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 8 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRFeb 8 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 8 2010 Feb 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YRFeb 8 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YRFeb 8 2010 Mar 11 2010 300.0 FNMA 5.0 30 YRFeb 8 2010 Mar 11 2010 450.0 FNMA 5.0 30 YRFeb 8 2010 Feb 11 2010 300.0 FNMA 5.0 30 YRFeb 8 2010 Feb 11 2010 450.0 FNMA 5.0 30 YRFeb 8 2010 Mar 11 2010 450.0 FNMA 5.0 30 YRFeb 8 2010 Feb 11 2010 450.0 FNMA 5.0 30 YRFeb 8 2010 Mar 11 2010 300.0 FNMA 5.0 30 YRFeb 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 8 2010 Feb 11 2010 300.0 FNMA 5.0 30 YRFeb 8 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YRFeb 8 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 9 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 9 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Mar 11 2010 200.0 FNMA 5.5 30 YRFeb 9 2010 Mar 11 2010 850.0 FHLMC 5.5 30 YRFeb 9 2010 Feb 11 2010 200.0 FNMA 5.5 30 YRFeb 9 2010 Feb 11 2010 850.0 FHLMC 5.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Mar 11 2010 600.0 FNMA 5.5 30 YRFeb 9 2010 Feb 11 2010 600.0 FNMA 5.5 30 YRFeb 9 2010 Mar 11 2010 100.0 FHLMC 4.0 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 9 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 9 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 9 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 9 2010 Mar 11 2010 300.0 FNMA 5.5 30 YRFeb 9 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRFeb 9 2010 Feb 11 2010 300.0 FNMA 5.5 30 YR

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Feb 9 2010 Feb 11 2010 450.0 FNMA 5.5 30 YRFeb 9 2010 Mar 11 2010 100.0 FHLMC 4.0 30 YRFeb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR

Feb 10 2010 Mar 16 2010 125.0 FNMA 4.0 15 YRFeb 10 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 10 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 10 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 10 2010 Apr 13 2010 125.0 FHLMC 4.5 30 YRFeb 10 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 10 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YRFeb 10 2010 Mar 16 2010 125.0 FNMA 4.0 15 YRFeb 10 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 10 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 10 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 10 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 10 2010 Mar 16 2010 125.0 FNMA 4.5 15 YRFeb 10 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 10 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 11 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 11 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 11 2010 Mar 16 2010 150.0 FNMA 4.0 15 YRFeb 11 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 11 2010 Mar 16 2010 150.0 FNMA 4.0 15 YRFeb 11 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 11 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 11 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 11 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 Mar 16 2010 125.0 FHLMC 4.5 15 YRFeb 12 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 12 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 12 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 12 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 12 2010 Mar 18 2010 300.0 GNMA 5.0 30 YRFeb 12 2010 Feb 18 2010 300.0 GNMA 5.0 30 YRFeb 12 2010 Mar 16 2010 125.0 FNMA 4.0 15 YRFeb 12 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YR

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Feb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 16 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 16 2010 Mar 18 2010 150.0 GNMA 4.5 30 YRFeb 16 2010 Mar 18 2010 150.0 GNMA 4.5 30 YRFeb 16 2010 Mar 18 2010 150.0 GNMA 4.5 30 YRFeb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 16 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YRFeb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 18 2010 Mar 11 2010 2000.0 FNMA 5.5 30 YRFeb 18 2010 Mar 11 2010 2500.0 FNMA 5.5 30 YRFeb 18 2010 Feb 22 2010 2000.0 FNMA 5.5 30 YRFeb 18 2010 Feb 22 2010 2500.0 FNMA 5.5 30 YRFeb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YR

Page 175: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 18 2010 Mar 18 2010 100.0 GNMA 4.5 30 YRFeb 18 2010 Mar 18 2010 100.0 GNMA 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 18 2010 Mar 18 2010 100.0 GNMA 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 18 2010 Apr 20 2010 150.0 GNMA 5.0 30 YRFeb 18 2010 Apr 20 2010 150.0 GNMA 5.0 30 YRFeb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 19 2010 Mar 11 2010 1800.0 FNMA 5.0 30 YRFeb 19 2010 Feb 23 2010 1800.0 FNMA 5.0 30 YRFeb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YRFeb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YRFeb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YRFeb 19 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YRFeb 22 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 22 2010 Mar 16 2010 150.0 FHLMC 4.5 15 YRFeb 22 2010 Mar 16 2010 150.0 FHLMC 4.5 15 YRFeb 22 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 22 2010 Mar 16 2010 150.0 FNMA 4.5 15 YRFeb 22 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 22 2010 Apr 20 2010 150.0 GNMA 5.0 30 YRFeb 22 2010 Mar 16 2010 150.0 FNMA 4.5 15 YRFeb 22 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR

Page 176: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 24 2010 Mar 16 2010 100.0 FNMA 4.5 15 YRFeb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 Mar 16 2010 100.0 FNMA 4.5 15 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 24 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YRFeb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YRFeb 24 2010 May 13 2010 150.0 FHLMC 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YRFeb 25 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YRFeb 25 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YRFeb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 25 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRFeb 26 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YRFeb 26 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YRFeb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YR

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Feb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YRMar 1 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 1 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 2 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 2 2010 Mar 18 2010 100.0 GNMA 5.0 30 YRMar 2 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 2 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 2 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 2 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 2 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 2 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 2 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 2 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 2 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 2 2010 Mar 11 2010 100.0 FHLMC 4.0 30 YRMar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 3 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 3 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR

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Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 3 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 3 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 3 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 3 2010 Mar 16 2010 100.0 FNMA 4.0 15 YRMar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 4 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 4 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 4 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 4 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 4 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 4 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 4 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Apr 13 2010 300.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 300.0 FNMA 5.5 30 YRMar 5 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 5 2010 Apr 13 2010 200.0 FNMA 5.5 30 YRMar 5 2010 Apr 13 2010 300.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 200.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 300.0 FNMA 5.5 30 YR

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Mar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Apr 13 2010 300.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 300.0 FNMA 5.5 30 YRMar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 5 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 5 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 8 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRMar 8 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 8 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 8 2010 Apr 13 2010 200.0 FNMA 5.5 30 YRMar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 200.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 8 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRMar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 1.8 FNMA 4.0 30 YRMar 8 2010 Mar 11 2010 1.8 FNMA 4.0 30 YRMar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 8 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YR

Page 180: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YRMar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Apr 13 2010 0.4 FNMA 5.5 30 YRMar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRMar 8 2010 Mar 11 2010 0.4 FNMA 5.5 30 YRMar 8 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 150.0 FNMA 5.5 30 YRMar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 150.0 FNMA 5.5 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.5 30 YRMar 9 2010 Apr 13 2010 200.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 400.0 FNMA 5.5 30 YRMar 9 2010 Mar 11 2010 200.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 400.0 FNMA 5.5 30 YRMar 9 2010 Apr 19 2010 100.0 FHLMC 4.5 15 YRMar 9 2010 Apr 13 2010 300.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 300.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRMar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.5 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.5 30 YRMar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 450.0 FNMA 5.5 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 450.0 FNMA 5.5 30 YRMar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR

Page 181: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 9 2010 Apr 13 2010 200.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 200.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 200.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 200.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 9 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YRMar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YRMar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 9 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YR

Mar 10 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 10 2010 Apr 13 2010 100.0 FNMA 4.0 30 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 10 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRMar 10 2010 Mar 12 2010 500.0 FNMA 5.5 30 YRMar 10 2010 Apr 13 2010 50.0 FNMA 5.5 30 YRMar 10 2010 Mar 12 2010 50.0 FNMA 5.5 30 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 10 2010 Apr 13 2010 675.0 FNMA 5.5 30 YRMar 10 2010 Mar 12 2010 675.0 FNMA 5.5 30 YRMar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 10 2010 Apr 19 2010 100.0 FNMA 4.5 15 YRMar 10 2010 Apr 13 2010 100.0 FNMA 4.0 30 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 10 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 10 2010 Apr 13 2010 548.0 FNMA 5.5 30 YRMar 10 2010 Mar 12 2010 548.0 FNMA 5.5 30 YRMar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 10 2010 Apr 19 2010 100.0 FNMA 4.0 15 YRMar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 11 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 11 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 11 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YRMar 11 2010 May 13 2010 100.0 FHLMC 4.5 30 YR

Page 182: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 11 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 11 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 11 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 11 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 11 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 11 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 11 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 11 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 11 2010 Apr 19 2010 100.0 FNMA 4.5 15 YRMar 11 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 11 2010 Apr 13 2010 100.0 FNMA 4.5 30 YRMar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 12 2010 Apr 13 2010 101.0 FNMA 5.0 30 YRMar 12 2010 Mar 16 2010 101.0 FNMA 5.0 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRMar 12 2010 Mar 16 2010 500.0 FNMA 5.0 30 YRMar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 12 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 12 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 12 2010 Apr 13 2010 100.0 FNMA 4.0 30 YRMar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 12 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 12 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 15 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR

Page 183: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YRMar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 16 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 16 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 16 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 16 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 16 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 16 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YRMar 16 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 16 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 16 2010 May 13 2010 100.0 FHLMC 5.0 30 YRMar 16 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 16 2010 May 13 2010 100.0 FHLMC 4.5 30 YRMar 16 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YRMar 16 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 16 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YRMar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YRMar 17 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 17 2010 Apr 19 2010 100.0 FHLMC 4.5 15 YRMar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YRMar 18 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 18 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 18 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 18 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR

Page 184: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 18 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 18 2010 Apr 20 2010 100.0 GNMA 5.0 30 YRMar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 18 2010 Apr 20 2010 100.0 GNMA 5.0 30 YRMar 18 2010 Apr 20 2010 260.0 GNMA 5.0 30 YRMar 18 2010 Mar 22 2010 260.0 GNMA 5.0 30 YRMar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 18 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 18 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 19 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 19 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 22 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 22 2010 May 18 2010 100.0 FNMA 4.5 15 YRMar 22 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 23 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 23 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR

Page 185: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Mar 23 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 23 2010 May 18 2010 100.0 FNMA 4.0 15 YRMar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 24 2010 Jun 17 2010 100.0 FNMA 4.0 15 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 24 2010 Jun 17 2010 100.0 FNMA 4.0 15 YRMar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 25 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YRMar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR

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Mar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 30 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 30 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 31 2010 Jun 14 2010 73.7 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YRMar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR

Apr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRApr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 5 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRApr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 7 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 7 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRApr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 7 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 7 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRApr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR

Page 187: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Apr 7 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 7 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRApr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YRApr 8 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRApr 8 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YRApr 8 2010 May 13 2010 500.0 FNMA 5.0 30 YRApr 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR

Apr 12 2010 May 13 2010 150.0 FNMA 5.5 30 YRApr 12 2010 Apr 14 2010 150.0 FNMA 5.5 30 YRApr 13 2010 May 13 2010 425.0 FNMA 5.0 30 YRApr 13 2010 Apr 15 2010 425.0 FNMA 5.0 30 YRApr 13 2010 May 13 2010 93.0 FNMA 5.0 30 YRApr 13 2010 Apr 15 2010 93.0 FNMA 5.0 30 YRApr 14 2010 May 20 2010 200.0 GNMA 5.0 30 YRApr 14 2010 Apr 20 2010 200.0 GNMA 5.0 30 YRApr 19 2010 May 13 2010 500.0 FNMA 5.5 30 YRApr 19 2010 Apr 20 2010 500.0 FNMA 5.5 30 YRApr 23 2010 May 13 2010 66.0 FNMA 5.0 30 YRApr 23 2010 Apr 27 2010 66.0 FNMA 5.0 30 YRMay 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 7 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR

May 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 10 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 10 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YRMay 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 10 2010 May 13 2010 250.0 FNMA 5.0 30 YRMay 10 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YRMay 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YRMay 10 2010 May 13 2010 250.0 FNMA 5.0 30 YRMay 10 2010 May 13 2010 250.0 FNMA 5.0 30 YRMay 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YRMay 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRMay 10 2010 May 13 2010 250.0 FNMA 5.0 30 YRMay 10 2010 May 13 2010 500.0 FNMA 5.5 30 YRMay 12 2010 Jun 14 2010 950.0 FNMA 5.5 30 YRMay 12 2010 May 13 2010 950.0 FNMA 5.5 30 YRMay 12 2010 Jun 14 2010 690.0 FNMA 5.5 30 YR

Page 188: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

May 12 2010 May 13 2010 690.0 FNMA 5.5 30 YRMay 12 2010 Jun 14 2010 550.0 FNMA 5.5 30 YRMay 12 2010 May 13 2010 550.0 FNMA 5.5 30 YRMay 12 2010 Jun 14 2010 170.0 FNMA 5.5 30 YRMay 12 2010 May 13 2010 170.0 FNMA 5.5 30 YRMay 13 2010 Jun 14 2010 475.0 FNMA 5.5 30 YRMay 13 2010 May 17 2010 475.0 FNMA 5.5 30 YRMay 13 2010 Jun 14 2010 575.0 FNMA 5.0 30 YRMay 13 2010 Jun 14 2010 650.0 FNMA 5.5 30 YRMay 13 2010 May 17 2010 575.0 FNMA 5.0 30 YRMay 13 2010 May 17 2010 650.0 FNMA 5.5 30 YRMay 13 2010 Jun 14 2010 225.0 FNMA 5.5 30 YRMay 13 2010 May 17 2010 225.0 FNMA 5.5 30 YRMay 13 2010 Jun 14 2010 950.0 FNMA 5.5 30 YRMay 13 2010 May 17 2010 950.0 FNMA 5.5 30 YR

Jun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 3 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 3 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 3 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 3 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 3 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 3 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 3 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 3 2010 Jun 14 2010 250.0 FNMA 5.5 30 YRJun 4 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 4 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 4 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 4 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 4 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 4 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 7 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 7 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 7 2010 Jul 14 2010 500.0 FNMA 5.5 30 YRJun 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YRJun 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YRJun 8 2010 Jun 14 2010 200.0 FNMA 5.5 30 YRJun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YRJun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YR

Page 189: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Jun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YRJun 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YRJun 8 2010 Jun 14 2010 200.0 FNMA 5.5 30 YRJun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YRJun 9 2010 Jul 14 2010 300.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 300.0 FHLMC 5.0 30 YRJun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YRJun 9 2010 Jul 14 2010 300.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 300.0 FHLMC 5.0 30 YRJun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YRJun 9 2010 Jul 14 2010 300.0 FHLMC 5.0 30 YRJun 9 2010 Jul 14 2010 500.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 300.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 500.0 FHLMC 5.0 30 YRJun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YRJun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YRJun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YR

Jun 29 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 29 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 30 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR

Jul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR

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Jul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 2 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 2 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 6 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 6 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 6 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 7 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 7 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 7 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 8 2010 Jul 14 2010 200.0 FNMA 4.5 30 YRJul 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YRJul 8 2010 Jul 14 2010 250.0 FNMA 4.5 30 YRJul 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YRJul 8 2010 Jul 14 2010 200.0 FHLMC 4.5 30 YRJul 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YR

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CUSIP Transaction category Price Primary dealer02R04063 Purchase 99.03 Barclays Capital Inc.02R04063 Purchase 99.28 Barclays Capital Inc.02R04263 Purchase 100.56 Barclays Capital Inc.01F04243 Purchase 101.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04063 Purchase 99.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 101.14 BNP Paribas Securities Corp.01N04263 Purchase 100.63 Citigroup Global Markets Inc.02R04263 Purchase 100.39 Citigroup Global Markets Inc.02R04263 Purchase 100.49 Citigroup Global Markets Inc.02R04043 Purchase 100.46 Credit Suisse Securities (USA) LLC02R04063 Purchase 98.73 Credit Suisse Securities (USA) LLC02R05062 Purchase 101.59 Credit Suisse Securities (USA) LLC01F05043 Purchase 102.33 Deutsche Bank Securities Inc.02R04263 Purchase 100.55 Deutsche Bank Securities Inc.02R05062 Purchase 102.07 Deutsche Bank Securities Inc.01F06062 Purchase 102.90 Goldman, Sachs & Co.01F06262 Purchase 103.78 J.P. Morgan Securities LLC02R04263 Purchase 99.90 J.P. Morgan Securities LLC02R04263 Purchase 100.41 J.P. Morgan Securities LLC02R05263 Purchase 102.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05063 Purchase 101.61 Morgan Stanley & Co. Incorporated02R05062 Purchase 101.92 RBS Securities Inc.01F04063 Purchase 100.34 Barclays Capital Inc.02R04263 Purchase 101.88 Barclays Capital Inc.02R05062 Purchase 102.36 Barclays Capital Inc.01N04263 Purchase 102.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04263 Purchase 102.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05261 Purchase 103.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05261 Purchase 103.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R06061 Purchase 103.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05061 Purchase 103.05 Citigroup Global Markets Inc.02R04263 Purchase 100.81 Citigroup Global Markets Inc.02R04263 Purchase 101.71 Deutsche Bank Securities Inc.02R04263 Purchase 101.71 Deutsche Bank Securities Inc.02R04043 Purchase 101.50 J.P. Morgan Securities LLC02R04263 Purchase 101.88 J.P. Morgan Securities LLC02R04263 Purchase 100.88 J.P. Morgan Securities LLC02R04042 Purchase 101.36 Morgan Stanley & Co. Incorporated02R04043 Purchase 101.47 Morgan Stanley & Co. Incorporated02R04043 Purchase 101.57 Morgan Stanley & Co. Incorporated02R04242 Purchase 102.92 Morgan Stanley & Co. Incorporated02R05061 Purchase 102.63 Morgan Stanley & Co. Incorporated01F04043 Purchase 101.61 Barclays Capital Inc.02R04261 Purchase 102.42 Barclays Capital Inc.02R05061 Purchase 103.14 Barclays Capital Inc.01F04062 Purchase 100.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05261 Purchase 103.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04263 Purchase 101.77 BNP Paribas Securities Corp.21H04262 Purchase 102.22 BNP Paribas Securities Corp.01F04063 Purchase 100.50 Citigroup Global Markets Inc.02R04063 Purchase 100.42 Citigroup Global Markets Inc.

Page 192: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04052 Purchase 100.91 Credit Suisse Securities (USA) LLC02R04042 Purchase 101.98 Credit Suisse Securities (USA) LLC02R04063 Purchase 100.41 Credit Suisse Securities (USA) LLC31416BVE Purchase 103.73 Credit Suisse Securities (USA) LLC02R04063 Purchase 100.36 Deutsche Bank Securities Inc.02R05042 Purchase 103.32 Deutsche Bank Securities Inc.02R05061 Purchase 103.00 Deutsche Bank Securities Inc.02R05061 Purchase 103.14 Deutsche Bank Securities Inc.01F05061 Purchase 103.29 Goldman, Sachs & Co.01F06061 Purchase 103.80 Goldman, Sachs & Co.31402RCR Purchase 103.69 Goldman, Sachs & Co.01F06061 Purchase 103.88 J.P. Morgan Securities LLC31402DP7 Purchase 103.73 J.P. Morgan Securities LLC31402RJV Purchase 103.35 J.P. Morgan Securities LLC02R04042 Purchase 101.91 Morgan Stanley & Co. Incorporated02R04242 Purchase 102.98 Morgan Stanley & Co. Incorporated02R04262 Purchase 102.22 Morgan Stanley & Co. Incorporated02R05061 Purchase 103.19 Morgan Stanley & Co. Incorporated3128MB3H Purchase 103.33 Morgan Stanley & Co. Incorporated3128MBUJ Purchase 103.33 Morgan Stanley & Co. Incorporated312930GH Purchase 103.98 RBS Securities Inc.312930GN Purchase 104.52 RBS Securities Inc.312930LB Purchase 104.52 RBS Securities Inc.312930LF Purchase 103.98 RBS Securities Inc.02R04262 Purchase 101.97 UBS Securities LLC01F04042 Purchase 102.26 Barclays Capital Inc.01F04063 Purchase 100.45 Barclays Capital Inc.01F05061 Purchase 103.45 Barclays Capital Inc.02R05051 Purchase 103.44 Barclays Capital Inc.01F04043 Purchase 101.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04063 Purchase 100.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06061 Purchase 103.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04263 Purchase 102.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06061 Purchase 103.91 BNP Paribas Securities Corp.02R04261 Purchase 102.42 Citigroup Global Markets Inc.01F04261 Purchase 102.63 Cantor Fitzgerald & Co.01F04063 Purchase 100.52 Credit Suisse Securities (USA) LLC02R04261 Purchase 102.42 Credit Suisse Securities (USA) LLC02R04043 Purchase 101.44 Deutsche Bank Securities Inc.01F04063 Purchase 100.44 J.P. Morgan Securities LLC31402RJV Purchase 103.50 J.P. Morgan Securities LLC02R04043 Purchase 101.70 Morgan Stanley & Co. Incorporated02R04262 Purchase 102.13 Morgan Stanley & Co. Incorporated01F04063 Purchase 100.64 Barclays Capital Inc.01N04263 Purchase 102.14 Barclays Capital Inc.02R04043 Purchase 101.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04261 Purchase 102.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04063 Purchase 100.44 Citigroup Global Markets Inc.01F04061 Purchase 101.28 Credit Suisse Securities (USA) LLC02R04043 Purchase 101.22 Credit Suisse Securities (USA) LLC02R04043 Purchase 101.30 Credit Suisse Securities (USA) LLC02R04262 Purchase 102.16 Credit Suisse Securities (USA) LLC01F06062 Purchase 103.75 Deutsche Bank Securities Inc.

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01F04062 Purchase 100.88 J.P. Morgan Securities LLC01F04043 Purchase 101.45 Morgan Stanley & Co. Incorporated02R04262 Purchase 101.98 Morgan Stanley & Co. Incorporated02R04262 Purchase 102.11 Morgan Stanley & Co. Incorporated02R05062 Purchase 102.93 Morgan Stanley & Co. Incorporated02R04262 Purchase 102.16 UBS Securities LLC02R04043 Purchase 101.22 Barclays Capital Inc.02R04262 Purchase 102.08 Barclays Capital Inc.01F04062 Purchase 100.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04263 Purchase 101.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04062 Purchase 100.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04262 Purchase 101.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05062 Purchase 102.80 BNP Paribas Securities Corp.02R04043 Purchase 101.36 Citigroup Global Markets Inc.01F04062 Purchase 100.80 Credit Suisse Securities (USA) LLC01N04263 Purchase 101.95 Credit Suisse Securities (USA) LLC02R04043 Purchase 101.25 Credit Suisse Securities (USA) LLC02R04062 Purchase 100.78 Credit Suisse Securities (USA) LLC02R04262 Purchase 101.92 Credit Suisse Securities (USA) LLC02R04262 Purchase 102.06 Credit Suisse Securities (USA) LLC02R04262 Purchase 102.08 Credit Suisse Securities (USA) LLC02R05062 Purchase 102.90 Credit Suisse Securities (USA) LLC02R05062 Purchase 102.91 Credit Suisse Securities (USA) LLC02R05062 Purchase 102.88 Credit Suisse Securities (USA) LLC02R04062 Purchase 100.56 Deutsche Bank Securities Inc.02R04262 Purchase 102.07 J.P. Morgan Securities LLC02R04043 Purchase 101.34 Morgan Stanley & Co. Incorporated02R04043 Purchase 101.25 Morgan Stanley & Co. Incorporated02R04062 Purchase 100.82 Barclays Capital Inc.02R04262 Purchase 102.13 Barclays Capital Inc.02R04063 Purchase 100.33 BNP Paribas Securities Corp.02R04262 Purchase 102.04 BNP Paribas Securities Corp.02R04262 Purchase 102.07 BNP Paribas Securities Corp.02R04262 Purchase 102.11 Citigroup Global Markets Inc.02R04262 Purchase 102.02 Citigroup Global Markets Inc.02R04063 Purchase 100.44 Credit Suisse Securities (USA) LLC02R04262 Purchase 101.98 Credit Suisse Securities (USA) LLC02R04263 Purchase 101.83 Credit Suisse Securities (USA) LLC02R04062 Purchase 100.83 Deutsche Bank Securities Inc.02R04262 Purchase 102.03 Deutsche Bank Securities Inc.02R05062 Purchase 102.89 Deutsche Bank Securities Inc.02R04263 Purchase 101.76 Goldman, Sachs & Co.01F04063 Purchase 100.50 J.P. Morgan Securities LLC02R04063 Purchase 100.46 J.P. Morgan Securities LLC02R04262 Purchase 102.01 J.P. Morgan Securities LLC02R04263 Purchase 101.85 J.P. Morgan Securities LLC02R04042 Purchase 101.64 Morgan Stanley & Co. Incorporated02R04263 Purchase 101.82 Morgan Stanley & Co. Incorporated02R04263 Purchase 101.83 RBS Securities Inc.02R04262 Purchase 102.09 UBS Securities LLC01F04043 Purchase 101.44 Barclays Capital Inc.01F04064 Purchase 100.12 Barclays Capital Inc.01N04063 Purchase 100.67 Barclays Capital Inc.

Page 194: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N04263 Purchase 101.81 Barclays Capital Inc.01N04263 Purchase 101.88 Barclays Capital Inc.01N04263 Purchase 101.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05262 Purchase 103.34 BNP Paribas Securities Corp.02R05262 Purchase 103.39 BNP Paribas Securities Corp.01N04263 Purchase 101.83 Citigroup Global Markets Inc.01F04043 Purchase 101.46 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.28 Credit Suisse Securities (USA) LLC02R04043 Purchase 101.47 Credit Suisse Securities (USA) LLC02R05262 Purchase 103.36 Credit Suisse Securities (USA) LLC01N04263 Purchase 101.91 Deutsche Bank Securities Inc.02R05062 Purchase 102.88 Deutsche Bank Securities Inc.02R05062 Purchase 102.90 Deutsche Bank Securities Inc.02R05062 Purchase 102.91 Deutsche Bank Securities Inc.01F04064 Purchase 100.28 J.P. Morgan Securities LLC01F06062 Purchase 103.96 J.P. Morgan Securities LLC01F06062 Purchase 103.82 J.P. Morgan Securities LLC02R04262 Purchase 102.21 J.P. Morgan Securities LLC02R06062 Purchase 104.05 J.P. Morgan Securities LLC01F04043 Purchase 101.45 UBS Securities LLC01F04063 Purchase 100.40 Barclays Capital Inc.02R05062 Purchase 102.83 Barclays Capital Inc.3128K8ZL Purchase 102.95 Barclays Capital Inc.01F04263 Purchase 101.70 Citigroup Global Markets Inc.01F05262 Purchase 103.27 Citigroup Global Markets Inc.01F05262 Purchase 103.37 Citigroup Global Markets Inc.01F05262 Purchase 103.22 Citigroup Global Markets Inc.02R04063 Purchase 100.61 Cantor Fitzgerald & Co.01F04242 Purchase 102.55 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.68 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.75 Credit Suisse Securities (USA) LLC01F05062 Purchase 102.92 Credit Suisse Securities (USA) LLC01F05062 Purchase 102.92 Credit Suisse Securities (USA) LLC01F05062 Purchase 102.91 Credit Suisse Securities (USA) LLC31416BVF Purchase 103.50 Credit Suisse Securities (USA) LLC01F04262 Purchase 102.03 Deutsche Bank Securities Inc.01F06062 Purchase 103.75 Deutsche Bank Securities Inc.01F04262 Purchase 102.01 J.P. Morgan Securities LLC01F05062 Purchase 102.93 J.P. Morgan Securities LLC02R04262 Purchase 101.95 J.P. Morgan Securities LLC01F04242 Purchase 102.52 Morgan Stanley & Co. Incorporated01F05262 Purchase 103.25 Morgan Stanley & Co. Incorporated01F05262 Purchase 103.26 Morgan Stanley & Co. Incorporated02R04262 Purchase 102.13 UBS Securities LLC01N06061 Purchase 103.94 Barclays Capital Inc.31402C4G Purchase 103.50 Barclays Capital Inc.01F05262 Purchase 103.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04263 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 103.11 Citigroup Global Markets Inc.01F06062 Purchase 103.69 Citigroup Global Markets Inc.01F04044 Purchase 100.77 Credit Suisse Securities (USA) LLC01F05261 Purchase 103.63 Credit Suisse Securities (USA) LLC

Page 195: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04263 Purchase 101.22 Credit Suisse Securities (USA) LLC01F06062 Purchase 103.67 Deutsche Bank Securities Inc.01F05261 Purchase 103.74 J.P. Morgan Securities LLC01F05262 Purchase 103.18 J.P. Morgan Securities LLC01N04263 Purchase 101.44 J.P. Morgan Securities LLC01N04064 Purchase 99.38 Barclays Capital Inc.01N04264 Purchase 100.64 Barclays Capital Inc.02R05042 Purchase 102.65 Barclays Capital Inc.02R05062 Purchase 102.35 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05062 Purchase 102.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05242 Purchase 103.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 100.72 Citigroup Global Markets Inc.01N04264 Purchase 100.67 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.72 Credit Suisse Securities (USA) LLC02R05062 Purchase 102.34 Deutsche Bank Securities Inc.01F05262 Purchase 103.17 J.P. Morgan Securities LLC01F05262 Purchase 103.09 J.P. Morgan Securities LLC02R04264 Purchase 100.70 J.P. Morgan Securities LLC02R04242 Purchase 102.15 Morgan Stanley & Co. Incorporated02R05242 Purchase 103.28 Morgan Stanley & Co. Incorporated01N04264 Purchase 100.68 RBS Securities Inc.01F04243 Purchase 101.63 Barclays Capital Inc.01N04264 Purchase 100.58 Barclays Capital Inc.31416BL6 Purchase 103.07 Barclays Capital Inc.01F04242 Purchase 102.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Purchase 102.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05262 Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05262 Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04063 Purchase 99.31 Citigroup Global Markets Inc.01F05062 Purchase 102.13 Citigroup Global Markets Inc.02R04263 Purchase 100.66 Citigroup Global Markets Inc.31416BKN Purchase 103.08 Citigroup Global Markets Inc.02R04063 Purchase 99.23 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.97 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.62 Credit Suisse Securities (USA) LLC02R05062 Purchase 102.16 Credit Suisse Securities (USA) LLC01F04063 Purchase 99.31 Deutsche Bank Securities Inc.01F05262 Purchase 102.80 Deutsche Bank Securities Inc.01F06062 Purchase 103.39 Deutsche Bank Securities Inc.02R05062 Purchase 102.20 Deutsche Bank Securities Inc.02R05062 Purchase 102.21 Deutsche Bank Securities Inc.01F05062 Purchase 102.20 J.P. Morgan Securities LLC01F05262 Purchase 102.76 J.P. Morgan Securities LLC01F05262 Purchase 102.86 J.P. Morgan Securities LLC02R05262 Purchase 102.79 J.P. Morgan Securities LLC01F04242 Purchase 101.98 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.73 Morgan Stanley & Co. Incorporated01F05062 Purchase 102.34 Morgan Stanley & Co. Incorporated02R05262 Purchase 102.73 Morgan Stanley & Co. Incorporated02R05262 Purchase 102.73 RBS Securities Inc.31416BL6 Purchase 103.04 UBS Securities LLC01F05262 Purchase 102.81 Barclays Capital Inc.01F05062 Purchase 102.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated

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3128K5WY Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128LXH7 Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128LXJN Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128M47B Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128M4BY Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128MJBE Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128MJBW Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128MJDE Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated312930GE Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297L4R Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297L7M Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297LSM Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297MUQ Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297NQB Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297QNT Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297QRJ Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297QRV Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297QSQ Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297RAN Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297RRT Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31297V3L Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated31371L4Q Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31371L6G Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31371MMG Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31376KL5 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31376KMJ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402RR9 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31403CXQ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31403CY7 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31403DDX Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405AHF Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406EDM Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406EV4 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406GYX Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406J2L Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406LYC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406M4Z Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406NYG Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406XR6 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406XTH Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407AW2 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407CRE Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407EJQ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407FLC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407K4B Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407NYK Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407SEG Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407SPQ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407UAL Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407XNC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31407YXT Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31408BQL Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31410F2H Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated

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31410FYE Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31410GRN Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31410GZC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated31410KHL Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated36241KVC Purchase 102.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 102.83 BNP Paribas Securities Corp.01F06262 Purchase 104.22 BNP Paribas Securities Corp.01F05262 Purchase 102.61 Citigroup Global Markets Inc.01N05262 Purchase 102.77 Citigroup Global Markets Inc.01F05262 Purchase 102.66 Credit Suisse Securities (USA) LLC02R05262 Purchase 102.59 Credit Suisse Securities (USA) LLC31371KWH Purchase 103.22 Credit Suisse Securities (USA) LLC31371L2M Purchase 103.22 Credit Suisse Securities (USA) LLC31371L4Q Purchase 103.22 Credit Suisse Securities (USA) LLC31371LJS Purchase 103.22 Credit Suisse Securities (USA) LLC31371MAF Purchase 103.22 Credit Suisse Securities (USA) LLC31371MAF Purchase 103.22 Credit Suisse Securities (USA) LLC31371MGG Purchase 103.22 Credit Suisse Securities (USA) LLC31376KL5 Purchase 103.22 Credit Suisse Securities (USA) LLC31376KNN Purchase 103.22 Credit Suisse Securities (USA) LLC31391DGM Purchase 103.22 Credit Suisse Securities (USA) LLC31391XRR Purchase 103.22 Credit Suisse Securities (USA) LLC31402C4H Purchase 103.22 Credit Suisse Securities (USA) LLC31402CVN Purchase 103.22 Credit Suisse Securities (USA) LLC31402CVQ Purchase 103.22 Credit Suisse Securities (USA) LLC31402DDT Purchase 103.22 Credit Suisse Securities (USA) LLC31402QYV Purchase 103.22 Credit Suisse Securities (USA) LLC31402RAM Purchase 103.22 Credit Suisse Securities (USA) LLC31402RR9 Purchase 103.22 Credit Suisse Securities (USA) LLC31402RRP Purchase 103.22 Credit Suisse Securities (USA) LLC31403DD9 Purchase 103.22 Credit Suisse Securities (USA) LLC31403DUK Purchase 103.22 Credit Suisse Securities (USA) LLC31403DUK Purchase 103.22 Credit Suisse Securities (USA) LLC31403DYQ Purchase 103.22 Credit Suisse Securities (USA) LLC31405E5N Purchase 103.22 Credit Suisse Securities (USA) LLC31405SAL Purchase 103.22 Credit Suisse Securities (USA) LLC31405SCN Purchase 103.22 Credit Suisse Securities (USA) LLC31405SK2 Purchase 103.22 Credit Suisse Securities (USA) LLC31405XVM Purchase 103.22 Credit Suisse Securities (USA) LLC31406ABU Purchase 103.22 Credit Suisse Securities (USA) LLC31406FCX Purchase 103.22 Credit Suisse Securities (USA) LLC31406J2G Purchase 103.22 Credit Suisse Securities (USA) LLC31406LCB Purchase 103.22 Credit Suisse Securities (USA) LLC31406MCD Purchase 103.22 Credit Suisse Securities (USA) LLC31406MYY Purchase 103.22 Credit Suisse Securities (USA) LLC31406N4B Purchase 103.22 Credit Suisse Securities (USA) LLC31406NFE Purchase 103.22 Credit Suisse Securities (USA) LLC31406PY2 Purchase 103.22 Credit Suisse Securities (USA) LLC31406PZ9 Purchase 103.22 Credit Suisse Securities (USA) LLC31406TQU Purchase 103.22 Credit Suisse Securities (USA) LLC31406UJK Purchase 103.22 Credit Suisse Securities (USA) LLC31406VRD Purchase 103.22 Credit Suisse Securities (USA) LLC31406YNT Purchase 103.22 Credit Suisse Securities (USA) LLC

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31406YV9 Purchase 103.22 Credit Suisse Securities (USA) LLC31407AA8 Purchase 103.22 Credit Suisse Securities (USA) LLC31407AE5 Purchase 103.22 Credit Suisse Securities (USA) LLC31407BGT Purchase 103.22 Credit Suisse Securities (USA) LLC31407BUX Purchase 103.22 Credit Suisse Securities (USA) LLC31407CKC Purchase 103.22 Credit Suisse Securities (USA) LLC31407CUX Purchase 103.22 Credit Suisse Securities (USA) LLC31407CVY Purchase 103.22 Credit Suisse Securities (USA) LLC31407CWW Purchase 103.22 Credit Suisse Securities (USA) LLC31407EKJ Purchase 103.22 Credit Suisse Securities (USA) LLC31407EZV Purchase 103.22 Credit Suisse Securities (USA) LLC31407F5M Purchase 103.22 Credit Suisse Securities (USA) LLC31407FD6 Purchase 103.22 Credit Suisse Securities (USA) LLC31407FG9 Purchase 103.22 Credit Suisse Securities (USA) LLC31407G3M Purchase 103.22 Credit Suisse Securities (USA) LLC31407HFS Purchase 103.22 Credit Suisse Securities (USA) LLC31407J5T Purchase 103.22 Credit Suisse Securities (USA) LLC31407L6R Purchase 103.22 Credit Suisse Securities (USA) LLC31407LH4 Purchase 103.22 Credit Suisse Securities (USA) LLC31407MJA Purchase 103.22 Credit Suisse Securities (USA) LLC31407MZ4 Purchase 103.22 Credit Suisse Securities (USA) LLC31407PN6 Purchase 103.22 Credit Suisse Securities (USA) LLC31407PS3 Purchase 103.22 Credit Suisse Securities (USA) LLC31407SMV Purchase 103.22 Credit Suisse Securities (USA) LLC31407VLB Purchase 103.22 Credit Suisse Securities (USA) LLC31408DQB Purchase 103.22 Credit Suisse Securities (USA) LLC31410FSL Purchase 103.22 Credit Suisse Securities (USA) LLC31410FUQ Purchase 103.22 Credit Suisse Securities (USA) LLC31410FX6 Purchase 103.22 Credit Suisse Securities (USA) LLC31410GCS Purchase 103.22 Credit Suisse Securities (USA) LLC31410GHL Purchase 103.22 Credit Suisse Securities (USA) LLC31410GQ6 Purchase 103.22 Credit Suisse Securities (USA) LLC31410KK9 Purchase 103.22 Credit Suisse Securities (USA) LLC31415P6P Purchase 103.22 Credit Suisse Securities (USA) LLC31416BLC Purchase 103.22 Credit Suisse Securities (USA) LLC31416BLD Purchase 103.22 Credit Suisse Securities (USA) LLC31416BN6 Purchase 103.22 Credit Suisse Securities (USA) LLC31416BVD Purchase 103.22 Credit Suisse Securities (USA) LLC02R05062 Purchase 101.93 Deutsche Bank Securities Inc.31371LCE Purchase 103.04 J.P. Morgan Securities LLC31376J7L Purchase 103.04 J.P. Morgan Securities LLC31376KHQ Purchase 103.04 J.P. Morgan Securities LLC31385XJ5 Purchase 103.04 J.P. Morgan Securities LLC31385XJL Purchase 103.04 J.P. Morgan Securities LLC31389MYT Purchase 103.04 J.P. Morgan Securities LLC31390WNV Purchase 103.04 J.P. Morgan Securities LLC31400CQP Purchase 103.04 J.P. Morgan Securities LLC31400G2W Purchase 103.04 J.P. Morgan Securities LLC31400G2Y Purchase 103.04 J.P. Morgan Securities LLC31400JLR Purchase 103.04 J.P. Morgan Securities LLC31400JP8 Purchase 103.04 J.P. Morgan Securities LLC31400KA7 Purchase 103.04 J.P. Morgan Securities LLC31400KJW Purchase 103.04 J.P. Morgan Securities LLC

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31400LB8 Purchase 103.04 J.P. Morgan Securities LLC31400VZR Purchase 103.04 J.P. Morgan Securities LLC31400WLL Purchase 103.04 J.P. Morgan Securities LLC31401ARY Purchase 103.04 J.P. Morgan Securities LLC31401ASM Purchase 103.04 J.P. Morgan Securities LLC31401CKR Purchase 103.04 J.P. Morgan Securities LLC31401CYG Purchase 103.04 J.P. Morgan Securities LLC31401H2H Purchase 103.04 J.P. Morgan Securities LLC31401HES Purchase 103.04 J.P. Morgan Securities LLC31401HFB Purchase 103.04 J.P. Morgan Securities LLC31401HFT Purchase 103.04 J.P. Morgan Securities LLC31401HGG Purchase 103.04 J.P. Morgan Securities LLC31401HGV Purchase 103.04 J.P. Morgan Securities LLC31401HLP Purchase 103.04 J.P. Morgan Securities LLC31401HQ7 Purchase 103.04 J.P. Morgan Securities LLC31401HSY Purchase 103.04 J.P. Morgan Securities LLC31401HTV Purchase 103.04 J.P. Morgan Securities LLC31401HUX Purchase 103.04 J.P. Morgan Securities LLC31401HV4 Purchase 103.04 J.P. Morgan Securities LLC31401J5B Purchase 103.04 J.P. Morgan Securities LLC31401J5W Purchase 103.04 J.P. Morgan Securities LLC31401J6X Purchase 103.04 J.P. Morgan Securities LLC31401JND Purchase 103.04 J.P. Morgan Securities LLC31401JNR Purchase 103.04 J.P. Morgan Securities LLC31401JNS Purchase 103.04 J.P. Morgan Securities LLC31401JNZ Purchase 103.04 J.P. Morgan Securities LLC31401JPZ Purchase 103.04 J.P. Morgan Securities LLC31401JQF Purchase 103.04 J.P. Morgan Securities LLC31401JQU Purchase 103.04 J.P. Morgan Securities LLC31401JRB Purchase 103.04 J.P. Morgan Securities LLC31401JRW Purchase 103.04 J.P. Morgan Securities LLC31401K2B Purchase 103.04 J.P. Morgan Securities LLC31401KA3 Purchase 103.04 J.P. Morgan Securities LLC31401LDR Purchase 103.04 J.P. Morgan Securities LLC31401LDV Purchase 103.04 J.P. Morgan Securities LLC31401LGZ Purchase 103.04 J.P. Morgan Securities LLC31401LPW Purchase 103.04 J.P. Morgan Securities LLC31401LSC Purchase 103.04 J.P. Morgan Securities LLC31401MGD Purchase 103.04 J.P. Morgan Securities LLC31401MHK Purchase 103.04 J.P. Morgan Securities LLC31401MUY Purchase 103.04 J.P. Morgan Securities LLC31401NZ3 Purchase 103.04 J.P. Morgan Securities LLC31401PDK Purchase 103.04 J.P. Morgan Securities LLC31401PFC Purchase 103.04 J.P. Morgan Securities LLC31401PFL Purchase 103.04 J.P. Morgan Securities LLC31401PFQ Purchase 103.04 J.P. Morgan Securities LLC31401V5T Purchase 103.04 J.P. Morgan Securities LLC31401WC5 Purchase 103.04 J.P. Morgan Securities LLC31401WCG Purchase 103.04 J.P. Morgan Securities LLC31401WCR Purchase 103.04 J.P. Morgan Securities LLC31401WPU Purchase 103.04 J.P. Morgan Securities LLC31401WRJ Purchase 103.04 J.P. Morgan Securities LLC31401WRK Purchase 103.04 J.P. Morgan Securities LLC

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31401Y2Q Purchase 103.04 J.P. Morgan Securities LLC31402AQW Purchase 103.04 J.P. Morgan Securities LLC31402BEH Purchase 103.04 J.P. Morgan Securities LLC31402BEJ Purchase 103.04 J.P. Morgan Securities LLC31402C4H Purchase 103.04 J.P. Morgan Securities LLC31402C4H Purchase 103.04 J.P. Morgan Securities LLC31402C5H Purchase 103.04 J.P. Morgan Securities LLC31402CGN Purchase 103.04 J.P. Morgan Securities LLC31402DDR Purchase 103.04 J.P. Morgan Securities LLC31402DV9 Purchase 103.04 J.P. Morgan Securities LLC31402DXM Purchase 103.04 J.P. Morgan Securities LLC31402E2E Purchase 103.04 J.P. Morgan Securities LLC31402HQ6 Purchase 103.04 J.P. Morgan Securities LLC31402HQZ Purchase 103.04 J.P. Morgan Securities LLC31402KMC Purchase 103.04 J.P. Morgan Securities LLC31402R4S Purchase 103.04 J.P. Morgan Securities LLC31402V4F Purchase 103.04 J.P. Morgan Securities LLC31402VM6 Purchase 103.04 J.P. Morgan Securities LLC31402XLA Purchase 103.04 J.P. Morgan Securities LLC31403KX5 Purchase 103.04 J.P. Morgan Securities LLC31404EUF Purchase 103.04 J.P. Morgan Securities LLC31404NCG Purchase 103.04 J.P. Morgan Securities LLC31404XTS Purchase 103.04 J.P. Morgan Securities LLC31405AX3 Purchase 103.04 J.P. Morgan Securities LLC31405QUP Purchase 103.04 J.P. Morgan Securities LLC31405XRC Purchase 103.04 J.P. Morgan Securities LLC31405YTY Purchase 103.04 J.P. Morgan Securities LLC31406AB2 Purchase 103.04 J.P. Morgan Securities LLC31406ABY Purchase 103.04 J.P. Morgan Securities LLC31406BWH Purchase 103.04 J.P. Morgan Securities LLC31406ET8 Purchase 103.04 J.P. Morgan Securities LLC31406EVK Purchase 103.04 J.P. Morgan Securities LLC31406EZT Purchase 103.04 J.P. Morgan Securities LLC31406FU3 Purchase 103.04 J.P. Morgan Securities LLC31406FX3 Purchase 103.04 J.P. Morgan Securities LLC31406GCU Purchase 103.04 J.P. Morgan Securities LLC31406GPT Purchase 103.04 J.P. Morgan Securities LLC31406HMV Purchase 103.04 J.P. Morgan Securities LLC31406K4D Purchase 103.04 J.P. Morgan Securities LLC31406LCB Purchase 103.04 J.P. Morgan Securities LLC31410GPA Purchase 103.04 J.P. Morgan Securities LLC31410GQ6 Purchase 103.04 J.P. Morgan Securities LLC31410GQ6 Purchase 103.04 J.P. Morgan Securities LLC31410KX7 Purchase 103.04 J.P. Morgan Securities LLC31410VPY Purchase 103.04 J.P. Morgan Securities LLC31416BN5 Purchase 103.04 J.P. Morgan Securities LLC31416JF2 Purchase 103.04 J.P. Morgan Securities LLC31416JNQ Purchase 103.04 J.P. Morgan Securities LLC31416JNR Purchase 103.04 J.P. Morgan Securities LLC02R05062 Purchase 101.98 Morgan Stanley & Co. Incorporated01F04243 Purchase 101.77 Barclays Capital Inc.01F05262 Purchase 102.75 Barclays Capital Inc.01N05062 Purchase 102.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated

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01F04243 Purchase 101.61 Citigroup Global Markets Inc.01F06062 Purchase 103.35 Citigroup Global Markets Inc.01N05062 Purchase 102.43 Credit Suisse Securities (USA) LLC02R05062 Purchase 102.02 Deutsche Bank Securities Inc.01F06062 Purchase 103.36 J.P. Morgan Securities LLC01F05262 Purchase 102.73 Morgan Stanley & Co. Incorporated02R05262 Purchase 102.53 UBS Securities LLC01N05064 Purchase 101.48 Barclays Capital Inc.02R05062 Purchase 102.02 Barclays Capital Inc.21H05064 Purchase 101.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05064 Purchase 101.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128M6YJ Purchase 102.05 Citigroup Global Markets Inc.31403DSJ Purchase 102.73 Citigroup Global Markets Inc.31410FYQ Purchase 102.70 Citigroup Global Markets Inc.31410KYF Purchase 102.72 Citigroup Global Markets Inc.01N05064 Purchase 101.48 Credit Suisse Securities (USA) LLC01N05064 Purchase 101.52 Deutsche Bank Securities Inc.01F06264 Purchase 103.59 J.P. Morgan Securities LLC01F06264 Purchase 103.59 J.P. Morgan Securities LLC3128K82A Purchase 102.23 Barclays Capital Inc.01F05262 Purchase 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04264 Purchase 100.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05262 Purchase 102.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128M6YJ Purchase 102.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402RFT Purchase 102.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated36202EVP Purchase 103.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 100.76 Citigroup Global Markets Inc.01N04264 Purchase 100.59 Citigroup Global Markets Inc.01N05062 Purchase 102.38 Citigroup Global Markets Inc.01N05263 Purchase 102.56 Citigroup Global Markets Inc.02R05062 Purchase 102.09 Citigroup Global Markets Inc.01F05262 Purchase 102.69 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.80 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.78 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.70 Credit Suisse Securities (USA) LLC01N04264 Purchase 100.64 Credit Suisse Securities (USA) LLC02R05262 Purchase 102.69 Deutsche Bank Securities Inc.01F05062 Purchase 102.28 Goldman, Sachs & Co.01N04264 Purchase 100.64 J.P. Morgan Securities LLC02R04062 Purchase 99.86 J.P. Morgan Securities LLC01F05062 Purchase 102.23 Morgan Stanley & Co. Incorporated01F05262 Purchase 102.77 Morgan Stanley & Co. Incorporated01F05062 Purchase 102.28 UBS Securities LLC01F04054 Purchase 99.92 Barclays Capital Inc.01N04264 Purchase 100.45 Barclays Capital Inc.02R04043 Purchase 100.70 Barclays Capital Inc.02R04264 Purchase 100.46 Barclays Capital Inc.02R04264 Purchase 100.50 Barclays Capital Inc.02R04264 Purchase 100.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 100.75 BNP Paribas Securities Corp.02R04264 Purchase 100.47 Citigroup Global Markets Inc.01N04264 Purchase 100.43 Credit Suisse Securities (USA) LLC01N04264 Purchase 100.46 Credit Suisse Securities (USA) LLC

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01N04264 Purchase 100.48 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.50 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.73 Deutsche Bank Securities Inc.02R04264 Purchase 100.75 Deutsche Bank Securities Inc.02R05062 Purchase 101.97 Deutsche Bank Securities Inc.02R04264 Purchase 100.64 J.P. Morgan Securities LLC02R04264 Purchase 100.46 RBS Securities Inc.02R04264 Purchase 100.72 UBS Securities LLC01N06062 Purchase 102.98 Barclays Capital Inc.01F05062 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06062 Purchase 103.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated31371HEZ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31371LWT Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31381BD8 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31381BDQ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31385XTY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31388WXC Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31390XPY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31390YXS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31391JAN Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31391JWJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31391TWW Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31391UPQ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31400BRJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402BEJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402C4G Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402C4H Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402DJS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402DP7 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402QSZ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402QWA Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31403DDR Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31404M2D Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31404R4Q Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31404TRU Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31404YC8 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405AYA Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405BFZ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405DXS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405ESD Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405EVY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405G6B Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405KQK Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405MCJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405MDY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405PNR Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405QLQ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405QRS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405QTM Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31405WUU Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406BCY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406ELL Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated

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31406H4C Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31406TFW Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31410GQ6 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31412NP4 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31416BLD Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated31416BN5 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 102.34 Citigroup Global Markets Inc.01F05262 Purchase 102.44 Citigroup Global Markets Inc.01F05262 Purchase 102.42 Citigroup Global Markets Inc.01F06062 Purchase 103.08 Citigroup Global Markets Inc.01N04264 Purchase 100.13 Citigroup Global Markets Inc.01F04264 Purchase 100.25 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.59 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.50 Credit Suisse Securities (USA) LLC01F06062 Purchase 103.22 Credit Suisse Securities (USA) LLC01F06062 Purchase 103.22 Credit Suisse Securities (USA) LLC01F06062 Purchase 103.26 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.47 Deutsche Bank Securities Inc.01F05062 Purchase 101.99 Goldman, Sachs & Co.01F05262 Purchase 102.50 Goldman, Sachs & Co.01F05262 Purchase 102.19 Morgan Stanley & Co. Incorporated01F05262 Purchase 102.52 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.02 Barclays Capital Inc.02R04264 Purchase 99.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Purchase 98.52 BNP Paribas Securities Corp.02R04264 Purchase 100.00 BNP Paribas Securities Corp.02R04264 Purchase 99.94 Citigroup Global Markets Inc.02R04264 Purchase 99.81 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.86 J.P. Morgan Securities LLC02R04264 Purchase 99.85 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.00 Morgan Stanley & Co. Incorporated02R04264 Purchase 99.88 UBS Securities LLC02R04264 Purchase 99.94 UBS Securities LLC3128M6YJ Purchase 101.67 Barclays Capital Inc.31403DDX Purchase 102.66 Barclays Capital Inc.01F04243 Purchase 101.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04243 Purchase 101.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated31403DBD Purchase 101.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Purchase 101.93 Citigroup Global Markets Inc.01F05262 Purchase 102.50 Citigroup Global Markets Inc.21H04263 Purchase 100.34 Citigroup Global Markets Inc.21H04263 Purchase 100.39 Citigroup Global Markets Inc.01F04243 Purchase 101.26 Credit Suisse Securities (USA) LLC01N04264 Purchase 100.09 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.43 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.38 Deutsche Bank Securities Inc.02R05062 Purchase 101.76 Deutsche Bank Securities Inc.02R05062 Purchase 101.83 Deutsche Bank Securities Inc.01F05262 Purchase 102.55 Goldman, Sachs & Co.01N04264 Purchase 100.03 J.P. Morgan Securities LLC01F04243 Purchase 101.34 Morgan Stanley & Co. Incorporated3128M7D7 Purchase 102.52 RBS Securities Inc.

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01F06062 Purchase 103.15 UBS Securities LLC02R04064 Purchase 98.40 Barclays Capital Inc.02R04252 Purchase 100.67 Barclays Capital Inc.02R04262 Purchase 100.74 Barclays Capital Inc.01F04053 Purchase 99.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04264 Purchase 100.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04044 Purchase 99.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04264 Purchase 99.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04264 Purchase 99.93 Citigroup Global Markets Inc.02R04062 Purchase 99.12 Citigroup Global Markets Inc.02R04262 Purchase 100.59 Citigroup Global Markets Inc.01F04052 Purchase 99.52 Credit Suisse Securities (USA) LLC02R04043 Purchase 99.95 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.84 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.50 Deutsche Bank Securities Inc.01F06062 Purchase 103.07 J.P. Morgan Securities LLC02R04262 Purchase 100.56 J.P. Morgan Securities LLC02R06062 Purchase 103.38 J.P. Morgan Securities LLC31371NLF Purchase 104.24 J.P. Morgan Securities LLC01F06062 Purchase 103.17 Morgan Stanley & Co. Incorporated01F06062 Purchase 103.06 Morgan Stanley & Co. Incorporated01F06062 Purchase 103.11 Morgan Stanley & Co. Incorporated02R04242 Purchase 101.44 Morgan Stanley & Co. Incorporated02R06062 Purchase 103.46 Morgan Stanley & Co. Incorporated02R06062 Purchase 103.46 Morgan Stanley & Co. Incorporated02R05262 Purchase 102.29 RBS Securities Inc.02R04044 Purchase 99.74 UBS Securities LLC02R04262 Purchase 100.36 Barclays Capital Inc.02R04262 Purchase 100.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05262 Purchase 102.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128M6YJ Purchase 101.44 Citigroup Global Markets Inc.02R05262 Purchase 102.13 Cantor Fitzgerald & Co.01F06262 Purchase 104.39 Credit Suisse Securities (USA) LLC01F06262 Purchase 104.49 Credit Suisse Securities (USA) LLC01F06262 Purchase 103.14 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.34 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.32 Credit Suisse Securities (USA) LLC31410FZ9 Purchase 103.11 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.48 Deutsche Bank Securities Inc.02R04262 Purchase 100.45 Morgan Stanley & Co. Incorporated02R04262 Purchase 100.43 UBS Securities LLC01F05262 Purchase 102.26 Barclays Capital Inc.01F06062 Purchase 102.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402RAB Purchase 101.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 102.25 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.30 Credit Suisse Securities (USA) LLC01F06062 Purchase 103.02 Goldman, Sachs & Co.01F05262 Purchase 102.25 Morgan Stanley & Co. Incorporated01F05262 Purchase 102.34 Morgan Stanley & Co. Incorporated31410KFG Purchase 102.43 Morgan Stanley & Co. Incorporated31415PZJ Purchase 102.43 Morgan Stanley & Co. Incorporated31415PZK Purchase 102.43 Morgan Stanley & Co. Incorporated31297T3S Purchase 101.59 RBS Securities Inc.

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31297TBJ Purchase 101.59 RBS Securities Inc.01F05262 Purchase 102.22 UBS Securities LLC02R04063 Purchase 98.49 Barclays Capital Inc.02R04063 Purchase 98.11 Barclays Capital Inc.02R04263 Purchase 100.15 Barclays Capital Inc.02R04263 Purchase 100.21 Barclays Capital Inc.02R04063 Purchase 98.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04063 Purchase 98.47 BNP Paribas Securities Corp.02R04263 Purchase 100.00 BNP Paribas Securities Corp.02R04263 Purchase 100.19 BNP Paribas Securities Corp.02R04062 Purchase 98.46 Citigroup Global Markets Inc.02R04063 Purchase 98.19 Citigroup Global Markets Inc.02R04063 Purchase 98.47 Citigroup Global Markets Inc.02R04063 Purchase 98.47 Citigroup Global Markets Inc.02R04062 Purchase 98.52 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.19 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.24 Credit Suisse Securities (USA) LLC02R04063 Purchase 98.34 Deutsche Bank Securities Inc.02R04063 Purchase 98.52 Deutsche Bank Securities Inc.02R04263 Purchase 100.07 J.P. Morgan Securities LLC02R04263 Purchase 100.14 J.P. Morgan Securities LLC02R04263 Purchase 100.13 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.20 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.21 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.17 RBS Securities Inc.02R04263 Purchase 100.18 RBS Securities Inc.02R04263 Purchase 100.13 UBS Securities LLC01F05262 Purchase 102.36 Barclays Capital Inc.01N05262 Purchase 102.45 Barclays Capital Inc.01N05262 Purchase 102.44 Barclays Capital Inc.01N05262 Purchase 102.56 Barclays Capital Inc.01N05262 Purchase 102.42 Barclays Capital Inc.01F05062 Purchase 101.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Purchase 101.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Purchase 101.66 BNP Paribas Securities Corp.01F05062 Purchase 101.95 BNP Paribas Securities Corp.01F04062 Purchase 98.88 Citigroup Global Markets Inc.01F05062 Purchase 101.80 Citigroup Global Markets Inc.01F05262 Purchase 102.23 Citigroup Global Markets Inc.01F05262 Purchase 102.24 Citigroup Global Markets Inc.01F05262 Purchase 102.23 Citigroup Global Markets Inc.01F05262 Purchase 102.50 Credit Suisse Securities (USA) LLC02R05062 Purchase 101.63 Credit Suisse Securities (USA) LLC01F05262 Purchase 102.34 Deutsche Bank Securities Inc.01F05262 Purchase 102.27 Morgan Stanley & Co. Incorporated01F05062 Purchase 101.63 UBS Securities LLC02R04063 Purchase 99.09 Barclays Capital Inc.02R04063 Purchase 99.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04063 Purchase 99.12 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04063 Purchase 99.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated

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02R04063 Purchase 99.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05263 Purchase 102.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.65 BNP Paribas Securities Corp.02R05263 Purchase 102.31 BNP Paribas Securities Corp.02R05063 Purchase 101.87 Citigroup Global Markets Inc.02R04263 Purchase 100.69 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.76 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.66 Deutsche Bank Securities Inc.02R04263 Purchase 100.83 Deutsche Bank Securities Inc.02R04263 Purchase 101.04 Goldman, Sachs & Co.02R04063 Purchase 99.08 J.P. Morgan Securities LLC02R04063 Purchase 99.22 J.P. Morgan Securities LLC02R04263 Purchase 100.74 J.P. Morgan Securities LLC02R04263 Purchase 100.73 Morgan Stanley & Co. Incorporated02R05063 Purchase 101.70 Morgan Stanley & Co. Incorporated02R05263 Purchase 102.30 Morgan Stanley & Co. Incorporated02R04063 Purchase 99.13 RBS Securities Inc.02R04263 Purchase 100.83 RBS Securities Inc.02R04063 Purchase 99.50 UBS Securities LLC02R05063 Purchase 101.63 UBS Securities LLC02R04263 Purchase 100.88 Barclays Capital Inc.02R04263 Purchase 101.09 Barclays Capital Inc.02R04063 Purchase 99.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 101.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04264 Purchase 100.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 101.06 BNP Paribas Securities Corp.02R04263 Purchase 101.09 BNP Paribas Securities Corp.02R04263 Purchase 101.13 BNP Paribas Securities Corp.02R04063 Purchase 99.51 Citigroup Global Markets Inc.02R04063 Purchase 99.62 Citigroup Global Markets Inc.02R04042 Purchase 101.11 Cantor Fitzgerald & Co.02R04263 Purchase 101.12 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.12 Deutsche Bank Securities Inc.02R04063 Purchase 99.53 Deutsche Bank Securities Inc.02R04263 Purchase 100.83 Deutsche Bank Securities Inc.02R04263 Purchase 101.01 Deutsche Bank Securities Inc.02R04263 Purchase 101.06 Deutsche Bank Securities Inc.02R05063 Purchase 101.80 Deutsche Bank Securities Inc.02R05063 Purchase 101.82 Deutsche Bank Securities Inc.02R05063 Purchase 101.82 Deutsche Bank Securities Inc.02R05063 Purchase 101.84 Deutsche Bank Securities Inc.02R04263 Purchase 101.06 J.P. Morgan Securities LLC02R04263 Purchase 101.03 Morgan Stanley & Co. Incorporated02R04263 Purchase 101.10 Morgan Stanley & Co. Incorporated02R04263 Purchase 101.02 UBS Securities LLC02R04263 Purchase 101.03 UBS Securities LLC02R04263 Purchase 101.09 UBS Securities LLC02R04063 Purchase 99.66 Barclays Capital Inc.02R04263 Purchase 101.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04063 Purchase 99.65 BNP Paribas Securities Corp.01F04063 Purchase 99.71 BNP Paribas Securities Corp.01F04263 Purchase 101.19 BNP Paribas Securities Corp.

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02R04263 Purchase 100.96 BNP Paribas Securities Corp.02R04263 Purchase 100.96 BNP Paribas Securities Corp.02R04263 Purchase 101.10 BNP Paribas Securities Corp.02R04263 Purchase 101.12 BNP Paribas Securities Corp.02R04263 Purchase 101.02 BNP Paribas Securities Corp.02R05063 Purchase 101.95 BNP Paribas Securities Corp.02R04063 Purchase 99.70 Citigroup Global Markets Inc.01F04263 Purchase 101.16 Cantor Fitzgerald & Co.01F04263 Purchase 101.13 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.18 Credit Suisse Securities (USA) LLC02R04043 Purchase 100.62 Credit Suisse Securities (USA) LLC02R04063 Purchase 99.69 Credit Suisse Securities (USA) LLC02R04063 Purchase 99.53 Credit Suisse Securities (USA) LLC02R04263 Purchase 101.02 Credit Suisse Securities (USA) LLC02R04263 Purchase 101.05 Credit Suisse Securities (USA) LLC02R04263 Purchase 101.05 Credit Suisse Securities (USA) LLC02R04263 Purchase 101.10 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.97 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.94 Deutsche Bank Securities Inc.02R04263 Purchase 101.03 Deutsche Bank Securities Inc.02R04263 Purchase 101.13 Deutsche Bank Securities Inc.01F04263 Purchase 100.99 Goldman, Sachs & Co.01F04263 Purchase 101.18 Morgan Stanley & Co. Incorporated02R04263 Purchase 101.02 Morgan Stanley & Co. Incorporated01F04244 Purchase 101.61 Barclays Capital Inc.01F04263 Purchase 100.75 Barclays Capital Inc.01F04263 Purchase 101.00 Barclays Capital Inc.01N04263 Purchase 101.09 Barclays Capital Inc.01F04263 Purchase 100.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 100.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Purchase 101.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04264 Purchase 100.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.91 BNP Paribas Securities Corp.01F04264 Purchase 100.71 BNP Paribas Securities Corp.01F04244 Purchase 101.61 Citigroup Global Markets Inc.01F04263 Purchase 100.96 Citigroup Global Markets Inc.01F05063 Purchase 101.98 Citigroup Global Markets Inc.01F05263 Purchase 102.52 Citigroup Global Markets Inc.01F05263 Purchase 102.59 Citigroup Global Markets Inc.01F04263 Purchase 100.81 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.73 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.80 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.92 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.43 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.43 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.59 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.55 Deutsche Bank Securities Inc.01N05063 Purchase 102.13 J.P. Morgan Securities LLC31416BXR Purchase 102.66 J.P. Morgan Securities LLC01F04263 Purchase 100.77 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.84 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.86 UBS Securities LLC01F05263 Purchase 102.59 UBS Securities LLC

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02R04264 Purchase 100.36 UBS Securities LLC01F04243 Purchase 102.00 Barclays Capital Inc.01F04243 Purchase 102.02 Barclays Capital Inc.02R04263 Purchase 101.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04264 Purchase 100.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated3128M5KV Purchase 103.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 101.06 Credit Suisse Securities (USA) LLC02R04263 Purchase 101.06 Credit Suisse Securities (USA) LLC02R04263 Purchase 101.00 Deutsche Bank Securities Inc.02R04263 Purchase 101.09 Deutsche Bank Securities Inc.01F05063 Purchase 102.30 J.P. Morgan Securities LLC02R04263 Purchase 100.82 Morgan Stanley & Co. Incorporated01F04243 Purchase 102.01 UBS Securities LLC02R05063 Purchase 102.09 UBS Securities LLC01F04263 Purchase 101.05 Barclays Capital Inc.01F06063 Purchase 103.27 Barclays Capital Inc.02R04264 Purchase 100.72 Barclays Capital Inc.31410GZC Purchase 102.88 Barclays Capital Inc.01F04263 Purchase 101.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 101.20 BNP Paribas Securities Corp.01F04263 Purchase 101.13 Citigroup Global Markets Inc.01F04263 Purchase 101.02 Citigroup Global Markets Inc.01F04263 Purchase 101.06 Citigroup Global Markets Inc.01F05063 Purchase 102.17 Citigroup Global Markets Inc.02R04263 Purchase 101.19 Citigroup Global Markets Inc.21H04263 Purchase 101.03 Citigroup Global Markets Inc.02R04264 Purchase 100.72 Cantor Fitzgerald & Co.01F04263 Purchase 101.12 Deutsche Bank Securities Inc.01F04263 Purchase 101.20 Deutsche Bank Securities Inc.01F06063 Purchase 103.27 Deutsche Bank Securities Inc.02R05063 Purchase 102.01 Deutsche Bank Securities Inc.01F04263 Purchase 101.10 J.P. Morgan Securities LLC01F04263 Purchase 101.21 J.P. Morgan Securities LLC01F04263 Purchase 101.02 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.84 Morgan Stanley & Co. Incorporated31416BLC Purchase 102.80 RBS Securities Inc.01F06264 Purchase 103.75 Barclays Capital Inc.21H04265 Purchase 99.98 Barclays Capital Inc.01F04263 Purchase 100.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.87 BNP Paribas Securities Corp.02R04263 Purchase 100.76 BNP Paribas Securities Corp.01F04263 Purchase 100.77 Citigroup Global Markets Inc.01F06063 Purchase 103.06 Citigroup Global Markets Inc.01F06264 Purchase 103.74 Citigroup Global Markets Inc.01N04265 Purchase 100.12 Citigroup Global Markets Inc.02R06263 Purchase 104.09 Citigroup Global Markets Inc.02R04263 Purchase 100.77 Credit Suisse Securities (USA) LLC3128M6UR Purchase 104.17 Credit Suisse Securities (USA) LLC01F06264 Purchase 103.73 Deutsche Bank Securities Inc.02R05063 Purchase 101.82 Deutsche Bank Securities Inc.02R05063 Purchase 101.83 Deutsche Bank Securities Inc.01F06063 Purchase 103.19 J.P. Morgan Securities LLC

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02R05063 Purchase 101.84 J.P. Morgan Securities LLC02R05063 Purchase 101.86 J.P. Morgan Securities LLC01F04263 Purchase 100.75 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.88 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.78 UBS Securities LLC01F04263 Purchase 100.98 Barclays Capital Inc.01F04263 Purchase 101.09 Barclays Capital Inc.01F04263 Purchase 101.00 Barclays Capital Inc.01F04263 Purchase 101.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 101.04 Citigroup Global Markets Inc.01F04263 Purchase 100.92 Citigroup Global Markets Inc.01F04263 Purchase 101.13 Citigroup Global Markets Inc.01F04263 Purchase 101.13 Citigroup Global Markets Inc.01F04263 Purchase 101.14 Citigroup Global Markets Inc.01F05063 Purchase 102.00 Citigroup Global Markets Inc.02R04263 Purchase 101.02 Citigroup Global Markets Inc.02R04263 Purchase 101.09 Citigroup Global Markets Inc.01F05263 Purchase 102.60 Credit Suisse Securities (USA) LLC3128M7GD Purchase 103.56 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.02 Deutsche Bank Securities Inc.01F04263 Purchase 101.12 J.P. Morgan Securities LLC01F04263 Purchase 100.93 J.P. Morgan Securities LLC3128LXBE Purchase 102.20 J.P. Morgan Securities LLC31402RJL Purchase 102.27 J.P. Morgan Securities LLC02R04263 Purchase 101.00 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.88 Barclays Capital Inc.02R05063 Purchase 101.87 Barclays Capital Inc.31403C6L Purchase 102.15 Barclays Capital Inc.02R04263 Purchase 100.90 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.86 BNP Paribas Securities Corp.01F04263 Purchase 100.90 BNP Paribas Securities Corp.01F04263 Purchase 100.97 Citigroup Global Markets Inc.02R04263 Purchase 100.85 Citigroup Global Markets Inc.01F04263 Purchase 100.88 Cantor Fitzgerald & Co.02R04263 Purchase 100.81 Cantor Fitzgerald & Co.02R04263 Purchase 100.86 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.88 Deutsche Bank Securities Inc.02R04263 Purchase 100.87 Deutsche Bank Securities Inc.02R05063 Purchase 101.88 J.P. Morgan Securities LLC31403C6L Purchase 102.13 J.P. Morgan Securities LLC31410FSK Purchase 102.22 J.P. Morgan Securities LLC01F04263 Purchase 100.91 Morgan Stanley & Co. Incorporated02R05063 Purchase 101.83 Morgan Stanley & Co. Incorporated31410FSK Purchase 102.22 RBS Securities Inc.02R04043 Purchase 100.65 UBS Securities LLC02R04263 Purchase 100.86 UBS Securities LLC01N04265 Purchase 100.16 Barclays Capital Inc.01N05065 Purchase 101.42 Barclays Capital Inc.01F04263 Purchase 100.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.97 BNP Paribas Securities Corp.01F04263 Purchase 100.96 Citigroup Global Markets Inc.

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3128LXBF Purchase 102.06 Citigroup Global Markets Inc.01F04263 Purchase 100.98 Cantor Fitzgerald & Co.01F04263 Purchase 100.95 Credit Suisse Securities (USA) LLC01N05065 Purchase 101.41 Credit Suisse Securities (USA) LLC02R06264 Purchase 104.11 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.93 Deutsche Bank Securities Inc.02R05063 Purchase 101.84 Deutsche Bank Securities Inc.02R05063 Purchase 101.86 Deutsche Bank Securities Inc.02R05063 Purchase 101.87 Deutsche Bank Securities Inc.01F06063 Purchase 103.38 J.P. Morgan Securities LLC02R04263 Purchase 100.88 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.78 RBS Securities Inc.01F04263 Purchase 100.43 Barclays Capital Inc.01F04263 Purchase 100.82 Barclays Capital Inc.02R04263 Purchase 100.24 Barclays Capital Inc.01F04263 Purchase 100.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.71 BNP Paribas Securities Corp.01F04263 Purchase 100.78 BNP Paribas Securities Corp.01F04263 Purchase 100.79 BNP Paribas Securities Corp.01F04263 Purchase 100.79 BNP Paribas Securities Corp.01F04263 Purchase 100.82 BNP Paribas Securities Corp.01F04063 Purchase 98.34 Citigroup Global Markets Inc.01F04263 Purchase 100.65 Citigroup Global Markets Inc.02R04263 Purchase 100.30 Citigroup Global Markets Inc.01F04063 Purchase 98.50 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.59 Credit Suisse Securities (USA) LLC02R04063 Purchase 98.16 Credit Suisse Securities (USA) LLC02R04063 Purchase 98.25 Credit Suisse Securities (USA) LLC01F04063 Purchase 98.48 Deutsche Bank Securities Inc.01F04063 Purchase 98.53 Deutsche Bank Securities Inc.01F04263 Purchase 100.53 Deutsche Bank Securities Inc.01F04263 Purchase 100.69 Deutsche Bank Securities Inc.02R05063 Purchase 101.81 Deutsche Bank Securities Inc.01F04063 Purchase 98.54 Morgan Stanley & Co. Incorporated02R04063 Purchase 98.20 Morgan Stanley & Co. Incorporated02R05063 Purchase 101.83 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.75 UBS Securities LLC01F04064 Purchase 98.02 Barclays Capital Inc.01F04264 Purchase 100.01 Barclays Capital Inc.01F05064 Purchase 101.41 Barclays Capital Inc.02R04064 Purchase 97.86 Barclays Capital Inc.01F04264 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 99.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 99.94 BNP Paribas Securities Corp.01F04264 Purchase 99.98 BNP Paribas Securities Corp.01F04264 Purchase 99.99 BNP Paribas Securities Corp.01F04264 Purchase 100.03 BNP Paribas Securities Corp.01N04264 Purchase 100.04 BNP Paribas Securities Corp.01F04064 Purchase 97.98 Citigroup Global Markets Inc.01F04264 Purchase 99.92 Citigroup Global Markets Inc.

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01F04264 Purchase 99.99 Citigroup Global Markets Inc.01F04264 Purchase 100.02 Citigroup Global Markets Inc.01F04264 Purchase 100.04 Citigroup Global Markets Inc.3128M6EC Purchase 101.69 Citigroup Global Markets Inc.01F04264 Purchase 99.95 Cantor Fitzgerald & Co.01F04064 Purchase 97.94 Credit Suisse Securities (USA) LLC01F04064 Purchase 97.98 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.94 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.07 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.88 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.89 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.06 Deutsche Bank Securities Inc.02R05064 Purchase 101.27 Deutsche Bank Securities Inc.01F04264 Purchase 99.99 J.P. Morgan Securities LLC31410G2W Purchase 101.87 J.P. Morgan Securities LLC31410KHA Purchase 101.88 J.P. Morgan Securities LLC31410KQJ Purchase 101.88 J.P. Morgan Securities LLC01F04064 Purchase 98.05 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.07 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.01 Morgan Stanley & Co. Incorporated02R04264 Purchase 99.93 Morgan Stanley & Co. Incorporated02R04264 Purchase 99.92 Morgan Stanley & Co. Incorporated01F04264 Purchase 99.98 UBS Securities LLC01F04264 Purchase 100.06 UBS Securities LLC01F04264 Purchase 100.00 UBS Securities LLC01F04264 Purchase 100.01 UBS Securities LLC02R04264 Purchase 99.93 UBS Securities LLC02R04263 Purchase 100.17 Barclays Capital Inc.02R05063 Purchase 101.54 Barclays Capital Inc.02R04063 Purchase 98.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.14 BNP Paribas Securities Corp.02R04263 Purchase 100.35 BNP Paribas Securities Corp.02R04263 Purchase 100.12 BNP Paribas Securities Corp.02R04263 Purchase 100.15 BNP Paribas Securities Corp.02R04263 Purchase 100.19 BNP Paribas Securities Corp.02R04063 Purchase 98.03 Citigroup Global Markets Inc.02R04063 Purchase 98.04 Citigroup Global Markets Inc.02R04063 Purchase 98.06 Citigroup Global Markets Inc.02R04063 Purchase 98.13 Citigroup Global Markets Inc.02R04263 Purchase 100.23 Citigroup Global Markets Inc.02R05063 Purchase 101.56 Citigroup Global Markets Inc.02R04063 Purchase 98.05 Credit Suisse Securities (USA) LLC02R04063 Purchase 98.37 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.14 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.16 Deutsche Bank Securities Inc.02R05063 Purchase 101.56 Deutsche Bank Securities Inc.02R04263 Purchase 100.17 Goldman, Sachs & Co.02R04263 Purchase 100.18 J.P. Morgan Securities LLC3128LXAT Purchase 101.79 J.P. Morgan Securities LLC02R04063 Purchase 98.05 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.20 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.34 UBS Securities LLC

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02R04263 Purchase 100.12 UBS Securities LLC02R04263 Purchase 100.19 UBS Securities LLC01F04043 Purchase 100.30 Barclays Capital Inc.01N04265 Purchase 99.91 Barclays Capital Inc.02R04043 Purchase 100.23 Barclays Capital Inc.01F05063 Purchase 101.88 BNP Paribas Securities Corp.02R05063 Purchase 101.77 Citigroup Global Markets Inc.3128LXBF Purchase 101.91 Citigroup Global Markets Inc.01F04263 Purchase 100.56 Cantor Fitzgerald & Co.02R04263 Purchase 100.37 Cantor Fitzgerald & Co.02R04263 Purchase 100.21 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.29 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.52 Deutsche Bank Securities Inc.01F04263 Purchase 100.69 Deutsche Bank Securities Inc.02R05063 Purchase 101.84 Deutsche Bank Securities Inc.02R06264 Purchase 104.25 Deutsche Bank Securities Inc.02R05263 Purchase 102.75 J.P. Morgan Securities LLC02R04063 Purchase 98.28 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.31 Morgan Stanley & Co. Incorporated02R04063 Purchase 98.29 RBS Securities Inc.02R05063 Purchase 101.84 RBS Securities Inc.01F04263 Purchase 100.50 UBS Securities LLC31402RAB Purchase 101.97 UBS Securities LLC31402RF8 Purchase 101.97 UBS Securities LLC01F05263 Purchase 102.54 Barclays Capital Inc.02R05263 Purchase 102.65 Barclays Capital Inc.01F05264 Sale 102.29 Barclays Capital Inc.02R05264 Sale 102.35 Barclays Capital Inc.01F06063 Purchase 103.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Sale 103.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 102.64 BNP Paribas Securities Corp.02R05063 Purchase 101.73 BNP Paribas Securities Corp.01F05264 Sale 102.34 BNP Paribas Securities Corp.02R05064 Sale 101.41 BNP Paribas Securities Corp.01F05263 Purchase 102.52 Citigroup Global Markets Inc.01F05263 Purchase 102.67 Citigroup Global Markets Inc.01F06063 Purchase 103.34 Citigroup Global Markets Inc.01F06063 Purchase 103.41 Citigroup Global Markets Inc.01F05264 Sale 102.27 Citigroup Global Markets Inc.01F05264 Sale 102.38 Citigroup Global Markets Inc.01F06064 Sale 103.09 Citigroup Global Markets Inc.01F06064 Sale 103.14 Citigroup Global Markets Inc.01F04243 Purchase 101.90 Credit Suisse Securities (USA) LLC01F05063 Purchase 101.81 Credit Suisse Securities (USA) LLC01F06063 Purchase 103.41 Credit Suisse Securities (USA) LLC02R05263 Purchase 102.65 Credit Suisse Securities (USA) LLC01F04244 Sale 101.61 Credit Suisse Securities (USA) LLC01F05064 Sale 101.47 Credit Suisse Securities (USA) LLC01F06064 Sale 103.14 Credit Suisse Securities (USA) LLC02R05264 Sale 102.34 Credit Suisse Securities (USA) LLC01F05263 Purchase 102.66 Deutsche Bank Securities Inc.01F05263 Purchase 102.67 Deutsche Bank Securities Inc.01F06063 Purchase 103.48 Deutsche Bank Securities Inc.

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01F05264 Sale 102.37 Deutsche Bank Securities Inc.01F05264 Sale 102.39 Deutsche Bank Securities Inc.01F06064 Sale 103.22 Deutsche Bank Securities Inc.01F06063 Purchase 103.36 Goldman, Sachs & Co.01F06064 Sale 103.09 Goldman, Sachs & Co.01F05263 Purchase 102.55 J.P. Morgan Securities LLC01F05263 Purchase 102.64 J.P. Morgan Securities LLC01F05264 Sale 102.34 J.P. Morgan Securities LLC01F05264 Sale 102.28 J.P. Morgan Securities LLC01F05263 Purchase 102.67 Morgan Stanley & Co. Incorporated01F05264 Sale 102.38 Morgan Stanley & Co. Incorporated01F05263 Purchase 102.65 RBS Securities Inc.01F05264 Sale 102.36 RBS Securities Inc.01F05263 Purchase 102.54 UBS Securities LLC01F06063 Purchase 103.40 UBS Securities LLC01F05264 Sale 102.28 UBS Securities LLC01F06064 Sale 103.13 UBS Securities LLC01F05263 Purchase 102.78 Barclays Capital Inc.01F06063 Purchase 103.56 Barclays Capital Inc.01N05263 Purchase 103.09 Barclays Capital Inc.01F05264 Sale 102.48 Barclays Capital Inc.01F06064 Sale 103.29 Barclays Capital Inc.01N05264 Sale 102.80 Barclays Capital Inc.01F06063 Purchase 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05063 Purchase 101.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Sale 103.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05064 Sale 101.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06063 Purchase 103.59 BNP Paribas Securities Corp.01F06064 Sale 103.31 BNP Paribas Securities Corp.01F04263 Purchase 100.69 Citigroup Global Markets Inc.01F05263 Purchase 102.77 Citigroup Global Markets Inc.01F06063 Purchase 103.53 Citigroup Global Markets Inc.01N05263 Purchase 103.09 Citigroup Global Markets Inc.01F04264 Sale 100.36 Citigroup Global Markets Inc.01F05264 Sale 102.47 Citigroup Global Markets Inc.01F06064 Sale 103.25 Citigroup Global Markets Inc.01N05264 Sale 102.80 Citigroup Global Markets Inc.01F05263 Purchase 102.71 Credit Suisse Securities (USA) LLC01F05263 Purchase 102.81 Credit Suisse Securities (USA) LLC01F05263 Purchase 102.79 Credit Suisse Securities (USA) LLC01F06063 Purchase 103.55 Credit Suisse Securities (USA) LLC01F05264 Sale 102.42 Credit Suisse Securities (USA) LLC01F05264 Sale 102.52 Credit Suisse Securities (USA) LLC01F05264 Sale 102.49 Credit Suisse Securities (USA) LLC01F06064 Sale 103.27 Credit Suisse Securities (USA) LLC01F05263 Purchase 102.81 Deutsche Bank Securities Inc.01F06063 Purchase 103.63 Deutsche Bank Securities Inc.01F06063 Purchase 103.55 Deutsche Bank Securities Inc.01F06063 Purchase 103.56 Deutsche Bank Securities Inc.01F05264 Sale 102.51 Deutsche Bank Securities Inc.01F06064 Sale 103.35 Deutsche Bank Securities Inc.01F06064 Sale 103.28 Deutsche Bank Securities Inc.01F06064 Sale 103.29 Deutsche Bank Securities Inc.

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01F05263 Purchase 102.80 J.P. Morgan Securities LLC01F05264 Sale 102.50 J.P. Morgan Securities LLC01F05263 Purchase 102.83 Morgan Stanley & Co. Incorporated01F06063 Purchase 103.56 Morgan Stanley & Co. Incorporated01F05264 Sale 102.53 Morgan Stanley & Co. Incorporated01F06064 Sale 103.29 Morgan Stanley & Co. Incorporated02R05063 Purchase 101.90 RBS Securities Inc.02R05064 Sale 101.56 RBS Securities Inc.01F04263 Purchase 100.69 UBS Securities LLC01F05263 Purchase 102.77 UBS Securities LLC02R05063 Purchase 101.91 UBS Securities LLC01F04264 Sale 100.36 UBS Securities LLC01F05264 Sale 102.47 UBS Securities LLC02R05064 Sale 101.58 UBS Securities LLC01F04063 Purchase 98.71 Barclays Capital Inc.01F04263 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.43 BNP Paribas Securities Corp.01F04263 Purchase 100.46 BNP Paribas Securities Corp.01F04263 Purchase 100.55 Citigroup Global Markets Inc.01F04263 Purchase 100.68 Citigroup Global Markets Inc.02R04063 Purchase 98.70 Citigroup Global Markets Inc.02R05063 Purchase 101.94 Citigroup Global Markets Inc.01F04263 Purchase 100.78 Credit Suisse Securities (USA) LLC02R04063 Purchase 98.56 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.69 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.67 Deutsche Bank Securities Inc.01F04263 Purchase 100.67 Goldman, Sachs & Co.01F04063 Purchase 98.67 J.P. Morgan Securities LLC01F05263 Purchase 102.84 J.P. Morgan Securities LLC31368HMH Purchase 101.98 J.P. Morgan Securities LLC31371M7H Purchase 101.98 J.P. Morgan Securities LLC31371MDS Purchase 101.98 J.P. Morgan Securities LLC31371MEP Purchase 101.98 J.P. Morgan Securities LLC31371MGF Purchase 101.98 J.P. Morgan Securities LLC31371MRQ Purchase 101.98 J.P. Morgan Securities LLC31371MRQ Purchase 101.98 J.P. Morgan Securities LLC31371MUX Purchase 101.98 J.P. Morgan Securities LLC31402RAF Purchase 101.98 J.P. Morgan Securities LLC31402RRN Purchase 101.98 J.P. Morgan Securities LLC31402RSN Purchase 101.98 J.P. Morgan Securities LLC31403CZD Purchase 101.98 J.P. Morgan Securities LLC31403CZM Purchase 101.98 J.P. Morgan Securities LLC31403DBD Purchase 101.98 J.P. Morgan Securities LLC31403DGU Purchase 101.98 J.P. Morgan Securities LLC31403DGU Purchase 101.98 J.P. Morgan Securities LLC31403DJ2 Purchase 101.98 J.P. Morgan Securities LLC31403DJ2 Purchase 101.98 J.P. Morgan Securities LLC31403DJS Purchase 101.98 J.P. Morgan Securities LLC31403DMH Purchase 101.98 J.P. Morgan Securities LLC31403DQH Purchase 101.98 J.P. Morgan Securities LLC31405SEQ Purchase 101.98 J.P. Morgan Securities LLC31405SKV Purchase 101.98 J.P. Morgan Securities LLC

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31406B4S Purchase 101.98 J.P. Morgan Securities LLC31406NM6 Purchase 101.98 J.P. Morgan Securities LLC31406RD3 Purchase 101.98 J.P. Morgan Securities LLC31406UJG Purchase 101.98 J.P. Morgan Securities LLC31406UJV Purchase 101.98 J.P. Morgan Securities LLC31406UL3 Purchase 101.98 J.P. Morgan Securities LLC31406ULW Purchase 101.98 J.P. Morgan Securities LLC31407ABT Purchase 101.98 J.P. Morgan Securities LLC31407AEQ Purchase 101.98 J.P. Morgan Securities LLC31407AYW Purchase 101.98 J.P. Morgan Securities LLC31407B3J Purchase 101.98 J.P. Morgan Securities LLC31407CAE Purchase 101.98 J.P. Morgan Securities LLC31407CBT Purchase 101.98 J.P. Morgan Securities LLC31407CU6 Purchase 101.98 J.P. Morgan Securities LLC31407DZG Purchase 101.98 J.P. Morgan Securities LLC31407EAH Purchase 101.98 J.P. Morgan Securities LLC31407EEV Purchase 101.98 J.P. Morgan Securities LLC31407EH3 Purchase 101.98 J.P. Morgan Securities LLC31407EHN Purchase 101.98 J.P. Morgan Securities LLC31407F5N Purchase 101.98 J.P. Morgan Securities LLC31407F6F Purchase 101.98 J.P. Morgan Securities LLC31407F6H Purchase 101.98 J.P. Morgan Securities LLC31407FET Purchase 101.98 J.P. Morgan Securities LLC31407FET Purchase 101.98 J.P. Morgan Securities LLC31407FGK Purchase 101.98 J.P. Morgan Securities LLC31407FHU Purchase 101.98 J.P. Morgan Securities LLC31407FLB Purchase 101.98 J.P. Morgan Securities LLC31407G6E Purchase 101.98 J.P. Morgan Securities LLC31407G6K Purchase 101.98 J.P. Morgan Securities LLC31407GBP Purchase 101.98 J.P. Morgan Securities LLC31407HHT Purchase 101.98 J.P. Morgan Securities LLC31407J3L Purchase 101.98 J.P. Morgan Securities LLC31407JWH Purchase 101.98 J.P. Morgan Securities LLC31407JXD Purchase 101.98 J.P. Morgan Securities LLC31407JZG Purchase 101.98 J.P. Morgan Securities LLC31407KDU Purchase 101.98 J.P. Morgan Securities LLC31407KEZ Purchase 101.98 J.P. Morgan Securities LLC31407KGG Purchase 101.98 J.P. Morgan Securities LLC31407KH5 Purchase 101.98 J.P. Morgan Securities LLC31407KL6 Purchase 101.98 J.P. Morgan Securities LLC31407KRH Purchase 101.98 J.P. Morgan Securities LLC31407KYB Purchase 101.98 J.P. Morgan Securities LLC31407LLB Purchase 101.98 J.P. Morgan Securities LLC31407LQK Purchase 101.98 J.P. Morgan Securities LLC31407MG7 Purchase 101.98 J.P. Morgan Securities LLC31407MHT Purchase 101.98 J.P. Morgan Securities LLC31407MY4 Purchase 101.98 J.P. Morgan Securities LLC31407MZH Purchase 101.98 J.P. Morgan Securities LLC31407MZH Purchase 101.98 J.P. Morgan Securities LLC31407N5H Purchase 101.98 J.P. Morgan Securities LLC31407NP5 Purchase 101.98 J.P. Morgan Securities LLC31407NRC Purchase 101.98 J.P. Morgan Securities LLC31407PBC Purchase 101.98 J.P. Morgan Securities LLC

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31407PBC Purchase 101.98 J.P. Morgan Securities LLC31407PCU Purchase 101.98 J.P. Morgan Securities LLC31407PKH Purchase 101.98 J.P. Morgan Securities LLC31407PM8 Purchase 101.98 J.P. Morgan Securities LLC31407PW9 Purchase 101.98 J.P. Morgan Securities LLC31407Q3W Purchase 101.98 J.P. Morgan Securities LLC31407RU5 Purchase 101.98 J.P. Morgan Securities LLC31407RZG Purchase 101.98 J.P. Morgan Securities LLC31407SJR Purchase 101.98 J.P. Morgan Securities LLC31407SJW Purchase 101.98 J.P. Morgan Securities LLC31407SL6 Purchase 101.98 J.P. Morgan Securities LLC31407SMA Purchase 101.98 J.P. Morgan Securities LLC31407U2C Purchase 101.98 J.P. Morgan Securities LLC31407VY4 Purchase 101.98 J.P. Morgan Securities LLC31407XPS Purchase 101.98 J.P. Morgan Securities LLC31407XRX Purchase 101.98 J.P. Morgan Securities LLC31407XTH Purchase 101.98 J.P. Morgan Securities LLC31407XXN Purchase 101.98 J.P. Morgan Securities LLC31407Y3Q Purchase 101.98 J.P. Morgan Securities LLC31408AAL Purchase 101.98 J.P. Morgan Securities LLC31408AAN Purchase 101.98 J.P. Morgan Securities LLC31408APB Purchase 101.98 J.P. Morgan Securities LLC31408AUR Purchase 101.98 J.P. Morgan Securities LLC31408CP7 Purchase 101.98 J.P. Morgan Securities LLC31408CV9 Purchase 101.98 J.P. Morgan Securities LLC31408DN5 Purchase 101.98 J.P. Morgan Securities LLC31408DQG Purchase 101.98 J.P. Morgan Securities LLC31408F6B Purchase 101.98 J.P. Morgan Securities LLC31408GJ5 Purchase 101.98 J.P. Morgan Securities LLC31408JD3 Purchase 101.98 J.P. Morgan Securities LLC31408JDV Purchase 101.98 J.P. Morgan Securities LLC31408JK7 Purchase 101.98 J.P. Morgan Securities LLC31408JK7 Purchase 101.98 J.P. Morgan Securities LLC31409A3A Purchase 101.98 J.P. Morgan Securities LLC31409AF3 Purchase 101.98 J.P. Morgan Securities LLC31409AQX Purchase 101.98 J.P. Morgan Securities LLC31409C3T Purchase 101.98 J.P. Morgan Securities LLC31409CD9 Purchase 101.98 J.P. Morgan Securities LLC31409CV8 Purchase 101.98 J.P. Morgan Securities LLC31409DEZ Purchase 101.98 J.P. Morgan Securities LLC31409DS8 Purchase 101.98 J.P. Morgan Securities LLC31409DUQ Purchase 101.98 J.P. Morgan Securities LLC31409DYM Purchase 101.98 J.P. Morgan Securities LLC31409ELP Purchase 101.98 J.P. Morgan Securities LLC31409FWR Purchase 101.98 J.P. Morgan Securities LLC31409G7E Purchase 101.98 J.P. Morgan Securities LLC31409GMH Purchase 101.98 J.P. Morgan Securities LLC31409GMQ Purchase 101.98 J.P. Morgan Securities LLC31409GX9 Purchase 101.98 J.P. Morgan Securities LLC31409JF2 Purchase 101.98 J.P. Morgan Securities LLC31409JYQ Purchase 101.98 J.P. Morgan Securities LLC31409JZW Purchase 101.98 J.P. Morgan Securities LLC31409TRY Purchase 101.98 J.P. Morgan Securities LLC

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31409TSW Purchase 101.98 J.P. Morgan Securities LLC31409U5Z Purchase 101.98 J.P. Morgan Securities LLC31409VPQ Purchase 101.98 J.P. Morgan Securities LLC31409WKX Purchase 101.98 J.P. Morgan Securities LLC31409WLA Purchase 101.98 J.P. Morgan Securities LLC31409WLA Purchase 101.98 J.P. Morgan Securities LLC31409XQ8 Purchase 101.98 J.P. Morgan Securities LLC31410AT8 Purchase 101.98 J.P. Morgan Securities LLC31410BBJ Purchase 101.98 J.P. Morgan Securities LLC31410CUX Purchase 101.98 J.P. Morgan Securities LLC31410DVP Purchase 101.98 J.P. Morgan Securities LLC31410F4U Purchase 101.98 J.P. Morgan Securities LLC31410FFF Purchase 101.98 J.P. Morgan Securities LLC31410FV3 Purchase 101.98 J.P. Morgan Securities LLC31410FVM Purchase 101.98 J.P. Morgan Securities LLC31410FY6 Purchase 101.98 J.P. Morgan Securities LLC31410FYJ Purchase 101.98 J.P. Morgan Securities LLC31410FYJ Purchase 101.98 J.P. Morgan Securities LLC31410GAE Purchase 101.98 J.P. Morgan Securities LLC31410GAQ Purchase 101.98 J.P. Morgan Securities LLC31410GJX Purchase 101.98 J.P. Morgan Securities LLC31410MRQ Purchase 101.98 J.P. Morgan Securities LLC31410MRQ Purchase 101.98 J.P. Morgan Securities LLC31410Q4L Purchase 101.98 J.P. Morgan Securities LLC31410QBJ Purchase 101.98 J.P. Morgan Securities LLC31410QT8 Purchase 101.98 J.P. Morgan Securities LLC31410TEX Purchase 101.98 J.P. Morgan Securities LLC31411BGR Purchase 101.98 J.P. Morgan Securities LLC31411EEJ Purchase 101.98 J.P. Morgan Securities LLC31411HT6 Purchase 101.98 J.P. Morgan Securities LLC31411UH4 Purchase 101.98 J.P. Morgan Securities LLC31412BEW Purchase 101.98 J.P. Morgan Securities LLC31412DXT Purchase 101.98 J.P. Morgan Securities LLC31412LLX Purchase 101.98 J.P. Morgan Securities LLC31412NPZ Purchase 101.98 J.P. Morgan Securities LLC31413YDF Purchase 101.98 J.P. Morgan Securities LLC01F04063 Purchase 98.79 Morgan Stanley & Co. Incorporated01F05263 Purchase 102.83 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.65 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.57 UBS Securities LLC01F06063 Purchase 103.46 BNP Paribas Securities Corp.01F06063 Purchase 103.48 BNP Paribas Securities Corp.01F06064 Sale 103.17 BNP Paribas Securities Corp.01F06064 Sale 103.19 BNP Paribas Securities Corp.01F05263 Purchase 102.67 Deutsche Bank Securities Inc.01F05263 Purchase 102.71 Deutsche Bank Securities Inc.01F05263 Purchase 102.73 Deutsche Bank Securities Inc.01F06063 Purchase 103.36 Deutsche Bank Securities Inc.01F06063 Purchase 103.59 Deutsche Bank Securities Inc.01F05264 Sale 102.36 Deutsche Bank Securities Inc.01F05264 Sale 102.40 Deutsche Bank Securities Inc.01F05264 Sale 102.43 Deutsche Bank Securities Inc.01F06064 Sale 103.07 Deutsche Bank Securities Inc.

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01F06064 Sale 103.30 Deutsche Bank Securities Inc.01F05263 Purchase 102.69 Morgan Stanley & Co. Incorporated01F06063 Purchase 103.39 Morgan Stanley & Co. Incorporated01F05264 Sale 102.38 Morgan Stanley & Co. Incorporated01F06064 Sale 103.10 Morgan Stanley & Co. Incorporated01F06063 Purchase 103.50 RBS Securities Inc.01F06064 Sale 103.22 RBS Securities Inc.02R04064 Purchase 98.16 Barclays Capital Inc.02R04264 Purchase 100.14 Barclays Capital Inc.02R04264 Purchase 100.20 Barclays Capital Inc.02R05063 Purchase 101.80 Barclays Capital Inc.02R04264 Purchase 100.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.59 BNP Paribas Securities Corp.02R04264 Purchase 100.18 BNP Paribas Securities Corp.01F04263 Purchase 100.63 Citigroup Global Markets Inc.02R04064 Purchase 97.99 Citigroup Global Markets Inc.02R04064 Purchase 98.02 Citigroup Global Markets Inc.02R04064 Purchase 98.17 Citigroup Global Markets Inc.01F04263 Purchase 100.53 Credit Suisse Securities (USA) LLC02R04064 Purchase 98.09 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.16 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.23 Credit Suisse Securities (USA) LLC01N04264 Purchase 100.44 Deutsche Bank Securities Inc.02R04264 Purchase 100.23 J.P. Morgan Securities LLC01F04263 Purchase 100.60 Morgan Stanley & Co. Incorporated01N04264 Purchase 100.38 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.21 Morgan Stanley & Co. Incorporated31416BL6 Purchase 102.83 RBS Securities Inc.02R04064 Purchase 98.17 UBS Securities LLC02R04264 Purchase 100.11 UBS Securities LLC02R04264 Purchase 100.86 Barclays Capital Inc.02R04264 Purchase 100.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 100.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 100.47 BNP Paribas Securities Corp.01F05263 Purchase 102.91 Citigroup Global Markets Inc.02R04264 Purchase 100.45 Citigroup Global Markets Inc.02R04264 Purchase 100.52 Citigroup Global Markets Inc.02R04264 Purchase 100.63 Citigroup Global Markets Inc.02R04264 Purchase 100.67 Citigroup Global Markets Inc.02R04264 Purchase 100.84 Citigroup Global Markets Inc.01F05263 Purchase 102.81 Credit Suisse Securities (USA) LLC01F06063 Purchase 103.40 Credit Suisse Securities (USA) LLC02R06264 Purchase 104.12 Credit Suisse Securities (USA) LLC02R06264 Purchase 104.13 Credit Suisse Securities (USA) LLC01F06063 Purchase 103.43 Deutsche Bank Securities Inc.02R04264 Purchase 100.76 Deutsche Bank Securities Inc.02R04264 Purchase 100.88 Deutsche Bank Securities Inc.02R06264 Purchase 104.08 Deutsche Bank Securities Inc.02R06264 Purchase 104.11 Deutsche Bank Securities Inc.02R04264 Purchase 100.38 J.P. Morgan Securities LLC02R04264 Purchase 100.66 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.83 Morgan Stanley & Co. Incorporated

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02R04264 Purchase 100.59 RBS Securities Inc.02R04264 Purchase 100.59 RBS Securities Inc.02R04264 Purchase 100.48 UBS Securities LLC02R04264 Purchase 100.60 UBS Securities LLC01F04063 Purchase 99.12 Barclays Capital Inc.01F06063 Purchase 103.44 Barclays Capital Inc.01F04064 Sale 98.83 Barclays Capital Inc.01F06064 Sale 103.14 Barclays Capital Inc.01F04063 Purchase 99.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 102.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04063 Purchase 98.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Sale 98.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Sale 102.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Sale 102.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 98.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04063 Purchase 99.17 BNP Paribas Securities Corp.01F05263 Purchase 102.82 BNP Paribas Securities Corp.01F04064 Sale 98.88 BNP Paribas Securities Corp.01F05264 Sale 102.52 BNP Paribas Securities Corp.01F04063 Purchase 99.18 Citigroup Global Markets Inc.01F05263 Purchase 102.74 Citigroup Global Markets Inc.01F05263 Purchase 102.80 Citigroup Global Markets Inc.01F05263 Purchase 102.88 Citigroup Global Markets Inc.01F05263 Purchase 102.82 Citigroup Global Markets Inc.01F05263 Purchase 102.89 Citigroup Global Markets Inc.01F04064 Sale 98.89 Citigroup Global Markets Inc.01F05264 Sale 102.44 Citigroup Global Markets Inc.01F05264 Sale 102.50 Citigroup Global Markets Inc.01F05264 Sale 102.58 Citigroup Global Markets Inc.01F05264 Sale 102.59 Citigroup Global Markets Inc.01F05264 Sale 102.52 Citigroup Global Markets Inc.01F04063 Purchase 99.11 Credit Suisse Securities (USA) LLC01F04063 Purchase 99.20 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.22 Credit Suisse Securities (USA) LLC01F05263 Purchase 102.77 Credit Suisse Securities (USA) LLC01F05263 Purchase 102.85 Credit Suisse Securities (USA) LLC01F04064 Sale 98.83 Credit Suisse Securities (USA) LLC01F04064 Sale 98.91 Credit Suisse Securities (USA) LLC01F04264 Sale 100.89 Credit Suisse Securities (USA) LLC01F05264 Sale 102.47 Credit Suisse Securities (USA) LLC01F05264 Sale 102.55 Credit Suisse Securities (USA) LLC01F04063 Purchase 99.38 Deutsche Bank Securities Inc.01F05263 Purchase 102.81 Deutsche Bank Securities Inc.01F05263 Purchase 102.84 Deutsche Bank Securities Inc.01F04064 Sale 99.09 Deutsche Bank Securities Inc.01F05264 Sale 102.51 Deutsche Bank Securities Inc.01F05264 Sale 102.54 Deutsche Bank Securities Inc.01F04063 Purchase 99.18 Goldman, Sachs & Co.01F04263 Purchase 101.23 Goldman, Sachs & Co.01F04064 Sale 98.89 Goldman, Sachs & Co.01F04264 Sale 100.91 Goldman, Sachs & Co.01F04263 Purchase 101.17 J.P. Morgan Securities LLC

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01F05263 Purchase 102.82 J.P. Morgan Securities LLC01F04264 Sale 100.84 J.P. Morgan Securities LLC01F05264 Sale 102.52 J.P. Morgan Securities LLC01F04063 Purchase 99.37 Morgan Stanley & Co. Incorporated01F05263 Purchase 102.86 Morgan Stanley & Co. Incorporated01F04064 Sale 99.08 Morgan Stanley & Co. Incorporated01F05264 Sale 102.56 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.25 Barclays Capital Inc.01F04263 Purchase 101.19 Barclays Capital Inc.31403DDX Purchase 103.05 Barclays Capital Inc.01F04063 Purchase 99.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 101.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 101.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 101.11 BNP Paribas Securities Corp.01F05263 Purchase 102.93 BNP Paribas Securities Corp.01F04263 Purchase 101.26 Citigroup Global Markets Inc.01F04063 Purchase 99.12 Credit Suisse Securities (USA) LLC01F04063 Purchase 99.13 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.11 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.14 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.21 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.23 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.26 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.11 Deutsche Bank Securities Inc.01F04263 Purchase 101.09 Deutsche Bank Securities Inc.01F04263 Purchase 101.15 Deutsche Bank Securities Inc.02R04263 Purchase 101.09 Deutsche Bank Securities Inc.31410F4V Purchase 102.31 Goldman, Sachs & Co.01F04263 Purchase 101.22 J.P. Morgan Securities LLC01F04263 Purchase 101.23 J.P. Morgan Securities LLC02R04263 Purchase 101.17 J.P. Morgan Securities LLC3128M6AR Purchase 102.94 J.P. Morgan Securities LLC31403DGY Purchase 102.48 J.P. Morgan Securities LLC01F04063 Purchase 99.07 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.11 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.15 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.33 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.23 UBS Securities LLC01F05263 Purchase 102.80 Barclays Capital Inc.01F05263 Purchase 102.86 Barclays Capital Inc.01F05264 Sale 102.50 Barclays Capital Inc.01F05264 Sale 102.57 Barclays Capital Inc.01F05263 Purchase 102.85 BNP Paribas Securities Corp.01F05264 Sale 102.55 BNP Paribas Securities Corp.01F04263 Purchase 101.22 Citigroup Global Markets Inc.01F05263 Purchase 102.86 Citigroup Global Markets Inc.01F06063 Purchase 103.34 Citigroup Global Markets Inc.01F04264 Sale 100.89 Citigroup Global Markets Inc.01F05264 Sale 102.56 Citigroup Global Markets Inc.01F06064 Sale 103.05 Citigroup Global Markets Inc.01F04263 Purchase 101.17 Credit Suisse Securities (USA) LLC01F06063 Purchase 103.36 Credit Suisse Securities (USA) LLC

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01F04264 Sale 100.84 Credit Suisse Securities (USA) LLC01F06064 Sale 103.06 Credit Suisse Securities (USA) LLC01F04063 Purchase 99.10 Deutsche Bank Securities Inc.01F04063 Purchase 99.13 Deutsche Bank Securities Inc.01F06063 Purchase 103.41 Deutsche Bank Securities Inc.01F04064 Sale 98.81 Deutsche Bank Securities Inc.01F04064 Sale 98.84 Deutsche Bank Securities Inc.01F06064 Sale 103.11 Deutsche Bank Securities Inc.02R05063 Purchase 102.18 J.P. Morgan Securities LLC02R05064 Sale 101.86 J.P. Morgan Securities LLC01F06063 Purchase 103.38 Morgan Stanley & Co. Incorporated02R05063 Purchase 102.20 Morgan Stanley & Co. Incorporated02R05063 Purchase 102.21 Morgan Stanley & Co. Incorporated02R05063 Purchase 102.22 Morgan Stanley & Co. Incorporated01F06064 Sale 103.08 Morgan Stanley & Co. Incorporated02R05064 Sale 101.89 Morgan Stanley & Co. Incorporated02R05064 Sale 101.89 Morgan Stanley & Co. Incorporated02R05064 Sale 101.90 Morgan Stanley & Co. Incorporated01F05263 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05063 Purchase 102.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Sale 102.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05064 Sale 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 102.86 Citigroup Global Markets Inc.01F05264 Sale 102.56 Citigroup Global Markets Inc.01F04063 Purchase 98.97 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.11 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.18 Credit Suisse Securities (USA) LLC01F04064 Sale 98.69 Credit Suisse Securities (USA) LLC02R05064 Sale 101.80 Credit Suisse Securities (USA) LLC02R05064 Sale 101.88 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.13 Deutsche Bank Securities Inc.02R05064 Sale 101.81 Deutsche Bank Securities Inc.01F06063 Purchase 103.42 J.P. Morgan Securities LLC02R04064 Purchase 98.84 J.P. Morgan Securities LLC01F06064 Sale 103.13 J.P. Morgan Securities LLC02R04063 Sale 99.25 J.P. Morgan Securities LLC01F05263 Purchase 102.89 Morgan Stanley & Co. Incorporated02R04064 Purchase 98.80 Morgan Stanley & Co. Incorporated02R05063 Purchase 102.16 Morgan Stanley & Co. Incorporated01F05264 Sale 102.60 Morgan Stanley & Co. Incorporated02R04063 Sale 99.20 Morgan Stanley & Co. Incorporated02R05064 Sale 101.85 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04265 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402Q6U Purchase 102.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated31402QVN Purchase 102.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04063 Purchase 98.80 BNP Paribas Securities Corp.01F04063 Purchase 99.06 Citigroup Global Markets Inc.02R04063 Purchase 98.84 Citigroup Global Markets Inc.02R04263 Purchase 101.05 Citigroup Global Markets Inc.02R05063 Purchase 102.27 Citigroup Global Markets Inc.01N04265 Purchase 100.56 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.98 Credit Suisse Securities (USA) LLC

Page 222: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04263 Purchase 101.01 Credit Suisse Securities (USA) LLC01F04063 Purchase 99.20 Deutsche Bank Securities Inc.02R04063 Purchase 98.88 J.P. Morgan Securities LLC02R04263 Purchase 100.95 J.P. Morgan Securities LLC01F04063 Purchase 99.02 Morgan Stanley & Co. Incorporated01F04063 Purchase 99.02 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.95 Morgan Stanley & Co. Incorporated02R05063 Purchase 102.26 RBS Securities Inc.31402RCV Purchase 102.48 RBS Securities Inc.02R04063 Purchase 98.81 UBS Securities LLC02R06063 Purchase 103.60 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R06064 Sale 103.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06063 Purchase 103.54 BNP Paribas Securities Corp.02R04064 Purchase 98.56 BNP Paribas Securities Corp.01F06064 Sale 103.27 BNP Paribas Securities Corp.02R04063 Sale 98.94 BNP Paribas Securities Corp.02R04064 Purchase 98.53 Citigroup Global Markets Inc.02R04064 Purchase 98.56 Citigroup Global Markets Inc.02R05063 Purchase 102.15 Citigroup Global Markets Inc.02R04063 Sale 98.88 Citigroup Global Markets Inc.02R04063 Sale 98.91 Citigroup Global Markets Inc.02R05064 Sale 101.86 Citigroup Global Markets Inc.01F04263 Purchase 100.99 Credit Suisse Securities (USA) LLC02R04064 Purchase 98.56 Credit Suisse Securities (USA) LLC02R06063 Purchase 103.59 Credit Suisse Securities (USA) LLC01F04264 Sale 100.69 Credit Suisse Securities (USA) LLC02R04063 Sale 98.92 Credit Suisse Securities (USA) LLC02R06064 Sale 103.34 Credit Suisse Securities (USA) LLC01F04063 Purchase 98.94 Deutsche Bank Securities Inc.01F04063 Purchase 99.02 Deutsche Bank Securities Inc.01F04063 Purchase 99.00 Deutsche Bank Securities Inc.01F04064 Sale 98.67 Deutsche Bank Securities Inc.01F04064 Sale 98.75 Deutsche Bank Securities Inc.01F04064 Sale 98.73 Deutsche Bank Securities Inc.01F05263 Purchase 102.93 J.P. Morgan Securities LLC01F05264 Sale 102.66 J.P. Morgan Securities LLC01F05263 Purchase 102.93 Morgan Stanley & Co. Incorporated01F05263 Purchase 102.98 Morgan Stanley & Co. Incorporated01F05264 Sale 102.66 Morgan Stanley & Co. Incorporated01F05264 Sale 102.71 Morgan Stanley & Co. Incorporated01F05263 Purchase 102.87 Barclays Capital Inc.01F05064 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04063 Purchase 98.97 Citigroup Global Markets Inc.01F04063 Purchase 98.98 Citigroup Global Markets Inc.01F04064 Purchase 98.63 Citigroup Global Markets Inc.01F04063 Purchase 98.97 Credit Suisse Securities (USA) LLC01F05063 Purchase 102.40 Credit Suisse Securities (USA) LLC01F05064 Purchase 102.06 Credit Suisse Securities (USA) LLC02R04064 Purchase 98.50 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.58 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.59 Credit Suisse Securities (USA) LLC02R05064 Purchase 101.82 Credit Suisse Securities (USA) LLC01F04064 Purchase 98.64 Deutsche Bank Securities Inc.

Page 223: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04264 Purchase 100.67 Deutsche Bank Securities Inc.01F04263 Purchase 101.02 J.P. Morgan Securities LLC31371MDS Purchase 102.44 J.P. Morgan Securities LLC31371MDS Purchase 102.44 J.P. Morgan Securities LLC31407SJ9 Purchase 102.44 J.P. Morgan Securities LLC31407Y2K Purchase 102.44 J.P. Morgan Securities LLC31407YR6 Purchase 102.44 J.P. Morgan Securities LLC31407YR6 Purchase 102.44 J.P. Morgan Securities LLC31408F6B Purchase 102.44 J.P. Morgan Securities LLC31408F6B Purchase 102.44 J.P. Morgan Securities LLC31408JD3 Purchase 102.44 J.P. Morgan Securities LLC31409GGX Purchase 102.44 J.P. Morgan Securities LLC31409TRY Purchase 102.44 J.P. Morgan Securities LLC31410CUX Purchase 102.44 J.P. Morgan Securities LLC31410GPB Purchase 102.44 J.P. Morgan Securities LLC31410GPB Purchase 102.44 J.P. Morgan Securities LLC31410KMG Purchase 102.44 J.P. Morgan Securities LLC01F04264 Purchase 100.67 Morgan Stanley & Co. Incorporated01F05064 Purchase 102.01 Barclays Capital Inc.01F05064 Purchase 102.02 Barclays Capital Inc.01F04064 Purchase 98.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 100.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 100.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 100.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 100.69 BNP Paribas Securities Corp.01F04264 Purchase 100.73 BNP Paribas Securities Corp.01F04265 Purchase 100.61 BNP Paribas Securities Corp.01F04264 Purchase 100.92 Citigroup Global Markets Inc.01F05064 Purchase 102.02 Citigroup Global Markets Inc.01F04264 Purchase 100.64 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.73 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.82 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.70 Credit Suisse Securities (USA) LLC01F04064 Purchase 98.67 Deutsche Bank Securities Inc.01F04264 Purchase 100.69 Deutsche Bank Securities Inc.01F04264 Purchase 100.73 Deutsche Bank Securities Inc.01F04064 Purchase 98.95 J.P. Morgan Securities LLC01F04264 Purchase 100.69 J.P. Morgan Securities LLC02R04244 Purchase 101.88 J.P. Morgan Securities LLC01F04243 Purchase 102.16 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.68 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.94 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.45 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.94 UBS Securities LLC01N06063 Purchase 103.73 Credit Suisse Securities (USA) LLC01N06064 Sale 103.47 Credit Suisse Securities (USA) LLC01N06063 Purchase 103.78 Deutsche Bank Securities Inc.01N06063 Purchase 103.75 Deutsche Bank Securities Inc.01N06064 Sale 103.48 Deutsche Bank Securities Inc.01N06064 Sale 103.52 Deutsche Bank Securities Inc.01F05264 Purchase 102.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 102.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 224: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F06064 Purchase 103.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 102.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06065 Sale 103.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06065 Sale 103.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 103.59 BNP Paribas Securities Corp.01F06065 Sale 103.34 BNP Paribas Securities Corp.01N06063 Purchase 103.90 Citigroup Global Markets Inc.01N06064 Sale 103.63 Citigroup Global Markets Inc.01F04243 Purchase 102.34 Credit Suisse Securities (USA) LLC01F05043 Purchase 103.34 Credit Suisse Securities (USA) LLC01F06064 Purchase 103.52 Credit Suisse Securities (USA) LLC01F04244 Sale 102.06 Credit Suisse Securities (USA) LLC01F05044 Sale 103.08 Credit Suisse Securities (USA) LLC01F06065 Sale 103.27 Credit Suisse Securities (USA) LLC01F04243 Purchase 102.36 Deutsche Bank Securities Inc.01F06064 Purchase 103.55 Deutsche Bank Securities Inc.01F04244 Sale 102.08 Deutsche Bank Securities Inc.01F06065 Sale 103.30 Deutsche Bank Securities Inc.01F04243 Purchase 102.37 Goldman, Sachs & Co.01F04244 Sale 102.09 Goldman, Sachs & Co.01F05264 Purchase 102.99 J.P. Morgan Securities LLC01F05265 Sale 102.72 J.P. Morgan Securities LLC01F05264 Purchase 103.02 Morgan Stanley & Co. Incorporated01F06064 Purchase 103.55 Morgan Stanley & Co. Incorporated01F05265 Sale 102.75 Morgan Stanley & Co. Incorporated01F06065 Sale 103.30 Morgan Stanley & Co. Incorporated01F04064 Purchase 99.13 Barclays Capital Inc.01N04265 Purchase 100.99 Barclays Capital Inc.01F04064 Purchase 99.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 101.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04265 Purchase 100.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04265 Purchase 100.89 BNP Paribas Securities Corp.01F04064 Purchase 99.22 Citigroup Global Markets Inc.02R04066 Purchase 98.44 Citigroup Global Markets Inc.02R04266 Purchase 100.37 Cantor Fitzgerald & Co.01F04064 Purchase 99.16 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.98 Credit Suisse Securities (USA) LLC02R04266 Purchase 100.45 Credit Suisse Securities (USA) LLC02R04266 Purchase 100.50 Credit Suisse Securities (USA) LLC02R04065 Purchase 98.76 Deutsche Bank Securities Inc.02R04066 Purchase 98.64 Deutsche Bank Securities Inc.01N04265 Purchase 100.86 J.P. Morgan Securities LLC02R04066 Purchase 98.47 Morgan Stanley & Co. Incorporated02R04266 Purchase 100.41 UBS Securities LLC02R04044 Purchase 100.66 Barclays Capital Inc.02R04044 Purchase 100.70 Barclays Capital Inc.02R04044 Purchase 100.66 Barclays Capital Inc.02R04044 Purchase 100.75 Barclays Capital Inc.02R04043 Sale 101.00 Barclays Capital Inc.02R04043 Sale 101.04 Barclays Capital Inc.02R04043 Sale 101.00 Barclays Capital Inc.

Page 225: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04043 Sale 101.09 Barclays Capital Inc.02R04044 Purchase 100.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04043 Sale 101.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N05263 Purchase 103.67 BNP Paribas Securities Corp.01N05264 Sale 103.34 BNP Paribas Securities Corp.01N06063 Purchase 103.95 Citigroup Global Markets Inc.02R04044 Purchase 100.69 Citigroup Global Markets Inc.02R04044 Purchase 100.70 Citigroup Global Markets Inc.01N06064 Sale 103.69 Citigroup Global Markets Inc.02R04043 Sale 101.02 Citigroup Global Markets Inc.02R04043 Sale 101.04 Citigroup Global Markets Inc.01N06063 Purchase 103.95 Credit Suisse Securities (USA) LLC02R04044 Purchase 100.69 Credit Suisse Securities (USA) LLC02R04044 Purchase 100.72 Credit Suisse Securities (USA) LLC02R04044 Purchase 100.72 Credit Suisse Securities (USA) LLC01N06064 Sale 103.69 Credit Suisse Securities (USA) LLC02R04043 Sale 101.03 Credit Suisse Securities (USA) LLC02R04043 Sale 101.05 Credit Suisse Securities (USA) LLC02R04043 Sale 101.05 Credit Suisse Securities (USA) LLC02R04044 Purchase 100.73 J.P. Morgan Securities LLC02R04043 Sale 101.08 J.P. Morgan Securities LLC01N06063 Purchase 104.01 Morgan Stanley & Co. Incorporated02R04044 Purchase 100.67 Morgan Stanley & Co. Incorporated01N06064 Sale 103.74 Morgan Stanley & Co. Incorporated02R04043 Sale 101.02 Morgan Stanley & Co. Incorporated01N06063 Purchase 104.00 UBS Securities LLC01N06064 Sale 103.72 UBS Securities LLC02R04064 Purchase 98.88 Barclays Capital Inc.02R04064 Purchase 99.15 Barclays Capital Inc.02R04264 Purchase 101.05 Barclays Capital Inc.02R04264 Purchase 100.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Purchase 99.16 BNP Paribas Securities Corp.02R04064 Purchase 99.16 Citigroup Global Markets Inc.02R04264 Purchase 101.10 Citigroup Global Markets Inc.02R04064 Purchase 99.12 Credit Suisse Securities (USA) LLC02R04064 Purchase 99.16 Credit Suisse Securities (USA) LLC02R04264 Purchase 101.02 Credit Suisse Securities (USA) LLC02R04264 Purchase 101.07 Credit Suisse Securities (USA) LLC02R04264 Purchase 101.17 Credit Suisse Securities (USA) LLC02R04264 Purchase 101.10 J.P. Morgan Securities LLC02R04064 Purchase 99.09 Morgan Stanley & Co. Incorporated02R04264 Purchase 101.14 Morgan Stanley & Co. Incorporated02R04064 Purchase 99.08 RBS Securities Inc.02R04264 Purchase 101.11 RBS Securities Inc.02R04264 Purchase 101.13 RBS Securities Inc.02R04064 Purchase 99.06 UBS Securities LLC02R04064 Purchase 99.17 UBS Securities LLC02R04264 Purchase 100.97 UBS Securities LLC01F04264 Purchase 101.05 Barclays Capital Inc.01F04265 Purchase 100.73 Barclays Capital Inc.01N04264 Purchase 101.20 Barclays Capital Inc.01F04264 Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 226: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04265 Purchase 100.67 BNP Paribas Securities Corp.01F04265 Purchase 100.73 BNP Paribas Securities Corp.02R04265 Purchase 100.68 BNP Paribas Securities Corp.01F04065 Purchase 98.77 Citigroup Global Markets Inc.01F04265 Purchase 100.69 Citigroup Global Markets Inc.01F04265 Purchase 100.73 Citigroup Global Markets Inc.01N04264 Purchase 101.20 Citigroup Global Markets Inc.01F04064 Purchase 99.08 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.72 Credit Suisse Securities (USA) LLC02R04065 Purchase 98.64 Credit Suisse Securities (USA) LLC02R04065 Purchase 98.66 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.66 Credit Suisse Securities (USA) LLC21H04264 Purchase 100.92 Credit Suisse Securities (USA) LLC21H04264 Purchase 101.06 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.97 Deutsche Bank Securities Inc.01F04264 Purchase 101.05 J.P. Morgan Securities LLC01F04265 Purchase 100.69 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.74 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.69 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.67 RBS Securities Inc.01F04265 Purchase 100.69 UBS Securities LLC01F06064 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06065 Sale 103.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 102.97 Credit Suisse Securities (USA) LLC01F05265 Sale 102.70 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 102.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 103.60 Credit Suisse Securities (USA) LLC01F06065 Sale 103.34 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.06 Morgan Stanley & Co. Incorporated01F06064 Purchase 103.63 Morgan Stanley & Co. Incorporated01F05265 Sale 102.79 Morgan Stanley & Co. Incorporated01F06065 Sale 103.37 Morgan Stanley & Co. Incorporated01F04064 Purchase 99.16 Barclays Capital Inc.02R04264 Purchase 100.99 Barclays Capital Inc.01F04264 Purchase 101.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Purchase 98.98 Citigroup Global Markets Inc.02R04264 Purchase 101.12 Credit Suisse Securities (USA) LLC01F04064 Purchase 99.06 Deutsche Bank Securities Inc.01F04064 Purchase 99.12 Deutsche Bank Securities Inc.01N04064 Purchase 99.09 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.05 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.59 Credit Suisse Securities (USA) LLC01F05265 Sale 102.78 Credit Suisse Securities (USA) LLC01F05265 Sale 103.33 Credit Suisse Securities (USA) LLC01F06064 Purchase 103.65 Deutsche Bank Securities Inc.01F06065 Sale 103.39 Deutsche Bank Securities Inc.01F06064 Purchase 103.70 Morgan Stanley & Co. Incorporated01F06065 Sale 103.44 Morgan Stanley & Co. Incorporated02R04064 Purchase 100.32 Barclays Capital Inc.02R04264 Purchase 102.14 Barclays Capital Inc.02R04064 Purchase 99.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Purchase 100.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 227: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04264 Purchase 102.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 101.15 BNP Paribas Securities Corp.02R04264 Purchase 101.02 Citigroup Global Markets Inc.02R04264 Purchase 102.26 Cantor Fitzgerald & Co.02R04264 Purchase 101.19 Credit Suisse Securities (USA) LLC02R04264 Purchase 102.27 Credit Suisse Securities (USA) LLC02R04064 Purchase 98.96 Deutsche Bank Securities Inc.02R04264 Purchase 102.17 Morgan Stanley & Co. Incorporated02R04264 Purchase 102.26 RBS Securities Inc.02R04064 Purchase 99.16 UBS Securities LLC02R04064 Purchase 100.61 UBS Securities LLC02R04264 Purchase 102.16 UBS Securities LLC01F04065 Purchase 100.30 Barclays Capital Inc.01F04065 Purchase 100.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.33 BNP Paribas Securities Corp.01F04265 Purchase 102.15 BNP Paribas Securities Corp.01F04265 Purchase 101.97 BNP Paribas Securities Corp.01F04065 Purchase 100.36 Citigroup Global Markets Inc.01F04066 Purchase 99.91 Citigroup Global Markets Inc.01F04265 Purchase 102.15 Citigroup Global Markets Inc.02R04066 Purchase 100.00 Citigroup Global Markets Inc.01F04065 Purchase 100.44 Credit Suisse Securities (USA) LLC01F04066 Purchase 100.28 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.91 Credit Suisse Securities (USA) LLC02R04066 Purchase 100.00 Credit Suisse Securities (USA) LLC02R04066 Purchase 99.98 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.95 Deutsche Bank Securities Inc.02R04065 Purchase 100.17 Deutsche Bank Securities Inc.01F04045 Purchase 101.26 J.P. Morgan Securities LLC01F04065 Purchase 100.36 J.P. Morgan Securities LLC01F04265 Purchase 101.89 J.P. Morgan Securities LLC01F04045 Purchase 101.26 Morgan Stanley & Co. Incorporated01F04065 Purchase 100.38 Morgan Stanley & Co. Incorporated01F04065 Purchase 100.48 Morgan Stanley & Co. Incorporated01F04066 Purchase 99.91 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.61 Barclays Capital Inc.01F06064 Purchase 104.09 Barclays Capital Inc.01F05265 Sale 103.34 Barclays Capital Inc.01F06065 Sale 103.83 Barclays Capital Inc.01F06064 Purchase 104.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06065 Sale 103.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.64 Citigroup Global Markets Inc.01F05265 Sale 103.38 Citigroup Global Markets Inc.01F05064 Purchase 103.01 Citigroup Global Markets Inc.01F05065 Sale 102.72 Citigroup Global Markets Inc.01F05064 Purchase 103.05 Credit Suisse Securities (USA) LLC01F05064 Purchase 102.97 Credit Suisse Securities (USA) LLC01F05064 Purchase 102.99 Credit Suisse Securities (USA) LLC01F05064 Purchase 103.04 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.55 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.57 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.57 Credit Suisse Securities (USA) LLC

Page 228: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F06064 Purchase 104.07 Credit Suisse Securities (USA) LLC01F06064 Purchase 104.07 Credit Suisse Securities (USA) LLC01F06064 Purchase 104.08 Credit Suisse Securities (USA) LLC01F05065 Sale 102.77 Credit Suisse Securities (USA) LLC01F05065 Sale 102.69 Credit Suisse Securities (USA) LLC01F05065 Sale 102.70 Credit Suisse Securities (USA) LLC01F05065 Sale 102.75 Credit Suisse Securities (USA) LLC01F05265 Sale 103.30 Credit Suisse Securities (USA) LLC01F05265 Sale 103.31 Credit Suisse Securities (USA) LLC01F05265 Sale 103.31 Credit Suisse Securities (USA) LLC01F06065 Sale 103.81 Credit Suisse Securities (USA) LLC01F06065 Sale 103.81 Credit Suisse Securities (USA) LLC01F06065 Sale 103.83 Credit Suisse Securities (USA) LLC01F06064 Purchase 104.14 Deutsche Bank Securities Inc.01F06065 Sale 103.89 Deutsche Bank Securities Inc.01F05264 Purchase 103.60 Morgan Stanley & Co. Incorporated01F05265 Sale 103.34 Morgan Stanley & Co. Incorporated02R04064 Purchase 100.41 Barclays Capital Inc.02R04064 Purchase 100.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.39 Citigroup Global Markets Inc.01F04064 Purchase 100.32 Citigroup Global Markets Inc.02R04064 Purchase 100.40 Citigroup Global Markets Inc.01F04064 Purchase 100.47 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.98 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.38 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.46 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.30 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.35 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.44 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.38 Deutsche Bank Securities Inc.02R04064 Purchase 100.42 Deutsche Bank Securities Inc.02R04064 Purchase 100.36 Deutsche Bank Securities Inc.02R04064 Purchase 100.41 Deutsche Bank Securities Inc.02R04064 Purchase 100.40 J.P. Morgan Securities LLC02R04064 Purchase 100.38 Morgan Stanley & Co. Incorporated01F06064 Purchase 104.14 Barclays Capital Inc.01F06065 Sale 103.88 Barclays Capital Inc.01F05264 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.53 BNP Paribas Securities Corp.01F06064 Purchase 104.12 BNP Paribas Securities Corp.01F05265 Sale 103.27 BNP Paribas Securities Corp.01F06065 Sale 103.86 BNP Paribas Securities Corp.01F05264 Purchase 103.56 Credit Suisse Securities (USA) LLC01F05265 Sale 103.30 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.56 Goldman, Sachs & Co.01F05265 Sale 103.30 Goldman, Sachs & Co.01F06064 Purchase 104.16 Morgan Stanley & Co. Incorporated01F06065 Sale 103.89 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.57 RBS Securities Inc.01F06064 Purchase 104.14 RBS Securities Inc.

Page 229: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05265 Sale 103.31 RBS Securities Inc.01F06065 Sale 103.88 RBS Securities Inc.02R04065 Purchase 100.05 Barclays Capital Inc.02R04264 Purchase 101.96 Barclays Capital Inc.01F04045 Purchase 100.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 100.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.00 BNP Paribas Securities Corp.01F04065 Purchase 100.08 BNP Paribas Securities Corp.02R04064 Purchase 100.25 BNP Paribas Securities Corp.02R04264 Purchase 101.98 Citigroup Global Markets Inc.01F04045 Purchase 100.89 Cantor Fitzgerald & Co.01F04045 Purchase 100.95 Credit Suisse Securities (USA) LLC01F04265 Purchase 101.69 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC02R04065 Purchase 99.90 Credit Suisse Securities (USA) LLC02R04065 Purchase 100.01 Credit Suisse Securities (USA) LLC02R04065 Purchase 99.90 Credit Suisse Securities (USA) LLC02R04264 Purchase 101.82 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.00 Deutsche Bank Securities Inc.02R04065 Purchase 99.92 Deutsche Bank Securities Inc.02R04065 Purchase 99.95 Deutsche Bank Securities Inc.01F04045 Purchase 100.90 J.P. Morgan Securities LLC01F04265 Purchase 101.63 J.P. Morgan Securities LLC02R04264 Purchase 101.96 J.P. Morgan Securities LLC02R04264 Purchase 101.83 Morgan Stanley & Co. Incorporated01F04065 Purchase 99.97 RBS Securities Inc.01F04045 Purchase 100.90 UBS Securities LLC01F04265 Purchase 101.61 UBS Securities LLC02R04065 Purchase 99.91 UBS Securities LLC01F04045 Purchase 100.75 Barclays Capital Inc.01F04065 Purchase 99.82 Barclays Capital Inc.01F04065 Purchase 99.98 Barclays Capital Inc.01F04065 Purchase 99.82 Barclays Capital Inc.02R04045 Purchase 100.55 Barclays Capital Inc.02R04065 Purchase 99.89 Barclays Capital Inc.02R04265 Purchase 101.47 Barclays Capital Inc.01F04065 Purchase 99.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 99.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 101.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.51 BNP Paribas Securities Corp.01F04265 Purchase 101.48 BNP Paribas Securities Corp.01F04265 Purchase 101.50 BNP Paribas Securities Corp.01F04065 Purchase 99.84 Citigroup Global Markets Inc.01F04265 Purchase 101.47 Citigroup Global Markets Inc.01F04065 Purchase 99.73 Credit Suisse Securities (USA) LLC02R04065 Purchase 99.84 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.38 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.43 Credit Suisse Securities (USA) LLC01F04065 Purchase 99.76 Deutsche Bank Securities Inc.01F04065 Purchase 99.79 Deutsche Bank Securities Inc.

Page 230: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04265 Purchase 101.46 Deutsche Bank Securities Inc.01F04265 Purchase 101.51 Deutsche Bank Securities Inc.01F04265 Purchase 101.52 Deutsche Bank Securities Inc.01F04265 Purchase 101.54 Deutsche Bank Securities Inc.01F04065 Purchase 99.84 J.P. Morgan Securities LLC01F04065 Purchase 99.72 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.37 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.39 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.46 Morgan Stanley & Co. Incorporated01F04045 Purchase 100.77 UBS Securities LLC01F04065 Purchase 99.76 UBS Securities LLC01F05264 Purchase 103.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.48 Citigroup Global Markets Inc.01F06064 Purchase 104.13 Citigroup Global Markets Inc.01F05265 Sale 103.22 Citigroup Global Markets Inc.01F06065 Sale 103.86 Citigroup Global Markets Inc.01F06064 Purchase 104.20 Deutsche Bank Securities Inc.01F06065 Sale 103.94 Deutsche Bank Securities Inc.01F05264 Purchase 103.50 Morgan Stanley & Co. Incorporated01F05265 Sale 103.23 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.48 RBS Securities Inc.01F05265 Sale 103.22 RBS Securities Inc.01F05064 Purchase 102.75 Barclays Capital Inc.01F06064 Purchase 104.13 Barclays Capital Inc.01F05065 Sale 102.45 Barclays Capital Inc.01F06065 Sale 103.86 Barclays Capital Inc.01F05264 Purchase 103.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 104.19 Credit Suisse Securities (USA) LLC01F06065 Sale 103.92 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.45 Deutsche Bank Securities Inc.01F05264 Purchase 103.46 Deutsche Bank Securities Inc.01F05264 Purchase 103.49 Deutsche Bank Securities Inc.01F05265 Sale 103.19 Deutsche Bank Securities Inc.01F05265 Sale 103.19 Deutsche Bank Securities Inc.01F05265 Sale 103.22 Deutsche Bank Securities Inc.01F05264 Purchase 103.47 Goldman, Sachs & Co.01F05265 Sale 103.20 Goldman, Sachs & Co.01F05064 Purchase 102.83 Morgan Stanley & Co. Incorporated01F05064 Purchase 102.86 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.44 Morgan Stanley & Co. Incorporated01F05065 Sale 102.54 Morgan Stanley & Co. Incorporated01F05065 Sale 102.57 Morgan Stanley & Co. Incorporated01F05265 Sale 103.17 Morgan Stanley & Co. Incorporated01F06064 Purchase 104.16 UBS Securities LLC01F06065 Sale 103.89 UBS Securities LLC01F04264 Purchase 101.74 Barclays Capital Inc.01F04264 Purchase 101.74 Barclays Capital Inc.01F04064 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04264 Purchase 101.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 231: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04264 Purchase 101.84 BNP Paribas Securities Corp.01F04064 Purchase 100.27 Citigroup Global Markets Inc.01F04264 Purchase 101.71 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.73 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.83 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.86 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.72 Credit Suisse Securities (USA) LLC01N04065 Purchase 99.96 Credit Suisse Securities (USA) LLC01N04264 Purchase 101.84 Credit Suisse Securities (USA) LLC02R04264 Purchase 102.00 Credit Suisse Securities (USA) LLC31416HQY Purchase 100.34 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.20 Deutsche Bank Securities Inc.01F04264 Purchase 101.84 Goldman, Sachs & Co.01N04264 Purchase 101.95 J.P. Morgan Securities LLC01N04264 Purchase 101.95 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.57 BNP Paribas Securities Corp.01F05265 Sale 103.30 BNP Paribas Securities Corp.01F05264 Purchase 103.44 Goldman, Sachs & Co.01F05264 Purchase 103.60 Goldman, Sachs & Co.01F05264 Purchase 103.63 Goldman, Sachs & Co.01F05265 Sale 103.17 Goldman, Sachs & Co.01F05265 Sale 103.33 Goldman, Sachs & Co.01F05265 Sale 103.36 Goldman, Sachs & Co.01F05264 Purchase 103.58 J.P. Morgan Securities LLC01F05264 Purchase 103.52 J.P. Morgan Securities LLC01F05265 Sale 103.31 J.P. Morgan Securities LLC01F05265 Sale 103.25 J.P. Morgan Securities LLC01N04265 Purchase 101.55 Barclays Capital Inc.01N04265 Purchase 101.65 Barclays Capital Inc.02R04264 Purchase 101.82 Barclays Capital Inc.01F04065 Purchase 100.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04265 Purchase 101.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 101.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 101.35 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.02 BNP Paribas Securities Corp.02R04064 Purchase 100.30 BNP Paribas Securities Corp.02R04265 Purchase 101.31 BNP Paribas Securities Corp.02R04265 Purchase 101.44 BNP Paribas Securities Corp.01F04065 Purchase 99.96 Citigroup Global Markets Inc.02R04265 Purchase 101.40 Cantor Fitzgerald & Co.01N04265 Purchase 101.56 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.45 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.01 Deutsche Bank Securities Inc.01N04265 Purchase 101.64 Deutsche Bank Securities Inc.02R04265 Purchase 101.37 Deutsche Bank Securities Inc.02R04265 Purchase 101.43 Deutsche Bank Securities Inc.01F04065 Purchase 99.92 J.P. Morgan Securities LLC01F04065 Purchase 100.00 Morgan Stanley & Co. Incorporated02R04264 Purchase 101.83 Morgan Stanley & Co. Incorporated02R04264 Purchase 101.89 RBS Securities Inc.02R04064 Purchase 100.23 UBS Securities LLC02R04265 Purchase 101.39 UBS Securities LLC02R04265 Purchase 101.39 UBS Securities LLC

Page 232: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04044 Purchase 101.37 Barclays Capital Inc.01N04265 Purchase 101.72 Barclays Capital Inc.01F04064 Purchase 100.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 102.10 BNP Paribas Securities Corp.02R04064 Purchase 100.34 Citigroup Global Markets Inc.01F04264 Purchase 102.05 Credit Suisse Securities (USA) LLC02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC02R04065 Purchase 100.10 Credit Suisse Securities (USA) LLC01F04264 Purchase 102.01 Deutsche Bank Securities Inc.01F04264 Purchase 102.07 Deutsche Bank Securities Inc.02R04264 Purchase 101.96 Deutsche Bank Securities Inc.02R04264 Purchase 101.94 Goldman, Sachs & Co.01F04264 Purchase 102.03 Morgan Stanley & Co. Incorporated01F04264 Purchase 102.11 Morgan Stanley & Co. Incorporated01N04065 Purchase 100.13 Morgan Stanley & Co. Incorporated02R04264 Purchase 101.91 Morgan Stanley & Co. Incorporated02R05264 Purchase 103.60 Barclays Capital Inc.02R05265 Sale 103.33 Barclays Capital Inc.01F05264 Purchase 103.69 BNP Paribas Securities Corp.01F05265 Sale 103.42 BNP Paribas Securities Corp.01F05264 Purchase 103.71 Citigroup Global Markets Inc.01F05264 Purchase 103.71 Citigroup Global Markets Inc.01F05265 Sale 103.44 Citigroup Global Markets Inc.01F05265 Sale 103.44 Citigroup Global Markets Inc.01F05264 Purchase 103.71 Credit Suisse Securities (USA) LLC02R05264 Purchase 103.74 Credit Suisse Securities (USA) LLC01F05265 Sale 103.44 Credit Suisse Securities (USA) LLC02R05265 Sale 103.47 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.75 Deutsche Bank Securities Inc.01F05265 Sale 103.48 Deutsche Bank Securities Inc.01F05264 Purchase 103.71 J.P. Morgan Securities LLC01F05265 Sale 103.44 J.P. Morgan Securities LLC01F05264 Purchase 103.71 UBS Securities LLC01F05265 Sale 103.44 UBS Securities LLC01F04064 Purchase 100.58 Barclays Capital Inc.02R04264 Purchase 102.02 Barclays Capital Inc.02R04065 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 100.13 BNP Paribas Securities Corp.01F04065 Purchase 100.30 Citigroup Global Markets Inc.02R04264 Purchase 102.02 Cantor Fitzgerald & Co.01F04064 Purchase 100.56 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.59 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.48 Credit Suisse Securities (USA) LLC01N04266 Purchase 101.56 Credit Suisse Securities (USA) LLC02R04065 Purchase 100.31 Credit Suisse Securities (USA) LLC02R04264 Purchase 102.03 Credit Suisse Securities (USA) LLC02R04264 Purchase 102.00 Deutsche Bank Securities Inc.02R04264 Purchase 102.04 Deutsche Bank Securities Inc.02R04264 Purchase 102.05 Deutsche Bank Securities Inc.02R04264 Purchase 102.08 Deutsche Bank Securities Inc.02R04064 Purchase 100.50 J.P. Morgan Securities LLC02R04065 Purchase 100.21 J.P. Morgan Securities LLC02R04065 Purchase 100.21 Morgan Stanley & Co. Incorporated

Page 233: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04264 Purchase 102.00 Morgan Stanley & Co. Incorporated02R04065 Purchase 100.22 UBS Securities LLC02R04065 Purchase 100.28 UBS Securities LLC02R04065 Purchase 100.30 UBS Securities LLC02R04065 Purchase 100.30 UBS Securities LLC01F05264 Purchase 103.65 Barclays Capital Inc.01F05265 Sale 103.38 Barclays Capital Inc.01F05264 Purchase 103.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.64 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.66 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.70 Credit Suisse Securities (USA) LLC01F06064 Purchase 104.36 Credit Suisse Securities (USA) LLC01F06064 Purchase 104.39 Credit Suisse Securities (USA) LLC01F05265 Sale 103.38 Credit Suisse Securities (USA) LLC01F05265 Sale 103.39 Credit Suisse Securities (USA) LLC01F05265 Sale 103.42 Credit Suisse Securities (USA) LLC01F06065 Sale 104.09 Credit Suisse Securities (USA) LLC01F06065 Sale 104.13 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.73 Deutsche Bank Securities Inc.01F05265 Sale 103.45 Deutsche Bank Securities Inc.01F05264 Purchase 103.67 Morgan Stanley & Co. Incorporated01F06064 Purchase 104.39 Morgan Stanley & Co. Incorporated01F05265 Sale 103.40 Morgan Stanley & Co. Incorporated01F06065 Sale 104.13 Morgan Stanley & Co. Incorporated01F04065 Purchase 100.25 Barclays Capital Inc.01F04064 Purchase 100.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04066 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.54 BNP Paribas Securities Corp.01F04265 Purchase 101.86 BNP Paribas Securities Corp.01F04065 Purchase 100.29 Citigroup Global Markets Inc.01F04065 Purchase 100.25 Citigroup Global Markets Inc.01F04065 Purchase 100.30 Citigroup Global Markets Inc.01F04065 Purchase 100.26 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.26 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.29 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.29 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.32 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.34 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.30 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.59 Deutsche Bank Securities Inc.01F04065 Purchase 100.29 Deutsche Bank Securities Inc.01F04065 Purchase 100.34 Deutsche Bank Securities Inc.01F04065 Purchase 100.28 Deutsche Bank Securities Inc.01F04065 Purchase 100.29 Deutsche Bank Securities Inc.01F04065 Purchase 100.31 Deutsche Bank Securities Inc.01F04065 Purchase 100.28 Deutsche Bank Securities Inc.01F04064 Purchase 100.60 J.P. Morgan Securities LLC

Page 234: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04065 Purchase 100.30 J.P. Morgan Securities LLC01F04065 Purchase 100.32 J.P. Morgan Securities LLC01F04265 Purchase 101.82 J.P. Morgan Securities LLC01N04265 Purchase 101.94 J.P. Morgan Securities LLC01F04065 Purchase 100.27 Morgan Stanley & Co. Incorporated01F04065 Purchase 100.29 Morgan Stanley & Co. Incorporated01F04065 Purchase 100.33 Morgan Stanley & Co. Incorporated01F04066 Purchase 100.00 Morgan Stanley & Co. Incorporated01F04065 Purchase 100.33 UBS Securities LLC01F04065 Purchase 100.28 UBS Securities LLC01F04065 Purchase 100.30 UBS Securities LLC01F04065 Purchase 100.27 UBS Securities LLC01F05264 Purchase 103.80 Barclays Capital Inc.01F05265 Sale 103.52 Barclays Capital Inc.01F04064 Purchase 100.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Sale 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Sale 100.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Sale 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.78 BNP Paribas Securities Corp.01F05265 Sale 103.51 BNP Paribas Securities Corp.01F05264 Purchase 103.80 Citigroup Global Markets Inc.01F05264 Purchase 103.80 Citigroup Global Markets Inc.01F05265 Sale 103.53 Citigroup Global Markets Inc.01F05265 Sale 103.53 Citigroup Global Markets Inc.01F05264 Purchase 103.80 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.82 Credit Suisse Securities (USA) LLC01F05265 Sale 103.53 Credit Suisse Securities (USA) LLC01F05265 Sale 103.55 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.62 Deutsche Bank Securities Inc.01F05264 Purchase 103.75 Deutsche Bank Securities Inc.01F04065 Sale 100.34 Deutsche Bank Securities Inc.01F05265 Sale 103.48 Deutsche Bank Securities Inc.01F05264 Purchase 103.80 J.P. Morgan Securities LLC01F05265 Sale 103.52 J.P. Morgan Securities LLC02R04042 Sale 101.76 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.58 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.79 Morgan Stanley & Co. Incorporated01F04065 Sale 100.30 Morgan Stanley & Co. Incorporated01F05265 Sale 103.52 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.73 RBS Securities Inc.01F05265 Sale 103.45 RBS Securities Inc.01F06064 Purchase 104.47 Barclays Capital Inc.01F06065 Sale 104.21 Barclays Capital Inc.01F05264 Purchase 103.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 104.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 104.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 235: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F06065 Sale 104.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06065 Sale 104.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 103.80 BNP Paribas Securities Corp.01F05265 Sale 103.52 BNP Paribas Securities Corp.01F04064 Purchase 100.57 Citigroup Global Markets Inc.01F04065 Sale 100.30 Citigroup Global Markets Inc.01F05264 Purchase 103.76 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.82 Credit Suisse Securities (USA) LLC01F05265 Sale 103.48 Credit Suisse Securities (USA) LLC01F05265 Sale 103.55 Credit Suisse Securities (USA) LLC01F06064 Purchase 104.48 Deutsche Bank Securities Inc.01F06065 Sale 104.23 Deutsche Bank Securities Inc.01F05264 Purchase 103.81 Goldman, Sachs & Co.01F05265 Sale 103.54 Goldman, Sachs & Co.01F05264 Purchase 103.82 J.P. Morgan Securities LLC01F05265 Sale 103.55 J.P. Morgan Securities LLC01F05064 Purchase 103.20 Morgan Stanley & Co. Incorporated01F05065 Sale 102.91 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.84 RBS Securities Inc.01F05265 Sale 103.56 RBS Securities Inc.01N04066 Purchase 99.80 Barclays Capital Inc.02R04065 Purchase 100.16 Barclays Capital Inc.02R04065 Purchase 100.19 Barclays Capital Inc.01F04064 Purchase 100.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 102.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 102.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.57 BNP Paribas Securities Corp.01F04064 Purchase 100.58 BNP Paribas Securities Corp.02R04065 Purchase 100.11 Citigroup Global Markets Inc.02R04065 Purchase 100.17 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.51 Deutsche Bank Securities Inc.02R04264 Purchase 102.04 Deutsche Bank Securities Inc.02R04264 Purchase 102.04 Deutsche Bank Securities Inc.02R04264 Purchase 102.05 Deutsche Bank Securities Inc.02R04264 Purchase 102.05 Deutsche Bank Securities Inc.02R04065 Purchase 100.16 Goldman, Sachs & Co.02R04264 Purchase 102.05 Goldman, Sachs & Co.01F04064 Purchase 100.57 J.P. Morgan Securities LLC02R04264 Purchase 102.03 J.P. Morgan Securities LLC01F04064 Purchase 100.56 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.53 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.50 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.48 Morgan Stanley & Co. Incorporated02R04264 Purchase 102.01 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.56 UBS Securities LLC02R04065 Purchase 100.15 UBS Securities LLC01F04064 Purchase 100.19 Barclays Capital Inc.01F04064 Purchase 100.19 Barclays Capital Inc.01F04064 Purchase 100.26 Barclays Capital Inc.01F04064 Purchase 100.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 236: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04064 Purchase 100.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04066 Purchase 99.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.16 Citigroup Global Markets Inc.01N04066 Purchase 99.57 Citigroup Global Markets Inc.01F04064 Purchase 100.19 Deutsche Bank Securities Inc.01F04064 Purchase 100.28 Deutsche Bank Securities Inc.01F04064 Purchase 100.29 Deutsche Bank Securities Inc.01F04064 Purchase 100.16 J.P. Morgan Securities LLC01F04064 Purchase 100.18 J.P. Morgan Securities LLC01F04064 Purchase 100.31 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.18 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.19 Morgan Stanley & Co. Incorporated01F04064 Purchase 100.17 UBS Securities LLC01F04064 Purchase 100.26 Barclays Capital Inc.01F04065 Sale 99.98 Barclays Capital Inc.01F04064 Purchase 100.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Sale 99.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Sale 99.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 100.29 BNP Paribas Securities Corp.01F05264 Purchase 103.80 BNP Paribas Securities Corp.01F04065 Sale 100.02 BNP Paribas Securities Corp.01F05265 Sale 103.53 BNP Paribas Securities Corp.01F04064 Purchase 100.26 Citigroup Global Markets Inc.01F05264 Purchase 103.81 Citigroup Global Markets Inc.01F06064 Purchase 104.50 Citigroup Global Markets Inc.01F04065 Sale 99.98 Citigroup Global Markets Inc.01F05265 Sale 103.54 Citigroup Global Markets Inc.01F06065 Sale 104.24 Citigroup Global Markets Inc.01F04064 Purchase 100.25 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.25 Credit Suisse Securities (USA) LLC01F04244 Purchase 102.88 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.95 Credit Suisse Securities (USA) LLC01F05064 Purchase 103.14 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.79 Credit Suisse Securities (USA) LLC01F06064 Purchase 104.46 Credit Suisse Securities (USA) LLC01F04065 Sale 99.97 Credit Suisse Securities (USA) LLC01F04065 Sale 99.97 Credit Suisse Securities (USA) LLC01F04245 Sale 102.58 Credit Suisse Securities (USA) LLC01F04265 Sale 101.64 Credit Suisse Securities (USA) LLC01F05065 Sale 102.84 Credit Suisse Securities (USA) LLC01F05265 Sale 103.52 Credit Suisse Securities (USA) LLC01F06065 Sale 104.20 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.82 Deutsche Bank Securities Inc.01F05264 Purchase 103.84 Deutsche Bank Securities Inc.01F05265 Sale 103.55 Deutsche Bank Securities Inc.01F05265 Sale 103.57 Deutsche Bank Securities Inc.01F04064 Purchase 100.28 Goldman, Sachs & Co.01F04264 Purchase 101.99 Goldman, Sachs & Co.01F06064 Purchase 104.46 Goldman, Sachs & Co.01F04065 Sale 100.00 Goldman, Sachs & Co.01F04265 Sale 101.69 Goldman, Sachs & Co.

Page 237: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F06065 Sale 104.20 Goldman, Sachs & Co.01F04264 Purchase 101.99 J.P. Morgan Securities LLC01F05264 Purchase 103.79 J.P. Morgan Securities LLC01F04265 Sale 101.69 J.P. Morgan Securities LLC01F05265 Sale 103.52 J.P. Morgan Securities LLC01F04064 Purchase 100.28 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.81 Morgan Stanley & Co. Incorporated01F04065 Sale 100.00 Morgan Stanley & Co. Incorporated01F05265 Sale 103.54 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.79 UBS Securities LLC01F06064 Purchase 104.48 UBS Securities LLC01F05265 Sale 103.52 UBS Securities LLC01F06065 Sale 104.22 UBS Securities LLC01F04064 Purchase 100.11 Barclays Capital Inc.02R04265 Purchase 101.30 Barclays Capital Inc.02R04265 Purchase 101.39 Barclays Capital Inc.02R04265 Purchase 101.39 Barclays Capital Inc.01F04064 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 101.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04266 Purchase 101.05 Citigroup Global Markets Inc.01N04266 Purchase 101.31 Citigroup Global Markets Inc.02R04265 Purchase 101.45 Citigroup Global Markets Inc.02R04265 Purchase 101.17 Cantor Fitzgerald & Co.01F04064 Purchase 99.97 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.02 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.12 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.14 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.16 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.34 Credit Suisse Securities (USA) LLC01F04064 Purchase 100.12 Deutsche Bank Securities Inc.02R04265 Purchase 101.27 Deutsche Bank Securities Inc.02R04265 Purchase 101.12 J.P. Morgan Securities LLC02R04265 Purchase 101.26 J.P. Morgan Securities LLC02R04265 Purchase 101.25 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.38 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.43 RBS Securities Inc.01F05064 Purchase 103.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05065 Sale 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 104.48 BNP Paribas Securities Corp.01F06065 Sale 104.22 BNP Paribas Securities Corp.01F05064 Purchase 102.98 Credit Suisse Securities (USA) LLC01F05065 Sale 102.69 Credit Suisse Securities (USA) LLC01F05264 Purchase 103.84 Deutsche Bank Securities Inc.01F06064 Purchase 104.50 Deutsche Bank Securities Inc.01F05265 Sale 103.57 Deutsche Bank Securities Inc.01F06065 Sale 104.24 Deutsche Bank Securities Inc.01F05264 Purchase 103.73 J.P. Morgan Securities LLC01F05265 Sale 103.45 J.P. Morgan Securities LLC02R05064 Purchase 102.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05065 Sale 102.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06064 Purchase 104.55 BNP Paribas Securities Corp.01F06065 Sale 104.30 BNP Paribas Securities Corp.01F04264 Purchase 101.65 Citigroup Global Markets Inc.

Page 238: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04264 Purchase 101.66 Citigroup Global Markets Inc.02R05064 Purchase 102.92 Citigroup Global Markets Inc.01F04265 Sale 101.34 Citigroup Global Markets Inc.01F04265 Sale 101.35 Citigroup Global Markets Inc.02R05065 Sale 102.63 Citigroup Global Markets Inc.01F06064 Purchase 104.61 Credit Suisse Securities (USA) LLC02R05064 Purchase 102.88 Credit Suisse Securities (USA) LLC01F06065 Sale 104.36 Credit Suisse Securities (USA) LLC02R05065 Sale 102.58 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.67 Deutsche Bank Securities Inc.01F04264 Purchase 101.69 Deutsche Bank Securities Inc.01F04265 Sale 101.36 Deutsche Bank Securities Inc.01F04265 Sale 101.38 Deutsche Bank Securities Inc.02R05064 Purchase 102.82 J.P. Morgan Securities LLC02R05064 Purchase 102.84 J.P. Morgan Securities LLC02R05065 Sale 102.52 J.P. Morgan Securities LLC02R05065 Sale 102.55 J.P. Morgan Securities LLC02R05064 Purchase 102.86 Morgan Stanley & Co. Incorporated02R05064 Purchase 102.87 Morgan Stanley & Co. Incorporated02R05064 Purchase 102.88 Morgan Stanley & Co. Incorporated02R05064 Purchase 102.92 Morgan Stanley & Co. Incorporated02R05065 Sale 102.56 Morgan Stanley & Co. Incorporated02R05065 Sale 102.57 Morgan Stanley & Co. Incorporated02R05065 Sale 102.57 Morgan Stanley & Co. Incorporated02R05065 Sale 102.63 Morgan Stanley & Co. Incorporated02R05064 Purchase 102.84 RBS Securities Inc.02R05065 Sale 102.55 RBS Securities Inc.01F04064 Purchase 99.87 Barclays Capital Inc.01F04064 Purchase 100.01 Barclays Capital Inc.01F04264 Purchase 101.63 Barclays Capital Inc.01F04264 Purchase 101.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 99.93 BNP Paribas Securities Corp.01F04264 Purchase 101.59 BNP Paribas Securities Corp.01F04264 Purchase 101.61 BNP Paribas Securities Corp.01F04064 Purchase 99.87 Citigroup Global Markets Inc.01F04264 Purchase 101.61 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.61 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.64 Credit Suisse Securities (USA) LLC01F04264 Purchase 101.64 Credit Suisse Securities (USA) LLC01F04064 Purchase 99.91 Deutsche Bank Securities Inc.01F04064 Purchase 99.99 Deutsche Bank Securities Inc.01F04264 Purchase 101.65 Deutsche Bank Securities Inc.01F04064 Purchase 99.88 Goldman, Sachs & Co.01F04064 Purchase 99.93 Goldman, Sachs & Co.01F04264 Purchase 101.64 Goldman, Sachs & Co.01F04264 Purchase 101.64 Goldman, Sachs & Co.01F04064 Purchase 99.91 J.P. Morgan Securities LLC01F04064 Purchase 99.93 J.P. Morgan Securities LLC01F04064 Purchase 100.01 J.P. Morgan Securities LLC01F04064 Purchase 99.88 Morgan Stanley & Co. Incorporated01F04264 Purchase 101.62 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05064 Purchase 103.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 239: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R06064 Purchase 104.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05065 Sale 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R06065 Sale 104.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 101.78 Citigroup Global Markets Inc.01F04265 Sale 101.47 Citigroup Global Markets Inc.01F05264 Purchase 103.93 Credit Suisse Securities (USA) LLC02R05064 Purchase 103.00 Credit Suisse Securities (USA) LLC02R05064 Purchase 103.05 Credit Suisse Securities (USA) LLC02R05264 Purchase 103.79 Credit Suisse Securities (USA) LLC02R05264 Purchase 103.78 Credit Suisse Securities (USA) LLC02R06064 Purchase 104.76 Credit Suisse Securities (USA) LLC01F05265 Sale 103.68 Credit Suisse Securities (USA) LLC02R05065 Sale 102.70 Credit Suisse Securities (USA) LLC02R05065 Sale 102.75 Credit Suisse Securities (USA) LLC02R05265 Sale 103.54 Credit Suisse Securities (USA) LLC02R05265 Sale 103.54 Credit Suisse Securities (USA) LLC02R06065 Sale 104.56 Credit Suisse Securities (USA) LLC01F05064 Purchase 103.14 Deutsche Bank Securities Inc.02R05064 Purchase 103.02 Deutsche Bank Securities Inc.02R05064 Purchase 103.00 Deutsche Bank Securities Inc.02R05264 Purchase 103.89 Deutsche Bank Securities Inc.01F05065 Sale 102.86 Deutsche Bank Securities Inc.02R05065 Sale 102.72 Deutsche Bank Securities Inc.02R05065 Sale 102.71 Deutsche Bank Securities Inc.02R05265 Sale 103.65 Deutsche Bank Securities Inc.01F05264 Purchase 103.86 Goldman, Sachs & Co.01F05265 Sale 103.61 Goldman, Sachs & Co.01F05264 Purchase 103.82 J.P. Morgan Securities LLC01F05265 Sale 103.56 J.P. Morgan Securities LLC02R05064 Purchase 103.02 Morgan Stanley & Co. Incorporated02R05264 Purchase 103.78 Morgan Stanley & Co. Incorporated02R05065 Sale 102.72 Morgan Stanley & Co. Incorporated02R05265 Sale 103.53 Morgan Stanley & Co. Incorporated01F05264 Purchase 103.83 RBS Securities Inc.01F05265 Sale 103.58 RBS Securities Inc.01F04065 Purchase 99.94 Barclays Capital Inc.02R04265 Purchase 101.46 Barclays Capital Inc.01F04065 Purchase 99.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 99.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 101.42 BNP Paribas Securities Corp.01F04065 Purchase 99.88 Cantor Fitzgerald & Co.01F04065 Purchase 99.88 Credit Suisse Securities (USA) LLC01F04065 Purchase 99.93 Credit Suisse Securities (USA) LLC01F04265 Purchase 101.58 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.40 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.41 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.50 Credit Suisse Securities (USA) LLC01F04265 Purchase 101.49 Deutsche Bank Securities Inc.01F04265 Purchase 101.58 Deutsche Bank Securities Inc.02R04265 Purchase 101.32 Deutsche Bank Securities Inc.

Page 240: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04265 Purchase 101.42 Deutsche Bank Securities Inc.01F04065 Purchase 99.91 J.P. Morgan Securities LLC01F04265 Purchase 101.41 J.P. Morgan Securities LLC02R04265 Purchase 101.36 Morgan Stanley & Co. Incorporated01F04065 Purchase 99.78 RBS Securities Inc.01F04065 Purchase 99.84 RBS Securities Inc.01F04265 Purchase 101.57 UBS Securities LLC01F04265 Purchase 101.65 Barclays Capital Inc.01F04265 Purchase 101.73 Barclays Capital Inc.01F04265 Purchase 101.95 Barclays Capital Inc.02R04265 Purchase 101.62 Barclays Capital Inc.02R04266 Purchase 101.41 Barclays Capital Inc.01F04065 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 101.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 100.09 Citigroup Global Markets Inc.01F04265 Purchase 101.62 Citigroup Global Markets Inc.02R04265 Purchase 101.69 Citigroup Global Markets Inc.01F04065 Purchase 99.94 Credit Suisse Securities (USA) LLC01F04265 Purchase 101.80 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.66 Credit Suisse Securities (USA) LLC02R04265 Purchase 101.65 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.00 Deutsche Bank Securities Inc.01F04265 Purchase 101.77 Deutsche Bank Securities Inc.01F04265 Purchase 101.95 Deutsche Bank Securities Inc.01F04265 Purchase 101.79 Deutsche Bank Securities Inc.01F04265 Purchase 101.93 Deutsche Bank Securities Inc.01F04265 Purchase 101.88 Deutsche Bank Securities Inc.01F04265 Purchase 101.62 Goldman, Sachs & Co.01F04265 Purchase 101.74 Goldman, Sachs & Co.01F04265 Purchase 101.87 Goldman, Sachs & Co.01F04265 Purchase 101.93 Goldman, Sachs & Co.01F04265 Purchase 101.91 J.P. Morgan Securities LLC01F04265 Purchase 101.97 J.P. Morgan Securities LLC01F04265 Purchase 101.77 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.57 Morgan Stanley & Co. Incorporated01F04265 Purchase 101.77 UBS Securities LLC01F06265 Purchase 105.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06264 Sale 105.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06265 Purchase 105.38 Citigroup Global Markets Inc.01F06265 Purchase 105.38 Citigroup Global Markets Inc.01F06264 Sale 105.80 Citigroup Global Markets Inc.01F06264 Sale 105.80 Citigroup Global Markets Inc.01F06265 Purchase 105.35 Morgan Stanley & Co. Incorporated01F06265 Purchase 105.35 Morgan Stanley & Co. Incorporated01F06264 Sale 105.79 Morgan Stanley & Co. Incorporated01F06264 Sale 105.79 Morgan Stanley & Co. Incorporated01F05264 Purchase 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 99.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 241: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04065 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04065 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05264 Purchase 103.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 100.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 100.33 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 100.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 100.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Sale 100.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05265 Sale 103.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 104.00 Credit Suisse Securities (USA) LLC01F05265 Sale 103.75 Credit Suisse Securities (USA) LLC02R04065 Purchase 99.91 Deutsche Bank Securities Inc.02R04065 Purchase 99.98 Deutsche Bank Securities Inc.02R05264 Purchase 103.98 Deutsche Bank Securities Inc.02R05264 Purchase 103.99 Deutsche Bank Securities Inc.02R04064 Sale 100.25 Deutsche Bank Securities Inc.02R04064 Sale 100.32 Deutsche Bank Securities Inc.02R05265 Sale 103.74 Deutsche Bank Securities Inc.02R05265 Sale 103.74 Deutsche Bank Securities Inc.02R04065 Purchase 100.00 J.P. Morgan Securities LLC02R04065 Purchase 100.02 J.P. Morgan Securities LLC02R05264 Purchase 103.95 J.P. Morgan Securities LLC02R04064 Sale 100.34 J.P. Morgan Securities LLC02R04064 Sale 100.35 J.P. Morgan Securities LLC02R05265 Sale 103.70 J.P. Morgan Securities LLC01N06064 Purchase 104.92 Morgan Stanley & Co. Incorporated01N06065 Sale 104.73 Morgan Stanley & Co. Incorporated01F04065 Purchase 99.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Purchase 99.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.79 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 101.63 Citigroup Global Markets Inc.01F04065 Purchase 99.96 Credit Suisse Securities (USA) LLC01F04065 Purchase 99.78 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.01 Credit Suisse Securities (USA) LLC01F04265 Purchase 101.75 Credit Suisse Securities (USA) LLC01F04265 Purchase 101.64 Deutsche Bank Securities Inc.01F04265 Purchase 101.64 Deutsche Bank Securities Inc.01F04265 Purchase 101.65 Goldman, Sachs & Co.01F04265 Purchase 101.68 Goldman, Sachs & Co.01F04265 Purchase 101.70 Goldman, Sachs & Co.01F04265 Purchase 101.76 Goldman, Sachs & Co.01F04265 Purchase 101.77 Goldman, Sachs & Co.01F04265 Purchase 101.67 Goldman, Sachs & Co.01F04065 Purchase 99.89 J.P. Morgan Securities LLC01F04265 Purchase 101.75 J.P. Morgan Securities LLC01F04265 Purchase 101.63 Morgan Stanley & Co. Incorporated02R06065 Purchase 104.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R06066 Sale 104.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 242: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N06064 Purchase 104.79 Credit Suisse Securities (USA) LLC01N06064 Purchase 104.88 Credit Suisse Securities (USA) LLC01N06065 Sale 104.59 Credit Suisse Securities (USA) LLC01N06065 Sale 104.69 Credit Suisse Securities (USA) LLC01N06064 Purchase 104.93 Deutsche Bank Securities Inc.01N06065 Sale 104.73 Deutsche Bank Securities Inc.01N06064 Purchase 104.85 J.P. Morgan Securities LLC01N06065 Sale 104.66 J.P. Morgan Securities LLC01N06064 Purchase 104.94 UBS Securities LLC01N06065 Sale 104.75 UBS Securities LLC01F04266 Purchase 101.50 Barclays Capital Inc.01F04066 Purchase 99.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04066 Purchase 99.67 BNP Paribas Securities Corp.01F04266 Purchase 101.55 Citigroup Global Markets Inc.01F04066 Purchase 99.41 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.61 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.66 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.72 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.42 Deutsche Bank Securities Inc.01F04266 Purchase 101.50 Deutsche Bank Securities Inc.01F04066 Purchase 99.61 Goldman, Sachs & Co.01F04266 Purchase 101.31 Goldman, Sachs & Co.01F04266 Purchase 101.43 Goldman, Sachs & Co.01F04266 Purchase 101.51 Goldman, Sachs & Co.01F04266 Purchase 101.51 Goldman, Sachs & Co.01F04266 Purchase 101.28 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.52 Morgan Stanley & Co. Incorporated01F04066 Purchase 99.69 RBS Securities Inc.01F04266 Purchase 101.51 UBS Securities LLC01F04266 Purchase 101.52 UBS Securities LLC01F04066 Purchase 99.72 Barclays Capital Inc.01F04066 Purchase 99.91 Barclays Capital Inc.01F04266 Purchase 101.69 Barclays Capital Inc.01F04266 Purchase 101.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04066 Purchase 99.84 Deutsche Bank Securities Inc.01F04265 Purchase 101.90 Deutsche Bank Securities Inc.01F04266 Purchase 101.75 Deutsche Bank Securities Inc.01F04066 Purchase 99.81 Goldman, Sachs & Co.01F04066 Purchase 99.90 Goldman, Sachs & Co.01F04265 Purchase 101.84 Goldman, Sachs & Co.01F04266 Purchase 101.60 Goldman, Sachs & Co.01F04266 Purchase 101.63 Goldman, Sachs & Co.01F04266 Purchase 101.67 Goldman, Sachs & Co.01F04266 Purchase 101.60 J.P. Morgan Securities LLC01F04266 Purchase 101.65 J.P. Morgan Securities LLC01F04066 Purchase 99.77 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.49 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.75 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.64 UBS Securities LLC01F05265 Purchase 104.07 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 104.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 243: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F06065 Purchase 104.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06066 Sale 104.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 104.08 BNP Paribas Securities Corp.01F05266 Sale 103.84 BNP Paribas Securities Corp.01F05265 Purchase 104.09 Citigroup Global Markets Inc.01F05265 Purchase 104.07 Citigroup Global Markets Inc.01F05266 Sale 103.86 Citigroup Global Markets Inc.01F05266 Sale 103.83 Citigroup Global Markets Inc.01F05265 Purchase 104.09 Deutsche Bank Securities Inc.01F06065 Purchase 104.86 Deutsche Bank Securities Inc.01F05266 Sale 103.85 Deutsche Bank Securities Inc.01F06066 Sale 104.63 Deutsche Bank Securities Inc.01F06065 Purchase 104.88 Barclays Capital Inc.01F06066 Sale 104.65 Barclays Capital Inc.01F05265 Purchase 104.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N06064 Purchase 105.00 Citigroup Global Markets Inc.01N06065 Sale 104.81 Citigroup Global Markets Inc.01F06065 Purchase 104.86 Credit Suisse Securities (USA) LLC01F06066 Sale 104.63 Credit Suisse Securities (USA) LLC01F05065 Purchase 103.34 Deutsche Bank Securities Inc.01F05065 Purchase 103.30 Deutsche Bank Securities Inc.01F05066 Sale 103.08 Deutsche Bank Securities Inc.01F05066 Sale 103.03 Deutsche Bank Securities Inc.01F05065 Purchase 103.29 Morgan Stanley & Co. Incorporated01F05065 Purchase 103.28 Morgan Stanley & Co. Incorporated01F05265 Purchase 104.07 Morgan Stanley & Co. Incorporated01F05066 Sale 103.02 Morgan Stanley & Co. Incorporated01F05066 Sale 103.02 Morgan Stanley & Co. Incorporated01F05266 Sale 103.84 Morgan Stanley & Co. Incorporated01F05265 Purchase 104.11 RBS Securities Inc.01F05266 Sale 103.88 RBS Securities Inc.01F04066 Purchase 99.89 Barclays Capital Inc.01F04066 Purchase 99.98 Barclays Capital Inc.02R04266 Purchase 101.64 Barclays Capital Inc.01F04066 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04066 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 102.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 101.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 101.64 BNP Paribas Securities Corp.01F04066 Purchase 99.93 Citigroup Global Markets Inc.01F04066 Purchase 99.94 Credit Suisse Securities (USA) LLC02R04266 Purchase 101.63 Deutsche Bank Securities Inc.01F04265 Purchase 102.06 J.P. Morgan Securities LLC01N04266 Purchase 101.95 J.P. Morgan Securities LLC01F04066 Purchase 99.93 Morgan Stanley & Co. Incorporated01F04066 Purchase 99.98 Morgan Stanley & Co. Incorporated01F04265 Purchase 102.01 Morgan Stanley & Co. Incorporated01F04265 Purchase 102.07 Morgan Stanley & Co. Incorporated01F04066 Purchase 99.88 UBS Securities LLC

Page 244: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04066 Purchase 99.95 UBS Securities LLC01F04066 Purchase 99.96 UBS Securities LLC01F04066 Purchase 99.98 UBS Securities LLC01F04265 Purchase 102.05 UBS Securities LLC01F04265 Purchase 102.08 UBS Securities LLC01F05065 Purchase 103.11 Barclays Capital Inc.01F05065 Purchase 103.13 Barclays Capital Inc.01F05066 Sale 102.84 Barclays Capital Inc.01F05066 Sale 102.86 Barclays Capital Inc.21H04265 Purchase 102.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04265 Purchase 102.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04264 Sale 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04264 Sale 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04265 Purchase 102.14 BNP Paribas Securities Corp.21H04265 Purchase 102.14 BNP Paribas Securities Corp.21H04264 Sale 102.59 BNP Paribas Securities Corp.21H04264 Sale 102.59 BNP Paribas Securities Corp.01F05265 Purchase 104.07 Credit Suisse Securities (USA) LLC21H04265 Purchase 102.09 Credit Suisse Securities (USA) LLC01F05266 Sale 103.84 Credit Suisse Securities (USA) LLC21H04264 Sale 102.54 Credit Suisse Securities (USA) LLC01F05065 Purchase 103.11 Morgan Stanley & Co. Incorporated01F05265 Purchase 104.09 Morgan Stanley & Co. Incorporated01N05264 Purchase 104.61 Morgan Stanley & Co. Incorporated01F05066 Sale 102.84 Morgan Stanley & Co. Incorporated01F05266 Sale 103.86 Morgan Stanley & Co. Incorporated01N05265 Sale 104.38 Morgan Stanley & Co. Incorporated01N06064 Purchase 104.96 RBS Securities Inc.01N06065 Sale 104.78 RBS Securities Inc.01F04266 Purchase 101.75 Barclays Capital Inc.01F04266 Purchase 101.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.73 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.76 Credit Suisse Securities (USA) LLC02R04266 Purchase 101.45 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.57 Deutsche Bank Securities Inc.01F04266 Purchase 101.73 Deutsche Bank Securities Inc.01F04266 Purchase 101.55 Goldman, Sachs & Co.01F04266 Purchase 101.57 Goldman, Sachs & Co.01F04266 Purchase 101.63 Goldman, Sachs & Co.01F04266 Purchase 101.58 Goldman, Sachs & Co.01F04266 Purchase 101.72 Goldman, Sachs & Co.01F04266 Purchase 101.59 J.P. Morgan Securities LLC01F04266 Purchase 101.73 J.P. Morgan Securities LLC01F04266 Purchase 101.57 Morgan Stanley & Co. Incorporated02R04266 Purchase 101.45 Morgan Stanley & Co. Incorporated01F05065 Purchase 102.85 Citigroup Global Markets Inc.01F05066 Sale 102.58 Citigroup Global Markets Inc.01F05065 Purchase 102.88 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.75 Credit Suisse Securities (USA) LLC01F05066 Sale 102.61 Credit Suisse Securities (USA) LLC01F05266 Sale 103.52 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 245: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 101.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.38 BNP Paribas Securities Corp.01F04266 Purchase 101.49 BNP Paribas Securities Corp.01F04066 Purchase 99.43 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.64 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.33 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.62 Deutsche Bank Securities Inc.01F04266 Purchase 101.33 Deutsche Bank Securities Inc.01F04266 Purchase 101.48 Deutsche Bank Securities Inc.01F04066 Purchase 99.40 Goldman, Sachs & Co.01F04066 Purchase 99.62 Goldman, Sachs & Co.01F04066 Purchase 99.63 Goldman, Sachs & Co.01F04266 Purchase 101.31 Goldman, Sachs & Co.01F04266 Purchase 101.41 Goldman, Sachs & Co.01F04066 Purchase 99.63 J.P. Morgan Securities LLC01F04266 Purchase 101.45 J.P. Morgan Securities LLC01F04066 Purchase 99.48 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.37 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.49 Morgan Stanley & Co. Incorporated01F04066 Purchase 99.52 UBS Securities LLC02R04066 Purchase 99.67 Citigroup Global Markets Inc.01F04066 Purchase 99.64 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.69 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.70 Credit Suisse Securities (USA) LLC02R04066 Purchase 99.64 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.71 Deutsche Bank Securities Inc.01F04266 Purchase 101.59 Deutsche Bank Securities Inc.02R04066 Purchase 99.64 Deutsche Bank Securities Inc.02R04266 Purchase 101.45 Deutsche Bank Securities Inc.01F04266 Purchase 101.61 Goldman, Sachs & Co.01F04066 Purchase 99.70 J.P. Morgan Securities LLC01F04065 Purchase 99.97 Morgan Stanley & Co. Incorporated02R04066 Purchase 99.67 Morgan Stanley & Co. Incorporated02R04066 Purchase 99.66 Morgan Stanley & Co. Incorporated01F05065 Purchase 102.98 Barclays Capital Inc.01F05066 Sale 102.72 Barclays Capital Inc.01F05065 Purchase 102.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 102.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.70 BNP Paribas Securities Corp.01F05266 Sale 103.47 BNP Paribas Securities Corp.01F05265 Purchase 103.72 Citigroup Global Markets Inc.01F05266 Sale 103.48 Citigroup Global Markets Inc.01F05065 Purchase 102.98 Credit Suisse Securities (USA) LLC01F05066 Sale 102.72 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.72 J.P. Morgan Securities LLC01F05266 Sale 103.48 J.P. Morgan Securities LLC01F05265 Purchase 103.69 UBS Securities LLC01F05266 Sale 103.45 UBS Securities LLC01N04265 Purchase 102.16 Barclays Capital Inc.01F04266 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04066 Purchase 99.89 BNP Paribas Securities Corp.01F04266 Purchase 101.50 BNP Paribas Securities Corp.02R04266 Purchase 101.56 BNP Paribas Securities Corp.

Page 246: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 101.54 Citigroup Global Markets Inc.01F04266 Purchase 101.50 Cantor Fitzgerald & Co.01F04266 Purchase 101.54 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.62 Credit Suisse Securities (USA) LLC02R04266 Purchase 101.55 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.48 Deutsche Bank Securities Inc.01F04266 Purchase 101.47 Deutsche Bank Securities Inc.01F04267 Purchase 101.15 Deutsche Bank Securities Inc.02R04266 Purchase 101.39 Deutsche Bank Securities Inc.01F04266 Purchase 101.48 J.P. Morgan Securities LLC01F04266 Purchase 101.54 J.P. Morgan Securities LLC01F04266 Purchase 101.49 J.P. Morgan Securities LLC01F04267 Purchase 101.15 Morgan Stanley & Co. Incorporated01N04265 Purchase 102.16 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.66 UBS Securities LLC02R06065 Purchase 104.30 BNP Paribas Securities Corp.02R06066 Sale 104.09 BNP Paribas Securities Corp.02R05265 Purchase 103.56 Citigroup Global Markets Inc.02R05266 Sale 103.34 Citigroup Global Markets Inc.02R05265 Purchase 103.54 Credit Suisse Securities (USA) LLC02R05266 Sale 103.31 Credit Suisse Securities (USA) LLC02R05265 Purchase 103.53 Deutsche Bank Securities Inc.02R05266 Sale 103.31 Deutsche Bank Securities Inc.01F05065 Purchase 102.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 102.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.64 Credit Suisse Securities (USA) LLC02R05265 Purchase 103.49 Credit Suisse Securities (USA) LLC01F05266 Sale 103.41 Credit Suisse Securities (USA) LLC02R05266 Sale 103.27 Credit Suisse Securities (USA) LLC02R05265 Purchase 103.51 Deutsche Bank Securities Inc.02R05266 Sale 103.28 Deutsche Bank Securities Inc.01F05065 Purchase 102.89 UBS Securities LLC01F05066 Sale 102.63 UBS Securities LLC01F04067 Purchase 99.32 Barclays Capital Inc.02R04266 Purchase 101.26 Barclays Capital Inc.01F04067 Purchase 99.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04266 Purchase 101.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04266 Purchase 101.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04067 Purchase 99.29 BNP Paribas Securities Corp.02R04266 Purchase 101.27 BNP Paribas Securities Corp.01F04266 Purchase 101.42 Deutsche Bank Securities Inc.01F04266 Purchase 101.45 Deutsche Bank Securities Inc.01F04266 Purchase 101.43 J.P. Morgan Securities LLC02R04266 Purchase 101.37 J.P. Morgan Securities LLC02R04266 Purchase 101.37 J.P. Morgan Securities LLC01F04067 Purchase 99.30 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.32 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.43 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.23 UBS Securities LLC01F04266 Purchase 101.47 UBS Securities LLC02R04266 Purchase 101.28 UBS Securities LLC

Page 247: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04266 Purchase 101.29 UBS Securities LLC02R04266 Purchase 101.30 UBS Securities LLC01F05265 Purchase 103.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.68 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.68 Credit Suisse Securities (USA) LLC01F05266 Sale 103.44 Credit Suisse Securities (USA) LLC01F05266 Sale 103.44 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.66 J.P. Morgan Securities LLC01F05266 Sale 103.42 J.P. Morgan Securities LLC01F05265 Purchase 103.68 Morgan Stanley & Co. Incorporated01F05266 Sale 103.44 Morgan Stanley & Co. Incorporated02R04066 Purchase 99.64 Barclays Capital Inc.02R04066 Purchase 99.67 Barclays Capital Inc.02R04066 Purchase 99.69 Citigroup Global Markets Inc.02R04067 Purchase 99.30 Citigroup Global Markets Inc.02R04267 Purchase 101.02 Credit Suisse Securities (USA) LLC02R04066 Purchase 99.67 Deutsche Bank Securities Inc.02R04266 Purchase 101.36 Deutsche Bank Securities Inc.02R04267 Purchase 101.03 Deutsche Bank Securities Inc.01F04066 Purchase 99.68 J.P. Morgan Securities LLC01F04066 Purchase 99.69 J.P. Morgan Securities LLC01F04066 Purchase 99.68 J.P. Morgan Securities LLC01F04266 Purchase 101.52 J.P. Morgan Securities LLC01F05065 Purchase 102.98 J.P. Morgan Securities LLC02R04066 Purchase 99.67 J.P. Morgan Securities LLC01F04066 Purchase 99.71 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.72 Citigroup Global Markets Inc.02R04264 Sale 101.92 Citigroup Global Markets Inc.02R04265 Purchase 101.72 Morgan Stanley & Co. Incorporated02R04264 Sale 101.92 Morgan Stanley & Co. Incorporated02R06065 Purchase 104.37 Citigroup Global Markets Inc.02R06066 Sale 104.14 Citigroup Global Markets Inc.02R06065 Purchase 104.38 Credit Suisse Securities (USA) LLC02R06066 Sale 104.16 Credit Suisse Securities (USA) LLC01F04065 Purchase 100.00 Deutsche Bank Securities Inc.02R06065 Purchase 104.37 Deutsche Bank Securities Inc.01F04064 Sale 100.16 Deutsche Bank Securities Inc.02R06066 Sale 104.14 Deutsche Bank Securities Inc.02R04065 Purchase 100.00 J.P. Morgan Securities LLC02R05265 Purchase 103.54 J.P. Morgan Securities LLC02R05265 Purchase 103.59 J.P. Morgan Securities LLC02R04064 Sale 100.16 J.P. Morgan Securities LLC02R05266 Sale 103.31 J.P. Morgan Securities LLC02R05266 Sale 103.36 J.P. Morgan Securities LLC01F03267 Purchase 96.81 Barclays Capital Inc.01F04266 Purchase 101.49 BNP Paribas Securities Corp.01F04266 Purchase 101.52 BNP Paribas Securities Corp.01F04266 Purchase 101.52 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.71 Deutsche Bank Securities Inc.01F04066 Purchase 99.72 Goldman, Sachs & Co.

Page 248: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 101.48 Goldman, Sachs & Co.01F04266 Purchase 101.54 Goldman, Sachs & Co.01F04046 Purchase 101.08 Morgan Stanley & Co. Incorporated01F04066 Purchase 99.74 Morgan Stanley & Co. Incorporated01F04066 Purchase 99.76 Morgan Stanley & Co. Incorporated01F04046 Purchase 101.03 UBS Securities LLC01F04266 Purchase 101.47 UBS Securities LLC01F04266 Purchase 101.52 UBS Securities LLC01F04067 Purchase 99.90 Barclays Capital Inc.02R04066 Purchase 99.89 BNP Paribas Securities Corp.02R04266 Purchase 101.55 Citigroup Global Markets Inc.02R04266 Purchase 101.61 Citigroup Global Markets Inc.02R04066 Purchase 100.09 Credit Suisse Securities (USA) LLC02R04066 Purchase 99.87 Goldman, Sachs & Co.01F04067 Purchase 99.86 J.P. Morgan Securities LLC02R04066 Purchase 99.83 J.P. Morgan Securities LLC02R04266 Purchase 101.51 J.P. Morgan Securities LLC02R04066 Purchase 99.94 UBS Securities LLC02R04266 Purchase 101.70 UBS Securities LLC01F05265 Purchase 103.75 Barclays Capital Inc.01F05265 Purchase 103.77 Barclays Capital Inc.02R05265 Purchase 103.72 Barclays Capital Inc.02R05265 Purchase 103.73 Barclays Capital Inc.01F05266 Sale 103.52 Barclays Capital Inc.01F05266 Sale 103.54 Barclays Capital Inc.02R05266 Sale 103.48 Barclays Capital Inc.02R05266 Sale 103.48 Barclays Capital Inc.01F05265 Purchase 103.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05265 Purchase 103.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05265 Purchase 103.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05265 Purchase 103.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05266 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05266 Sale 103.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05266 Sale 103.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.75 BNP Paribas Securities Corp.01F05266 Sale 103.52 BNP Paribas Securities Corp.01F05265 Purchase 103.87 Citigroup Global Markets Inc.01F05266 Sale 103.63 Citigroup Global Markets Inc.01F05265 Purchase 103.84 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.87 Credit Suisse Securities (USA) LLC02R05265 Purchase 103.67 Credit Suisse Securities (USA) LLC01F05266 Sale 103.59 Credit Suisse Securities (USA) LLC01F05266 Sale 103.63 Credit Suisse Securities (USA) LLC02R05266 Sale 103.44 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.91 Deutsche Bank Securities Inc.02R05265 Purchase 103.69 Deutsche Bank Securities Inc.01F05266 Sale 103.66 Deutsche Bank Securities Inc.02R05266 Sale 103.45 Deutsche Bank Securities Inc.01F05265 Purchase 103.77 J.P. Morgan Securities LLC02R05265 Purchase 103.67 J.P. Morgan Securities LLC01F05266 Sale 103.53 J.P. Morgan Securities LLC02R05266 Sale 103.44 J.P. Morgan Securities LLC

Page 249: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05265 Purchase 103.81 Morgan Stanley & Co. Incorporated01F05266 Sale 103.57 Morgan Stanley & Co. Incorporated01F05265 Purchase 103.77 RBS Securities Inc.01F05266 Sale 103.53 RBS Securities Inc.01F05265 Purchase 103.86 UBS Securities LLC01F05266 Sale 103.63 UBS Securities LLC01F04066 Purchase 100.04 Barclays Capital Inc.02R04067 Purchase 99.75 Barclays Capital Inc.02R04067 Purchase 99.82 Barclays Capital Inc.02R04067 Purchase 99.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 101.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04066 Purchase 100.39 Citigroup Global Markets Inc.01F04066 Purchase 100.39 Credit Suisse Securities (USA) LLC01F04066 Purchase 100.06 Deutsche Bank Securities Inc.01F04067 Purchase 99.93 Deutsche Bank Securities Inc.01F04266 Purchase 101.91 Deutsche Bank Securities Inc.01F04266 Purchase 102.04 Deutsche Bank Securities Inc.01F04066 Purchase 100.03 Goldman, Sachs & Co.01F04066 Purchase 100.26 Goldman, Sachs & Co.01F04066 Purchase 100.37 Goldman, Sachs & Co.01F04067 Purchase 99.80 Goldman, Sachs & Co.01F04266 Purchase 101.78 Goldman, Sachs & Co.01F04266 Purchase 102.05 Goldman, Sachs & Co.01F04066 Purchase 100.02 J.P. Morgan Securities LLC01F04066 Purchase 100.25 J.P. Morgan Securities LLC01F04066 Purchase 100.30 J.P. Morgan Securities LLC01F04066 Purchase 100.42 J.P. Morgan Securities LLC02R04066 Purchase 99.95 J.P. Morgan Securities LLC02R04066 Purchase 99.95 J.P. Morgan Securities LLC02R04266 Purchase 101.81 J.P. Morgan Securities LLC01F04066 Purchase 100.01 Morgan Stanley & Co. Incorporated01F04066 Purchase 100.21 Morgan Stanley & Co. Incorporated01F04066 Purchase 100.32 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.73 Morgan Stanley & Co. Incorporated02R04067 Purchase 99.75 Morgan Stanley & Co. Incorporated01F04066 Purchase 100.38 UBS Securities LLC01F05265 Purchase 103.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.88 BNP Paribas Securities Corp.01F05266 Sale 103.64 BNP Paribas Securities Corp.01F05265 Purchase 103.88 Citigroup Global Markets Inc.01F05266 Sale 103.64 Citigroup Global Markets Inc.01F05265 Purchase 103.88 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.88 Credit Suisse Securities (USA) LLC01F05266 Sale 103.64 Credit Suisse Securities (USA) LLC01F05266 Sale 103.64 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.77 J.P. Morgan Securities LLC02R05265 Purchase 103.71 J.P. Morgan Securities LLC02R05265 Purchase 103.72 J.P. Morgan Securities LLC01F05266 Sale 103.53 J.P. Morgan Securities LLC02R05266 Sale 103.47 J.P. Morgan Securities LLC02R05266 Sale 103.48 J.P. Morgan Securities LLC01F05265 Purchase 103.88 Morgan Stanley & Co. Incorporated

Page 250: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05266 Sale 103.64 Morgan Stanley & Co. Incorporated01F05265 Purchase 103.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.79 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05065 Purchase 103.09 Credit Suisse Securities (USA) LLC01F05065 Purchase 103.10 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.79 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.82 Credit Suisse Securities (USA) LLC01F05066 Sale 102.81 Credit Suisse Securities (USA) LLC01F05066 Sale 102.83 Credit Suisse Securities (USA) LLC01F05266 Sale 103.55 Credit Suisse Securities (USA) LLC01F05266 Sale 103.58 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.76 Deutsche Bank Securities Inc.01F05266 Sale 103.52 Deutsche Bank Securities Inc.01F05265 Purchase 103.75 Goldman, Sachs & Co.01F05266 Sale 103.51 Goldman, Sachs & Co.01F05265 Purchase 103.76 J.P. Morgan Securities LLC01F05265 Purchase 103.77 J.P. Morgan Securities LLC01F05266 Sale 103.52 J.P. Morgan Securities LLC01F05266 Sale 103.53 J.P. Morgan Securities LLC01F05065 Purchase 103.10 Morgan Stanley & Co. Incorporated01F05265 Purchase 103.79 Morgan Stanley & Co. Incorporated01F05066 Sale 102.83 Morgan Stanley & Co. Incorporated01F05266 Sale 103.55 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.72 Barclays Capital Inc.02R04266 Purchase 101.59 Barclays Capital Inc.01F04067 Purchase 99.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04266 Purchase 101.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04266 Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.59 BNP Paribas Securities Corp.02R04266 Purchase 101.63 Citigroup Global Markets Inc.01F04067 Purchase 99.40 Credit Suisse Securities (USA) LLC01F04067 Purchase 99.48 Credit Suisse Securities (USA) LLC01F04067 Purchase 99.72 Credit Suisse Securities (USA) LLC02R04266 Purchase 101.59 Credit Suisse Securities (USA) LLC01F04067 Purchase 99.65 Deutsche Bank Securities Inc.01F04067 Purchase 99.65 J.P. Morgan Securities LLC01F04067 Purchase 99.75 J.P. Morgan Securities LLC01F04266 Purchase 101.58 J.P. Morgan Securities LLC02R04266 Purchase 101.56 J.P. Morgan Securities LLC01F04067 Purchase 99.66 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.69 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.43 UBS Securities LLC01F04067 Purchase 99.48 UBS Securities LLC01F04266 Purchase 101.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 101.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04067 Purchase 99.31 Citigroup Global Markets Inc.01N04266 Purchase 101.63 Citigroup Global Markets Inc.01N04266 Purchase 101.66 Citigroup Global Markets Inc.01F04067 Purchase 99.25 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.34 Credit Suisse Securities (USA) LLC

Page 251: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 101.41 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.44 Credit Suisse Securities (USA) LLC02R04266 Purchase 101.30 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.63 Deutsche Bank Securities Inc.01F04266 Purchase 101.41 Deutsche Bank Securities Inc.01N04266 Purchase 101.63 Deutsche Bank Securities Inc.01N04266 Purchase 101.66 Deutsche Bank Securities Inc.02R04266 Purchase 101.25 Deutsche Bank Securities Inc.01F04066 Purchase 99.66 Goldman, Sachs & Co.01F04266 Purchase 101.41 Goldman, Sachs & Co.01F04266 Purchase 101.41 Goldman, Sachs & Co.01F04066 Purchase 99.61 J.P. Morgan Securities LLC02R04266 Purchase 101.27 J.P. Morgan Securities LLC02R04266 Purchase 101.28 J.P. Morgan Securities LLC01F04066 Purchase 99.69 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.42 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.44 UBS Securities LLC01N04266 Purchase 101.66 UBS Securities LLC01F05065 Purchase 102.84 Barclays Capital Inc.01F05065 Purchase 102.86 Barclays Capital Inc.01F05265 Purchase 103.59 Barclays Capital Inc.01F05066 Sale 102.56 Barclays Capital Inc.01F05066 Sale 102.58 Barclays Capital Inc.01F05266 Sale 103.34 Barclays Capital Inc.01F05065 Purchase 102.81 BNP Paribas Securities Corp.01F05065 Purchase 102.81 BNP Paribas Securities Corp.01F05065 Purchase 102.82 BNP Paribas Securities Corp.01F05265 Purchase 103.56 BNP Paribas Securities Corp.01F05066 Sale 102.53 BNP Paribas Securities Corp.01F05066 Sale 102.53 BNP Paribas Securities Corp.01F05066 Sale 102.55 BNP Paribas Securities Corp.01F05266 Sale 103.31 BNP Paribas Securities Corp.01F05065 Purchase 102.84 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.56 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.59 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.59 Credit Suisse Securities (USA) LLC01F05066 Sale 102.56 Credit Suisse Securities (USA) LLC01F05266 Sale 103.31 Credit Suisse Securities (USA) LLC01F05266 Sale 103.34 Credit Suisse Securities (USA) LLC01F05266 Sale 103.34 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.61 Deutsche Bank Securities Inc.01F05265 Purchase 103.63 Deutsche Bank Securities Inc.01F05266 Sale 103.36 Deutsche Bank Securities Inc.01F05266 Sale 103.39 Deutsche Bank Securities Inc.01F05065 Purchase 102.86 J.P. Morgan Securities LLC01F05265 Purchase 103.59 J.P. Morgan Securities LLC01F05265 Purchase 103.61 J.P. Morgan Securities LLC01F05265 Purchase 103.61 J.P. Morgan Securities LLC01F05066 Sale 102.58 J.P. Morgan Securities LLC01F05266 Sale 103.34 J.P. Morgan Securities LLC01F05266 Sale 103.36 J.P. Morgan Securities LLC01F05266 Sale 103.36 J.P. Morgan Securities LLC01F05065 Purchase 102.83 Morgan Stanley & Co. Incorporated

Page 252: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05065 Purchase 102.84 Morgan Stanley & Co. Incorporated01F05065 Purchase 102.88 Morgan Stanley & Co. Incorporated01F05066 Sale 102.55 Morgan Stanley & Co. Incorporated01F05066 Sale 102.57 Morgan Stanley & Co. Incorporated01F05066 Sale 102.60 Morgan Stanley & Co. Incorporated02R04265 Purchase 101.53 Deutsche Bank Securities Inc.312931NG Sale 101.69 Deutsche Bank Securities Inc.01F05065 Purchase 102.60 Barclays Capital Inc.01F05066 Sale 102.31 Barclays Capital Inc.01F05265 Purchase 103.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.41 BNP Paribas Securities Corp.01F05266 Sale 103.15 BNP Paribas Securities Corp.01F05065 Purchase 102.69 Citigroup Global Markets Inc.01F05265 Purchase 103.41 Citigroup Global Markets Inc.01F05066 Sale 102.41 Citigroup Global Markets Inc.01F05266 Sale 103.15 Citigroup Global Markets Inc.01F05065 Purchase 102.50 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.48 Credit Suisse Securities (USA) LLC01F05066 Sale 102.22 Credit Suisse Securities (USA) LLC01F05266 Sale 103.23 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.48 Goldman, Sachs & Co.01F05266 Sale 103.23 Goldman, Sachs & Co.01F05265 Purchase 103.42 J.P. Morgan Securities LLC01F05266 Sale 103.16 J.P. Morgan Securities LLC01F05265 Purchase 103.46 Morgan Stanley & Co. Incorporated01F05266 Sale 103.21 Morgan Stanley & Co. Incorporated01N04067 Purchase 99.03 Barclays Capital Inc.01F04067 Purchase 99.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 100.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04267 Purchase 101.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 100.96 BNP Paribas Securities Corp.02R04267 Purchase 100.67 BNP Paribas Securities Corp.01F04267 Purchase 100.96 Citigroup Global Markets Inc.01F04267 Purchase 100.84 Credit Suisse Securities (USA) LLC01F05065 Purchase 102.61 Credit Suisse Securities (USA) LLC01F04067 Purchase 99.05 Deutsche Bank Securities Inc.01F05067 Purchase 102.09 Deutsche Bank Securities Inc.01N04267 Purchase 100.98 Deutsche Bank Securities Inc.01F04067 Purchase 99.12 Goldman, Sachs & Co.01F04067 Purchase 99.15 Goldman, Sachs & Co.01F04267 Purchase 100.78 Goldman, Sachs & Co.01F04267 Purchase 100.81 Goldman, Sachs & Co.01F04267 Purchase 100.89 Goldman, Sachs & Co.01F04067 Purchase 98.89 J.P. Morgan Securities LLC01F04067 Purchase 99.09 J.P. Morgan Securities LLC01F04067 Purchase 99.04 UBS Securities LLC01F04266 Purchase 101.33 Barclays Capital Inc.01F04067 Purchase 99.37 BNP Paribas Securities Corp.01F04266 Purchase 101.34 BNP Paribas Securities Corp.01F04266 Purchase 101.41 BNP Paribas Securities Corp.

Page 253: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 101.34 Cantor Fitzgerald & Co.01F04067 Purchase 99.20 Deutsche Bank Securities Inc.01F04067 Purchase 99.25 Deutsche Bank Securities Inc.01F04266 Purchase 101.30 Deutsche Bank Securities Inc.01F04067 Purchase 99.28 J.P. Morgan Securities LLC01F04067 Purchase 99.35 J.P. Morgan Securities LLC01F04266 Purchase 101.34 J.P. Morgan Securities LLC01F04266 Purchase 101.41 J.P. Morgan Securities LLC01F04266 Purchase 101.44 J.P. Morgan Securities LLC01F04266 Purchase 101.30 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.29 RBS Securities Inc.01F04067 Purchase 99.32 UBS Securities LLC21H04266 Purchase 101.38 UBS Securities LLC21H04266 Purchase 101.46 UBS Securities LLC01F05265 Purchase 103.52 Barclays Capital Inc.01F05266 Sale 103.26 Barclays Capital Inc.01F05265 Purchase 103.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06065 Purchase 104.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05265 Purchase 103.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05265 Purchase 103.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06066 Sale 104.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05266 Sale 103.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05266 Sale 103.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.49 BNP Paribas Securities Corp.01F05266 Sale 103.23 BNP Paribas Securities Corp.01F06065 Purchase 104.54 Citigroup Global Markets Inc.01F06066 Sale 104.28 Citigroup Global Markets Inc.01F05265 Purchase 103.51 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.51 Credit Suisse Securities (USA) LLC01F06065 Purchase 104.49 Credit Suisse Securities (USA) LLC01F05266 Sale 103.25 Credit Suisse Securities (USA) LLC01F05266 Sale 103.25 Credit Suisse Securities (USA) LLC01F06066 Sale 104.23 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.52 Deutsche Bank Securities Inc.01F05265 Purchase 103.52 Deutsche Bank Securities Inc.02R05265 Purchase 103.41 Deutsche Bank Securities Inc.01F05266 Sale 103.26 Deutsche Bank Securities Inc.01F05266 Sale 103.26 Deutsche Bank Securities Inc.02R05266 Sale 103.15 Deutsche Bank Securities Inc.01F06065 Purchase 104.53 Goldman, Sachs & Co.01F06066 Sale 104.27 Goldman, Sachs & Co.01F05265 Purchase 103.49 J.P. Morgan Securities LLC01F06065 Purchase 104.53 J.P. Morgan Securities LLC02R05265 Purchase 103.38 J.P. Morgan Securities LLC01F05266 Sale 103.23 J.P. Morgan Securities LLC01F06066 Sale 104.27 J.P. Morgan Securities LLC02R05266 Sale 103.12 J.P. Morgan Securities LLC01F05265 Purchase 103.51 Morgan Stanley & Co. Incorporated01F05265 Purchase 103.51 Morgan Stanley & Co. Incorporated01F05266 Sale 103.25 Morgan Stanley & Co. Incorporated01F05266 Sale 103.25 Morgan Stanley & Co. Incorporated02R05265 Purchase 103.38 RBS Securities Inc.

Page 254: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05266 Sale 103.12 RBS Securities Inc.01F05265 Purchase 103.61 Barclays Capital Inc.01F05266 Sale 103.35 Barclays Capital Inc.01F05065 Purchase 102.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05065 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05065 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 103.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06266 Purchase 105.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 102.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 102.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 103.33 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06265 Sale 106.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06065 Purchase 104.59 BNP Paribas Securities Corp.01F06066 Sale 104.33 BNP Paribas Securities Corp.01F05265 Purchase 103.61 Citigroup Global Markets Inc.01F06266 Purchase 105.63 Citigroup Global Markets Inc.01F06266 Purchase 105.63 Citigroup Global Markets Inc.01F05266 Sale 103.34 Citigroup Global Markets Inc.01F06265 Sale 106.02 Citigroup Global Markets Inc.01F06265 Sale 106.02 Citigroup Global Markets Inc.01F05065 Purchase 102.85 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.61 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.62 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.62 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.64 Credit Suisse Securities (USA) LLC01F06065 Purchase 104.59 Credit Suisse Securities (USA) LLC01F05066 Sale 102.56 Credit Suisse Securities (USA) LLC01F05266 Sale 103.34 Credit Suisse Securities (USA) LLC01F05266 Sale 103.36 Credit Suisse Securities (USA) LLC01F05266 Sale 103.36 Credit Suisse Securities (USA) LLC01F05266 Sale 103.38 Credit Suisse Securities (USA) LLC01F06066 Sale 104.33 Credit Suisse Securities (USA) LLC01F05065 Purchase 102.91 Deutsche Bank Securities Inc.01F05265 Purchase 103.59 Deutsche Bank Securities Inc.01F05066 Sale 102.63 Deutsche Bank Securities Inc.01F05266 Sale 103.34 Deutsche Bank Securities Inc.01F05065 Purchase 102.86 J.P. Morgan Securities LLC01F05065 Purchase 102.87 J.P. Morgan Securities LLC01F05265 Purchase 103.61 J.P. Morgan Securities LLC01F05066 Sale 102.58 J.P. Morgan Securities LLC01F05066 Sale 102.58 J.P. Morgan Securities LLC01F05266 Sale 103.34 J.P. Morgan Securities LLC01F05065 Purchase 102.86 Morgan Stanley & Co. Incorporated01F05265 Purchase 103.59 Morgan Stanley & Co. Incorporated01F06266 Purchase 105.63 Morgan Stanley & Co. Incorporated01F05066 Sale 102.57 Morgan Stanley & Co. Incorporated01F05266 Sale 103.34 Morgan Stanley & Co. Incorporated01F06265 Sale 106.02 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.55 BNP Paribas Securities Corp.02R05266 Purchase 103.18 Citigroup Global Markets Inc.02R05266 Purchase 103.20 Citigroup Global Markets Inc.

Page 255: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05066 Purchase 102.60 Credit Suisse Securities (USA) LLC01N04067 Purchase 99.53 Credit Suisse Securities (USA) LLC02R04066 Purchase 99.74 Credit Suisse Securities (USA) LLC02R04067 Purchase 99.41 Credit Suisse Securities (USA) LLC01F05066 Purchase 102.56 Deutsche Bank Securities Inc.02R04067 Purchase 99.31 Deutsche Bank Securities Inc.02R04067 Purchase 99.33 Goldman, Sachs & Co.01F04267 Purchase 101.18 J.P. Morgan Securities LLC01N04067 Purchase 99.50 J.P. Morgan Securities LLC01N04266 Purchase 101.72 J.P. Morgan Securities LLC02R04067 Purchase 99.38 J.P. Morgan Securities LLC01F04266 Purchase 101.57 Morgan Stanley & Co. Incorporated01N04266 Purchase 101.77 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.57 RBS Securities Inc.01F04067 Purchase 99.70 Barclays Capital Inc.01F04066 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.65 BNP Paribas Securities Corp.02R04266 Purchase 101.59 BNP Paribas Securities Corp.02R04266 Purchase 101.66 Citigroup Global Markets Inc.02R04267 Purchase 101.12 Citigroup Global Markets Inc.01F04066 Purchase 100.05 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.55 Credit Suisse Securities (USA) LLC01N04266 Purchase 101.87 Credit Suisse Securities (USA) LLC02R04267 Purchase 101.22 Credit Suisse Securities (USA) LLC01F04066 Purchase 100.02 Goldman, Sachs & Co.01F04267 Purchase 101.23 Goldman, Sachs & Co.01F04067 Purchase 99.64 J.P. Morgan Securities LLC01F04266 Purchase 101.64 J.P. Morgan Securities LLC01F04267 Purchase 101.23 J.P. Morgan Securities LLC01F04267 Purchase 101.42 J.P. Morgan Securities LLC02R04267 Purchase 101.19 J.P. Morgan Securities LLC01F04266 Purchase 101.73 Morgan Stanley & Co. Incorporated02R04266 Purchase 101.62 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.73 UBS Securities LLC01F05065 Purchase 102.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 102.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05065 Purchase 102.93 Credit Suisse Securities (USA) LLC01F06065 Purchase 104.64 Credit Suisse Securities (USA) LLC01F05066 Sale 102.64 Credit Suisse Securities (USA) LLC01F06066 Sale 104.38 Credit Suisse Securities (USA) LLC01F05265 Purchase 103.64 Deutsche Bank Securities Inc.01F05266 Sale 103.38 Deutsche Bank Securities Inc.01F03265 Purchase 97.82 Goldman, Sachs & Co.01F03266 Sale 97.56 Goldman, Sachs & Co.01F05065 Purchase 102.93 J.P. Morgan Securities LLC02R05265 Purchase 103.47 J.P. Morgan Securities LLC01F05066 Sale 102.64 J.P. Morgan Securities LLC02R05266 Sale 103.20 J.P. Morgan Securities LLC01F04066 Purchase 99.86 Citigroup Global Markets Inc.01F05065 Purchase 102.83 Citigroup Global Markets Inc.01F04065 Sale 100.20 Citigroup Global Markets Inc.01F05066 Sale 102.53 Citigroup Global Markets Inc.01F04066 Purchase 99.82 Deutsche Bank Securities Inc.

Page 256: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05265 Purchase 103.60 Deutsche Bank Securities Inc.01F04065 Sale 100.17 Deutsche Bank Securities Inc.01F05266 Sale 103.32 Deutsche Bank Securities Inc.01F04066 Purchase 99.84 Morgan Stanley & Co. Incorporated01F05065 Purchase 102.86 Morgan Stanley & Co. Incorporated01F04065 Sale 100.19 Morgan Stanley & Co. Incorporated01F05066 Sale 102.56 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.20 Barclays Capital Inc.01N04267 Purchase 101.47 Barclays Capital Inc.01F04267 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 101.14 Citigroup Global Markets Inc.01F04267 Purchase 100.91 Credit Suisse Securities (USA) LLC01F04267 Purchase 100.88 Deutsche Bank Securities Inc.01F04267 Purchase 100.95 Deutsche Bank Securities Inc.01F04267 Purchase 101.17 Deutsche Bank Securities Inc.01F04267 Purchase 101.17 Deutsche Bank Securities Inc.01F04267 Purchase 100.97 Goldman, Sachs & Co.01F04267 Purchase 101.04 Goldman, Sachs & Co.01F04267 Purchase 101.31 Goldman, Sachs & Co.01F04267 Purchase 100.80 J.P. Morgan Securities LLC01F04267 Purchase 100.97 J.P. Morgan Securities LLC01F04267 Purchase 101.18 J.P. Morgan Securities LLC01F04267 Purchase 101.27 J.P. Morgan Securities LLC01F04267 Purchase 101.24 Morgan Stanley & Co. Incorporated01N04267 Purchase 101.32 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.05 UBS Securities LLC01F04266 Purchase 101.21 Barclays Capital Inc.01F04266 Purchase 101.27 Barclays Capital Inc.01F04067 Purchase 99.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04067 Purchase 99.03 BNP Paribas Securities Corp.02R04266 Purchase 101.08 BNP Paribas Securities Corp.01F04266 Purchase 101.28 Citigroup Global Markets Inc.01F04067 Purchase 99.02 Credit Suisse Securities (USA) LLC01F04067 Purchase 98.94 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.20 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.20 Credit Suisse Securities (USA) LLC02R04266 Purchase 101.13 Credit Suisse Securities (USA) LLC01F04067 Purchase 98.93 Deutsche Bank Securities Inc.01F04067 Purchase 99.01 Deutsche Bank Securities Inc.01F04067 Purchase 98.97 J.P. Morgan Securities LLC01F04067 Purchase 99.05 J.P. Morgan Securities LLC01F04067 Purchase 99.17 J.P. Morgan Securities LLC01F04266 Purchase 101.22 J.P. Morgan Securities LLC01F04266 Purchase 101.36 J.P. Morgan Securities LLC01F04067 Purchase 98.99 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.05 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.22 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.17 RBS Securities Inc.02R04266 Purchase 101.09 RBS Securities Inc.01F04067 Purchase 99.08 UBS Securities LLC02R04266 Purchase 101.13 UBS Securities LLC01F04066 Purchase 99.26 Barclays Capital Inc.

Page 257: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04065 Sale 99.61 Barclays Capital Inc.01F04066 Purchase 99.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 101.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04065 Sale 99.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Sale 101.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Sale 101.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04066 Purchase 99.27 BNP Paribas Securities Corp.01F04066 Purchase 99.34 BNP Paribas Securities Corp.01F04066 Purchase 99.56 BNP Paribas Securities Corp.01F04065 Sale 99.61 BNP Paribas Securities Corp.01F04065 Sale 99.69 BNP Paribas Securities Corp.01F04065 Sale 99.91 BNP Paribas Securities Corp.01F04066 Purchase 99.50 Credit Suisse Securities (USA) LLC01F04066 Purchase 99.27 Credit Suisse Securities (USA) LLC02R04266 Purchase 101.13 Credit Suisse Securities (USA) LLC01F04065 Sale 99.85 Credit Suisse Securities (USA) LLC01F04065 Sale 99.61 Credit Suisse Securities (USA) LLC02R04265 Sale 101.51 Credit Suisse Securities (USA) LLC01F05266 Purchase 103.11 Deutsche Bank Securities Inc.01F05265 Sale 103.47 Deutsche Bank Securities Inc.01F04066 Purchase 99.27 J.P. Morgan Securities LLC01F05266 Purchase 103.13 J.P. Morgan Securities LLC02R04266 Purchase 101.09 J.P. Morgan Securities LLC01F04065 Sale 99.61 J.P. Morgan Securities LLC01F05265 Sale 103.47 J.P. Morgan Securities LLC02R04265 Sale 101.48 J.P. Morgan Securities LLC01F04066 Purchase 99.37 Morgan Stanley & Co. Incorporated01F04065 Sale 99.72 Morgan Stanley & Co. Incorporated02R04046 Purchase 101.02 Credit Suisse Securities (USA) LLC02R04046 Purchase 101.02 Credit Suisse Securities (USA) LLC02R04046 Purchase 101.03 Credit Suisse Securities (USA) LLC02R04045 Sale 101.38 Credit Suisse Securities (USA) LLC02R04045 Sale 101.38 Credit Suisse Securities (USA) LLC02R04045 Sale 101.38 Credit Suisse Securities (USA) LLC21H04266 Purchase 101.48 Morgan Stanley & Co. Incorporated21H04265 Sale 101.88 Morgan Stanley & Co. Incorporated01F05067 Purchase 102.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 102.17 BNP Paribas Securities Corp.01F05067 Purchase 102.14 Citigroup Global Markets Inc.01N04267 Purchase 101.32 Citigroup Global Markets Inc.01F04046 Purchase 101.19 Credit Suisse Securities (USA) LLC02R04268 Purchase 100.75 Credit Suisse Securities (USA) LLC02R04268 Purchase 100.85 Credit Suisse Securities (USA) LLC02R04268 Purchase 100.62 Credit Suisse Securities (USA) LLC02R04068 Purchase 99.09 Deutsche Bank Securities Inc.02R04068 Purchase 99.10 Deutsche Bank Securities Inc.02R04068 Purchase 99.19 Goldman, Sachs & Co.02R04268 Purchase 100.63 Goldman, Sachs & Co.02R04268 Purchase 100.75 Goldman, Sachs & Co.01F04268 Purchase 100.72 J.P. Morgan Securities LLC01N04266 Purchase 101.74 RBS Securities Inc.

Page 258: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04046 Purchase 101.30 UBS Securities LLC01F04068 Purchase 99.37 Barclays Capital Inc.01N04267 Purchase 101.55 Barclays Capital Inc.01F04068 Purchase 99.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04067 Purchase 99.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04268 Purchase 100.92 Citigroup Global Markets Inc.01N04267 Purchase 101.54 Citigroup Global Markets Inc.01N04267 Purchase 101.54 Citigroup Global Markets Inc.01F04268 Purchase 100.89 Credit Suisse Securities (USA) LLC01F04268 Purchase 101.05 Credit Suisse Securities (USA) LLC01F05268 Purchase 102.96 Credit Suisse Securities (USA) LLC01F04268 Purchase 100.98 Deutsche Bank Securities Inc.01F04268 Purchase 101.00 Deutsche Bank Securities Inc.01F04268 Purchase 101.03 Deutsche Bank Securities Inc.01F04068 Purchase 99.34 Goldman, Sachs & Co.01F04268 Purchase 101.02 Goldman, Sachs & Co.02R04268 Purchase 100.80 Goldman, Sachs & Co.01F04268 Purchase 101.03 J.P. Morgan Securities LLC01F04268 Purchase 101.07 J.P. Morgan Securities LLC01F05068 Purchase 102.04 J.P. Morgan Securities LLC01N04067 Purchase 99.50 J.P. Morgan Securities LLC02R04268 Purchase 100.88 J.P. Morgan Securities LLC01F04047 Purchase 100.96 UBS Securities LLC01F04068 Purchase 99.39 UBS Securities LLC01N04267 Purchase 101.57 UBS Securities LLC01F04046 Purchase 101.44 Barclays Capital Inc.01F04067 Purchase 99.93 Barclays Capital Inc.01F04067 Purchase 99.80 Barclays Capital Inc.01F04267 Purchase 101.63 Barclays Capital Inc.01F04267 Purchase 101.54 BNP Paribas Securities Corp.01F04267 Purchase 101.68 BNP Paribas Securities Corp.02R04267 Purchase 101.46 Citigroup Global Markets Inc.01F04067 Purchase 99.87 Credit Suisse Securities (USA) LLC01N04266 Purchase 102.14 Credit Suisse Securities (USA) LLC02R04267 Purchase 101.50 Credit Suisse Securities (USA) LLC01F04067 Purchase 99.87 Deutsche Bank Securities Inc.01F04067 Purchase 99.96 Deutsche Bank Securities Inc.01F04267 Purchase 101.62 Deutsche Bank Securities Inc.01F05268 Purchase 103.16 Deutsche Bank Securities Inc.01F04267 Purchase 101.56 Goldman, Sachs & Co.01F04267 Purchase 101.63 Goldman, Sachs & Co.01F04267 Purchase 101.59 Goldman, Sachs & Co.01F04067 Purchase 99.96 J.P. Morgan Securities LLC01F04267 Purchase 101.60 J.P. Morgan Securities LLC01N04266 Purchase 102.06 J.P. Morgan Securities LLC01F04067 Purchase 99.89 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.93 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.63 Morgan Stanley & Co. Incorporated01F05068 Purchase 102.37 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.63 UBS Securities LLC02R04046 Purchase 101.41 Barclays Capital Inc.02R04046 Purchase 101.43 Barclays Capital Inc.02R04246 Purchase 102.66 Barclays Capital Inc.

Page 259: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04045 Sale 101.74 Barclays Capital Inc.02R04045 Sale 101.77 Barclays Capital Inc.02R04245 Sale 103.00 Barclays Capital Inc.02R04266 Purchase 101.88 Deutsche Bank Securities Inc.02R04265 Sale 102.21 Deutsche Bank Securities Inc.01F04068 Purchase 99.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04266 Purchase 101.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 102.02 BNP Paribas Securities Corp.01F04266 Purchase 102.02 BNP Paribas Securities Corp.01F04047 Purchase 101.14 Citigroup Global Markets Inc.01F04047 Purchase 101.17 Citigroup Global Markets Inc.01N04266 Purchase 102.11 Citigroup Global Markets Inc.02R04266 Purchase 101.88 Credit Suisse Securities (USA) LLC01F04047 Purchase 101.12 Deutsche Bank Securities Inc.01F04068 Purchase 99.40 Deutsche Bank Securities Inc.01F04266 Purchase 101.92 Deutsche Bank Securities Inc.01F04266 Purchase 101.96 Deutsche Bank Securities Inc.01F05067 Purchase 102.65 Deutsche Bank Securities Inc.02R04266 Purchase 101.89 Deutsche Bank Securities Inc.01F04068 Purchase 99.51 J.P. Morgan Securities LLC01F05266 Purchase 103.74 J.P. Morgan Securities LLC01F04068 Purchase 99.47 Morgan Stanley & Co. Incorporated02R04266 Purchase 101.73 Morgan Stanley & Co. Incorporated02R04266 Purchase 101.84 Morgan Stanley & Co. Incorporated01F04068 Purchase 99.42 RBS Securities Inc.01F04047 Purchase 101.12 UBS Securities LLC01F04047 Purchase 101.23 UBS Securities LLC01F04266 Purchase 101.92 UBS Securities LLC01F04266 Purchase 102.02 UBS Securities LLC02R04068 Purchase 99.30 UBS Securities LLC01F04267 Purchase 101.57 Barclays Capital Inc.01F05068 Purchase 102.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04266 Purchase 102.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 101.52 BNP Paribas Securities Corp.01F05068 Purchase 102.25 BNP Paribas Securities Corp.01F04267 Purchase 101.56 Credit Suisse Securities (USA) LLC01F04267 Purchase 101.59 Credit Suisse Securities (USA) LLC01N04266 Purchase 102.03 Credit Suisse Securities (USA) LLC02R04267 Purchase 101.45 Credit Suisse Securities (USA) LLC01F04067 Purchase 99.77 Deutsche Bank Securities Inc.01F04267 Purchase 101.56 Deutsche Bank Securities Inc.02R04267 Purchase 101.39 Deutsche Bank Securities Inc.01F04067 Purchase 99.88 Goldman, Sachs & Co.01F04267 Purchase 101.61 Goldman, Sachs & Co.01F04267 Purchase 101.54 Goldman, Sachs & Co.02R04267 Purchase 101.43 Goldman, Sachs & Co.01F04047 Purchase 101.09 J.P. Morgan Securities LLC01F04047 Purchase 101.19 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.80 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.82 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.56 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.57 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.68 Morgan Stanley & Co. Incorporated

Page 260: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N04266 Purchase 102.05 Morgan Stanley & Co. Incorporated02R04267 Purchase 101.42 Morgan Stanley & Co. Incorporated02R04267 Purchase 101.45 UBS Securities LLC01N05066 Purchase 103.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N05065 Sale 104.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N06065 Purchase 104.73 J.P. Morgan Securities LLC01N06066 Sale 104.61 J.P. Morgan Securities LLC01F04068 Purchase 99.31 Barclays Capital Inc.01F04047 Purchase 101.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04047 Purchase 101.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04268 Purchase 101.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04268 Purchase 101.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04268 Purchase 101.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 100.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04268 Purchase 101.23 BNP Paribas Securities Corp.02R04068 Purchase 99.07 BNP Paribas Securities Corp.01F05266 Purchase 103.65 Citigroup Global Markets Inc.02R04268 Purchase 100.86 Credit Suisse Securities (USA) LLC01F04047 Purchase 101.06 Deutsche Bank Securities Inc.01N04268 Purchase 101.13 Deutsche Bank Securities Inc.01F04268 Purchase 101.06 Goldman, Sachs & Co.01F05068 Purchase 102.13 Goldman, Sachs & Co.02R04267 Purchase 101.26 Goldman, Sachs & Co.02R04268 Purchase 100.83 Goldman, Sachs & Co.02R04268 Purchase 101.03 Goldman, Sachs & Co.02R04068 Purchase 99.14 J.P. Morgan Securities LLC02R04268 Purchase 100.86 J.P. Morgan Securities LLC01F04068 Purchase 99.21 Morgan Stanley & Co. Incorporated01N04268 Purchase 101.07 Morgan Stanley & Co. Incorporated01F04047 Purchase 101.04 UBS Securities LLC02R04267 Purchase 101.26 UBS Securities LLC02R04268 Purchase 100.81 UBS Securities LLC01N04268 Purchase 101.08 Barclays Capital Inc.02R04268 Purchase 100.88 Barclays Capital Inc.01F05067 Purchase 102.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04068 Purchase 99.05 BNP Paribas Securities Corp.02R04068 Purchase 99.09 BNP Paribas Securities Corp.01F04048 Purchase 100.63 Citigroup Global Markets Inc.01F05067 Purchase 102.43 Citigroup Global Markets Inc.01N04268 Purchase 101.04 Citigroup Global Markets Inc.01N04268 Purchase 101.08 Citigroup Global Markets Inc.02R04068 Purchase 99.11 Citigroup Global Markets Inc.01F04048 Purchase 100.64 Deutsche Bank Securities Inc.01N04068 Purchase 99.16 Deutsche Bank Securities Inc.02R04268 Purchase 100.79 Deutsche Bank Securities Inc.01F05067 Purchase 102.43 Goldman, Sachs & Co.01N04268 Purchase 101.08 J.P. Morgan Securities LLC02R04268 Purchase 100.88 J.P. Morgan Securities LLC02R04068 Purchase 99.06 Morgan Stanley & Co. Incorporated01N04268 Purchase 101.05 RBS Securities Inc.02R04068 Purchase 99.11 RBS Securities Inc.01F04268 Purchase 101.00 UBS Securities LLC01F04267 Purchase 101.46 Barclays Capital Inc.

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01N04267 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 101.31 BNP Paribas Securities Corp.01N04267 Purchase 101.58 Citigroup Global Markets Inc.02R04267 Purchase 101.30 Citigroup Global Markets Inc.01F04267 Purchase 101.46 Deutsche Bank Securities Inc.02R04267 Purchase 101.34 Deutsche Bank Securities Inc.01F04067 Purchase 99.68 Goldman, Sachs & Co.01F04267 Purchase 101.43 Goldman, Sachs & Co.01F05068 Purchase 102.23 Goldman, Sachs & Co.01F04047 Purchase 101.17 J.P. Morgan Securities LLC01F04267 Purchase 101.46 J.P. Morgan Securities LLC01F04067 Purchase 99.67 Morgan Stanley & Co. Incorporated01F04067 Purchase 99.86 Morgan Stanley & Co. Incorporated01F04267 Purchase 101.46 Morgan Stanley & Co. Incorporated01F04047 Purchase 101.19 UBS Securities LLC01F04267 Purchase 101.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04068 Purchase 99.44 BNP Paribas Securities Corp.02R04267 Purchase 101.35 BNP Paribas Securities Corp.01F04068 Purchase 99.58 Citigroup Global Markets Inc.02R04068 Purchase 99.42 Citigroup Global Markets Inc.01F04068 Purchase 99.05 Credit Suisse Securities (USA) LLC02R04068 Purchase 98.77 Credit Suisse Securities (USA) LLC02R04068 Purchase 98.88 Credit Suisse Securities (USA) LLC02R04068 Purchase 99.14 Credit Suisse Securities (USA) LLC02R04267 Purchase 101.05 Credit Suisse Securities (USA) LLC02R04267 Purchase 101.50 Credit Suisse Securities (USA) LLC21H04267 Purchase 101.09 Credit Suisse Securities (USA) LLC01F04267 Purchase 101.27 Deutsche Bank Securities Inc.01F05267 Purchase 103.35 Deutsche Bank Securities Inc.02R04068 Purchase 99.43 Deutsche Bank Securities Inc.21H04267 Purchase 101.16 Deutsche Bank Securities Inc.21H04267 Purchase 101.58 Deutsche Bank Securities Inc.01F04267 Purchase 101.60 J.P. Morgan Securities LLC01F04267 Purchase 101.66 J.P. Morgan Securities LLC01F05067 Purchase 102.38 J.P. Morgan Securities LLC21H04267 Purchase 101.54 Morgan Stanley & Co. Incorporated02R04267 Purchase 101.54 RBS Securities Inc.01F04267 Purchase 101.16 BNP Paribas Securities Corp.02R04267 Purchase 101.23 BNP Paribas Securities Corp.01N04067 Purchase 99.07 Citigroup Global Markets Inc.02R04267 Purchase 101.00 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.51 Deutsche Bank Securities Inc.01F04267 Purchase 101.17 Deutsche Bank Securities Inc.02R04267 Purchase 101.04 Deutsche Bank Securities Inc.02R04267 Purchase 101.21 Deutsche Bank Securities Inc.01N04267 Purchase 101.20 Goldman, Sachs & Co.02R04066 Purchase 99.53 Goldman, Sachs & Co.01F05066 Purchase 102.69 J.P. Morgan Securities LLC01F04266 Purchase 101.72 Morgan Stanley & Co. Incorporated01F05066 Purchase 102.74 Morgan Stanley & Co. Incorporated01N04267 Purchase 101.38 Morgan Stanley & Co. Incorporated02R04066 Purchase 99.43 Morgan Stanley & Co. Incorporated01N04067 Purchase 99.22 UBS Securities LLC

Page 262: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05267 Purchase 103.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 100.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 100.93 BNP Paribas Securities Corp.01F04266 Purchase 101.08 Citigroup Global Markets Inc.02R04267 Purchase 100.87 Citigroup Global Markets Inc.02R04268 Purchase 100.18 Citigroup Global Markets Inc.02R04067 Purchase 98.99 Credit Suisse Securities (USA) LLC02R04068 Purchase 98.56 Credit Suisse Securities (USA) LLC02R04268 Purchase 100.52 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.05 Deutsche Bank Securities Inc.01F05266 Purchase 103.56 Deutsche Bank Securities Inc.02R04067 Purchase 98.89 Deutsche Bank Securities Inc.01F05066 Purchase 102.55 Goldman, Sachs & Co.01F05067 Purchase 102.05 Goldman, Sachs & Co.02R04268 Purchase 100.52 Goldman, Sachs & Co.02R04268 Purchase 100.46 J.P. Morgan Securities LLC02R04268 Purchase 100.50 J.P. Morgan Securities LLC02R04268 Purchase 100.25 Morgan Stanley & Co. Incorporated01F04266 Purchase 101.13 RBS Securities Inc.02R04068 Purchase 98.57 RBS Securities Inc.01F04266 Purchase 101.31 UBS Securities LLC01N05266 Purchase 103.94 Deutsche Bank Securities Inc.01N05267 Sale 103.69 Deutsche Bank Securities Inc.01N05266 Purchase 103.93 UBS Securities LLC01N05267 Sale 103.69 UBS Securities LLC01F04067 Purchase 96.67 Barclays Capital Inc.01F04067 Purchase 98.59 Barclays Capital Inc.01F04067 Purchase 97.22 Barclays Capital Inc.01F04067 Purchase 98.56 Barclays Capital Inc.01F04068 Purchase 98.12 Barclays Capital Inc.01F04267 Purchase 100.54 Barclays Capital Inc.01F04267 Purchase 100.38 Barclays Capital Inc.01F04267 Purchase 100.46 Barclays Capital Inc.01F04267 Purchase 100.71 Barclays Capital Inc.01F04067 Purchase 96.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 100.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05068 Purchase 101.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04267 Purchase 100.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04068 Purchase 98.18 BNP Paribas Securities Corp.01F04267 Purchase 100.45 Citigroup Global Markets Inc.02R04267 Purchase 100.33 Citigroup Global Markets Inc.01F04266 Purchase 99.39 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.98 Credit Suisse Securities (USA) LLC01F04266 Purchase 101.04 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.93 Credit Suisse Securities (USA) LLC01F05068 Purchase 101.52 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.12 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.84 Credit Suisse Securities (USA) LLC01F04067 Purchase 97.16 Deutsche Bank Securities Inc.01F04266 Purchase 100.78 Deutsche Bank Securities Inc.01F04267 Purchase 100.55 Deutsche Bank Securities Inc.01N04267 Purchase 100.53 Deutsche Bank Securities Inc.02R04267 Purchase 100.49 Deutsche Bank Securities Inc.

Page 263: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04267 Purchase 99.64 Goldman, Sachs & Co.02R04267 Purchase 100.27 Goldman, Sachs & Co.02R04267 Purchase 100.30 Goldman, Sachs & Co.02R04267 Purchase 100.38 Goldman, Sachs & Co.02R04267 Purchase 100.44 Goldman, Sachs & Co.01F04267 Purchase 99.16 J.P. Morgan Securities LLC01F04267 Purchase 99.70 J.P. Morgan Securities LLC01F04067 Purchase 98.59 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.11 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.77 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.89 Morgan Stanley & Co. Incorporated02R04267 Purchase 100.64 Morgan Stanley & Co. Incorporated02R04267 Purchase 100.40 UBS Securities LLC01F05266 Purchase 102.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Sale 102.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Purchase 101.55 Credit Suisse Securities (USA) LLC01F05066 Purchase 101.61 Credit Suisse Securities (USA) LLC01F05066 Purchase 101.50 Credit Suisse Securities (USA) LLC01F05266 Purchase 102.50 Credit Suisse Securities (USA) LLC01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC01F05067 Sale 101.25 Credit Suisse Securities (USA) LLC01F05067 Sale 101.14 Credit Suisse Securities (USA) LLC01F05267 Sale 102.17 Credit Suisse Securities (USA) LLC01F05066 Purchase 101.23 Morgan Stanley & Co. Incorporated01F05067 Sale 100.86 Morgan Stanley & Co. Incorporated01N05266 Purchase 102.85 Barclays Capital Inc.01N05267 Sale 102.56 Barclays Capital Inc.01F04267 Purchase 98.93 Barclays Capital Inc.01F04067 Purchase 96.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 98.77 BNP Paribas Securities Corp.01F04267 Purchase 99.30 Citigroup Global Markets Inc.01F04267 Purchase 98.95 Credit Suisse Securities (USA) LLC01F04267 Purchase 99.22 Credit Suisse Securities (USA) LLC02R04267 Purchase 99.04 Credit Suisse Securities (USA) LLC02R04267 Purchase 99.20 Credit Suisse Securities (USA) LLC01F04067 Purchase 96.23 Deutsche Bank Securities Inc.01F04067 Purchase 96.56 Deutsche Bank Securities Inc.01F04266 Purchase 99.65 Deutsche Bank Securities Inc.01F04266 Purchase 99.66 Deutsche Bank Securities Inc.01F04267 Purchase 99.34 Deutsche Bank Securities Inc.01F05266 Purchase 102.76 Deutsche Bank Securities Inc.01F04267 Purchase 98.84 Morgan Stanley & Co. Incorporated01F04267 Purchase 98.89 Morgan Stanley & Co. Incorporated01F04267 Purchase 98.99 Morgan Stanley & Co. Incorporated01F04267 Purchase 99.14 Morgan Stanley & Co. Incorporated01F04067 Purchase 96.34 UBS Securities LLC02R04267 Purchase 99.07 UBS Securities LLC02R04267 Purchase 99.13 UBS Securities LLC01F04266 Purchase 100.52 Barclays Capital Inc.01F04266 Purchase 100.53 Barclays Capital Inc.01F04267 Purchase 100.15 Barclays Capital Inc.01F04266 Purchase 100.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 100.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 264: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 100.02 Credit Suisse Securities (USA) LLC01F04267 Purchase 100.15 Credit Suisse Securities (USA) LLC01N04267 Purchase 100.24 Credit Suisse Securities (USA) LLC02R04067 Purchase 97.70 Credit Suisse Securities (USA) LLC02R04267 Purchase 100.00 Credit Suisse Securities (USA) LLC01N04267 Purchase 99.70 Deutsche Bank Securities Inc.01N04267 Purchase 99.81 Deutsche Bank Securities Inc.01N04267 Purchase 100.28 Deutsche Bank Securities Inc.02R04067 Purchase 97.69 Deutsche Bank Securities Inc.01F04266 Purchase 99.90 Goldman, Sachs & Co.01F04266 Purchase 99.92 Goldman, Sachs & Co.01F04266 Purchase 99.95 Goldman, Sachs & Co.01F04266 Purchase 100.02 Goldman, Sachs & Co.02R04067 Purchase 97.16 Goldman, Sachs & Co.02R04267 Purchase 99.81 Goldman, Sachs & Co.02R04267 Purchase 100.16 Goldman, Sachs & Co.01F04266 Purchase 99.97 J.P. Morgan Securities LLC01F04266 Purchase 100.47 J.P. Morgan Securities LLC01F04267 Purchase 100.14 J.P. Morgan Securities LLC01F05068 Purchase 101.55 J.P. Morgan Securities LLC01N04267 Purchase 99.72 J.P. Morgan Securities LLC02R04067 Purchase 97.16 J.P. Morgan Securities LLC01F04266 Purchase 99.97 Morgan Stanley & Co. Incorporated02R04267 Purchase 100.04 Morgan Stanley & Co. Incorporated02R04267 Purchase 100.16 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.53 RBS Securities Inc.01F04266 Purchase 100.01 UBS Securities LLC01F04266 Purchase 100.45 UBS Securities LLC01F04266 Purchase 100.46 UBS Securities LLC01F04267 Purchase 100.16 UBS Securities LLC02R04267 Purchase 99.80 UBS Securities LLC01F04067 Purchase 97.65 Barclays Capital Inc.01F04266 Purchase 99.51 Barclays Capital Inc.02R04267 Purchase 99.05 Barclays Capital Inc.01F04067 Purchase 97.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 99.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Purchase 101.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 99.07 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 99.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04067 Purchase 97.58 Citigroup Global Markets Inc.01F04266 Purchase 99.67 Citigroup Global Markets Inc.01F04266 Purchase 100.02 Citigroup Global Markets Inc.02R04267 Purchase 99.13 Citigroup Global Markets Inc.01F04067 Purchase 97.13 Credit Suisse Securities (USA) LLC01F05066 Purchase 101.70 Credit Suisse Securities (USA) LLC01F04266 Purchase 99.59 Deutsche Bank Securities Inc.01F04266 Purchase 99.62 Deutsche Bank Securities Inc.01F04266 Purchase 99.89 Deutsche Bank Securities Inc.01F04266 Purchase 99.93 Deutsche Bank Securities Inc.01F04266 Purchase 99.96 Deutsche Bank Securities Inc.01F04266 Purchase 100.08 Deutsche Bank Securities Inc.01F04266 Purchase 100.55 Deutsche Bank Securities Inc.01F04266 Purchase 99.65 J.P. Morgan Securities LLC

Page 265: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 99.61 Morgan Stanley & Co. Incorporated01F04266 Purchase 99.97 Morgan Stanley & Co. Incorporated01F04266 Purchase 99.60 UBS Securities LLC02R04267 Purchase 98.98 UBS Securities LLC01N05266 Purchase 103.23 Barclays Capital Inc.01N05267 Sale 102.93 Barclays Capital Inc.01F05066 Purchase 101.56 Credit Suisse Securities (USA) LLC01F05066 Purchase 101.56 Credit Suisse Securities (USA) LLC01F05066 Purchase 101.56 Credit Suisse Securities (USA) LLC01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC01N05266 Purchase 103.16 J.P. Morgan Securities LLC01N05267 Sale 102.88 J.P. Morgan Securities LLC01N05266 Purchase 103.22 Morgan Stanley & Co. Incorporated01N05267 Sale 102.92 Morgan Stanley & Co. Incorporated01N05266 Purchase 103.21 RBS Securities Inc.01N05267 Sale 102.92 RBS Securities Inc.01N05266 Purchase 103.22 UBS Securities LLC01N05267 Sale 102.93 UBS Securities LLC01F04266 Purchase 99.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04268 Purchase 98.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 99.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 101.48 Citigroup Global Markets Inc.01F04266 Purchase 99.59 Credit Suisse Securities (USA) LLC01F04266 Purchase 99.89 Credit Suisse Securities (USA) LLC01F04266 Purchase 99.78 Credit Suisse Securities (USA) LLC01F05067 Purchase 101.54 Credit Suisse Securities (USA) LLC01F05267 Purchase 102.70 Credit Suisse Securities (USA) LLC01N04268 Purchase 98.91 Deutsche Bank Securities Inc.01N04268 Purchase 99.23 Deutsche Bank Securities Inc.01F04068 Purchase 96.52 Goldman, Sachs & Co.01F04266 Purchase 99.65 Goldman, Sachs & Co.01F05266 Purchase 102.91 Goldman, Sachs & Co.02R04268 Purchase 98.73 Goldman, Sachs & Co.01N04268 Purchase 99.29 J.P. Morgan Securities LLC01F04266 Purchase 99.79 Morgan Stanley & Co. Incorporated01F04266 Purchase 99.45 Morgan Stanley & Co. Incorporated01F05067 Purchase 101.25 RBS Securities Inc.01F05067 Purchase 101.31 RBS Securities Inc.01F04047 Purchase 99.48 UBS Securities LLC01F05068 Purchase 101.27 Barclays Capital Inc.02R04267 Purchase 99.47 BNP Paribas Securities Corp.01N04267 Purchase 99.80 Citigroup Global Markets Inc.02R04267 Purchase 99.48 Citigroup Global Markets Inc.01F04067 Purchase 97.06 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.09 Credit Suisse Securities (USA) LLC02R04267 Purchase 99.48 Credit Suisse Securities (USA) LLC01F04266 Purchase 99.98 Deutsche Bank Securities Inc.02R04267 Purchase 99.29 Deutsche Bank Securities Inc.01F04067 Purchase 96.99 Goldman, Sachs & Co.01F04266 Purchase 99.98 Goldman, Sachs & Co.01F04268 Purchase 99.11 Goldman, Sachs & Co.

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01F04047 Purchase 99.70 J.P. Morgan Securities LLC01F04268 Purchase 99.29 J.P. Morgan Securities LLC02R04267 Purchase 99.45 Morgan Stanley & Co. Incorporated02R04267 Purchase 99.48 Morgan Stanley & Co. Incorporated01F04266 Purchase 99.86 Barclays Capital Inc.01F04267 Purchase 99.25 Barclays Capital Inc.01F04266 Purchase 99.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 99.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 99.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04066 Purchase 96.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04067 Purchase 95.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04067 Purchase 96.35 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 99.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 99.02 BNP Paribas Securities Corp.01F05066 Purchase 101.28 Citigroup Global Markets Inc.02R04066 Purchase 96.31 Citigroup Global Markets Inc.01F04266 Purchase 99.73 Credit Suisse Securities (USA) LLC01F05068 Purchase 100.96 Credit Suisse Securities (USA) LLC02R04066 Purchase 96.59 Credit Suisse Securities (USA) LLC02R04066 Purchase 96.59 Credit Suisse Securities (USA) LLC02R04067 Purchase 95.77 Credit Suisse Securities (USA) LLC01F04266 Purchase 99.67 Deutsche Bank Securities Inc.01F04266 Purchase 99.86 Deutsche Bank Securities Inc.01F04266 Purchase 99.02 Deutsche Bank Securities Inc.01F04266 Purchase 99.39 Deutsche Bank Securities Inc.02R04267 Purchase 99.09 Deutsche Bank Securities Inc.02R04267 Purchase 99.12 Deutsche Bank Securities Inc.01F04266 Purchase 99.35 Goldman, Sachs & Co.01F04266 Purchase 99.36 Goldman, Sachs & Co.01F04266 Purchase 99.40 Goldman, Sachs & Co.01F04267 Purchase 99.20 Goldman, Sachs & Co.01F05068 Purchase 100.51 Goldman, Sachs & Co.01F05068 Purchase 100.59 Goldman, Sachs & Co.02R04066 Purchase 96.17 Goldman, Sachs & Co.02R04267 Purchase 98.94 Goldman, Sachs & Co.01F04267 Purchase 99.29 J.P. Morgan Securities LLC01F05068 Purchase 100.63 J.P. Morgan Securities LLC01F05068 Purchase 101.00 J.P. Morgan Securities LLC02R04267 Purchase 98.69 J.P. Morgan Securities LLC02R04267 Purchase 99.11 J.P. Morgan Securities LLC01F04267 Purchase 99.26 Morgan Stanley & Co. Incorporated02R04067 Purchase 95.86 Morgan Stanley & Co. Incorporated02R04067 Purchase 96.34 UBS Securities LLC02R04267 Purchase 99.06 UBS Securities LLC01F05266 Purchase 102.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Purchase 102.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Sale 102.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Sale 102.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Purchase 102.60 Citigroup Global Markets Inc.01F05267 Sale 102.23 Citigroup Global Markets Inc.01F05266 Purchase 102.54 Credit Suisse Securities (USA) LLC01F05267 Sale 102.17 Credit Suisse Securities (USA) LLC01F05266 Purchase 102.61 Deutsche Bank Securities Inc.

Page 267: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05267 Sale 102.25 Deutsche Bank Securities Inc.01F05266 Purchase 102.59 Goldman, Sachs & Co.01F05267 Sale 102.23 Goldman, Sachs & Co.01F05266 Purchase 102.56 Deutsche Bank Securities Inc.01F05266 Purchase 102.56 Deutsche Bank Securities Inc.01F05266 Purchase 102.56 Deutsche Bank Securities Inc.01F05267 Sale 102.19 Deutsche Bank Securities Inc.01F05267 Sale 102.20 Deutsche Bank Securities Inc.01F05267 Sale 102.20 Deutsche Bank Securities Inc.01F05266 Purchase 102.55 Morgan Stanley & Co. Incorporated01F05266 Purchase 102.59 Morgan Stanley & Co. Incorporated01F05267 Sale 102.18 Morgan Stanley & Co. Incorporated01F05267 Sale 102.22 Morgan Stanley & Co. Incorporated01F04266 Purchase 98.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 98.48 Citigroup Global Markets Inc.01F04266 Purchase 98.38 Credit Suisse Securities (USA) LLC01F04266 Purchase 98.63 Credit Suisse Securities (USA) LLC01F04266 Purchase 98.39 Deutsche Bank Securities Inc.01F04266 Purchase 98.45 Deutsche Bank Securities Inc.01F04266 Purchase 98.61 Deutsche Bank Securities Inc.01F04266 Purchase 98.28 Deutsche Bank Securities Inc.02R04267 Purchase 97.98 Deutsche Bank Securities Inc.01F04266 Purchase 98.22 Goldman, Sachs & Co.02R04267 Purchase 97.85 Goldman, Sachs & Co.01F04266 Purchase 98.43 J.P. Morgan Securities LLC01F04067 Purchase 94.83 Morgan Stanley & Co. Incorporated01F04266 Purchase 98.35 Morgan Stanley & Co. Incorporated01F04266 Purchase 98.36 Morgan Stanley & Co. Incorporated01F04266 Purchase 98.17 Morgan Stanley & Co. Incorporated01F04266 Purchase 98.33 Morgan Stanley & Co. Incorporated01F04267 Purchase 97.97 Morgan Stanley & Co. Incorporated01F04266 Purchase 98.72 RBS Securities Inc.01F05266 Purchase 102.66 Barclays Capital Inc.02R05266 Purchase 102.54 Barclays Capital Inc.01F05267 Sale 102.30 Barclays Capital Inc.02R05267 Sale 102.19 Barclays Capital Inc.01F06066 Purchase 104.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05266 Purchase 102.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06067 Sale 104.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05267 Sale 102.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Purchase 102.63 BNP Paribas Securities Corp.01F05267 Sale 102.27 BNP Paribas Securities Corp.01F05266 Purchase 102.63 Citigroup Global Markets Inc.01F05267 Sale 102.27 Citigroup Global Markets Inc.01F05266 Purchase 102.63 Deutsche Bank Securities Inc.01F05266 Purchase 102.64 Deutsche Bank Securities Inc.01F05266 Purchase 102.63 Deutsche Bank Securities Inc.01F05266 Purchase 102.61 Deutsche Bank Securities Inc.02R05266 Purchase 102.55 Deutsche Bank Securities Inc.01F05267 Sale 102.27 Deutsche Bank Securities Inc.01F05267 Sale 102.29 Deutsche Bank Securities Inc.01F05267 Sale 102.27 Deutsche Bank Securities Inc.01F05267 Sale 102.25 Deutsche Bank Securities Inc.

Page 268: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05267 Sale 102.20 Deutsche Bank Securities Inc.01F05266 Purchase 102.62 Goldman, Sachs & Co.01F05267 Sale 102.27 Goldman, Sachs & Co.01F05266 Purchase 102.62 J.P. Morgan Securities LLC01F05267 Sale 102.27 J.P. Morgan Securities LLC01F05266 Purchase 102.63 UBS Securities LLC01F05267 Sale 102.28 UBS Securities LLC01F05266 Purchase 102.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Sale 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Purchase 102.25 Deutsche Bank Securities Inc.01F05266 Purchase 102.27 Deutsche Bank Securities Inc.01F05267 Sale 101.88 Deutsche Bank Securities Inc.01F05267 Sale 101.90 Deutsche Bank Securities Inc.01F04046 Purchase 98.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 97.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 97.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 96.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 100.03 Citigroup Global Markets Inc.02R04266 Purchase 97.80 Citigroup Global Markets Inc.21H04267 Purchase 96.80 Citigroup Global Markets Inc.01F05067 Purchase 99.94 Cantor Fitzgerald & Co.02R04266 Purchase 97.63 Credit Suisse Securities (USA) LLC02R04267 Purchase 97.39 Credit Suisse Securities (USA) LLC01F05067 Purchase 99.74 Deutsche Bank Securities Inc.01F05067 Purchase 100.18 Deutsche Bank Securities Inc.01F05067 Purchase 100.20 Deutsche Bank Securities Inc.01F05067 Purchase 100.31 Deutsche Bank Securities Inc.02R04266 Purchase 97.66 Deutsche Bank Securities Inc.02R04266 Purchase 97.29 J.P. Morgan Securities LLC02R04266 Purchase 97.74 J.P. Morgan Securities LLC02R05266 Purchase 102.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05267 Sale 101.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Purchase 102.39 Citigroup Global Markets Inc.02R05266 Purchase 102.44 Citigroup Global Markets Inc.01F05267 Sale 102.02 Citigroup Global Markets Inc.02R05267 Sale 102.06 Citigroup Global Markets Inc.01F05266 Purchase 102.50 Credit Suisse Securities (USA) LLC02R05266 Purchase 102.10 Credit Suisse Securities (USA) LLC02R05266 Purchase 102.17 Credit Suisse Securities (USA) LLC01F05267 Sale 102.13 Credit Suisse Securities (USA) LLC02R05267 Sale 101.72 Credit Suisse Securities (USA) LLC02R05267 Sale 101.80 Credit Suisse Securities (USA) LLC01F05266 Purchase 102.38 Deutsche Bank Securities Inc.01F05266 Purchase 102.56 Deutsche Bank Securities Inc.01F05266 Purchase 102.58 Deutsche Bank Securities Inc.01F05266 Purchase 102.59 Deutsche Bank Securities Inc.01F05267 Sale 102.00 Deutsche Bank Securities Inc.01F05267 Sale 102.19 Deutsche Bank Securities Inc.01F05267 Sale 102.20 Deutsche Bank Securities Inc.01F05267 Sale 102.22 Deutsche Bank Securities Inc.01F05266 Purchase 102.50 Goldman, Sachs & Co.01F05267 Sale 102.13 Goldman, Sachs & Co.01F05266 Purchase 102.50 J.P. Morgan Securities LLC

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01F05267 Sale 102.13 J.P. Morgan Securities LLC01F05266 Purchase 102.50 Morgan Stanley & Co. Incorporated01F05266 Purchase 102.53 Morgan Stanley & Co. Incorporated01F05266 Purchase 102.58 Morgan Stanley & Co. Incorporated01F05266 Purchase 102.56 Morgan Stanley & Co. Incorporated01F05266 Purchase 102.59 Morgan Stanley & Co. Incorporated02R05266 Purchase 102.50 Morgan Stanley & Co. Incorporated01F05267 Sale 102.13 Morgan Stanley & Co. Incorporated01F05267 Sale 102.16 Morgan Stanley & Co. Incorporated01F05267 Sale 102.21 Morgan Stanley & Co. Incorporated01F05267 Sale 102.19 Morgan Stanley & Co. Incorporated01F05267 Sale 102.22 Morgan Stanley & Co. Incorporated02R05267 Sale 102.13 Morgan Stanley & Co. Incorporated02R05266 Purchase 102.12 RBS Securities Inc.02R05267 Sale 101.73 RBS Securities Inc.01F04246 Purchase 100.66 UBS Securities LLC02R05266 Purchase 102.44 UBS Securities LLC01F04247 Sale 100.33 UBS Securities LLC02R05267 Sale 102.06 UBS Securities LLC01F05068 Purchase 99.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 97.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04247 Purchase 100.20 Citigroup Global Markets Inc.02R04267 Purchase 97.08 Cantor Fitzgerald & Co.01F04267 Purchase 97.07 Credit Suisse Securities (USA) LLC01N04267 Purchase 97.32 Credit Suisse Securities (USA) LLC01F04047 Purchase 97.66 Deutsche Bank Securities Inc.01F05068 Purchase 99.59 Deutsche Bank Securities Inc.02R04267 Purchase 97.08 Deutsche Bank Securities Inc.01F04267 Purchase 97.24 Goldman, Sachs & Co.02R04267 Purchase 96.87 Goldman, Sachs & Co.02R04267 Purchase 96.84 J.P. Morgan Securities LLC02R04267 Purchase 96.94 J.P. Morgan Securities LLC01F04267 Purchase 97.30 Morgan Stanley & Co. Incorporated02R04267 Purchase 96.94 Morgan Stanley & Co. Incorporated01F05068 Purchase 99.71 UBS Securities LLC01F05266 Purchase 102.48 Citigroup Global Markets Inc.01F06267 Purchase 106.44 Citigroup Global Markets Inc.01F06267 Purchase 106.44 Citigroup Global Markets Inc.01F06267 Purchase 106.44 Citigroup Global Markets Inc.01F05267 Sale 102.11 Citigroup Global Markets Inc.01F06266 Sale 106.89 Citigroup Global Markets Inc.01F06266 Sale 106.89 Citigroup Global Markets Inc.01F06266 Sale 106.89 Citigroup Global Markets Inc.01F05266 Purchase 102.47 Deutsche Bank Securities Inc.01F05266 Purchase 102.49 Deutsche Bank Securities Inc.01F05266 Purchase 102.49 Deutsche Bank Securities Inc.01F05267 Sale 102.10 Deutsche Bank Securities Inc.01F05267 Sale 102.12 Deutsche Bank Securities Inc.01F05267 Sale 102.12 Deutsche Bank Securities Inc.01F05266 Purchase 102.45 Morgan Stanley & Co. Incorporated01F06267 Purchase 106.53 Morgan Stanley & Co. Incorporated01F05267 Sale 102.07 Morgan Stanley & Co. Incorporated01F06266 Sale 106.98 Morgan Stanley & Co. Incorporated

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01N06066 Purchase 103.44 J.P. Morgan Securities LLC01N06067 Sale 103.19 J.P. Morgan Securities LLC01N06066 Purchase 103.45 Morgan Stanley & Co. Incorporated01N06067 Sale 103.20 Morgan Stanley & Co. Incorporated01N06066 Purchase 103.29 UBS Securities LLC01N06067 Sale 103.02 UBS Securities LLC01F04267 Purchase 96.95 Barclays Capital Inc.01F04267 Purchase 96.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 96.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 99.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 99.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 99.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05068 Purchase 99.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05068 Purchase 99.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 99.64 BNP Paribas Securities Corp.01F05068 Purchase 99.18 Citigroup Global Markets Inc.02R04267 Purchase 96.72 Credit Suisse Securities (USA) LLC01F04246 Purchase 100.23 Deutsche Bank Securities Inc.02R04267 Purchase 96.38 Deutsche Bank Securities Inc.02R04267 Purchase 96.68 Deutsche Bank Securities Inc.02R04267 Purchase 96.70 Deutsche Bank Securities Inc.02R04267 Purchase 96.38 Deutsche Bank Securities Inc.01F04267 Purchase 96.84 Goldman, Sachs & Co.02R04267 Purchase 96.51 J.P. Morgan Securities LLC02R04267 Purchase 96.68 J.P. Morgan Securities LLC02R04267 Purchase 96.78 J.P. Morgan Securities LLC01F04267 Purchase 96.89 Morgan Stanley & Co. Incorporated01F05067 Purchase 99.71 Morgan Stanley & Co. Incorporated01F04267 Purchase 96.59 RBS Securities Inc.02R04267 Purchase 96.44 RBS Securities Inc.01F04046 Purchase 97.90 UBS Securities LLC01F04246 Purchase 100.41 UBS Securities LLC01F05067 Purchase 99.55 UBS Securities LLC02R04267 Purchase 96.38 UBS Securities LLC02R04267 Purchase 96.45 UBS Securities LLC02R04267 Purchase 96.52 UBS Securities LLC01F05068 Purchase 99.29 Citigroup Global Markets Inc.01F05268 Purchase 101.32 Credit Suisse Securities (USA) LLC01F05268 Purchase 101.57 RBS Securities Inc.01F05046 Purchase 102.24 UBS Securities LLC01F05047 Sale 101.94 UBS Securities LLC02R04047 Purchase 98.52 Barclays Capital Inc.02R04046 Sale 98.90 Barclays Capital Inc.02R04047 Purchase 98.39 Barclays Capital Inc.02R04046 Sale 98.77 Barclays Capital Inc.21H04267 Purchase 97.85 Citigroup Global Markets Inc.01F04267 Purchase 97.70 J.P. Morgan Securities LLC01F05267 Purchase 102.28 RBS Securities Inc.01F05067 Purchase 100.45 Barclays Capital Inc.01F05067 Purchase 100.50 Barclays Capital Inc.01F05066 Sale 100.89 Barclays Capital Inc.01F05066 Sale 100.89 Barclays Capital Inc.01F05067 Purchase 100.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 271: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05066 Sale 100.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 100.50 J.P. Morgan Securities LLC01F05066 Sale 100.89 J.P. Morgan Securities LLC02R04047 Purchase 98.31 Barclays Capital Inc.02R04047 Purchase 98.34 Barclays Capital Inc.02R04046 Sale 98.70 Barclays Capital Inc.02R04046 Sale 98.72 Barclays Capital Inc.02R04047 Purchase 98.34 Credit Suisse Securities (USA) LLC02R04046 Sale 98.72 Credit Suisse Securities (USA) LLC02R04047 Purchase 98.31 UBS Securities LLC02R04046 Sale 98.70 UBS Securities LLC01F05069 Purchase 100.34 Barclays Capital Inc.01F04248 Purchase 100.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 100.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 100.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 98.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 98.22 Citigroup Global Markets Inc.21H04267 Purchase 98.73 Citigroup Global Markets Inc.01F05069 Purchase 100.34 Credit Suisse Securities (USA) LLC01F05069 Purchase 100.30 Credit Suisse Securities (USA) LLC01N04267 Purchase 99.05 Credit Suisse Securities (USA) LLC21H04267 Purchase 98.73 Credit Suisse Securities (USA) LLC21H04267 Purchase 98.71 Credit Suisse Securities (USA) LLC01F04268 Purchase 98.55 Deutsche Bank Securities Inc.02R04268 Purchase 98.22 Deutsche Bank Securities Inc.01F04268 Purchase 98.65 J.P. Morgan Securities LLC01F05069 Purchase 100.36 J.P. Morgan Securities LLC01F05069 Purchase 100.41 J.P. Morgan Securities LLC01F05069 Purchase 100.38 Morgan Stanley & Co. Incorporated01N04267 Purchase 99.16 Morgan Stanley & Co. Incorporated01F04268 Purchase 98.06 UBS Securities LLC01F05069 Purchase 100.38 UBS Securities LLC01N06066 Purchase 104.02 Credit Suisse Securities (USA) LLC01N06067 Sale 103.75 Credit Suisse Securities (USA) LLC02R05067 Purchase 101.25 Barclays Capital Inc.02R05066 Sale 101.63 Barclays Capital Inc.02R05067 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Sale 101.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04047 Purchase 99.13 Barclays Capital Inc.01F04248 Purchase 101.29 Barclays Capital Inc.02R04067 Purchase 95.98 Barclays Capital Inc.01F04247 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 98.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04067 Purchase 96.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 98.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 98.63 BNP Paribas Securities Corp.01F05068 Purchase 100.97 Citigroup Global Markets Inc.02R04067 Purchase 96.03 Citigroup Global Markets Inc.02R04267 Purchase 98.82 Citigroup Global Markets Inc.01F04047 Purchase 99.61 Credit Suisse Securities (USA) LLC01F04267 Purchase 98.57 Credit Suisse Securities (USA) LLC01F04267 Purchase 98.88 Credit Suisse Securities (USA) LLC02R04068 Purchase 96.39 Credit Suisse Securities (USA) LLC

Page 272: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04267 Purchase 98.39 Credit Suisse Securities (USA) LLC02R04267 Purchase 98.40 Credit Suisse Securities (USA) LLC02R04267 Purchase 98.66 Credit Suisse Securities (USA) LLC21H04267 Purchase 98.65 Credit Suisse Securities (USA) LLC21H04267 Purchase 98.97 Credit Suisse Securities (USA) LLC01F04047 Purchase 99.31 Deutsche Bank Securities Inc.02R04067 Purchase 96.15 Deutsche Bank Securities Inc.02R05068 Purchase 100.86 Deutsche Bank Securities Inc.21H04267 Purchase 98.43 Deutsche Bank Securities Inc.01F04267 Purchase 98.59 Goldman, Sachs & Co.01F05068 Purchase 101.03 Goldman, Sachs & Co.01F05068 Purchase 101.03 Goldman, Sachs & Co.02R04267 Purchase 98.63 Goldman, Sachs & Co.01F04267 Purchase 98.63 J.P. Morgan Securities LLC01F04267 Purchase 99.23 J.P. Morgan Securities LLC02R04068 Purchase 96.41 J.P. Morgan Securities LLC02R04267 Purchase 98.66 J.P. Morgan Securities LLC01F04267 Purchase 98.80 Morgan Stanley & Co. Incorporated01F04267 Purchase 99.18 Morgan Stanley & Co. Incorporated02R04067 Purchase 95.96 Morgan Stanley & Co. Incorporated02R04267 Purchase 98.80 Morgan Stanley & Co. Incorporated01F04267 Purchase 98.65 RBS Securities Inc.02R04267 Purchase 98.81 RBS Securities Inc.02R05068 Purchase 100.68 RBS Securities Inc.02R05068 Purchase 100.80 RBS Securities Inc.01F04047 Purchase 99.46 UBS Securities LLC01F05067 Purchase 101.16 UBS Securities LLC01F04047 Purchase 100.16 Barclays Capital Inc.01F04248 Purchase 101.48 Barclays Capital Inc.01F04248 Purchase 101.50 Barclays Capital Inc.01F04248 Purchase 101.76 Barclays Capital Inc.01F04268 Purchase 99.00 Barclays Capital Inc.01F04268 Purchase 99.09 Barclays Capital Inc.21H04067 Purchase 96.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 99.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 99.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05268 Purchase 102.91 Citigroup Global Markets Inc.01F04268 Purchase 99.16 Credit Suisse Securities (USA) LLC01F04268 Purchase 99.48 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.02 Credit Suisse Securities (USA) LLC02R04068 Purchase 96.63 Credit Suisse Securities (USA) LLC02R04068 Purchase 96.70 Credit Suisse Securities (USA) LLC02R04068 Purchase 96.88 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.42 Credit Suisse Securities (USA) LLC21H04267 Purchase 99.94 Credit Suisse Securities (USA) LLC01F04268 Purchase 99.70 Deutsche Bank Securities Inc.01F05068 Purchase 101.36 J.P. Morgan Securities LLC01F04268 Purchase 99.05 Morgan Stanley & Co. Incorporated01F04268 Purchase 99.43 Morgan Stanley & Co. Incorporated01F04268 Purchase 99.70 Morgan Stanley & Co. Incorporated02R04068 Purchase 97.11 Morgan Stanley & Co. Incorporated21H04267 Purchase 99.25 Morgan Stanley & Co. Incorporated01F03247 Purchase 97.17 UBS Securities LLC

Page 273: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05068 Purchase 101.44 UBS Securities LLC01F05068 Purchase 101.47 UBS Securities LLC01F05068 Purchase 101.64 UBS Securities LLC02R04268 Purchase 99.22 UBS Securities LLC01F05067 Purchase 101.50 Barclays Capital Inc.31416ALC Sale 101.85 Barclays Capital Inc.31416H4T Sale 101.85 Barclays Capital Inc.31416H4U Sale 101.85 Barclays Capital Inc.31416HFH Sale 101.85 Barclays Capital Inc.31416JFM Sale 101.85 Barclays Capital Inc.02R04268 Purchase 98.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05068 Purchase 100.58 Citigroup Global Markets Inc.01F04268 Purchase 98.44 Credit Suisse Securities (USA) LLC01F05068 Purchase 100.23 Credit Suisse Securities (USA) LLC02R04268 Purchase 98.38 Credit Suisse Securities (USA) LLC02R04268 Purchase 98.30 Credit Suisse Securities (USA) LLC02R05068 Purchase 100.21 Credit Suisse Securities (USA) LLC02R05068 Purchase 100.23 Credit Suisse Securities (USA) LLC01F04268 Purchase 97.91 Deutsche Bank Securities Inc.01F04268 Purchase 98.18 Deutsche Bank Securities Inc.01F04268 Purchase 98.49 Deutsche Bank Securities Inc.02R04268 Purchase 98.03 Deutsche Bank Securities Inc.02R05068 Purchase 99.79 Deutsche Bank Securities Inc.02R05068 Purchase 99.93 Deutsche Bank Securities Inc.02R05068 Purchase 100.15 Deutsche Bank Securities Inc.02R04268 Purchase 98.19 Goldman, Sachs & Co.01F04268 Purchase 98.02 Morgan Stanley & Co. Incorporated01F05068 Purchase 100.05 Morgan Stanley & Co. Incorporated01F05068 Purchase 100.77 Morgan Stanley & Co. Incorporated01F05068 Purchase 100.23 Morgan Stanley & Co. Incorporated01F05068 Purchase 100.32 Morgan Stanley & Co. Incorporated02R04268 Purchase 98.17 Morgan Stanley & Co. Incorporated02R05068 Purchase 100.13 Morgan Stanley & Co. Incorporated01F05068 Purchase 100.73 RBS Securities Inc.01F04268 Purchase 98.19 UBS Securities LLC01F05068 Purchase 100.16 UBS Securities LLC01F05068 Purchase 100.36 UBS Securities LLC02R04268 Purchase 98.50 UBS Securities LLC01F04048 Purchase 98.25 Barclays Capital Inc.01F04268 Purchase 97.99 Barclays Capital Inc.01F05069 Purchase 99.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 97.31 BNP Paribas Securities Corp.01F05069 Purchase 99.69 Citigroup Global Markets Inc.01N04268 Purchase 98.20 Citigroup Global Markets Inc.01F04267 Purchase 97.79 Credit Suisse Securities (USA) LLC01F04268 Purchase 97.73 Deutsche Bank Securities Inc.01F05069 Purchase 99.69 Deutsche Bank Securities Inc.01F04268 Purchase 97.98 Goldman, Sachs & Co.01N04268 Purchase 97.67 J.P. Morgan Securities LLC02R04268 Purchase 97.91 J.P. Morgan Securities LLC01F04248 Purchase 100.45 Morgan Stanley & Co. Incorporated01F04268 Purchase 98.20 Morgan Stanley & Co. Incorporated01N04268 Purchase 98.11 Morgan Stanley & Co. Incorporated

Page 274: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05069 Purchase 99.99 RBS Securities Inc.01F05069 Purchase 100.06 UBS Securities LLC01F05067 Purchase 100.34 Barclays Capital Inc.31412SR9 Sale 100.65 Barclays Capital Inc.31414CCS Sale 100.65 Barclays Capital Inc.31414NJX Sale 100.65 Barclays Capital Inc.31416H4Z Sale 100.65 Barclays Capital Inc.31416JFM Sale 100.65 Barclays Capital Inc.31416KDX Sale 100.65 Barclays Capital Inc.01F04267 Purchase 98.16 Citigroup Global Markets Inc.31415YKN Sale 98.48 Citigroup Global Markets Inc.31415YLC Sale 98.48 Citigroup Global Markets Inc.31416KYS Sale 98.48 Citigroup Global Markets Inc.31416PQN Sale 98.48 Citigroup Global Markets Inc.31416QT8 Sale 98.48 Citigroup Global Markets Inc.31416QU9 Sale 98.48 Citigroup Global Markets Inc.31416RUH Sale 98.48 Citigroup Global Markets Inc.31416SXV Sale 98.48 Citigroup Global Markets Inc.01F05067 Purchase 100.53 J.P. Morgan Securities LLC31371PCH Sale 100.84 J.P. Morgan Securities LLC31412N4U Sale 100.84 J.P. Morgan Securities LLC31412NWQ Sale 100.84 J.P. Morgan Securities LLC31412NXU Sale 100.84 J.P. Morgan Securities LLC31416HEL Sale 100.84 J.P. Morgan Securities LLC31416HG4 Sale 100.84 J.P. Morgan Securities LLC31416HH2 Sale 100.84 J.P. Morgan Securities LLC31416HH2 Sale 100.84 J.P. Morgan Securities LLC31416HM7 Sale 100.84 J.P. Morgan Securities LLC31416HQN Sale 100.84 J.P. Morgan Securities LLC31416HS6 Sale 100.84 J.P. Morgan Securities LLC31416HYJ Sale 100.84 J.P. Morgan Securities LLC31416KGW Sale 100.84 J.P. Morgan Securities LLC31416KHW Sale 100.84 J.P. Morgan Securities LLC31416LAA Sale 100.84 J.P. Morgan Securities LLC01F04048 Purchase 99.13 Barclays Capital Inc.01N04268 Purchase 98.76 Barclays Capital Inc.01F05268 Purchase 102.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 98.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04268 Purchase 98.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 101.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 100.43 BNP Paribas Securities Corp.01F05068 Purchase 100.87 Citigroup Global Markets Inc.02R04268 Purchase 98.47 Credit Suisse Securities (USA) LLC02R04268 Purchase 98.49 Credit Suisse Securities (USA) LLC02R04268 Purchase 98.50 Credit Suisse Securities (USA) LLC01N04268 Purchase 98.77 Deutsche Bank Securities Inc.02R04268 Purchase 98.44 Goldman, Sachs & Co.02R04268 Purchase 98.48 Goldman, Sachs & Co.01F05268 Purchase 102.50 J.P. Morgan Securities LLC01N04268 Purchase 98.69 J.P. Morgan Securities LLC01F05067 Purchase 101.25 J.P. Morgan Securities LLC01F05066 Sale 101.52 J.P. Morgan Securities LLC

Page 275: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04268 Purchase 98.41 Morgan Stanley & Co. Incorporated02R04268 Purchase 98.61 Morgan Stanley & Co. Incorporated01F04048 Purchase 99.13 UBS Securities LLC02R04267 Purchase 98.58 Barclays Capital Inc.21H04267 Purchase 98.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 98.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 98.72 BNP Paribas Securities Corp.02R04267 Purchase 98.74 Citigroup Global Markets Inc.21H04267 Purchase 98.69 Citigroup Global Markets Inc.02R04267 Purchase 98.89 Cantor Fitzgerald & Co.02R04267 Purchase 98.64 Credit Suisse Securities (USA) LLC02R04267 Purchase 98.75 Credit Suisse Securities (USA) LLC02R04267 Purchase 98.89 Credit Suisse Securities (USA) LLC02R04267 Purchase 98.77 Deutsche Bank Securities Inc.01F04267 Purchase 99.05 J.P. Morgan Securities LLC01F04267 Purchase 99.13 J.P. Morgan Securities LLC01F04267 Purchase 99.08 Morgan Stanley & Co. Incorporated02R04267 Purchase 98.84 Morgan Stanley & Co. Incorporated21H05068 Purchase 100.68 Morgan Stanley & Co. Incorporated21H04267 Purchase 98.70 RBS Securities Inc.21H05068 Purchase 100.61 UBS Securities LLC01F05067 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 101.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 101.28 J.P. Morgan Securities LLC01F05066 Sale 101.52 J.P. Morgan Securities LLC01F04048 Purchase 99.09 Barclays Capital Inc.01F04248 Purchase 101.25 Barclays Capital Inc.01F05069 Purchase 100.46 Barclays Capital Inc.01F05069 Purchase 100.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 98.34 BNP Paribas Securities Corp.01F04268 Purchase 98.60 Citigroup Global Markets Inc.01F04268 Purchase 98.62 Citigroup Global Markets Inc.02R04268 Purchase 98.42 Cantor Fitzgerald & Co.01F04268 Purchase 98.55 Credit Suisse Securities (USA) LLC02R04268 Purchase 98.39 Credit Suisse Securities (USA) LLC02R04268 Purchase 98.45 Credit Suisse Securities (USA) LLC01F05069 Purchase 100.46 Deutsche Bank Securities Inc.01N04268 Purchase 98.66 Deutsche Bank Securities Inc.01F04268 Purchase 98.56 Goldman, Sachs & Co.01F04268 Purchase 98.71 J.P. Morgan Securities LLC02R04268 Purchase 98.29 J.P. Morgan Securities LLC01F04268 Purchase 98.47 Morgan Stanley & Co. Incorporated02R04268 Purchase 98.42 Morgan Stanley & Co. Incorporated02R04268 Purchase 98.49 RBS Securities Inc.01F04268 Purchase 98.63 UBS Securities LLC02R04047 Purchase 99.41 Barclays Capital Inc.02R05067 Purchase 101.06 Barclays Capital Inc.02R04046 Sale 99.70 Barclays Capital Inc.02R05066 Sale 101.30 Barclays Capital Inc.02R05067 Purchase 101.00 J.P. Morgan Securities LLC02R05066 Sale 101.24 J.P. Morgan Securities LLC01F05067 Purchase 101.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Sale 101.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 276: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05067 Purchase 101.91 Barclays Capital Inc.01F05066 Sale 102.08 Barclays Capital Inc.01F05067 Purchase 101.91 Goldman, Sachs & Co.01F05066 Sale 102.08 Goldman, Sachs & Co.01F05267 Purchase 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04267 Purchase 99.60 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04267 Purchase 99.25 BNP Paribas Securities Corp.01F04267 Purchase 99.17 Citigroup Global Markets Inc.01F05068 Purchase 101.30 Citigroup Global Markets Inc.01F05068 Purchase 101.60 Citigroup Global Markets Inc.01F04267 Purchase 99.91 Cantor Fitzgerald & Co.02R04267 Purchase 99.66 Credit Suisse Securities (USA) LLC01F04267 Purchase 99.98 Deutsche Bank Securities Inc.01F05068 Purchase 101.37 Deutsche Bank Securities Inc.01F05068 Purchase 101.54 Deutsche Bank Securities Inc.02R04267 Purchase 99.60 Deutsche Bank Securities Inc.01F04267 Purchase 99.76 J.P. Morgan Securities LLC01F05068 Purchase 101.64 J.P. Morgan Securities LLC02R04267 Purchase 98.95 J.P. Morgan Securities LLC01F04267 Purchase 99.58 Morgan Stanley & Co. Incorporated01F05267 Purchase 103.25 UBS Securities LLC21H04267 Purchase 99.69 UBS Securities LLC02R05067 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Sale 101.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05068 Purchase 101.51 Barclays Capital Inc.21H04267 Purchase 99.70 Barclays Capital Inc.01F05067 Purchase 101.88 Barclays Capital Inc.31410PLF Sale 102.09 Barclays Capital Inc.31411RHW Sale 102.09 Barclays Capital Inc.31411RHZ Sale 102.09 Barclays Capital Inc.31412HP4 Sale 102.09 Barclays Capital Inc.31412NQC Sale 102.09 Barclays Capital Inc.31412NQD Sale 102.09 Barclays Capital Inc.31412SL4 Sale 102.09 Barclays Capital Inc.31412SSH Sale 102.09 Barclays Capital Inc.31412SSL Sale 102.09 Barclays Capital Inc.31412SZX Sale 102.09 Barclays Capital Inc.31412T2W Sale 102.09 Barclays Capital Inc.31412TNV Sale 102.09 Barclays Capital Inc.31412TNW Sale 102.09 Barclays Capital Inc.31413R2V Sale 102.09 Barclays Capital Inc.31414CCS Sale 102.09 Barclays Capital Inc.31414CFV Sale 102.09 Barclays Capital Inc.31414KHL Sale 102.09 Barclays Capital Inc.31414PTS Sale 102.09 Barclays Capital Inc.31414QNX Sale 102.09 Barclays Capital Inc.31414SKY Sale 102.09 Barclays Capital Inc.31414UYM Sale 102.09 Barclays Capital Inc.31415A7K Sale 102.09 Barclays Capital Inc.31415BBH Sale 102.09 Barclays Capital Inc.31415BBT Sale 102.09 Barclays Capital Inc.31415BDR Sale 102.09 Barclays Capital Inc.31415PAU Sale 102.09 Barclays Capital Inc.

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31415QHR Sale 102.09 Barclays Capital Inc.31415RBW Sale 102.09 Barclays Capital Inc.31415RNR Sale 102.09 Barclays Capital Inc.31415RQD Sale 102.09 Barclays Capital Inc.31415S2K Sale 102.09 Barclays Capital Inc.31415VG5 Sale 102.09 Barclays Capital Inc.31415W4T Sale 102.09 Barclays Capital Inc.31415XA7 Sale 102.09 Barclays Capital Inc.31415XE3 Sale 102.09 Barclays Capital Inc.31415XQB Sale 102.09 Barclays Capital Inc.31415XUH Sale 102.09 Barclays Capital Inc.31415XVF Sale 102.09 Barclays Capital Inc.31415XXW Sale 102.09 Barclays Capital Inc.31416AC3 Sale 102.09 Barclays Capital Inc.31416AU8 Sale 102.09 Barclays Capital Inc.31416H7M Sale 102.09 Barclays Capital Inc.31416HHJ Sale 102.09 Barclays Capital Inc.31416HS5 Sale 102.09 Barclays Capital Inc.31416HS6 Sale 102.09 Barclays Capital Inc.31416JS5 Sale 102.09 Barclays Capital Inc.31416K2G Sale 102.09 Barclays Capital Inc.31416KAL Sale 102.09 Barclays Capital Inc.31416KGH Sale 102.09 Barclays Capital Inc.31416KGN Sale 102.09 Barclays Capital Inc.31416NQL Sale 102.09 Barclays Capital Inc.01F05068 Purchase 101.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05067 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated31412UH9 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31413QDU Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414CFA Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414CYB Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414KN3 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414ND4 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414P4X Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414SKS Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414SL4 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31414TR6 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415A2N Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415A6B Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415ARS Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415AUU Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415BC2 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415LK2 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415XJJ Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31415YBS Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31416HRU Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31416HTP Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31416JUE Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated31416JYV Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 99.32 BNP Paribas Securities Corp.02R04268 Purchase 99.30 BNP Paribas Securities Corp.01F04268 Purchase 99.51 Citigroup Global Markets Inc.01F04268 Purchase 99.55 Citigroup Global Markets Inc.

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02R04268 Purchase 99.30 Citigroup Global Markets Inc.02R05068 Purchase 101.46 Citigroup Global Markets Inc.21H04267 Purchase 99.72 Citigroup Global Markets Inc.01F05068 Purchase 101.60 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.13 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.18 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.22 Credit Suisse Securities (USA) LLC02R05068 Purchase 101.43 Credit Suisse Securities (USA) LLC02R05068 Purchase 101.45 Credit Suisse Securities (USA) LLC01F05068 Purchase 101.57 Deutsche Bank Securities Inc.01F05068 Purchase 101.45 Deutsche Bank Securities Inc.01F05068 Purchase 101.51 Deutsche Bank Securities Inc.02R05068 Purchase 101.36 Deutsche Bank Securities Inc.02R05068 Purchase 101.43 Goldman, Sachs & Co.02R05068 Purchase 101.45 J.P. Morgan Securities LLC21H04267 Purchase 99.54 J.P. Morgan Securities LLC21H04267 Purchase 99.61 J.P. Morgan Securities LLC01F05068 Purchase 101.56 Morgan Stanley & Co. Incorporated02R04268 Purchase 99.34 Morgan Stanley & Co. Incorporated02R05068 Purchase 101.36 UBS Securities LLC02R05068 Purchase 101.45 UBS Securities LLC01F05068 Purchase 101.59 Barclays Capital Inc.01F05068 Purchase 101.68 Citigroup Global Markets Inc.01N04068 Purchase 96.50 Citigroup Global Markets Inc.01F05068 Purchase 101.59 Deutsche Bank Securities Inc.01F05068 Purchase 101.60 Deutsche Bank Securities Inc.01F05069 Purchase 101.15 Deutsche Bank Securities Inc.01N04068 Purchase 96.61 Deutsche Bank Securities Inc.01F05068 Purchase 101.62 J.P. Morgan Securities LLC01F05069 Purchase 101.18 J.P. Morgan Securities LLC01F05268 Purchase 103.03 J.P. Morgan Securities LLC01N04068 Purchase 96.63 J.P. Morgan Securities LLC01F05068 Purchase 101.60 Morgan Stanley & Co. Incorporated01F05068 Purchase 101.64 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.23 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.25 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.05 Morgan Stanley & Co. Incorporated02R04269 Purchase 99.04 RBS Securities Inc.02R04269 Purchase 98.95 UBS Securities LLC01F04248 Purchase 101.77 Barclays Capital Inc.01F04268 Purchase 99.57 Barclays Capital Inc.01F04268 Purchase 99.48 Barclays Capital Inc.01N04268 Purchase 99.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04268 Purchase 99.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 100.99 BNP Paribas Securities Corp.01F04268 Purchase 99.27 Citigroup Global Markets Inc.01F05069 Purchase 101.13 Citigroup Global Markets Inc.02R04268 Purchase 99.07 Citigroup Global Markets Inc.02R04268 Purchase 99.28 Citigroup Global Markets Inc.01F05069 Purchase 101.09 Deutsche Bank Securities Inc.02R04268 Purchase 99.01 Deutsche Bank Securities Inc.01F04268 Purchase 99.33 Goldman, Sachs & Co.01F04268 Purchase 99.58 Goldman, Sachs & Co.

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02R04268 Purchase 99.14 Goldman, Sachs & Co.02R04268 Purchase 99.31 Goldman, Sachs & Co.01F04248 Purchase 101.69 J.P. Morgan Securities LLC01F05069 Purchase 100.97 J.P. Morgan Securities LLC01F05069 Purchase 101.15 J.P. Morgan Securities LLC01F04268 Purchase 99.55 Morgan Stanley & Co. Incorporated01F04268 Purchase 99.57 Morgan Stanley & Co. Incorporated01N04268 Purchase 99.59 Morgan Stanley & Co. Incorporated01N05068 Purchase 101.52 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.02 UBS Securities LLC01F05267 Purchase 103.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05268 Sale 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Purchase 103.14 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.16 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.16 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.25 Credit Suisse Securities (USA) LLC01F05268 Sale 102.81 Credit Suisse Securities (USA) LLC01F05268 Sale 102.83 Credit Suisse Securities (USA) LLC01F05268 Sale 102.83 Credit Suisse Securities (USA) LLC01F05268 Sale 102.92 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.15 Deutsche Bank Securities Inc.01F05267 Purchase 103.21 Deutsche Bank Securities Inc.01F05267 Purchase 103.29 Deutsche Bank Securities Inc.01F05268 Sale 102.82 Deutsche Bank Securities Inc.01F05268 Sale 102.88 Deutsche Bank Securities Inc.01F05268 Sale 102.96 Deutsche Bank Securities Inc.01F05267 Purchase 103.10 Goldman, Sachs & Co.01F05268 Sale 102.77 Goldman, Sachs & Co.01F05267 Purchase 103.13 Morgan Stanley & Co. Incorporated01F05267 Purchase 103.19 Morgan Stanley & Co. Incorporated01F05267 Purchase 103.19 Morgan Stanley & Co. Incorporated01F05267 Purchase 103.28 Morgan Stanley & Co. Incorporated01F05268 Sale 102.79 Morgan Stanley & Co. Incorporated01F05268 Sale 102.86 Morgan Stanley & Co. Incorporated01F05268 Sale 102.86 Morgan Stanley & Co. Incorporated01F05268 Sale 102.95 Morgan Stanley & Co. Incorporated01F05068 Purchase 101.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05068 Purchase 101.15 Citigroup Global Markets Inc.21H04267 Purchase 99.30 Citigroup Global Markets Inc.02R04267 Purchase 99.39 Cantor Fitzgerald & Co.01F04267 Purchase 99.56 Credit Suisse Securities (USA) LLC21H04267 Purchase 99.56 Credit Suisse Securities (USA) LLC 02R05068 Purchase 101.17 Deutsche Bank Securities Inc.01F05068 Purchase 101.23 Deutsche Bank Securities Inc.02R05068 Purchase 101.37 Deutsche Bank Securities Inc.21H04267 Purchase 99.41 Deutsche Bank Securities Inc.01F04267 Purchase 99.87 Jefferies & Company, Inc.01F04268 Purchase 99.37 J.P. Morgan Securities LLC01F05068 Purchase 101.29 J.P. Morgan Securities LLC01F05068 Purchase 101.37 J.P. Morgan Securities LLC01F04257 Purchase 100.52 Morgan Stanley & Co. Incorporated02R04268 Purchase 99.17 Morgan Stanley & Co. Incorporated01F04267 Purchase 99.70 RBS Securities Inc.

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01F05068 Purchase 101.54 RBS Securities Inc.01F05267 Purchase 103.10 Citigroup Global Markets Inc.01F05268 Sale 102.77 Citigroup Global Markets Inc.01F05267 Purchase 103.11 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.07 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.08 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.08 Credit Suisse Securities (USA) LLC01F05268 Sale 102.78 Credit Suisse Securities (USA) LLC01F05268 Sale 102.73 Credit Suisse Securities (USA) LLC01F05268 Sale 102.75 Credit Suisse Securities (USA) LLC01F05268 Sale 102.75 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.09 Deutsche Bank Securities Inc.01F05268 Sale 102.76 Deutsche Bank Securities Inc.01F05267 Purchase 103.07 Goldman, Sachs & Co.01F05268 Sale 102.73 Goldman, Sachs & Co.01F05267 Purchase 103.33 Citigroup Global Markets Inc.01F05268 Sale 103.00 Citigroup Global Markets Inc.01F05267 Purchase 103.33 Credit Suisse Securities (USA) LLC01F05268 Sale 103.00 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.34 Morgan Stanley & Co. Incorporated01F05267 Purchase 103.34 Morgan Stanley & Co. Incorporated01F05267 Purchase 103.35 Morgan Stanley & Co. Incorporated01F05268 Sale 103.01 Morgan Stanley & Co. Incorporated01F05268 Sale 103.01 Morgan Stanley & Co. Incorporated01F05268 Sale 103.02 Morgan Stanley & Co. Incorporated01F04048 Purchase 99.94 Barclays Capital Inc.01N04068 Purchase 96.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N05068 Purchase 101.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N05068 Purchase 101.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 101.38 BNP Paribas Securities Corp.01F05068 Purchase 101.61 Citigroup Global Markets Inc.02R04268 Purchase 99.56 Citigroup Global Markets Inc.01F05069 Purchase 101.28 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.38 Deutsche Bank Securities Inc.01F05069 Purchase 101.29 J.P. Morgan Securities LLC01F05069 Purchase 101.29 J.P. Morgan Securities LLC01N04068 Purchase 96.78 J.P. Morgan Securities LLC02R04268 Purchase 99.53 J.P. Morgan Securities LLC01F05069 Purchase 101.31 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.39 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.30 RBS Securities Inc.01F05069 Purchase 101.31 UBS Securities LLC21H04268 Purchase 99.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04268 Purchase 99.66 BNP Paribas Securities Corp.01F04248 Purchase 101.78 Citigroup Global Markets Inc.01F05069 Purchase 101.21 Citigroup Global Markets Inc.01F05069 Purchase 101.17 Citigroup Global Markets Inc.01F05069 Purchase 101.32 Citigroup Global Markets Inc.01F05069 Purchase 101.34 Citigroup Global Markets Inc.21H04268 Purchase 99.39 Citigroup Global Markets Inc.01F04268 Purchase 99.78 Cantor Fitzgerald & Co.01F04268 Purchase 99.80 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.34 Credit Suisse Securities (USA) LLC

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02R04268 Purchase 99.45 Credit Suisse Securities (USA) LLC01F04248 Purchase 101.89 Deutsche Bank Securities Inc.02R04268 Purchase 99.45 Deutsche Bank Securities Inc.02R04268 Purchase 99.43 Deutsche Bank Securities Inc.01F04268 Purchase 99.80 Goldman, Sachs & Co.01N04268 Purchase 99.61 Goldman, Sachs & Co.01F04268 Purchase 99.55 J.P. Morgan Securities LLC02R04268 Purchase 99.41 J.P. Morgan Securities LLC01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.29 Morgan Stanley & Co. Incorporated01N04268 Purchase 99.82 Morgan Stanley & Co. Incorporated01F04268 Purchase 99.75 RBS Securities Inc.01F04048 Purchase 99.88 UBS Securities LLC01F05069 Purchase 101.28 UBS Securities LLC01F05267 Purchase 103.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05268 Sale 103.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Purchase 103.35 Credit Suisse Securities (USA) LLC01F05268 Sale 103.02 Credit Suisse Securities (USA) LLC01F05267 Purchase 103.31 Morgan Stanley & Co. Incorporated01F05268 Sale 102.98 Morgan Stanley & Co. Incorporated01F05267 Purchase 103.27 RBS Securities Inc.01F05268 Sale 102.94 RBS Securities Inc.01F04048 Purchase 100.03 Barclays Capital Inc.21H05068 Purchase 101.52 Barclays Capital Inc.21H05068 Purchase 101.43 Barclays Capital Inc.01F05069 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05068 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05069 Purchase 101.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 101.55 Citigroup Global Markets Inc.01F05268 Purchase 103.09 Credit Suisse Securities (USA) LLC01N04068 Purchase 96.84 Credit Suisse Securities (USA) LLC01N04068 Purchase 96.95 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.78 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.54 Goldman, Sachs & Co.01F04048 Purchase 100.02 J.P. Morgan Securities LLC01F05069 Purchase 101.57 J.P. Morgan Securities LLC02R04268 Purchase 99.75 J.P. Morgan Securities LLC21H05069 Purchase 101.23 J.P. Morgan Securities LLC01F05069 Purchase 101.53 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.21 Morgan Stanley & Co. Incorporated02R04268 Purchase 99.68 Morgan Stanley & Co. Incorporated01F04047 Purchase 100.51 Barclays Capital Inc.21H04267 Purchase 100.63 Barclays Capital Inc.01F04257 Purchase 100.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04268 Purchase 100.02 BNP Paribas Securities Corp.01F04268 Purchase 100.61 BNP Paribas Securities Corp.01N04067 Purchase 97.52 Citigroup Global Markets Inc.01N04067 Purchase 97.56 Citigroup Global Markets Inc.01F04268 Purchase 100.64 Credit Suisse Securities (USA) LLC02R04268 Purchase 100.45 Credit Suisse Securities (USA) LLC21H04267 Purchase 100.21 Credit Suisse Securities (USA) LLC01F04047 Purchase 101.04 Deutsche Bank Securities Inc.02R04268 Purchase 99.81 Deutsche Bank Securities Inc.

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01F04057 Purchase 99.01 J.P. Morgan Securities LLC01F04257 Purchase 101.47 J.P. Morgan Securities LLC01F04268 Purchase 100.55 J.P. Morgan Securities LLC01F04268 Purchase 100.07 J.P. Morgan Securities LLC01F04268 Purchase 100.45 J.P. Morgan Securities LLC01N04067 Purchase 97.73 J.P. Morgan Securities LLC01N04067 Purchase 98.13 J.P. Morgan Securities LLC01N04067 Purchase 98.31 J.P. Morgan Securities LLC02R04047 Purchase 100.77 Morgan Stanley & Co. Incorporated21H04267 Purchase 100.10 Morgan Stanley & Co. Incorporated01F04047 Purchase 101.03 UBS Securities LLC01F04047 Purchase 101.05 UBS Securities LLC01F04057 Purchase 98.28 UBS Securities LLC02R04047 Purchase 100.56 UBS Securities LLC02R04268 Purchase 100.41 UBS Securities LLC21H04267 Purchase 100.65 UBS Securities LLC21H05067 Purchase 102.36 Citigroup Global Markets Inc.21H05068 Purchase 101.92 Citigroup Global Markets Inc.21H05068 Purchase 101.97 Citigroup Global Markets Inc.21H05067 Sale 102.36 Citigroup Global Markets Inc.21H05067 Sale 102.40 Citigroup Global Markets Inc.21H05068 Sale 101.92 Citigroup Global Markets Inc.21H05068 Purchase 101.98 RBS Securities Inc.21H05068 Purchase 101.98 RBS Securities Inc.21H05067 Sale 102.41 RBS Securities Inc.21H05067 Sale 102.41 RBS Securities Inc.21H05068 Purchase 101.98 UBS Securities LLC21H05067 Sale 102.42 UBS Securities LLC02R04268 Purchase 100.08 Barclays Capital Inc.02R05068 Purchase 102.20 Barclays Capital Inc.02R05068 Purchase 102.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04268 Purchase 100.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04268 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04268 Purchase 100.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06067 Purchase 105.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06068 Sale 104.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Purchase 103.86 BNP Paribas Securities Corp.01F04269 Purchase 99.73 Citigroup Global Markets Inc.02R04268 Purchase 100.23 Citigroup Global Markets Inc.02R04268 Purchase 99.95 Citigroup Global Markets Inc.02R05068 Purchase 102.09 Citigroup Global Markets Inc.02R05068 Purchase 102.18 Citigroup Global Markets Inc.01F05267 Purchase 103.80 Deutsche Bank Securities Inc.02R04268 Purchase 100.24 Deutsche Bank Securities Inc.02R05068 Purchase 102.15 Deutsche Bank Securities Inc.21H04268 Purchase 100.13 Deutsche Bank Securities Inc.01F04269 Purchase 99.73 Goldman, Sachs & Co.01F05068 Purchase 102.19 Goldman, Sachs & Co.01F05068 Purchase 102.15 Goldman, Sachs & Co.02R04268 Purchase 100.02 Goldman, Sachs & Co.02R04268 Purchase 100.17 Goldman, Sachs & Co.02R04268 Purchase 99.93 Goldman, Sachs & Co.02R05068 Purchase 102.20 Goldman, Sachs & Co.

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01F05267 Purchase 103.84 J.P. Morgan Securities LLC01F05267 Purchase 103.87 J.P. Morgan Securities LLC02R04268 Purchase 100.14 J.P. Morgan Securities LLC01F05068 Purchase 102.30 Morgan Stanley & Co. Incorporated02R04268 Purchase 100.28 Morgan Stanley & Co. Incorporated21H04268 Purchase 100.14 UBS Securities LLC21H04268 Purchase 99.84 UBS Securities LLC01F04269 Purchase 100.39 Barclays Capital Inc.01F05069 Purchase 102.04 Barclays Capital Inc.01N04268 Purchase 100.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04269 Purchase 100.18 Citigroup Global Markets Inc.02R04269 Purchase 99.98 Citigroup Global Markets Inc.01F04269 Purchase 100.27 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.07 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.08 Credit Suisse Securities (USA) LLC01N04268 Purchase 100.52 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.06 Deutsche Bank Securities Inc.01N04268 Purchase 100.78 Deutsche Bank Securities Inc.01F04269 Purchase 100.20 Goldman, Sachs & Co.01F04269 Purchase 100.17 Goldman, Sachs & Co.01F05069 Purchase 102.12 Goldman, Sachs & Co.02R04269 Purchase 100.07 Goldman, Sachs & Co.01F04269 Purchase 100.15 J.P. Morgan Securities LLC01N05068 Purchase 102.69 J.P. Morgan Securities LLC01F04269 Purchase 100.27 Morgan Stanley & Co. Incorporated01F04269 Purchase 100.20 Morgan Stanley & Co. Incorporated01F04269 Purchase 100.27 Morgan Stanley & Co. Incorporated01F04048 Purchase 100.70 UBS Securities LLC01F05069 Purchase 102.00 UBS Securities LLC01F04268 Purchase 100.48 Barclays Capital Inc.01F05068 Purchase 102.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04058 Purchase 98.34 Citigroup Global Markets Inc.01F04268 Purchase 100.26 Citigroup Global Markets Inc.01F04268 Purchase 100.39 Citigroup Global Markets Inc.01F04268 Purchase 100.52 Citigroup Global Markets Inc.01N04067 Purchase 98.20 Citigroup Global Markets Inc.02R04268 Purchase 100.31 Citigroup Global Markets Inc.21H04067 Purchase 97.70 Citigroup Global Markets Inc.21H04268 Purchase 100.28 Citigroup Global Markets Inc.01N04067 Purchase 98.10 Credit Suisse Securities (USA) LLC02R04268 Purchase 100.15 Credit Suisse Securities (USA) LLC21H04268 Purchase 100.28 Credit Suisse Securities (USA) LLC01F04268 Purchase 100.53 Deutsche Bank Securities Inc.01F04268 Purchase 100.31 J.P. Morgan Securities LLC01F05068 Purchase 102.35 J.P. Morgan Securities LLC01F04258 Purchase 101.14 Morgan Stanley & Co. Incorporated02R04268 Purchase 100.34 Morgan Stanley & Co. Incorporated01F04247 Purchase 102.88 UBS Securities LLC01F04248 Sale 102.55 UBS Securities LLC21H04268 Purchase 99.75 Barclays Capital Inc.21H04268 Purchase 99.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04268 Purchase 99.91 BNP Paribas Securities Corp.01F05069 Purchase 101.57 BNP Paribas Securities Corp.

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02R04269 Purchase 99.55 BNP Paribas Securities Corp.01F04268 Purchase 100.04 Citigroup Global Markets Inc.01F05069 Purchase 101.63 Citigroup Global Markets Inc.02R04269 Purchase 99.30 Citigroup Global Markets Inc.02R04269 Purchase 99.49 Citigroup Global Markets Inc.01F04268 Purchase 100.12 Deutsche Bank Securities Inc.01F05069 Purchase 101.63 Deutsche Bank Securities Inc.02R04269 Purchase 99.48 Deutsche Bank Securities Inc.01F04268 Purchase 100.02 Goldman, Sachs & Co.01F05069 Purchase 101.57 Goldman, Sachs & Co.01F05069 Purchase 101.63 Goldman, Sachs & Co.01F05069 Purchase 101.51 Goldman, Sachs & Co.02R04269 Purchase 99.38 Goldman, Sachs & Co.02R04269 Purchase 99.39 Goldman, Sachs & Co.01F04268 Purchase 99.91 J.P. Morgan Securities LLC01F04268 Purchase 100.13 J.P. Morgan Securities LLC21H04268 Purchase 99.78 J.P. Morgan Securities LLC21H04268 Purchase 99.83 J.P. Morgan Securities LLC01F04268 Purchase 99.90 Morgan Stanley & Co. Incorporated02R04269 Purchase 99.41 RBC Capital Markets, LLC21H04268 Purchase 99.82 RBS Securities Inc.21H04268 Purchase 99.81 UBS Securities LLC01N04068 Purchase 96.64 Barclays Capital Inc.02R0426A Purchase 98.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04068 Purchase 96.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 101.44 Citigroup Global Markets Inc.01F0506A Purchase 100.92 Citigroup Global Markets Inc.01F0506A Purchase 100.99 Credit Suisse Securities (USA) LLC01F0426A Purchase 98.46 Deutsche Bank Securities Inc.01F0506A Purchase 100.78 Deutsche Bank Securities Inc.02R0426A Purchase 98.33 Goldman, Sachs & Co.02R0426A Purchase 98.35 Goldman, Sachs & Co.02R04269 Purchase 98.87 J.P. Morgan Securities LLC01F0426A Purchase 98.33 Morgan Stanley & Co. Incorporated01F0426A Purchase 98.36 Morgan Stanley & Co. Incorporated02R0426A Purchase 98.34 Morgan Stanley & Co. Incorporated02R0426A Purchase 98.28 Morgan Stanley & Co. Incorporated02R0426A Purchase 98.33 Morgan Stanley & Co. Incorporated21H04268 Purchase 99.31 RBC Capital Markets, LLC01F0506A Purchase 101.07 Barclays Capital Inc.02R04269 Purchase 99.09 Barclays Capital Inc.01N04268 Purchase 99.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04268 Purchase 99.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04269 Purchase 99.23 Citigroup Global Markets Inc.01F0506A Purchase 101.06 Citigroup Global Markets Inc.02R04269 Purchase 99.17 Citigroup Global Markets Inc.01F0506A Purchase 100.94 Credit Suisse Securities (USA) LLC01N04268 Purchase 99.73 Credit Suisse Securities (USA) LLC02R04269 Purchase 99.05 Credit Suisse Securities (USA) LLC01F04269 Purchase 99.26 Deutsche Bank Securities Inc.01F0506A Purchase 101.02 Deutsche Bank Securities Inc.01F04269 Purchase 99.27 Goldman, Sachs & Co.01F04269 Purchase 99.29 Goldman, Sachs & Co.

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02R04269 Purchase 99.01 Goldman, Sachs & Co.01F04269 Purchase 99.26 J.P. Morgan Securities LLC01F0506A Purchase 101.07 J.P. Morgan Securities LLC01F04269 Purchase 98.91 Morgan Stanley & Co. Incorporated21H04268 Purchase 99.27 Morgan Stanley & Co. Incorporated01F0506A Purchase 101.04 RBS Securities Inc.02R04269 Purchase 99.09 UBS Securities LLC01N06067 Purchase 104.82 Credit Suisse Securities (USA) LLC01N06068 Sale 104.52 Credit Suisse Securities (USA) LLC01F04268 Purchase 99.42 Barclays Capital Inc.01F04268 Purchase 99.66 Barclays Capital Inc.01F05269 Purchase 102.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04068 Purchase 95.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04268 Purchase 99.16 BNP Paribas Securities Corp.01F04268 Purchase 99.38 Citigroup Global Markets Inc.01F04268 Purchase 99.39 Citigroup Global Markets Inc.02R04268 Purchase 99.20 Citigroup Global Markets Inc.02R04268 Purchase 99.20 Citigroup Global Markets Inc.21H04268 Purchase 99.31 Citigroup Global Markets Inc.21H04268 Purchase 99.27 Citigroup Global Markets Inc.01F05068 Purchase 101.64 Cantor Fitzgerald & Co.01F05068 Purchase 101.63 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.33 Credit Suisse Securities (USA) LLC01F04268 Purchase 99.39 Deutsche Bank Securities Inc.01F05068 Purchase 101.61 Deutsche Bank Securities Inc.21H04268 Purchase 99.22 Deutsche Bank Securities Inc.01F0506A Purchase 100.86 J.P. Morgan Securities LLC01F04268 Purchase 99.41 Morgan Stanley & Co. Incorporated01F04268 Purchase 99.42 Morgan Stanley & Co. Incorporated02R04268 Purchase 99.25 Morgan Stanley & Co. Incorporated21H04068 Purchase 95.94 RBC Capital Markets, LLC02R04268 Purchase 99.20 RBS Securities Inc.01F04268 Purchase 99.38 UBS Securities LLC01F05269 Purchase 103.02 Barclays Capital Inc.01F04249 Purchase 101.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04269 Purchase 99.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05069 Purchase 101.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04269 Purchase 98.97 Citigroup Global Markets Inc.01F04269 Purchase 99.28 Citigroup Global Markets Inc.01F04269 Purchase 99.29 Citigroup Global Markets Inc.02R04269 Purchase 98.58 Citigroup Global Markets Inc.01F0506A Purchase 100.76 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.83 Credit Suisse Securities (USA) LLC01F05269 Purchase 103.02 Credit Suisse Securities (USA) LLC02R04269 Purchase 99.14 Credit Suisse Securities (USA) LLC21H04269 Purchase 99.09 Credit Suisse Securities (USA) LLC02R04269 Purchase 98.90 Deutsche Bank Securities Inc.02R05069 Purchase 100.99 Deutsche Bank Securities Inc.02R05069 Purchase 101.09 Deutsche Bank Securities Inc.02R05069 Purchase 101.31 Deutsche Bank Securities Inc.01F0506A Purchase 101.11 Goldman, Sachs & Co.02R05069 Purchase 101.34 Goldman, Sachs & Co.21H04269 Purchase 98.63 Goldman, Sachs & Co.

Page 286: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0506A Purchase 100.86 J.P. Morgan Securities LLC21H04269 Purchase 99.23 J.P. Morgan Securities LLC01F0506A Purchase 101.03 RBS Securities Inc.01F04269 Purchase 98.89 UBS Securities LLC01F04249 Purchase 102.16 Barclays Capital Inc.01F05268 Purchase 103.68 Barclays Capital Inc.01F04249 Purchase 102.13 Citigroup Global Markets Inc.01F04268 Purchase 99.52 Citigroup Global Markets Inc.02R0506A Purchase 101.50 Citigroup Global Markets Inc.21H04268 Purchase 99.37 Citigroup Global Markets Inc.01F04249 Purchase 102.07 Credit Suisse Securities (USA) LLC01F04249 Purchase 102.14 Credit Suisse Securities (USA) LLC01F04249 Purchase 102.18 Credit Suisse Securities (USA) LLC01F04268 Purchase 99.44 Credit Suisse Securities (USA) LLC02R0506A Purchase 101.27 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.65 Deutsche Bank Securities Inc.01F05268 Purchase 103.72 Deutsche Bank Securities Inc.02R04268 Purchase 99.88 Deutsche Bank Securities Inc.02R0506A Purchase 100.78 Deutsche Bank Securities Inc.02R0506A Purchase 101.43 Deutsche Bank Securities Inc.02R0506A Purchase 101.45 Deutsche Bank Securities Inc.02R0506A Purchase 101.45 Deutsche Bank Securities Inc.02R0506A Purchase 100.27 Jefferies & Company, Inc.01F0506A Purchase 101.46 J.P. Morgan Securities LLC01F05268 Purchase 103.65 J.P. Morgan Securities LLC02R0506A Purchase 101.30 J.P. Morgan Securities LLC02R04268 Purchase 99.66 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.43 Morgan Stanley & Co. Incorporated21H04068 Purchase 97.23 RBC Capital Markets, LLC21H04268 Purchase 99.72 RBC Capital Markets, LLC01F0506A Purchase 101.47 RBS Securities Inc.01F04268 Purchase 100.06 UBS Securities LLC01F0506A Purchase 101.53 UBS Securities LLC02R04049 Purchase 100.13 UBS Securities LLC02R04268 Purchase 100.01 Citigroup Global Markets Inc.01F05068 Purchase 102.13 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.80 Credit Suisse Securities (USA) LLC02R05069 Purchase 101.73 Credit Suisse Securities (USA) LLC01F04268 Purchase 100.20 Deutsche Bank Securities Inc.01N04068 Purchase 97.38 Deutsche Bank Securities Inc.02R04268 Purchase 99.96 Deutsche Bank Securities Inc.02R04268 Purchase 100.06 Deutsche Bank Securities Inc.21H04068 Purchase 96.98 Deutsche Bank Securities Inc.01F05068 Purchase 102.16 J.P. Morgan Securities LLC01F05069 Purchase 101.84 J.P. Morgan Securities LLC01F04268 Purchase 100.11 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.58 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.58 Morgan Stanley & Co. Incorporated02R05068 Purchase 102.09 Morgan Stanley & Co. Incorporated21H04268 Purchase 100.05 RBC Capital Markets, LLC01F04268 Purchase 100.23 RBS Securities Inc.01F04048 Purchase 100.08 Barclays Capital Inc.01F0506A Purchase 101.02 BNP Paribas Securities Corp.

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01F0506A Purchase 100.84 Citigroup Global Markets Inc.01F0426A Purchase 98.58 Credit Suisse Securities (USA) LLC01F0426A Purchase 98.94 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.05 Credit Suisse Securities (USA) LLC01F05269 Purchase 103.01 Deutsche Bank Securities Inc.01F0426A Purchase 98.58 Goldman, Sachs & Co.01F0506A Purchase 101.47 Goldman, Sachs & Co.01F05269 Purchase 103.29 Goldman, Sachs & Co.01F0426A Purchase 98.54 J.P. Morgan Securities LLC01F0506A Purchase 101.03 J.P. Morgan Securities LLC01F0426A Purchase 99.01 Morgan Stanley & Co. Incorporated01F0426A Purchase 98.70 Morgan Stanley & Co. Incorporated01F0426A Purchase 99.03 UBS Securities LLC02R04269 Purchase 99.05 Barclays Capital Inc.21H04269 Purchase 99.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04269 Purchase 99.06 Citigroup Global Markets Inc.01F05069 Purchase 101.30 Citigroup Global Markets Inc.02R0506A Purchase 100.75 Citigroup Global Markets Inc.01F05069 Purchase 101.31 Credit Suisse Securities (USA) LLC01F0506A Purchase 100.88 Credit Suisse Securities (USA) LLC01F0426A Purchase 98.78 Deutsche Bank Securities Inc.01F05269 Purchase 102.85 Deutsche Bank Securities Inc.02R0506A Purchase 100.80 Deutsche Bank Securities Inc.01F0506A Purchase 100.88 Goldman, Sachs & Co.01F0506A Purchase 100.94 Goldman, Sachs & Co.02R04269 Purchase 98.98 Goldman, Sachs & Co.02R0506A Purchase 100.88 Goldman, Sachs & Co.02R0506A Purchase 100.80 J.P. Morgan Securities LLC01F04269 Purchase 99.17 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.30 Morgan Stanley & Co. Incorporated01F0506A Purchase 100.82 Morgan Stanley & Co. Incorporated01F0506A Purchase 100.87 Morgan Stanley & Co. Incorporated02R04269 Purchase 99.05 Morgan Stanley & Co. Incorporated01F0426A Purchase 98.68 RBC Capital Markets, LLC01F04269 Purchase 99.13 UBS Securities LLC01F05268 Purchase 103.17 Barclays Capital Inc.02R05068 Purchase 101.42 Barclays Capital Inc.01F04268 Purchase 99.45 Citigroup Global Markets Inc.01F05068 Purchase 101.54 Citigroup Global Markets Inc.01F05068 Purchase 101.55 Citigroup Global Markets Inc.02R04268 Purchase 99.28 Citigroup Global Markets Inc.01F04268 Purchase 99.31 Credit Suisse Securities (USA) LLC01F05068 Purchase 101.61 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.20 Credit Suisse Securities (USA) LLC02R05068 Purchase 101.50 Credit Suisse Securities (USA) LLC01F04268 Purchase 99.45 Deutsche Bank Securities Inc.02R04268 Purchase 99.11 Deutsche Bank Securities Inc.02R04268 Purchase 99.24 Deutsche Bank Securities Inc.02R05068 Purchase 101.47 Deutsche Bank Securities Inc.01F05068 Purchase 101.45 J.P. Morgan Securities LLC02R04268 Purchase 99.28 J.P. Morgan Securities LLC01F04268 Purchase 99.34 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.19 Morgan Stanley & Co. Incorporated

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21H04268 Purchase 99.34 Morgan Stanley & Co. Incorporated21H04267 Sale 99.65 Morgan Stanley & Co. Incorporated01F04268 Purchase 99.42 RBS Securities Inc.01F05268 Purchase 103.17 RBS Securities Inc.01F05068 Purchase 101.57 UBS Securities LLC01F04268 Purchase 99.70 Barclays Capital Inc.02R0506A Purchase 101.01 Barclays Capital Inc.01F05069 Purchase 101.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 101.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05268 Purchase 103.32 BNP Paribas Securities Corp.02R04268 Purchase 99.49 BNP Paribas Securities Corp.01F05069 Purchase 101.35 Citigroup Global Markets Inc.01F05268 Purchase 103.38 Citigroup Global Markets Inc.01F05268 Purchase 103.26 Citigroup Global Markets Inc.01F05268 Purchase 103.28 Citigroup Global Markets Inc.01F05268 Purchase 103.42 Citigroup Global Markets Inc.02R0506A Purchase 100.91 Citigroup Global Markets Inc.01F05069 Purchase 101.36 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.44 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.40 Credit Suisse Securities (USA) LLC21H04068 Purchase 96.66 Credit Suisse Securities (USA) LLC02R0506A Purchase 100.86 Deutsche Bank Securities Inc.01F05069 Purchase 101.29 Goldman, Sachs & Co.01F05268 Purchase 103.26 Goldman, Sachs & Co.01F05268 Purchase 103.26 Goldman, Sachs & Co.01F05268 Purchase 103.36 Goldman, Sachs & Co.02R0506A Purchase 100.91 Goldman, Sachs & Co.02R0506A Purchase 100.92 Goldman, Sachs & Co.02R04268 Purchase 99.48 J.P. Morgan Securities LLC02R0506A Purchase 101.06 J.P. Morgan Securities LLC01F04268 Purchase 99.72 RBC Capital Markets, LLC01F05268 Purchase 103.26 UBS Securities LLC02R0506A Purchase 100.89 UBS Securities LLC01F05069 Purchase 101.59 Barclays Capital Inc.01F05268 Purchase 103.40 Barclays Capital Inc.01F05268 Purchase 103.41 Barclays Capital Inc.02R05069 Purchase 101.37 Barclays Capital Inc.01F0506A Purchase 101.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506A Purchase 101.05 BNP Paribas Securities Corp.01F05069 Purchase 101.64 Citigroup Global Markets Inc.01F0506A Purchase 101.02 Citigroup Global Markets Inc.02R0506A Purchase 100.95 Citigroup Global Markets Inc.01F0506A Purchase 100.92 Credit Suisse Securities (USA) LLC02R05069 Purchase 101.39 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.55 Deutsche Bank Securities Inc.01F05268 Purchase 103.40 Deutsche Bank Securities Inc.02R05069 Purchase 101.32 Deutsche Bank Securities Inc.02R05069 Purchase 101.36 Deutsche Bank Securities Inc.01F0506A Purchase 100.97 Goldman, Sachs & Co.01F0506A Purchase 101.07 Goldman, Sachs & Co.02R05069 Purchase 101.38 Goldman, Sachs & Co.02R05069 Purchase 101.46 Goldman, Sachs & Co.02R0506A Purchase 100.74 Goldman, Sachs & Co.

Page 289: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0526A Purchase 102.69 J.P. Morgan Securities LLC02R05069 Purchase 101.31 J.P. Morgan Securities LLC01F05268 Purchase 103.43 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.56 RBS Securities Inc.01F0506A Purchase 101.03 RBS Securities Inc.01F05069 Purchase 101.55 UBS Securities LLC01F0506A Purchase 100.95 UBS Securities LLC01F05069 Purchase 101.49 Barclays Capital Inc.01F05269 Purchase 102.96 Barclays Capital Inc.02R05069 Purchase 101.20 Barclays Capital Inc.01F05069 Purchase 101.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 101.49 BNP Paribas Securities Corp.01F05069 Purchase 101.32 Citigroup Global Markets Inc.02R05069 Purchase 101.45 Citigroup Global Markets Inc.01F05069 Purchase 101.52 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.38 Credit Suisse Securities (USA) LLC02R05069 Purchase 101.20 Credit Suisse Securities (USA) LLC02R05069 Purchase 101.28 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.56 Deutsche Bank Securities Inc.01F05269 Purchase 102.91 Deutsche Bank Securities Inc.01F05069 Purchase 101.38 Goldman, Sachs & Co.01F05269 Purchase 102.96 Goldman, Sachs & Co.01F05269 Purchase 102.96 Goldman, Sachs & Co.02R05069 Purchase 101.40 Goldman, Sachs & Co.02R05069 Purchase 101.15 J.P. Morgan Securities LLC01F05069 Purchase 101.43 Morgan Stanley & Co. Incorporated01F05269 Purchase 102.78 Morgan Stanley & Co. Incorporated01F05269 Purchase 102.88 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.52 RBS Securities Inc.01F0526A Purchase 102.86 Barclays Capital Inc.02R0506A Purchase 101.33 BNP Paribas Securities Corp.01F0506A Purchase 101.67 Citigroup Global Markets Inc.01F0506A Purchase 101.39 Citigroup Global Markets Inc.02R0506A Purchase 101.41 Citigroup Global Markets Inc.01F0426A Purchase 99.66 Credit Suisse Securities (USA) LLC01F0526A Purchase 102.77 Credit Suisse Securities (USA) LLC01F0526A Purchase 102.88 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.38 Deutsche Bank Securities Inc.02R0506A Purchase 101.27 Deutsche Bank Securities Inc.02R0506A Purchase 101.48 Deutsche Bank Securities Inc.01F0506A Purchase 101.59 Goldman, Sachs & Co.01F0526A Purchase 102.75 Goldman, Sachs & Co.01F0526A Purchase 102.70 J.P. Morgan Securities LLC01F0526A Purchase 102.71 J.P. Morgan Securities LLC01F0526A Purchase 102.83 J.P. Morgan Securities LLC01F0506A Purchase 101.52 UBS Securities LLC02R0426A Purchase 99.66 UBS Securities LLC01F05069 Purchase 101.62 Barclays Capital Inc.01F05069 Purchase 101.60 Citigroup Global Markets Inc.02R05069 Purchase 101.52 Citigroup Global Markets Inc.01F05069 Purchase 101.62 Cantor Fitzgerald & Co.01F05069 Purchase 101.65 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.82 Credit Suisse Securities (USA) LLC

Page 290: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05268 Purchase 103.34 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.47 Credit Suisse Securities (USA) LLC02R04268 Purchase 99.78 Credit Suisse Securities (USA) LLC02R04269 Purchase 99.54 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.35 Deutsche Bank Securities Inc.02R05069 Purchase 101.49 Deutsche Bank Securities Inc.02R05069 Purchase 101.49 Deutsche Bank Securities Inc.02R05069 Purchase 101.54 Deutsche Bank Securities Inc.01F05069 Purchase 101.61 J.P. Morgan Securities LLC01F05268 Purchase 103.32 J.P. Morgan Securities LLC01F05268 Purchase 103.33 J.P. Morgan Securities LLC01F05069 Purchase 101.81 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.37 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.38 Morgan Stanley & Co. Incorporated02R05069 Purchase 101.38 Barclays Capital Inc.01F05269 Purchase 103.11 BNP Paribas Securities Corp.01F05069 Purchase 101.74 Citigroup Global Markets Inc.01F05269 Purchase 102.92 Citigroup Global Markets Inc.01F05269 Purchase 103.09 Citigroup Global Markets Inc.01F05069 Purchase 101.39 Credit Suisse Securities (USA) LLC02R0506A Purchase 100.95 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.93 Deutsche Bank Securities Inc.02R05069 Purchase 101.44 Deutsche Bank Securities Inc.02R0506A Purchase 101.17 Deutsche Bank Securities Inc.02R0506A Purchase 101.26 Deutsche Bank Securities Inc.02R0506A Purchase 101.31 Deutsche Bank Securities Inc.01F05069 Purchase 101.77 Goldman, Sachs & Co.01F05069 Purchase 101.41 Goldman, Sachs & Co.01F0506A Purchase 101.05 Goldman, Sachs & Co.01F05269 Purchase 103.02 Goldman, Sachs & Co.02R0506A Purchase 100.93 Goldman, Sachs & Co.01F0506A Purchase 101.08 J.P. Morgan Securities LLC01F05269 Purchase 102.93 Morgan Stanley & Co. Incorporated02R0506A Purchase 100.99 Morgan Stanley & Co. Incorporated01F04269 Purchase 98.95 Barclays Capital Inc.01F05069 Purchase 101.38 Barclays Capital Inc.01F05069 Purchase 101.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04269 Purchase 98.95 Citigroup Global Markets Inc.01F05069 Purchase 101.45 Citigroup Global Markets Inc.01F05268 Purchase 103.09 Citigroup Global Markets Inc.01F05069 Purchase 102.07 Cantor Fitzgerald & Co.01F04269 Purchase 98.95 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.27 Credit Suisse Securities (USA) LLC01F04269 Purchase 99.16 Deutsche Bank Securities Inc.01F05069 Purchase 101.12 Deutsche Bank Securities Inc.01F05069 Purchase 101.02 Deutsche Bank Securities Inc.01F05069 Purchase 101.12 Goldman, Sachs & Co.01F05268 Purchase 103.22 Goldman, Sachs & Co.02R04269 Purchase 98.80 Goldman, Sachs & Co.02R05069 Purchase 101.29 Goldman, Sachs & Co.02R05069 Purchase 101.34 J.P. Morgan Securities LLC01F05069 Purchase 101.02 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.31 Morgan Stanley & Co. Incorporated

Page 291: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05069 Purchase 101.47 Morgan Stanley & Co. Incorporated01F05268 Purchase 103.08 Morgan Stanley & Co. Incorporated01F04269 Purchase 98.95 RBC Capital Markets, LLC01F0506A Purchase 100.69 Barclays Capital Inc.01F05269 Purchase 102.67 Barclays Capital Inc.01F05069 Purchase 101.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 100.98 Citigroup Global Markets Inc.01F0506A Purchase 100.75 Citigroup Global Markets Inc.02R04269 Purchase 98.50 Citigroup Global Markets Inc.02R0506A Purchase 100.63 Citigroup Global Markets Inc.01F05069 Purchase 101.03 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.62 Credit Suisse Securities (USA) LLC02R05069 Purchase 101.00 Credit Suisse Securities (USA) LLC01F05069 Purchase 101.02 Deutsche Bank Securities Inc.02R0506A Purchase 100.53 Deutsche Bank Securities Inc.02R0506A Purchase 100.55 Deutsche Bank Securities Inc.02R0506A Purchase 100.61 Deutsche Bank Securities Inc.01F05069 Purchase 100.97 Goldman, Sachs & Co.01F05069 Purchase 100.99 Goldman, Sachs & Co.01F05069 Purchase 101.04 Goldman, Sachs & Co.01F05269 Purchase 102.61 Goldman, Sachs & Co.02R04269 Purchase 98.70 Goldman, Sachs & Co.02R0506A Purchase 100.65 Goldman, Sachs & Co.01F05069 Purchase 101.04 Morgan Stanley & Co. Incorporated01F05269 Purchase 102.67 Morgan Stanley & Co. Incorporated01F05268 Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04268 Purchase 98.58 BNP Paribas Securities Corp.01F05068 Purchase 100.84 Citigroup Global Markets Inc.01F03268 Purchase 91.50 Credit Suisse Securities (USA) LLC01F05068 Purchase 100.88 Credit Suisse Securities (USA) LLC01F05068 Purchase 100.97 Credit Suisse Securities (USA) LLC01F05068 Purchase 101.12 Credit Suisse Securities (USA) LLC01F05268 Purchase 102.81 Credit Suisse Securities (USA) LLC01F05268 Purchase 102.65 Credit Suisse Securities (USA) LLC01F05068 Purchase 101.05 Deutsche Bank Securities Inc.01F05068 Purchase 100.97 Deutsche Bank Securities Inc.01F05268 Purchase 102.63 Deutsche Bank Securities Inc.01F05268 Purchase 102.80 Deutsche Bank Securities Inc.01F03268 Purchase 91.50 J.P. Morgan Securities LLC01F05068 Purchase 100.90 J.P. Morgan Securities LLC01F03268 Purchase 91.44 Morgan Stanley & Co. Incorporated01F05068 Purchase 101.03 Morgan Stanley & Co. Incorporated01F05268 Purchase 102.70 Morgan Stanley & Co. Incorporated01F05268 Purchase 102.86 Morgan Stanley & Co. Incorporated01F05068 Purchase 100.92 RBS Securities Inc.01F05068 Purchase 100.94 UBS Securities LLC01F06269 Purchase 106.41 Barclays Capital Inc.01F06268 Sale 106.88 Barclays Capital Inc.01F04249 Purchase 101.83 Citigroup Global Markets Inc.01F04248 Sale 102.21 Citigroup Global Markets Inc.01F06269 Purchase 106.41 Deutsche Bank Securities Inc.01F06268 Sale 106.88 Deutsche Bank Securities Inc.21H05069 Purchase 101.03 Morgan Stanley & Co. Incorporated

Page 292: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

21H05068 Sale 101.50 Morgan Stanley & Co. Incorporated01F04249 Purchase 101.78 UBS Securities LLC21H05069 Purchase 101.03 UBS Securities LLC01F04248 Sale 102.16 UBS Securities LLC21H05068 Sale 101.52 UBS Securities LLC01F04269 Purchase 98.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04269 Purchase 98.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 100.52 BNP Paribas Securities Corp.01F05069 Purchase 101.20 Citigroup Global Markets Inc.01F05269 Purchase 102.80 Citigroup Global Markets Inc.21H04269 Purchase 98.93 Citigroup Global Markets Inc.01F0506A Purchase 100.84 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.73 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.75 Credit Suisse Securities (USA) LLC02R0506A Purchase 100.48 Credit Suisse Securities (USA) LLC02R0506A Purchase 100.56 Credit Suisse Securities (USA) LLC01F04269 Purchase 98.64 Deutsche Bank Securities Inc.01F0506A Purchase 100.54 Deutsche Bank Securities Inc.01F05269 Purchase 102.75 Deutsche Bank Securities Inc.01F05069 Purchase 100.84 Goldman, Sachs & Co.01F0506A Purchase 100.43 Goldman, Sachs & Co.01F0506A Purchase 100.67 Goldman, Sachs & Co.01F0506A Purchase 100.81 Goldman, Sachs & Co.01F05269 Purchase 102.77 Goldman, Sachs & Co.01F05269 Purchase 102.78 Goldman, Sachs & Co.02R0506A Purchase 100.82 Goldman, Sachs & Co.01F05069 Purchase 100.87 J.P. Morgan Securities LLC02R0506A Purchase 100.55 J.P. Morgan Securities LLC01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated01F05069 Purchase 100.92 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated01F0506A Purchase 100.84 Morgan Stanley & Co. Incorporated01F04269 Purchase 99.29 Barclays Capital Inc.01F05269 Purchase 102.91 Citigroup Global Markets Inc.01F05269 Purchase 102.92 Citigroup Global Markets Inc.01F0526A Purchase 102.61 Citigroup Global Markets Inc.21H04269 Purchase 99.20 Citigroup Global Markets Inc.01F04269 Purchase 99.29 Credit Suisse Securities (USA) LLC01F05268 Purchase 103.27 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.90 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.92 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.93 Credit Suisse Securities (USA) LLC01F05269 Purchase 102.93 Deutsche Bank Securities Inc.01F05269 Purchase 102.98 Deutsche Bank Securities Inc.01F0526A Purchase 102.59 Deutsche Bank Securities Inc.01F05069 Purchase 101.37 Deutsche Bank Securities Inc.02R05269 Purchase 102.88 Deutsche Bank Securities Inc.01F05068 Sale 101.80 Deutsche Bank Securities Inc.02R05268 Sale 103.29 Deutsche Bank Securities Inc.01F04269 Purchase 99.08 Goldman, Sachs & Co.02R05269 Purchase 102.96 Goldman, Sachs & Co.01F05269 Purchase 102.90 J.P. Morgan Securities LLC

Page 293: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05269 Purchase 102.93 J.P. Morgan Securities LLC01F05269 Purchase 102.95 Morgan Stanley & Co. Incorporated01F04269 Purchase 99.12 RBS Securities Inc.01F05269 Purchase 102.95 UBS Securities LLC01F04259 Purchase 100.63 Barclays Capital Inc.01F04258 Sale 101.08 Barclays Capital Inc.02R05269 Purchase 102.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05268 Sale 103.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 101.36 Deutsche Bank Securities Inc.02R05269 Purchase 102.92 Deutsche Bank Securities Inc.01F05068 Sale 101.79 Deutsche Bank Securities Inc.02R05268 Sale 103.34 Deutsche Bank Securities Inc.01F05069 Purchase 101.35 Deutsche Bank Securities Inc.01F05068 Sale 101.78 Deutsche Bank Securities Inc.01F04249 Purchase 101.95 Barclays Capital Inc.01F04248 Sale 102.32 Barclays Capital Inc.02R04269 Purchase 99.14 Cantor Fitzgerald & Co.02R04268 Sale 99.56 Cantor Fitzgerald & Co.01F05069 Purchase 101.34 Deutsche Bank Securities Inc.01F05069 Purchase 101.47 Deutsche Bank Securities Inc.01F05069 Purchase 101.36 Deutsche Bank Securities Inc.02R04269 Purchase 99.10 Deutsche Bank Securities Inc.02R04269 Purchase 99.17 Deutsche Bank Securities Inc.02R04269 Purchase 99.16 Deutsche Bank Securities Inc.02R04269 Purchase 99.16 Deutsche Bank Securities Inc.02R04269 Purchase 99.16 Deutsche Bank Securities Inc.01F05068 Sale 101.77 Deutsche Bank Securities Inc.01F05068 Sale 101.79 Deutsche Bank Securities Inc.02R04268 Sale 99.53 Deutsche Bank Securities Inc.02R04268 Sale 99.59 Deutsche Bank Securities Inc.02R04268 Sale 99.59 Deutsche Bank Securities Inc.02R04268 Sale 99.59 Deutsche Bank Securities Inc.02R04268 Sale 99.59 Deutsche Bank Securities Inc.31371NQP Sale 101.90 Deutsche Bank Securities Inc.31371NQP Sale 101.90 Deutsche Bank Securities Inc.31412NAS Sale 101.90 Deutsche Bank Securities Inc.31412THX Sale 101.90 Deutsche Bank Securities Inc.31412TMT Sale 101.90 Deutsche Bank Securities Inc.31412UP7 Sale 101.90 Deutsche Bank Securities Inc.31413AHY Sale 101.90 Deutsche Bank Securities Inc.31413EXW Sale 101.90 Deutsche Bank Securities Inc.31413QDL Sale 101.90 Deutsche Bank Securities Inc.31413R2T Sale 101.90 Deutsche Bank Securities Inc.31413VQM Sale 101.90 Deutsche Bank Securities Inc.31414BX5 Sale 101.90 Deutsche Bank Securities Inc.31414BYF Sale 101.90 Deutsche Bank Securities Inc.31414CD2 Sale 101.90 Deutsche Bank Securities Inc.31414CD2 Sale 101.90 Deutsche Bank Securities Inc.31414DLK Sale 101.90 Deutsche Bank Securities Inc.31414GV7 Sale 101.90 Deutsche Bank Securities Inc.31414GVQ Sale 101.90 Deutsche Bank Securities Inc.31414JLJ Sale 101.90 Deutsche Bank Securities Inc.31414L4R Sale 101.90 Deutsche Bank Securities Inc.

Page 294: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

31414LX3 Sale 101.90 Deutsche Bank Securities Inc.31414MDX Sale 101.90 Deutsche Bank Securities Inc.31414ME7 Sale 101.90 Deutsche Bank Securities Inc.31414MLQ Sale 101.90 Deutsche Bank Securities Inc.31414MYH Sale 101.90 Deutsche Bank Securities Inc.31414NE2 Sale 101.90 Deutsche Bank Securities Inc.31414NG7 Sale 101.90 Deutsche Bank Securities Inc.31414PN9 Sale 101.90 Deutsche Bank Securities Inc.31414RTB Sale 101.90 Deutsche Bank Securities Inc.31414SHK Sale 101.90 Deutsche Bank Securities Inc.31414SKX Sale 101.90 Deutsche Bank Securities Inc.31414SKX Sale 101.90 Deutsche Bank Securities Inc.31414SLJ Sale 101.90 Deutsche Bank Securities Inc.31414SMS Sale 101.90 Deutsche Bank Securities Inc.31414TF6 Sale 101.90 Deutsche Bank Securities Inc.31414U7C Sale 101.90 Deutsche Bank Securities Inc.31414ULF Sale 101.90 Deutsche Bank Securities Inc.31414XSX Sale 101.90 Deutsche Bank Securities Inc.31414XWR Sale 101.90 Deutsche Bank Securities Inc.31415AL6 Sale 101.90 Deutsche Bank Securities Inc.31415BB7 Sale 101.90 Deutsche Bank Securities Inc.31415BBT Sale 101.90 Deutsche Bank Securities Inc.31415LD2 Sale 101.90 Deutsche Bank Securities Inc.31415LMJ Sale 101.90 Deutsche Bank Securities Inc.31415PLY Sale 101.90 Deutsche Bank Securities Inc.31415PS8 Sale 101.90 Deutsche Bank Securities Inc.31415PZV Sale 101.90 Deutsche Bank Securities Inc.31415PZV Sale 101.90 Deutsche Bank Securities Inc.31415QC2 Sale 101.90 Deutsche Bank Securities Inc.31415SSS Sale 101.90 Deutsche Bank Securities Inc.31415SYB Sale 101.90 Deutsche Bank Securities Inc.31415SYU Sale 101.90 Deutsche Bank Securities Inc.31415U2U Sale 101.90 Deutsche Bank Securities Inc.31415WB8 Sale 101.90 Deutsche Bank Securities Inc.31415WL8 Sale 101.90 Deutsche Bank Securities Inc.31415WTV Sale 101.90 Deutsche Bank Securities Inc.31415YG6 Sale 101.90 Deutsche Bank Securities Inc.31415YGJ Sale 101.90 Deutsche Bank Securities Inc.31415YGJ Sale 101.90 Deutsche Bank Securities Inc.31416ACC Sale 101.90 Deutsche Bank Securities Inc.31416ADF Sale 101.90 Deutsche Bank Securities Inc.31416ARQ Sale 101.90 Deutsche Bank Securities Inc.31416H4T Sale 101.90 Deutsche Bank Securities Inc.31416H5Y Sale 101.90 Deutsche Bank Securities Inc.31416H5Z Sale 101.90 Deutsche Bank Securities Inc.31416H7A Sale 101.90 Deutsche Bank Securities Inc.31416HFQ Sale 101.90 Deutsche Bank Securities Inc.31416HKM Sale 101.90 Deutsche Bank Securities Inc.31416HKM Sale 101.90 Deutsche Bank Securities Inc.31416HY2 Sale 101.90 Deutsche Bank Securities Inc.31416HYJ Sale 101.90 Deutsche Bank Securities Inc.31416J7L Sale 101.90 Deutsche Bank Securities Inc.31416JF4 Sale 101.90 Deutsche Bank Securities Inc.

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31416LNA Sale 101.90 Deutsche Bank Securities Inc.31416LNA Sale 101.90 Deutsche Bank Securities Inc.31416MBS Sale 101.90 Deutsche Bank Securities Inc.31416NCD Sale 101.90 Deutsche Bank Securities Inc.31416NEE Sale 101.90 Deutsche Bank Securities Inc.31416QAZ Sale 101.90 Deutsche Bank Securities Inc.01F05069 Purchase 101.38 Goldman, Sachs & Co.01F05068 Sale 101.80 Goldman, Sachs & Co.02R04269 Purchase 99.13 J.P. Morgan Securities LLC02R04268 Sale 99.55 J.P. Morgan Securities LLC01F05069 Purchase 101.47 Barclays Capital Inc.01F05068 Sale 101.89 Barclays Capital Inc.02R04269 Purchase 99.00 BNP Paribas Securities Corp.02R04268 Sale 99.43 BNP Paribas Securities Corp.01F05069 Purchase 101.31 Deutsche Bank Securities Inc.01F05069 Purchase 101.59 Deutsche Bank Securities Inc.01F05069 Purchase 101.47 Deutsche Bank Securities Inc.01F05068 Sale 101.74 Deutsche Bank Securities Inc.01F05068 Sale 102.02 Deutsche Bank Securities Inc.01F05068 Sale 101.89 Deutsche Bank Securities Inc.01F0506A Purchase 101.20 Barclays Capital Inc.01F05269 Purchase 103.10 Barclays Capital Inc.01F0506A Purchase 100.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05269 Purchase 102.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426A Purchase 98.75 Citigroup Global Markets Inc.01F0426A Purchase 98.83 Citigroup Global Markets Inc.01F0506A Purchase 100.85 Citigroup Global Markets Inc.01F0506A Purchase 101.02 Citigroup Global Markets Inc.01F0506A Purchase 101.07 Citigroup Global Markets Inc.01F05269 Purchase 102.97 Citigroup Global Markets Inc.01F0426A Purchase 98.58 Credit Suisse Securities (USA) LLC01F0506A Purchase 100.94 Credit Suisse Securities (USA) LLC01F0506A Purchase 100.97 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.08 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.14 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.22 Credit Suisse Securities (USA) LLC02R0426A Purchase 98.77 Credit Suisse Securities (USA) LLC01F0506A Purchase 100.87 Deutsche Bank Securities Inc.01F0506A Purchase 101.11 Deutsche Bank Securities Inc.01F0506A Purchase 101.07 J.P. Morgan Securities LLC01F05269 Purchase 103.03 Morgan Stanley & Co. Incorporated01F05269 Purchase 103.04 Morgan Stanley & Co. Incorporated01F0426A Purchase 98.75 RBC Capital Markets, LLC01F0506A Purchase 100.96 RBS Securities Inc.01F0506A Purchase 100.95 UBS Securities LLC02R0506A Purchase 101.46 Barclays Capital Inc.01F05069 Purchase 101.58 Citigroup Global Markets Inc.01F05069 Purchase 101.73 Citigroup Global Markets Inc.02R05069 Purchase 101.86 Citigroup Global Markets Inc.21H04269 Purchase 99.69 Citigroup Global Markets Inc.01F05069 Purchase 101.84 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.25 Credit Suisse Securities (USA) LLC02R05069 Purchase 101.86 Credit Suisse Securities (USA) LLC

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01F0426A Purchase 99.34 Deutsche Bank Securities Inc.01F05069 Purchase 101.64 Deutsche Bank Securities Inc.01F05069 Purchase 101.78 Deutsche Bank Securities Inc.02R0506A Purchase 101.18 Deutsche Bank Securities Inc.01F05069 Purchase 101.57 Goldman, Sachs & Co.01F0506A Purchase 101.21 Goldman, Sachs & Co.01F0506A Purchase 101.45 Goldman, Sachs & Co.21H04269 Purchase 99.46 Goldman, Sachs & Co.01F04249 Purchase 102.02 Goldman, Sachs & Co.01F04248 Sale 102.38 Goldman, Sachs & Co.01F05069 Purchase 101.84 J.P. Morgan Securities LLC01F0526A Purchase 102.80 J.P. Morgan Securities LLC01F0426A Purchase 99.37 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.58 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.65 Morgan Stanley & Co. Incorporated01F0506A Purchase 101.44 RBC Capital Markets, LLC01F0426A Purchase 99.35 RBS Securities Inc.02R0506A Purchase 101.26 RBS Securities Inc.02R0506A Purchase 101.48 RBS Securities Inc.01F05069 Purchase 101.84 UBS Securities LLC02R0506A Purchase 101.23 UBS Securities LLC01F0526A Purchase 103.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 101.98 BNP Paribas Securities Corp.01F0526A Purchase 103.09 BNP Paribas Securities Corp.01F05069 Purchase 101.99 Citigroup Global Markets Inc.01F05269 Purchase 103.52 Citigroup Global Markets Inc.01F05069 Purchase 102.00 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.01 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.60 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.64 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.80 Credit Suisse Securities (USA) LLC02R05069 Purchase 101.94 Credit Suisse Securities (USA) LLC21H04269 Purchase 99.92 Credit Suisse Securities (USA) LLC02R05069 Purchase 102.12 Deutsche Bank Securities Inc.02R05069 Purchase 102.15 Deutsche Bank Securities Inc.01F05069 Purchase 102.01 Goldman, Sachs & Co.01F05069 Purchase 102.02 Goldman, Sachs & Co.01F0506A Purchase 101.77 Goldman, Sachs & Co.01F05269 Purchase 103.45 Goldman, Sachs & Co.21H04269 Purchase 99.84 J.P. Morgan Securities LLC01F0526A Purchase 103.12 Morgan Stanley & Co. Incorporated01F05269 Purchase 103.52 RBS Securities Inc.01F0526A Purchase 103.13 RBS Securities Inc.02R05069 Purchase 102.14 UBS Securities LLC01F05069 Purchase 102.13 Barclays Capital Inc.01F0526A Purchase 103.23 Barclays Capital Inc.02R0506A Purchase 101.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05069 Purchase 102.18 BNP Paribas Securities Corp.01N04269 Purchase 100.34 Citigroup Global Markets Inc.02R05069 Purchase 102.16 Citigroup Global Markets Inc.01F05069 Purchase 102.20 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.82 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.18 Credit Suisse Securities (USA) LLC

Page 297: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05069 Purchase 102.17 Credit Suisse Securities (USA) LLC02R0506A Purchase 101.82 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.15 Deutsche Bank Securities Inc.01F0506A Purchase 101.76 Deutsche Bank Securities Inc.01F05269 Purchase 103.60 Deutsche Bank Securities Inc.01F0526A Purchase 103.18 Deutsche Bank Securities Inc.01F05069 Purchase 102.19 Deutsche Bank Securities Inc.01F05069 Purchase 102.19 Deutsche Bank Securities Inc.01F05069 Purchase 102.19 Deutsche Bank Securities Inc.01F05068 Sale 102.56 Deutsche Bank Securities Inc.01F05068 Sale 102.56 Deutsche Bank Securities Inc.01F05068 Sale 102.55 Deutsche Bank Securities Inc.01F05069 Purchase 102.15 Goldman, Sachs & Co.01F0506A Purchase 101.84 Goldman, Sachs & Co.02R05069 Purchase 102.18 Goldman, Sachs & Co.01F05269 Purchase 103.57 J.P. Morgan Securities LLC01F05069 Purchase 102.13 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.20 Morgan Stanley & Co. Incorporated01N04269 Purchase 100.42 Morgan Stanley & Co. Incorporated01F0506A Purchase 101.84 RBS Securities Inc.01F0506A Purchase 101.84 RBS Securities Inc.01N04269 Purchase 100.44 RBS Securities Inc.01N04269 Purchase 100.38 UBS Securities LLC02R05069 Purchase 102.20 UBS Securities LLC01F05069 Purchase 101.99 Barclays Capital Inc.01F05269 Purchase 103.55 Barclays Capital Inc.01F0526A Purchase 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526A Purchase 103.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05269 Purchase 103.49 BNP Paribas Securities Corp.01F0506A Purchase 101.59 Citigroup Global Markets Inc.01F0506A Purchase 101.73 Citigroup Global Markets Inc.01F0526A Purchase 103.16 Citigroup Global Markets Inc.01F0526A Purchase 103.08 Citigroup Global Markets Inc.01F05269 Purchase 103.45 Cantor Fitzgerald & Co.01F0526A Purchase 103.14 Cantor Fitzgerald & Co.01F05069 Purchase 101.94 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.07 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.64 Deutsche Bank Securities Inc.01F05269 Purchase 103.43 Deutsche Bank Securities Inc.01F0526A Purchase 103.05 Deutsche Bank Securities Inc.01N04269 Purchase 100.23 Deutsche Bank Securities Inc.02R0506A Purchase 101.61 Deutsche Bank Securities Inc.02R0506A Purchase 101.76 Deutsche Bank Securities Inc.01F05069 Purchase 102.07 Goldman, Sachs & Co.01F05269 Purchase 103.43 Goldman, Sachs & Co.01F0526A Purchase 103.16 Goldman, Sachs & Co.01F0526A Purchase 103.19 Goldman, Sachs & Co.02R05069 Purchase 102.17 Goldman, Sachs & Co.02R05069 Purchase 102.14 Goldman, Sachs & Co.01F0506A Purchase 101.61 Morgan Stanley & Co. Incorporated01F0506A Purchase 101.63 Morgan Stanley & Co. Incorporated01N04269 Purchase 100.34 Morgan Stanley & Co. Incorporated02R05069 Purchase 102.05 Morgan Stanley & Co. Incorporated

Page 298: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0526A Purchase 103.06 RBC Capital Markets, LLC01F05069 Purchase 102.14 RBS Securities Inc.01F0526A Purchase 103.18 UBS Securities LLC01F0506A Purchase 101.67 Barclays Capital Inc.02R05069 Purchase 102.21 Barclays Capital Inc.01F0506A Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05269 Purchase 103.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H04269 Purchase 100.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 102.17 Citigroup Global Markets Inc.21H04269 Purchase 100.12 Citigroup Global Markets Inc.01F0506A Purchase 101.84 Credit Suisse Securities (USA) LLC02R05069 Purchase 102.16 Credit Suisse Securities (USA) LLC01F05269 Purchase 103.49 Deutsche Bank Securities Inc.02R05069 Purchase 102.15 Deutsche Bank Securities Inc.02R0506A Purchase 101.73 Deutsche Bank Securities Inc.01F05069 Purchase 102.21 Goldman, Sachs & Co.01F05069 Purchase 102.25 Goldman, Sachs & Co.01F0526A Purchase 103.22 Goldman, Sachs & Co.01F05269 Purchase 103.59 J.P. Morgan Securities LLC01F05069 Purchase 102.27 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.22 Morgan Stanley & Co. Incorporated21H04269 Purchase 100.12 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.70 RBS Securities Inc.01F05069 Purchase 102.11 UBS Securities LLC01F05269 Purchase 103.50 UBS Securities LLC01F05069 Purchase 102.29 Barclays Capital Inc.01F05069 Purchase 102.30 BNP Paribas Securities Corp.01F05069 Purchase 102.20 Citigroup Global Markets Inc.02R05069 Purchase 102.29 Citigroup Global Markets Inc.21H04269 Purchase 100.26 Citigroup Global Markets Inc.01F0506A Purchase 101.80 Credit Suisse Securities (USA) LLC02R0506A Purchase 101.83 Credit Suisse Securities (USA) LLC21H04269 Purchase 100.25 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.21 Deutsche Bank Securities Inc.01F0506A Purchase 101.81 Deutsche Bank Securities Inc.01F05269 Purchase 103.62 Deutsche Bank Securities Inc.01N04069 Purchase 97.41 Deutsche Bank Securities Inc.02R05069 Purchase 102.21 Deutsche Bank Securities Inc.02R0506A Purchase 101.86 Deutsche Bank Securities Inc.02R0506A Purchase 101.87 Deutsche Bank Securities Inc.01F04269 Purchase 100.32 Goldman, Sachs & Co.01F05069 Purchase 102.21 Goldman, Sachs & Co.01F0506A Purchase 101.82 Goldman, Sachs & Co.21H04269 Purchase 100.25 Goldman, Sachs & Co.01F05069 Purchase 102.18 Morgan Stanley & Co. Incorporated01F05069 Purchase 102.25 Morgan Stanley & Co. Incorporated01F05069 Purchase 102.32 Morgan Stanley & Co. Incorporated02R05069 Purchase 102.28 Morgan Stanley & Co. Incorporated21H04269 Purchase 100.16 Morgan Stanley & Co. Incorporated21H04269 Purchase 100.17 UBS Securities LLC01F05269 Purchase 103.56 Barclays Capital Inc.02R05069 Purchase 102.02 BNP Paribas Securities Corp.01F05069 Purchase 102.35 Citigroup Global Markets Inc.

Page 299: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05069 Purchase 102.17 Citigroup Global Markets Inc.01F05269 Purchase 103.50 Citigroup Global Markets Inc.01F05269 Purchase 103.50 Citigroup Global Markets Inc.01F05269 Purchase 103.53 Citigroup Global Markets Inc.01F05269 Purchase 103.57 Citigroup Global Markets Inc.01F05269 Purchase 103.59 Citigroup Global Markets Inc.01F04269 Purchase 100.35 Credit Suisse Securities (USA) LLC01F05269 Purchase 103.54 Credit Suisse Securities (USA) LLC02R05069 Purchase 102.01 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.34 Deutsche Bank Securities Inc.01F05069 Purchase 102.35 Deutsche Bank Securities Inc.01F05269 Purchase 103.54 Deutsche Bank Securities Inc.02R05069 Purchase 102.15 Deutsche Bank Securities Inc.01F05069 Purchase 102.31 Deutsche Bank Securities Inc.01F05068 Sale 102.59 Deutsche Bank Securities Inc.01F04269 Purchase 100.35 Goldman, Sachs & Co.01F05069 Purchase 102.34 Goldman, Sachs & Co.01F0506A Purchase 101.73 Goldman, Sachs & Co.02R0506A Purchase 101.57 Goldman, Sachs & Co.01F04269 Purchase 100.35 Morgan Stanley & Co. Incorporated01F05069 Purchase 102.22 Morgan Stanley & Co. Incorporated01F05069 Purchase 102.20 Morgan Stanley & Co. Incorporated02R05069 Purchase 102.13 Morgan Stanley & Co. Incorporated02R05069 Purchase 102.20 Morgan Stanley & Co. Incorporated01F05069 Purchase 101.97 RBS Securities Inc.01F0506A Purchase 101.81 RBS Securities Inc.02R0506A Purchase 101.55 RBS Securities Inc.01F05069 Purchase 102.38 UBS Securities LLC01F05269 Purchase 103.73 Barclays Capital Inc.01N04269 Purchase 100.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526A Purchase 103.13 Citigroup Global Markets Inc.01F0526A Purchase 103.35 Citigroup Global Markets Inc.01N05069 Purchase 102.06 Citigroup Global Markets Inc.01F05069 Purchase 101.88 Cantor Fitzgerald & Co.01F0506A Purchase 101.42 Credit Suisse Securities (USA) LLC01N04269 Purchase 100.36 Credit Suisse Securities (USA) LLC01N04269 Purchase 99.83 Credit Suisse Securities (USA) LLC01N05069 Purchase 102.41 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.05 Deutsche Bank Securities Inc.01N05069 Purchase 102.08 Deutsche Bank Securities Inc.02R05069 Purchase 102.20 Deutsche Bank Securities Inc.02R05069 Purchase 101.93 Deutsche Bank Securities Inc.02R0506A Purchase 101.79 Deutsche Bank Securities Inc.01F05069 Purchase 101.82 Goldman, Sachs & Co.01F0506A Purchase 101.84 Goldman, Sachs & Co.01N04269 Purchase 100.37 Goldman, Sachs & Co.01N05069 Purchase 102.36 Goldman, Sachs & Co.02R05069 Purchase 102.09 Goldman, Sachs & Co.01F0526A Purchase 103.34 J.P. Morgan Securities LLC01F0506A Purchase 101.41 Morgan Stanley & Co. Incorporated01F0506A Purchase 101.86 Morgan Stanley & Co. Incorporated01N04269 Purchase 99.84 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.80 Morgan Stanley & Co. Incorporated

Page 300: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05069 Purchase 101.77 UBS Securities LLC01F05069 Purchase 102.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Purchase 102.37 BNP Paribas Securities Corp.01F0506A Purchase 101.78 Citigroup Global Markets Inc.01F05269 Purchase 103.63 Citigroup Global Markets Inc.01F05269 Purchase 103.63 Citigroup Global Markets Inc.01N04069 Purchase 97.11 Citigroup Global Markets Inc.01N04269 Purchase 100.48 Citigroup Global Markets Inc.01F05069 Purchase 102.35 Cantor Fitzgerald & Co.01F05069 Purchase 102.25 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.77 Credit Suisse Securities (USA) LLC02R0506A Purchase 101.94 Credit Suisse Securities (USA) LLC02R0506A Purchase 101.96 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.76 Deutsche Bank Securities Inc.01F0526A Purchase 103.29 Deutsche Bank Securities Inc.02R05069 Purchase 102.20 Deutsche Bank Securities Inc.02R0506A Purchase 101.87 Deutsche Bank Securities Inc.02R0506A Purchase 101.98 Deutsche Bank Securities Inc.01F05069 Purchase 102.37 Goldman, Sachs & Co.01F0506A Purchase 101.76 Goldman, Sachs & Co.02R05069 Purchase 102.19 Goldman, Sachs & Co.02R0506A Purchase 101.84 Goldman, Sachs & Co.01F05069 Purchase 102.34 J.P. Morgan Securities LLC01F05269 Purchase 103.67 J.P. Morgan Securities LLC01F0526A Purchase 103.30 J.P. Morgan Securities LLC01N04269 Purchase 100.32 J.P. Morgan Securities LLC02R05069 Purchase 102.19 J.P. Morgan Securities LLC01F0506A Purchase 101.77 Morgan Stanley & Co. Incorporated01F0506A Purchase 101.78 Morgan Stanley & Co. Incorporated01F05269 Purchase 103.63 Morgan Stanley & Co. Incorporated01F05269 Purchase 103.68 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.28 Morgan Stanley & Co. Incorporated01F05069 Purchase 102.35 UBS Securities LLC01F0506A Purchase 101.74 UBS Securities LLC01F05269 Purchase 103.68 UBS Securities LLC01F0506A Purchase 101.99 Barclays Capital Inc.01F0506A Purchase 102.05 Barclays Capital Inc.01F0526A Purchase 103.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 102.02 BNP Paribas Securities Corp.01F0506A Purchase 102.01 Citigroup Global Markets Inc.01F05269 Purchase 103.79 Citigroup Global Markets Inc.01F0526A Purchase 103.48 Citigroup Global Markets Inc.02R05069 Purchase 102.38 Citigroup Global Markets Inc.01F05269 Purchase 103.82 Credit Suisse Securities (USA) LLC01N04269 Purchase 100.56 Credit Suisse Securities (USA) LLC02R0506A Purchase 102.03 Credit Suisse Securities (USA) LLC01F05069 Purchase 102.30 Deutsche Bank Securities Inc.02R05069 Purchase 102.39 Deutsche Bank Securities Inc.02R0506A Purchase 102.00 Deutsche Bank Securities Inc.01F0506A Purchase 101.99 Goldman, Sachs & Co.01F0526A Purchase 103.42 Goldman, Sachs & Co.01F0526A Purchase 103.45 Goldman, Sachs & Co.01N04269 Purchase 100.55 Goldman, Sachs & Co.

Page 301: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N05069 Purchase 102.57 Goldman, Sachs & Co.02R05069 Purchase 102.40 Goldman, Sachs & Co.02R0506A Purchase 102.03 J.P. Morgan Securities LLC01F05269 Purchase 103.81 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.51 Morgan Stanley & Co. Incorporated02R05069 Purchase 102.36 Morgan Stanley & Co. Incorporated01F0506A Purchase 102.00 RBC Capital Markets, LLC01F0506A Purchase 102.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526A Purchase 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05269 Purchase 103.82 BNP Paribas Securities Corp.02R0506A Purchase 101.89 BNP Paribas Securities Corp.01F0506A Purchase 101.87 Citigroup Global Markets Inc.02R0506A Purchase 101.93 Citigroup Global Markets Inc.01F04269 Purchase 100.21 Credit Suisse Securities (USA) LLC01F0506A Purchase 101.98 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.45 Deutsche Bank Securities Inc.02R0506A Purchase 102.04 Deutsche Bank Securities Inc.02R0506A Purchase 101.92 Deutsche Bank Securities Inc.02R0506A Purchase 101.92 Deutsche Bank Securities Inc.02R0506A Purchase 101.93 Deutsche Bank Securities Inc.02R0506A Purchase 101.85 Deutsche Bank Securities Inc.01F04269 Purchase 100.21 Goldman, Sachs & Co.01F04269 Purchase 100.23 Goldman, Sachs & Co.01F0506A Purchase 101.91 Goldman, Sachs & Co.01F0506A Purchase 101.99 Goldman, Sachs & Co.01F0506A Purchase 101.82 Goldman, Sachs & Co.01F0526A Purchase 103.45 Goldman, Sachs & Co.02R0506A Purchase 101.88 Goldman, Sachs & Co.02R0506A Purchase 101.95 Goldman, Sachs & Co.01F04269 Purchase 100.24 J.P. Morgan Securities LLC01F0526A Purchase 103.39 J.P. Morgan Securities LLC02R0506A Purchase 101.93 J.P. Morgan Securities LLC01F0526A Purchase 103.45 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.48 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.46 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.99 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.86 Morgan Stanley & Co. Incorporated01F05269 Purchase 103.80 RBC Capital Markets, LLC01F0526A Purchase 103.48 RBS Securities Inc.01F0526A Purchase 103.39 UBS Securities LLC02R0506A Purchase 101.99 UBS Securities LLC01F0506A Purchase 101.99 Barclays Capital Inc.02R0506A Purchase 102.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04269 Purchase 100.06 Citigroup Global Markets Inc.01F0506A Purchase 101.73 Citigroup Global Markets Inc.01F0506A Purchase 101.95 Citigroup Global Markets Inc.01F0506A Purchase 101.77 Credit Suisse Securities (USA) LLC02R05069 Purchase 102.38 Credit Suisse Securities (USA) LLC02R0506A Purchase 101.96 Credit Suisse Securities (USA) LLC02R0506A Purchase 102.00 Credit Suisse Securities (USA) LLC01F04269 Purchase 100.06 Deutsche Bank Securities Inc.01F0506A Purchase 101.95 Deutsche Bank Securities Inc.01F0526A Purchase 103.42 Deutsche Bank Securities Inc.

Page 302: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0526A Purchase 103.56 Deutsche Bank Securities Inc.02R0506A Purchase 101.78 Deutsche Bank Securities Inc.01F0506A Purchase 101.77 Goldman, Sachs & Co.02R0506A Purchase 102.03 Goldman, Sachs & Co.02R0506A Purchase 101.99 Goldman, Sachs & Co.01F0526A Purchase 103.48 J.P. Morgan Securities LLC01F0506A Purchase 101.95 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.49 Morgan Stanley & Co. Incorporated02R0506A Purchase 102.05 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.77 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.89 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.92 Morgan Stanley & Co. Incorporated02R0506A Purchase 102.02 Morgan Stanley & Co. Incorporated02R0506A Purchase 101.84 RBC Capital Markets, LLC01F0506A Purchase 102.00 RBS Securities Inc.01F0526A Purchase 103.44 RBS Securities Inc.02R0506A Purchase 102.03 RBS Securities Inc.01F0526A Purchase 103.57 UBS Securities LLC02R05069 Purchase 102.37 UBS Securities LLC01F0506A Purchase 102.01 Barclays Capital Inc.01F0526A Purchase 103.66 Barclays Capital Inc.02R0506A Purchase 102.29 Barclays Capital Inc.01F0526A Purchase 103.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 102.07 Citigroup Global Markets Inc.01F0506A Purchase 102.23 Citigroup Global Markets Inc.01F0506A Purchase 102.20 Citigroup Global Markets Inc.01F0506A Purchase 102.20 Citigroup Global Markets Inc.02R0506A Purchase 102.12 Citigroup Global Markets Inc.01F04269 Purchase 100.48 Credit Suisse Securities (USA) LLC01F0506A Purchase 102.17 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.57 Credit Suisse Securities (USA) LLC02R0506A Purchase 102.32 Credit Suisse Securities (USA) LLC01F0506A Purchase 102.04 Deutsche Bank Securities Inc.01F0506A Purchase 102.23 Deutsche Bank Securities Inc.01F0526A Purchase 103.65 Deutsche Bank Securities Inc.02R05069 Purchase 102.48 Deutsche Bank Securities Inc.02R0506A Purchase 102.14 Deutsche Bank Securities Inc.01F0506A Purchase 102.20 Goldman, Sachs & Co.01F0506A Purchase 102.20 Goldman, Sachs & Co.01F0526A Purchase 103.56 Goldman, Sachs & Co.02R0506A Purchase 102.23 Goldman, Sachs & Co.01F04269 Purchase 100.49 J.P. Morgan Securities LLC01F05269 Purchase 104.04 J.P. Morgan Securities LLC01F0506A Purchase 102.04 Morgan Stanley & Co. Incorporated01F05269 Purchase 104.02 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.73 Morgan Stanley & Co. Incorporated02R05069 Purchase 102.48 Morgan Stanley & Co. Incorporated02R0506A Purchase 102.05 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.59 UBS Securities LLC01F0506A Purchase 102.23 Barclays Capital Inc.01F0506A Purchase 102.36 Barclays Capital Inc.01F0506A Purchase 102.32 Barclays Capital Inc.02R0506A Purchase 102.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 303: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0506A Purchase 102.22 Citigroup Global Markets Inc.01F0506A Purchase 102.23 Citigroup Global Markets Inc.01F0526A Purchase 103.69 Citigroup Global Markets Inc.01F0526A Purchase 103.74 Citigroup Global Markets Inc.01F0526A Purchase 103.59 Cantor Fitzgerald & Co.02R0506A Purchase 102.37 Credit Suisse Securities (USA) LLC02R0506A Purchase 102.44 Credit Suisse Securities (USA) LLC01F0506A Purchase 102.35 Deutsche Bank Securities Inc.01F0526A Purchase 103.67 Deutsche Bank Securities Inc.02R0506A Purchase 102.13 Deutsche Bank Securities Inc.02R0506A Purchase 102.32 Deutsche Bank Securities Inc.01F0526A Purchase 103.62 Goldman, Sachs & Co.01F0526A Purchase 103.64 Goldman, Sachs & Co.01F0526A Purchase 103.66 Goldman, Sachs & Co.01F0526A Purchase 103.73 Goldman, Sachs & Co.01F0526A Purchase 103.75 Goldman, Sachs & Co.01F0526A Purchase 103.75 Goldman, Sachs & Co.01F0526A Purchase 103.76 Goldman, Sachs & Co.01F0526A Purchase 103.76 Goldman, Sachs & Co.01F0526A Purchase 103.78 Goldman, Sachs & Co.01F0526A Purchase 103.80 Goldman, Sachs & Co.02R0506A Purchase 102.23 J.P. Morgan Securities LLC02R0506A Purchase 102.39 J.P. Morgan Securities LLC01F0526A Purchase 103.76 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.77 Morgan Stanley & Co. Incorporated02R0506A Purchase 102.13 Morgan Stanley & Co. Incorporated02R0506A Purchase 102.39 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.76 RBS Securities Inc.02R0506A Purchase 102.43 RBS Securities Inc.02R0506A Purchase 102.28 UBS Securities LLC01F0506A Purchase 102.59 Barclays Capital Inc.01F0526A Purchase 103.96 Barclays Capital Inc.01F0526A Purchase 103.93 Barclays Capital Inc.01F0506A Purchase 102.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426A Purchase 100.45 Citigroup Global Markets Inc.01F0506A Purchase 102.39 Citigroup Global Markets Inc.01F0506A Purchase 102.54 Citigroup Global Markets Inc.01F0506A Purchase 102.45 Credit Suisse Securities (USA) LLC01F0506A Purchase 102.44 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.87 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.90 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.54 Deutsche Bank Securities Inc.01F05069 Purchase 103.00 Deutsche Bank Securities Inc.01F0506A Purchase 102.57 Deutsche Bank Securities Inc.01F0526A Purchase 103.98 Deutsche Bank Securities Inc.02R05069 Purchase 102.90 Deutsche Bank Securities Inc.02R0506A Purchase 102.55 Deutsche Bank Securities Inc.02R0506A Purchase 102.63 Deutsche Bank Securities Inc.01F0506A Purchase 102.44 Goldman, Sachs & Co.01F0506A Purchase 102.53 Goldman, Sachs & Co.01F0506A Purchase 102.47 Goldman, Sachs & Co.01F0506A Purchase 102.52 Goldman, Sachs & Co.01F0506A Purchase 102.59 Goldman, Sachs & Co.

Page 304: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0506A Purchase 102.57 Goldman, Sachs & Co.01F0526A Purchase 103.95 Goldman, Sachs & Co.01F0526A Purchase 103.79 Goldman, Sachs & Co.01F0426A Purchase 100.47 J.P. Morgan Securities LLC01F0506A Purchase 102.59 J.P. Morgan Securities LLC01F0506A Purchase 102.61 J.P. Morgan Securities LLC02R05069 Purchase 102.93 J.P. Morgan Securities LLC02R0506A Purchase 102.52 J.P. Morgan Securities LLC02R0506A Purchase 102.49 J.P. Morgan Securities LLC01F0426A Purchase 100.48 Morgan Stanley & Co. Incorporated01F05069 Purchase 102.96 UBS Securities LLC02R0506A Purchase 102.57 UBS Securities LLC01F0506A Purchase 102.37 Barclays Capital Inc.01F05269 Purchase 104.20 Barclays Capital Inc.02R0506A Purchase 102.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05269 Purchase 104.30 Citigroup Global Markets Inc.01F0526A Purchase 103.82 Citigroup Global Markets Inc.01F0506A Purchase 102.46 Deutsche Bank Securities Inc.01F0506B Purchase 102.10 Deutsche Bank Securities Inc.01F05269 Purchase 104.24 Deutsche Bank Securities Inc.01F0526A Purchase 103.84 Deutsche Bank Securities Inc.02R0506A Purchase 102.46 Deutsche Bank Securities Inc.02R0506A Purchase 102.48 Deutsche Bank Securities Inc.02R0506A Purchase 102.57 Deutsche Bank Securities Inc.01F05269 Purchase 104.29 Goldman, Sachs & Co.01F0526A Purchase 103.88 Goldman, Sachs & Co.02R0506A Purchase 102.46 Goldman, Sachs & Co.02R0506B Purchase 102.07 Goldman, Sachs & Co.01F0506A Purchase 102.38 J.P. Morgan Securities LLC01F0506B Purchase 102.08 J.P. Morgan Securities LLC01F05269 Purchase 104.27 J.P. Morgan Securities LLC01F0526A Purchase 103.87 J.P. Morgan Securities LLC01F0506A Purchase 102.48 Morgan Stanley & Co. Incorporated01F0506A Purchase 102.48 Morgan Stanley & Co. Incorporated01F0506B Purchase 102.13 Morgan Stanley & Co. Incorporated01F05269 Purchase 104.20 Morgan Stanley & Co. Incorporated01F0506B Purchase 102.08 RBS Securities Inc.02R0506B Purchase 102.11 RBS Securities Inc.01F05269 Purchase 104.20 UBS Securities LLC01F0526A Purchase 103.84 UBS Securities LLC01F05069 Purchase 102.86 Barclays Capital Inc.01F0506A Purchase 102.49 Barclays Capital Inc.01F0506A Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526A Purchase 103.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506B Purchase 101.94 BNP Paribas Securities Corp.01N04269 Purchase 100.98 Credit Suisse Securities (USA) LLC01N0506A Purchase 102.61 Credit Suisse Securities (USA) LLC01N0506A Purchase 102.65 Credit Suisse Securities (USA) LLC01F0506A Purchase 102.46 Deutsche Bank Securities Inc.01F0506B Purchase 101.91 Deutsche Bank Securities Inc.01F0506A Purchase 102.30 Goldman, Sachs & Co.01F0506A Purchase 102.46 Goldman, Sachs & Co.01N04269 Purchase 100.96 Goldman, Sachs & Co.

Page 305: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N0506A Purchase 102.61 Goldman, Sachs & Co.01F05069 Purchase 102.86 J.P. Morgan Securities LLC01F0506A Purchase 102.47 J.P. Morgan Securities LLC01F0506B Purchase 102.10 J.P. Morgan Securities LLC01N04269 Purchase 100.97 J.P. Morgan Securities LLC01N04269 Purchase 100.97 J.P. Morgan Securities LLC01N0506A Purchase 102.58 J.P. Morgan Securities LLC01N0506A Purchase 102.63 J.P. Morgan Securities LLC01F04269 Purchase 100.53 Morgan Stanley & Co. Incorporated01F05069 Purchase 102.86 Morgan Stanley & Co. Incorporated01F0506A Purchase 102.26 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.95 Morgan Stanley & Co. Incorporated01N0506A Purchase 102.62 Morgan Stanley & Co. Incorporated01F0506B Purchase 101.94 RBS Securities Inc.01F0506A Purchase 102.26 Barclays Capital Inc.01F0626A Purchase 106.67 Barclays Capital Inc.01F06269 Sale 107.11 Barclays Capital Inc.02R05069 Purchase 102.83 BNP Paribas Securities Corp.01F0506A Purchase 102.23 Citigroup Global Markets Inc.01N0506A Purchase 102.66 Citigroup Global Markets Inc.02R0506A Purchase 102.35 Citigroup Global Markets Inc.02R0506A Purchase 102.42 Citigroup Global Markets Inc.01F0506A Purchase 102.27 Credit Suisse Securities (USA) LLC01N0506A Purchase 102.66 Credit Suisse Securities (USA) LLC02R0506A Purchase 102.38 Credit Suisse Securities (USA) LLC01F0506A Purchase 102.30 Deutsche Bank Securities Inc.01F0526A Purchase 103.95 Deutsche Bank Securities Inc.01F0526A Purchase 103.92 Deutsche Bank Securities Inc.02R0506A Purchase 102.34 Deutsche Bank Securities Inc.02R0506A Purchase 102.52 Deutsche Bank Securities Inc.01F0626A Purchase 106.60 Deutsche Bank Securities Inc.01F06269 Sale 107.04 Deutsche Bank Securities Inc.01F0506A Purchase 102.30 Goldman, Sachs & Co.01F0526A Purchase 103.95 Goldman, Sachs & Co.01N04269 Purchase 100.80 Goldman, Sachs & Co.01F0526A Purchase 103.95 J.P. Morgan Securities LLC01F0526A Purchase 103.96 J.P. Morgan Securities LLC01F0506B Purchase 101.96 Morgan Stanley & Co. Incorporated01N0506A Purchase 102.55 Morgan Stanley & Co. Incorporated01F0506B Purchase 101.94 RBS Securities Inc.01N04269 Purchase 100.81 UBS Securities LLC02R0506A Purchase 102.50 Barclays Capital Inc.01F0506A Purchase 102.44 Barclays Capital Inc.01F0506A Purchase 102.49 Barclays Capital Inc.01F05069 Sale 102.86 Barclays Capital Inc.01F05069 Sale 102.91 Barclays Capital Inc.01F0426A Purchase 100.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 102.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Sale 102.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0606A Purchase 105.19 BNP Paribas Securities Corp.01F06069 Sale 105.58 BNP Paribas Securities Corp.01F0506A Purchase 102.38 Citigroup Global Markets Inc.01N05069 Purchase 102.96 Citigroup Global Markets Inc.

Page 306: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N0506A Purchase 102.65 Citigroup Global Markets Inc.02R0506A Purchase 102.49 Citigroup Global Markets Inc.01F0506A Purchase 102.45 Citigroup Global Markets Inc.01F0506A Purchase 102.38 Citigroup Global Markets Inc.01F0506A Purchase 102.38 Citigroup Global Markets Inc.02R0606A Purchase 105.38 Citigroup Global Markets Inc.01F05069 Sale 102.87 Citigroup Global Markets Inc.01F05069 Sale 102.80 Citigroup Global Markets Inc.01F05069 Sale 102.79 Citigroup Global Markets Inc.02R06069 Sale 105.76 Citigroup Global Markets Inc.01F0506A Purchase 102.40 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.91 Credit Suisse Securities (USA) LLC01F0526A Purchase 103.93 Credit Suisse Securities (USA) LLC02R0506A Purchase 102.48 Credit Suisse Securities (USA) LLC02R05069 Sale 102.90 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.37 Deutsche Bank Securities Inc.01F0526A Purchase 103.92 Deutsche Bank Securities Inc.02R0506A Purchase 102.48 Deutsche Bank Securities Inc.02R0506A Purchase 102.48 Deutsche Bank Securities Inc.01F0506A Purchase 102.46 Deutsche Bank Securities Inc.01F0506A Purchase 102.34 Deutsche Bank Securities Inc.01F0506A Purchase 102.35 Deutsche Bank Securities Inc.01F0506A Purchase 102.36 Deutsche Bank Securities Inc.01F0506A Purchase 102.36 Deutsche Bank Securities Inc.01F0506A Purchase 102.37 Deutsche Bank Securities Inc.01F0506A Purchase 102.37 Deutsche Bank Securities Inc.01F0506A Purchase 102.38 Deutsche Bank Securities Inc.01F05069 Sale 102.88 Deutsche Bank Securities Inc.01F05069 Sale 102.77 Deutsche Bank Securities Inc.01F05069 Sale 102.77 Deutsche Bank Securities Inc.01F05069 Sale 102.78 Deutsche Bank Securities Inc.01F05069 Sale 102.78 Deutsche Bank Securities Inc.01F05069 Sale 102.79 Deutsche Bank Securities Inc.01F05069 Sale 102.79 Deutsche Bank Securities Inc.01F05069 Sale 102.80 Deutsche Bank Securities Inc.01F0526A Purchase 103.90 Goldman, Sachs & Co.01F0526A Purchase 103.92 Goldman, Sachs & Co.01F0526A Purchase 103.96 Goldman, Sachs & Co.02R0626A Purchase 106.38 Goldman, Sachs & Co.02R06269 Sale 106.79 Goldman, Sachs & Co.01F0526A Purchase 103.91 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.92 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.94 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.97 Morgan Stanley & Co. Incorporated01N0506A Purchase 102.54 Morgan Stanley & Co. Incorporated02R0506A Purchase 102.49 Morgan Stanley & Co. Incorporated01F0506A Purchase 102.35 Morgan Stanley & Co. Incorporated01F0506A Purchase 102.41 Morgan Stanley & Co. Incorporated01F0506A Purchase 102.44 Morgan Stanley & Co. Incorporated01F05069 Sale 102.77 Morgan Stanley & Co. Incorporated01F05069 Sale 102.83 Morgan Stanley & Co. Incorporated01F05069 Sale 102.86 Morgan Stanley & Co. Incorporated01F0526A Purchase 103.92 RBS Securities Inc.

Page 307: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0506A Purchase 102.34 RBS Securities Inc.01F05069 Sale 102.76 RBS Securities Inc.01F0526A Purchase 103.92 UBS Securities LLC01F0526A Purchase 104.00 UBS Securities LLC01F0404A Purchase 101.09 Barclays Capital Inc.01F0404A Purchase 101.06 Barclays Capital Inc.01F0424A Purchase 102.80 Barclays Capital Inc.01N0506A Purchase 102.94 Barclays Capital Inc.01F0404A Purchase 100.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0426A Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0506A Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426A Purchase 100.65 Citigroup Global Markets Inc.01F0526B Purchase 103.90 Citigroup Global Markets Inc.01N0506A Purchase 102.88 Citigroup Global Markets Inc.02R0424A Purchase 102.76 Citigroup Global Markets Inc.01F0506B Purchase 102.42 Credit Suisse Securities (USA) LLC01N0506A Purchase 102.76 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.42 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.39 Credit Suisse Securities (USA) LLC01F0506B Purchase 102.25 Deutsche Bank Securities Inc.01F0526A Purchase 104.03 Deutsche Bank Securities Inc.01F0526A Purchase 104.20 Deutsche Bank Securities Inc.02R0506A Purchase 102.86 Deutsche Bank Securities Inc.02R0506B Purchase 102.26 Deutsche Bank Securities Inc.02R0506B Purchase 102.40 Deutsche Bank Securities Inc.02R0506B Purchase 102.32 Deutsche Bank Securities Inc.02R0506B Purchase 102.33 Deutsche Bank Securities Inc.02R0506B Purchase 102.28 Deutsche Bank Securities Inc.01F0424A Purchase 102.81 Goldman, Sachs & Co.01F0426A Purchase 100.65 Goldman, Sachs & Co.01F0506B Purchase 102.21 Goldman, Sachs & Co.01F0506B Purchase 102.41 Goldman, Sachs & Co.01F0424A Purchase 102.79 J.P. Morgan Securities LLC01F0424A Purchase 102.80 J.P. Morgan Securities LLC01F0426A Purchase 100.70 J.P. Morgan Securities LLC02R0506B Purchase 102.43 J.P. Morgan Securities LLC01N0506A Purchase 102.91 Morgan Stanley & Co. Incorporated02R0424A Purchase 102.77 Morgan Stanley & Co. Incorporated01F0506B Purchase 102.39 UBS Securities LLC02R0506B Purchase 102.31 UBS Securities LLC01F0506B Purchase 102.56 Barclays Capital Inc.01F0526B Purchase 103.95 Barclays Capital Inc.01F0526B Purchase 103.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526B Purchase 103.98 Citigroup Global Markets Inc.01N0426A Purchase 101.07 Citigroup Global Markets Inc.02R0424A Purchase 102.97 Credit Suisse Securities (USA) LLC02R0424A Purchase 103.00 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.45 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.48 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.82 Deutsche Bank Securities Inc.01F0506B Purchase 102.53 Deutsche Bank Securities Inc.02R0506B Purchase 102.45 Deutsche Bank Securities Inc.02R0506B Purchase 102.54 Deutsche Bank Securities Inc.

Page 308: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0526B Purchase 103.86 Goldman, Sachs & Co.01F0526B Purchase 103.86 Goldman, Sachs & Co.01F0526B Purchase 103.87 Goldman, Sachs & Co.01F0526B Purchase 103.89 Goldman, Sachs & Co.01F0526B Purchase 103.96 Goldman, Sachs & Co.01N0426A Purchase 101.16 Goldman, Sachs & Co.02R0506B Purchase 102.44 Goldman, Sachs & Co.01F0526B Purchase 103.96 J.P. Morgan Securities LLC01N0506A Purchase 103.11 J.P. Morgan Securities LLC01F0426A Purchase 100.81 Morgan Stanley & Co. Incorporated01F0426A Purchase 101.00 Morgan Stanley & Co. Incorporated01N0426A Purchase 101.14 Morgan Stanley & Co. Incorporated01F0506A Purchase 102.78 Morgan Stanley & Co. Incorporated01F05069 Sale 103.19 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.97 RBS Securities Inc.02R0506B Purchase 102.45 RBS Securities Inc.01F0506A Purchase 102.84 RBS Securities Inc.01F05069 Sale 103.25 RBS Securities Inc.01F0424A Purchase 103.00 UBS Securities LLC01F0506B Purchase 102.45 UBS Securities LLC01F0526B Purchase 103.91 UBS Securities LLC01F0526B Purchase 104.02 UBS Securities LLC02R0506B Purchase 102.48 UBS Securities LLC01F0526B Purchase 103.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0426A Purchase 100.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506B Purchase 102.34 BNP Paribas Securities Corp.01F0526B Purchase 103.86 Citigroup Global Markets Inc.01N0426A Purchase 100.73 Citigroup Global Markets Inc.02R0504A Purchase 104.27 Citigroup Global Markets Inc.02R05049 Sale 104.72 Citigroup Global Markets Inc.01N0506A Purchase 102.79 Cantor Fitzgerald & Co.01F0526B Purchase 103.80 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.82 Deutsche Bank Securities Inc.01F0526B Purchase 103.84 Deutsche Bank Securities Inc.01F0526B Purchase 103.89 Deutsche Bank Securities Inc.01N0426A Purchase 100.67 Deutsche Bank Securities Inc.02R0506B Purchase 102.35 Deutsche Bank Securities Inc.02R0506B Purchase 102.27 Deutsche Bank Securities Inc.02R0506B Purchase 102.35 Deutsche Bank Securities Inc.02R0506B Purchase 102.38 Deutsche Bank Securities Inc.02R0506B Purchase 102.43 Deutsche Bank Securities Inc.01F0426A Purchase 100.62 Goldman, Sachs & Co.01F0526B Purchase 103.86 Goldman, Sachs & Co.01N0426A Purchase 100.73 Goldman, Sachs & Co.01N0506A Purchase 102.81 Goldman, Sachs & Co.02R0506B Purchase 102.33 Goldman, Sachs & Co.01F0426A Purchase 100.73 J.P. Morgan Securities LLC01F0526B Purchase 103.84 J.P. Morgan Securities LLC01F0426A Purchase 100.71 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.84 Morgan Stanley & Co. Incorporated01N0426A Purchase 100.73 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.89 RBS Securities Inc.01F0506B Purchase 102.36 UBS Securities LLC

Page 309: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0506B Purchase 102.44 UBS Securities LLC02R0506B Purchase 102.38 UBS Securities LLC01F0404A Purchase 100.88 Barclays Capital Inc.01F0404A Purchase 100.88 Barclays Capital Inc.01F0526B Purchase 103.79 Citigroup Global Markets Inc.01N0426A Purchase 100.59 Citigroup Global Markets Inc.01F0426A Purchase 100.30 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.32 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.73 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.80 Credit Suisse Securities (USA) LLC02R0404A Purchase 100.92 Credit Suisse Securities (USA) LLC01N0526A Purchase 104.38 Credit Suisse Securities (USA) LLC01N05269 Sale 104.77 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.34 Deutsche Bank Securities Inc.01F0506B Purchase 102.25 Deutsche Bank Securities Inc.01F0526B Purchase 103.73 Deutsche Bank Securities Inc.01F0526B Purchase 103.78 Deutsche Bank Securities Inc.01F0526B Purchase 103.79 Deutsche Bank Securities Inc.01N0426A Purchase 100.67 Deutsche Bank Securities Inc.02R0506B Purchase 102.23 Deutsche Bank Securities Inc.01F0526B Purchase 103.77 Goldman, Sachs & Co.01N0426A Purchase 100.65 Goldman, Sachs & Co.01F0426A Purchase 100.40 J.P. Morgan Securities LLC01F0526B Purchase 103.73 J.P. Morgan Securities LLC01F0526B Purchase 103.80 J.P. Morgan Securities LLC01N0426A Purchase 100.63 J.P. Morgan Securities LLC01F0404A Purchase 100.85 Morgan Stanley & Co. Incorporated01N0506A Purchase 102.82 Morgan Stanley & Co. Incorporated01F0426A Purchase 100.32 UBS Securities LLC01F0426A Purchase 100.41 UBS Securities LLC01F0526B Purchase 103.77 UBS Securities LLC01F0526B Purchase 103.74 UBS Securities LLC02R0404A Purchase 100.78 UBS Securities LLC01F0506A Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 102.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Sale 103.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Sale 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Sale 103.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426A Purchase 100.47 BNP Paribas Securities Corp.01F0526B Purchase 103.75 Citigroup Global Markets Inc.01F0506A Purchase 102.81 Citigroup Global Markets Inc.01F05069 Sale 103.17 Citigroup Global Markets Inc.01F0526B Purchase 103.83 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.84 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.84 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.84 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.85 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.88 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.76 Deutsche Bank Securities Inc.01F0526B Purchase 103.83 Deutsche Bank Securities Inc.02R0506B Purchase 102.25 Deutsche Bank Securities Inc.02R0506B Purchase 102.32 Deutsche Bank Securities Inc.

Page 310: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0506B Purchase 102.34 Deutsche Bank Securities Inc.01F0506A Purchase 102.81 Deutsche Bank Securities Inc.01F05069 Sale 103.17 Deutsche Bank Securities Inc.01F0426A Purchase 100.42 Goldman, Sachs & Co.01F0426A Purchase 100.46 Goldman, Sachs & Co.01F0526B Purchase 103.88 Goldman, Sachs & Co.01F0526B Purchase 103.81 J.P. Morgan Securities LLC01F0526B Purchase 103.90 J.P. Morgan Securities LLC01F0426A Purchase 100.46 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.84 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.82 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.83 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.84 UBS Securities LLC01F0404A Purchase 101.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0404A Purchase 101.23 Citigroup Global Markets Inc.02R0506B Purchase 102.35 Citigroup Global Markets Inc.01F0404A Purchase 101.26 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.92 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.00 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.66 Deutsche Bank Securities Inc.01F0526B Purchase 103.90 Deutsche Bank Securities Inc.01F0526B Purchase 104.01 Deutsche Bank Securities Inc.01F0526B Purchase 104.04 Deutsche Bank Securities Inc.02R0506B Purchase 102.33 Deutsche Bank Securities Inc.01F0404A Purchase 101.28 Goldman, Sachs & Co.01F0426A Purchase 100.63 Goldman, Sachs & Co.01F0526B Purchase 103.92 Goldman, Sachs & Co.01F0526B Purchase 104.07 Goldman, Sachs & Co.01F0526B Purchase 103.82 Goldman, Sachs & Co.01F0526B Purchase 104.02 Goldman, Sachs & Co.01F0526B Purchase 104.02 Goldman, Sachs & Co.01F0526B Purchase 103.91 J.P. Morgan Securities LLC01F0404A Purchase 101.26 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.92 Morgan Stanley & Co. Incorporated01F0526B Purchase 104.00 Morgan Stanley & Co. Incorporated01F0526B Purchase 104.02 Morgan Stanley & Co. Incorporated01F0404A Purchase 100.95 UBS Securities LLC01F0404A Purchase 101.23 UBS Securities LLC01F0526B Purchase 103.93 UBS Securities LLC01F0526B Purchase 104.02 UBS Securities LLC01F0526B Purchase 104.02 UBS Securities LLC01F0526B Purchase 103.91 Barclays Capital Inc.01F0526B Purchase 104.02 Barclays Capital Inc.01F0526B Purchase 103.88 Barclays Capital Inc.01F0426A Purchase 100.51 Citigroup Global Markets Inc.01F0526B Purchase 103.98 Citigroup Global Markets Inc.01F0526B Purchase 103.98 Cantor Fitzgerald & Co.01F0526B Purchase 103.92 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.51 Deutsche Bank Securities Inc.01F0526B Purchase 104.03 Deutsche Bank Securities Inc.01F0526B Purchase 103.97 Deutsche Bank Securities Inc.01F0526B Purchase 103.98 Deutsche Bank Securities Inc.02R0506B Purchase 102.58 Deutsche Bank Securities Inc.

Page 311: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0506B Purchase 102.46 Deutsche Bank Securities Inc.01F0426A Purchase 100.70 Goldman, Sachs & Co.01F0426A Purchase 100.74 Goldman, Sachs & Co.01F0526B Purchase 103.89 Goldman, Sachs & Co.01F0526B Purchase 103.91 Goldman, Sachs & Co.01F0526B Purchase 104.01 Goldman, Sachs & Co.01F0526B Purchase 104.00 Goldman, Sachs & Co.01F0526B Purchase 104.01 Goldman, Sachs & Co.01F0526B Purchase 104.03 Goldman, Sachs & Co.01F0526B Purchase 103.88 Goldman, Sachs & Co.01F0526B Purchase 104.02 J.P. Morgan Securities LLC01F0506B Purchase 102.56 J.P. Morgan Securities LLC01F0506A Sale 102.95 J.P. Morgan Securities LLC01F0426A Purchase 100.74 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.95 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.88 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.90 Morgan Stanley & Co. Incorporated01F0506B Purchase 102.58 Morgan Stanley & Co. Incorporated01F0506A Sale 102.96 Morgan Stanley & Co. Incorporated01F0506B Purchase 102.56 RBS Securities Inc.01F0506A Sale 102.95 RBS Securities Inc.01F0426A Purchase 100.77 UBS Securities LLC01F0526B Purchase 103.93 UBS Securities LLC01F0526B Purchase 103.90 UBS Securities LLC01F0526B Purchase 103.94 UBS Securities LLC01F0526B Purchase 103.98 Citigroup Global Markets Inc.01F0526B Purchase 103.98 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.89 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.98 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.00 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.01 Credit Suisse Securities (USA) LLC01F0426A Purchase 100.73 Deutsche Bank Securities Inc.01F0526B Purchase 103.91 Deutsche Bank Securities Inc.01F0526B Purchase 104.00 Deutsche Bank Securities Inc.02R0506B Purchase 102.46 Deutsche Bank Securities Inc.02R0506B Purchase 102.47 Deutsche Bank Securities Inc.01F0426A Purchase 100.50 Goldman, Sachs & Co.01F0426A Purchase 100.52 Goldman, Sachs & Co.01F0526B Purchase 103.88 Goldman, Sachs & Co.01F0526B Purchase 103.97 Goldman, Sachs & Co.01F0526B Purchase 103.99 Goldman, Sachs & Co.01F0526B Purchase 104.00 Goldman, Sachs & Co.01F0526B Purchase 104.02 Goldman, Sachs & Co.01F0526B Purchase 104.02 J.P. Morgan Securities LLC01F0526B Purchase 103.90 J.P. Morgan Securities LLC01F0526B Purchase 103.99 J.P. Morgan Securities LLC01F0426A Purchase 100.52 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.88 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.97 Morgan Stanley & Co. Incorporated01F0526B Purchase 104.00 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.88 Morgan Stanley & Co. Incorporated01F0526B Purchase 103.97 UBS Securities LLC02R0506B Purchase 102.47 UBS Securities LLC

Page 312: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0424A Purchase 103.14 Barclays Capital Inc.01F0426A Purchase 100.58 Barclays Capital Inc.01F0426A Purchase 100.59 Barclays Capital Inc.01N0506A Purchase 103.08 Barclays Capital Inc.01F0426A Purchase 100.61 Citigroup Global Markets Inc.02R0506B Purchase 102.46 Citigroup Global Markets Inc.01F0526B Purchase 103.86 Credit Suisse Securities (USA) LLC01F0526B Purchase 103.86 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.52 Credit Suisse Securities (USA) LLC01F0404A Purchase 101.14 Deutsche Bank Securities Inc.01F0424A Purchase 103.16 Deutsche Bank Securities Inc.01N0506A Purchase 103.09 Deutsche Bank Securities Inc.02R0506B Purchase 102.40 Deutsche Bank Securities Inc.02R0506B Purchase 102.48 Deutsche Bank Securities Inc.02R0506B Purchase 102.49 Deutsche Bank Securities Inc.02R0506B Purchase 102.51 Deutsche Bank Securities Inc.02R0506B Purchase 102.54 Deutsche Bank Securities Inc.02R0506B Purchase 102.50 Deutsche Bank Securities Inc.02R0506B Purchase 102.51 Deutsche Bank Securities Inc.02R0506B Purchase 102.44 Deutsche Bank Securities Inc.02R0506B Purchase 102.52 Deutsche Bank Securities Inc.01F0526B Purchase 103.98 Goldman, Sachs & Co.02R0506B Purchase 102.50 Goldman, Sachs & Co.02R0506B Purchase 102.55 Goldman, Sachs & Co.01F0404A Purchase 101.09 J.P. Morgan Securities LLC01N0506A Purchase 103.00 J.P. Morgan Securities LLC01F0526B Purchase 103.87 Morgan Stanley & Co. Incorporated01N0506A Purchase 103.00 Morgan Stanley & Co. Incorporated01N0506A Purchase 103.09 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.46 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.55 Morgan Stanley & Co. Incorporated01F0424A Purchase 103.03 Morgan Stanley & Co. Incorporated01F04249 Sale 103.35 Morgan Stanley & Co. Incorporated01F0426A Purchase 100.39 UBS Securities LLC01N0506A Purchase 103.04 UBS Securities LLC01N0506A Purchase 103.09 UBS Securities LLC01F0426B Purchase 100.25 Barclays Capital Inc.01F0424A Purchase 103.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0424A Purchase 103.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506B Purchase 102.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506B Purchase 102.48 Citigroup Global Markets Inc.01F0526B Purchase 103.93 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.50 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.04 Deutsche Bank Securities Inc.01F0526B Purchase 103.91 Deutsche Bank Securities Inc.02R0506B Purchase 102.44 Deutsche Bank Securities Inc.02R0506B Purchase 102.46 Deutsche Bank Securities Inc.02R0506B Purchase 102.43 Deutsche Bank Securities Inc.02R0506B Purchase 102.50 Deutsche Bank Securities Inc.02R0506B Purchase 102.66 Deutsche Bank Securities Inc.01F0526B Purchase 103.93 Goldman, Sachs & Co.01F0404A Purchase 101.29 J.P. Morgan Securities LLC

Page 313: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0404A Purchase 101.30 J.P. Morgan Securities LLC01F0526B Purchase 104.04 J.P. Morgan Securities LLC02R0506B Purchase 102.47 J.P. Morgan Securities LLC02R0506B Purchase 102.51 J.P. Morgan Securities LLC02R0424A Purchase 103.04 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.47 Morgan Stanley & Co. Incorporated01F0426B Purchase 100.26 RBS Securities Inc.02R0506B Purchase 102.44 UBS Securities LLC02R0506B Purchase 102.70 Barclays Capital Inc.01F0526B Purchase 104.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526B Purchase 104.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526B Purchase 104.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 103.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Sale 103.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506B Purchase 102.81 Citigroup Global Markets Inc.01F0526B Purchase 104.10 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.16 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.20 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.74 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.78 Credit Suisse Securities (USA) LLC02R0506B Purchase 102.82 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.15 Deutsche Bank Securities Inc.01F0526B Purchase 104.17 Deutsche Bank Securities Inc.01F0526B Purchase 104.17 Deutsche Bank Securities Inc.01F0526B Purchase 104.22 Deutsche Bank Securities Inc.02R0506B Purchase 102.82 Deutsche Bank Securities Inc.02R0506B Purchase 102.74 Deutsche Bank Securities Inc.02R0506B Purchase 102.80 Deutsche Bank Securities Inc.02R0506B Purchase 102.82 Deutsche Bank Securities Inc.02R0506B Purchase 102.71 Deutsche Bank Securities Inc.02R0506B Purchase 102.85 Deutsche Bank Securities Inc.01F0506A Purchase 102.97 Deutsche Bank Securities Inc.01F05069 Sale 103.18 Deutsche Bank Securities Inc.01F0526B Purchase 104.17 Goldman, Sachs & Co.02R0506B Purchase 102.80 Goldman, Sachs & Co.02R0506B Purchase 102.84 Goldman, Sachs & Co.01F0526B Purchase 104.20 J.P. Morgan Securities LLC02R0506B Purchase 102.83 UBS Securities LLC01F0426A Purchase 100.96 Barclays Capital Inc.01F0426A Purchase 101.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0424A Purchase 103.39 Citigroup Global Markets Inc.02R0506B Purchase 102.84 Citigroup Global Markets Inc.02R0506B Purchase 102.87 Citigroup Global Markets Inc.02R0506B Purchase 102.87 Citigroup Global Markets Inc.01F0426A Purchase 101.03 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.26 Credit Suisse Securities (USA) LLC01F0424A Purchase 103.43 Deutsche Bank Securities Inc.01F0426A Purchase 101.11 Deutsche Bank Securities Inc.01F0526B Purchase 104.16 Deutsche Bank Securities Inc.01F0526B Purchase 104.26 Deutsche Bank Securities Inc.02R0424A Purchase 103.39 Deutsche Bank Securities Inc.02R0506B Purchase 102.82 Deutsche Bank Securities Inc.02R0506B Purchase 102.82 Deutsche Bank Securities Inc.

Page 314: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0506B Purchase 102.84 Deutsche Bank Securities Inc.01F0526B Purchase 104.20 Goldman, Sachs & Co.01F0526B Purchase 104.24 Goldman, Sachs & Co.02R0506B Purchase 102.82 Goldman, Sachs & Co.02R0506B Purchase 102.82 Goldman, Sachs & Co.01F0424A Purchase 103.41 J.P. Morgan Securities LLC02R0506B Purchase 102.85 J.P. Morgan Securities LLC01F0426A Purchase 100.90 Morgan Stanley & Co. Incorporated01F0426A Purchase 100.98 Morgan Stanley & Co. Incorporated01F0426A Purchase 101.09 UBS Securities LLC01F0526B Purchase 104.25 UBS Securities LLC02R0506B Purchase 102.73 UBS Securities LLC01F0404A Purchase 101.71 Barclays Capital Inc.01F0426A Purchase 101.17 Barclays Capital Inc.02R0506B Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506B Purchase 102.97 BNP Paribas Securities Corp.01F0426A Purchase 101.09 Citigroup Global Markets Inc.01F0426A Purchase 101.25 Citigroup Global Markets Inc.01F0426A Purchase 101.34 Citigroup Global Markets Inc.01F0404A Purchase 101.76 Credit Suisse Securities (USA) LLC01F0424A Purchase 103.45 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.33 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.36 Credit Suisse Securities (USA) LLC01F0424A Purchase 103.42 Credit Suisse Securities (USA) LLC01F04249 Sale 103.65 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.36 Deutsche Bank Securities Inc.02R0506B Purchase 102.86 Deutsche Bank Securities Inc.02R0506B Purchase 102.89 Deutsche Bank Securities Inc.01F0426A Purchase 101.25 Goldman, Sachs & Co.01F0526B Purchase 104.39 Goldman, Sachs & Co.02R0506B Purchase 102.95 Goldman, Sachs & Co.02R0506B Purchase 102.88 J.P. Morgan Securities LLC01F0526B Purchase 104.32 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.90 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.96 Morgan Stanley & Co. Incorporated01F0424A Purchase 103.42 Morgan Stanley & Co. Incorporated01F04249 Sale 103.66 Morgan Stanley & Co. Incorporated01F0426A Purchase 101.32 RBC Capital Markets, LLC01F0526B Purchase 104.29 UBS Securities LLC01F0526B Purchase 104.39 UBS Securities LLC01F0526B Purchase 104.36 Barclays Capital Inc.01F0526B Purchase 104.36 Barclays Capital Inc.01F0426A Purchase 101.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526B Purchase 104.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Purchase 103.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05069 Sale 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426A Purchase 101.34 Citigroup Global Markets Inc.01N0506B Purchase 103.19 Citigroup Global Markets Inc.02R0506B Purchase 103.02 Citigroup Global Markets Inc.01F0506A Purchase 103.38 Credit Suisse Securities (USA) LLC01F05069 Sale 103.57 Credit Suisse Securities (USA) LLC01F0426A Purchase 101.32 Deutsche Bank Securities Inc.01F0526B Purchase 104.33 Deutsche Bank Securities Inc.

Page 315: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0526B Purchase 104.38 Deutsche Bank Securities Inc.01F0526B Purchase 104.35 Deutsche Bank Securities Inc.02R0506B Purchase 102.97 Deutsche Bank Securities Inc.01F0426A Purchase 101.32 Goldman, Sachs & Co.01F0426A Purchase 101.38 Goldman, Sachs & Co.01F0526B Purchase 104.32 Goldman, Sachs & Co.02R0506B Purchase 103.03 Goldman, Sachs & Co.01F0426A Purchase 101.18 J.P. Morgan Securities LLC01N0506B Purchase 103.13 J.P. Morgan Securities LLC01N0506B Purchase 103.21 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.19 Morgan Stanley & Co. Incorporated02R0506B Purchase 103.00 Morgan Stanley & Co. Incorporated01F0426A Purchase 101.31 RBS Securities Inc.01F0426A Purchase 101.34 RBS Securities Inc.01F0526B Purchase 104.37 RBS Securities Inc.01F0526B Purchase 104.37 UBS Securities LLC01N0506B Purchase 103.13 UBS Securities LLC01N0506B Purchase 103.20 UBS Securities LLC02R0506B Purchase 103.03 UBS Securities LLC01F0526C Purchase 103.89 Barclays Capital Inc.01F0526C Purchase 103.91 Barclays Capital Inc.01N0426A Purchase 101.56 Barclays Capital Inc.02R0526B Purchase 104.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0506A Purchase 103.43 Credit Suisse Securities (USA) LLC02R0404A Purchase 101.68 Deutsche Bank Securities Inc.02R0506C Purchase 102.50 Deutsche Bank Securities Inc.02R0506C Purchase 102.51 Deutsche Bank Securities Inc.02R0506C Purchase 102.48 Deutsche Bank Securities Inc.02R0526B Purchase 104.32 Deutsche Bank Securities Inc.01F0526C Purchase 103.93 Goldman, Sachs & Co.02R0526B Purchase 104.32 Goldman, Sachs & Co.02R0526B Purchase 104.36 Goldman, Sachs & Co.02R0526B Purchase 104.28 Goldman, Sachs & Co.02R0526B Purchase 104.39 J.P. Morgan Securities LLC01F0426A Purchase 101.32 Morgan Stanley & Co. Incorporated01F0426A Purchase 101.27 Morgan Stanley & Co. Incorporated01F0526C Purchase 103.88 Morgan Stanley & Co. Incorporated01F0526C Purchase 103.89 Morgan Stanley & Co. Incorporated01N0506A Purchase 103.48 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.90 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.92 Morgan Stanley & Co. Incorporated02R0506B Purchase 102.92 Morgan Stanley & Co. Incorporated02R0506A Sale 103.28 Morgan Stanley & Co. Incorporated02R0506A Sale 103.30 Morgan Stanley & Co. Incorporated02R0506A Sale 103.30 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.09 RBC Capital Markets, LLC01F0426A Purchase 101.28 RBS Securities Inc.01F0526C Purchase 103.87 RBS Securities Inc.01F0526C Purchase 103.87 UBS Securities LLC01N0426A Purchase 101.49 UBS Securities LLC01F0526C Purchase 104.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506C Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506C Purchase 102.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 316: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0404B Purchase 101.78 Citigroup Global Markets Inc.01F0426A Purchase 101.35 Citigroup Global Markets Inc.01F0526C Purchase 104.12 Credit Suisse Securities (USA) LLC01F0526C Purchase 104.11 Deutsche Bank Securities Inc.02R0506C Purchase 102.79 Deutsche Bank Securities Inc.02R0506C Purchase 102.63 Deutsche Bank Securities Inc.02R0506C Purchase 102.69 Deutsche Bank Securities Inc.02R0506C Purchase 102.73 Deutsche Bank Securities Inc.02R0506C Purchase 102.81 Deutsche Bank Securities Inc.02R0506C Purchase 102.87 Deutsche Bank Securities Inc.01F0526C Purchase 104.15 Goldman, Sachs & Co.01F0526C Purchase 104.05 Goldman, Sachs & Co.02R0526B Purchase 104.46 Goldman, Sachs & Co.01F0426A Purchase 101.74 J.P. Morgan Securities LLC01F0404B Purchase 101.80 Morgan Stanley & Co. Incorporated01F0526C Purchase 103.98 Morgan Stanley & Co. Incorporated01F0526C Purchase 104.15 Morgan Stanley & Co. Incorporated01F0426A Purchase 101.46 Nomura Securities International, Inc.01F0426A Purchase 101.79 RBS Securities Inc.01F0426A Purchase 101.70 UBS Securities LLC01F0426A Purchase 101.80 Barclays Capital Inc.01F0526C Purchase 104.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506C Purchase 102.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506C Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426A Purchase 101.68 Citigroup Global Markets Inc.02R0506C Purchase 102.98 Citigroup Global Markets Inc.02R0526B Purchase 104.55 Citigroup Global Markets Inc.01F0526C Purchase 104.19 Credit Suisse Securities (USA) LLC01F0526C Purchase 104.24 Deutsche Bank Securities Inc.02R0526B Purchase 104.53 Deutsche Bank Securities Inc.02R0526B Purchase 104.54 Deutsche Bank Securities Inc.01F0426A Purchase 101.79 Goldman, Sachs & Co.01F0526C Purchase 104.11 Goldman, Sachs & Co.02R0506C Purchase 102.81 Goldman, Sachs & Co.01F0526C Purchase 104.21 J.P. Morgan Securities LLC02R0506C Purchase 103.01 J.P. Morgan Securities LLC02R0526B Purchase 104.55 J.P. Morgan Securities LLC01F0426A Purchase 101.91 Morgan Stanley & Co. Incorporated01F0526C Purchase 104.13 Morgan Stanley & Co. Incorporated01F0526C Purchase 104.14 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.48 Morgan Stanley & Co. Incorporated02R0526B Purchase 104.57 Morgan Stanley & Co. Incorporated01F0526C Purchase 104.14 RBS Securities Inc.01F0426A Purchase 101.73 UBS Securities LLC01F0526C Purchase 104.16 UBS Securities LLC01F0526C Purchase 104.17 UBS Securities LLC02R0526B Purchase 104.53 UBS Securities LLC01F0526C Purchase 104.16 Barclays Capital Inc.01F0404B Purchase 101.85 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0526B Purchase 104.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0526C Purchase 104.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526C Purchase 104.19 BNP Paribas Securities Corp.01F0404A Purchase 102.16 Citigroup Global Markets Inc.

Page 317: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0526B Purchase 104.61 Citigroup Global Markets Inc.02R0526C Purchase 104.23 Citigroup Global Markets Inc.02R0506C Purchase 102.96 Credit Suisse Securities (USA) LLC02R0526B Purchase 104.62 Credit Suisse Securities (USA) LLC01F0404A Purchase 102.14 Deutsche Bank Securities Inc.01F0426A Purchase 101.73 Deutsche Bank Securities Inc.01F0426A Purchase 101.85 Deutsche Bank Securities Inc.01F0526C Purchase 104.18 Deutsche Bank Securities Inc.01N0506B Purchase 103.55 Deutsche Bank Securities Inc.02R0506C Purchase 102.95 Deutsche Bank Securities Inc.02R0506C Purchase 102.96 Deutsche Bank Securities Inc.02R0526B Purchase 104.60 Deutsche Bank Securities Inc.01F0404B Purchase 101.88 Goldman, Sachs & Co.01F0426A Purchase 101.74 Goldman, Sachs & Co.01F0426A Purchase 101.84 Goldman, Sachs & Co.02R0526B Purchase 104.61 Goldman, Sachs & Co.01N0426A Purchase 102.05 J.P. Morgan Securities LLC02R0526B Purchase 104.62 Morgan Stanley & Co. Incorporated02R0506C Purchase 102.95 Nomura Securities International, Inc.01F0404A Purchase 102.14 RBC Capital Markets, LLC01F0526C Purchase 104.19 UBS Securities LLC01N0506B Purchase 103.55 Barclays Capital Inc.02R0526C Purchase 104.20 Barclays Capital Inc.01F0424B Purchase 103.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426A Purchase 101.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0506B Purchase 103.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506C Purchase 102.95 Citigroup Global Markets Inc.21H0426A Purchase 101.61 Citigroup Global Markets Inc.21H0426A Purchase 101.68 Citigroup Global Markets Inc.01F0506B Purchase 103.33 Citigroup Global Markets Inc.01F0506A Sale 103.70 Citigroup Global Markets Inc.01N0426A Purchase 101.94 Credit Suisse Securities (USA) LLC01N0506B Purchase 103.53 Credit Suisse Securities (USA) LLC01F0404B Purchase 101.82 Deutsche Bank Securities Inc.01N0506B Purchase 103.55 Deutsche Bank Securities Inc.02R0506C Purchase 102.88 Deutsche Bank Securities Inc.02R0506C Purchase 102.95 Deutsche Bank Securities Inc.02R0506C Purchase 102.96 Deutsche Bank Securities Inc.02R0526C Purchase 104.20 Deutsche Bank Securities Inc.01F0526B Purchase 104.46 Deutsche Bank Securities Inc.01F0526A Sale 104.80 Deutsche Bank Securities Inc.01F0424B Purchase 103.64 Goldman, Sachs & Co.01N0426A Purchase 101.85 Goldman, Sachs & Co.01N0506B Purchase 103.54 Goldman, Sachs & Co.02R0526C Purchase 104.20 Goldman, Sachs & Co.02R0526C Purchase 104.20 Goldman, Sachs & Co.02R0526C Purchase 104.23 Goldman, Sachs & Co.01F0506B Purchase 103.33 Goldman, Sachs & Co.01F0506B Purchase 103.33 Goldman, Sachs & Co.01F0506B Purchase 103.33 Goldman, Sachs & Co.01F0506B Purchase 103.33 Goldman, Sachs & Co.01F0506B Purchase 103.34 Goldman, Sachs & Co.01F0506B Purchase 103.36 Goldman, Sachs & Co.

Page 318: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0506B Purchase 103.36 Goldman, Sachs & Co.01F0506B Purchase 103.36 Goldman, Sachs & Co.01F0506B Purchase 103.38 Goldman, Sachs & Co.01F0526B Purchase 104.48 Goldman, Sachs & Co.01F0506A Sale 103.70 Goldman, Sachs & Co.01F0506A Sale 103.70 Goldman, Sachs & Co.01F0506A Sale 103.70 Goldman, Sachs & Co.01F0506A Sale 103.70 Goldman, Sachs & Co.01F0506A Sale 103.72 Goldman, Sachs & Co.01F0506A Sale 103.73 Goldman, Sachs & Co.01F0506A Sale 103.73 Goldman, Sachs & Co.01F0506A Sale 103.73 Goldman, Sachs & Co.01F0506A Sale 103.75 Goldman, Sachs & Co.01F0526A Sale 104.82 Goldman, Sachs & Co.02R0526C Purchase 104.24 J.P. Morgan Securities LLC01F0404B Purchase 101.83 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.53 Morgan Stanley & Co. Incorporated21H0426A Purchase 101.61 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.54 Nomura Securities International, Inc.01N0506B Purchase 103.54 Nomura Securities International, Inc.02R0506C Purchase 102.97 RBS Securities Inc.21H0426A Purchase 101.66 RBS Securities Inc.01N0426A Purchase 101.89 UBS Securities LLC01N0506B Purchase 103.55 UBS Securities LLC02R0526C Purchase 104.22 UBS Securities LLC01F0404B Purchase 101.93 Barclays Capital Inc.01F0424B Purchase 103.73 Barclays Capital Inc.02R0506C Purchase 103.11 Barclays Capital Inc.01F0426A Purchase 101.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506B Purchase 103.45 BNP Paribas Securities Corp.01F0606B Purchase 105.41 BNP Paribas Securities Corp.01F0506A Sale 103.83 BNP Paribas Securities Corp.01F0606A Sale 105.71 BNP Paribas Securities Corp.01F0406A Purchase 99.75 Citigroup Global Markets Inc.02R0506C Purchase 103.07 Citigroup Global Markets Inc.01F0506B Purchase 103.45 Citigroup Global Markets Inc.01F0506B Purchase 103.45 Citigroup Global Markets Inc.02R0606B Purchase 105.52 Citigroup Global Markets Inc.01F0506A Sale 103.83 Citigroup Global Markets Inc.01F0506A Sale 103.83 Citigroup Global Markets Inc.02R0606A Sale 105.84 Citigroup Global Markets Inc.01F0406A Purchase 99.76 Credit Suisse Securities (USA) LLC01F0426B Purchase 101.57 Credit Suisse Securities (USA) LLC01N0506B Purchase 103.71 Credit Suisse Securities (USA) LLC01F0526B Purchase 104.67 Credit Suisse Securities (USA) LLC01F0526A Sale 105.01 Credit Suisse Securities (USA) LLC01F0424B Purchase 103.86 Deutsche Bank Securities Inc.01F0426A Purchase 101.82 Deutsche Bank Securities Inc.01F0426A Purchase 101.80 Deutsche Bank Securities Inc.02R0506C Purchase 103.03 Deutsche Bank Securities Inc.02R0506C Purchase 103.20 Deutsche Bank Securities Inc.02R0506C Purchase 103.04 Deutsche Bank Securities Inc.

Page 319: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0506C Purchase 103.09 Deutsche Bank Securities Inc.02R0506C Purchase 103.19 Deutsche Bank Securities Inc.01F0506B Purchase 103.45 Deutsche Bank Securities Inc.01F0506B Purchase 103.45 Deutsche Bank Securities Inc.01F0506B Purchase 103.45 Deutsche Bank Securities Inc.01F0506B Purchase 103.45 Deutsche Bank Securities Inc.01F0626B Purchase 106.58 Deutsche Bank Securities Inc.01F0506A Sale 103.82 Deutsche Bank Securities Inc.01F0506A Sale 103.82 Deutsche Bank Securities Inc.01F0506A Sale 103.83 Deutsche Bank Securities Inc.01F0506A Sale 103.82 Deutsche Bank Securities Inc.01F0626A Sale 106.95 Deutsche Bank Securities Inc.02R0506C Purchase 103.06 Goldman, Sachs & Co.01F0506B Purchase 103.45 Goldman, Sachs & Co.01F0506B Purchase 103.45 Goldman, Sachs & Co.01F0506B Purchase 103.45 Goldman, Sachs & Co.01F0626B Purchase 106.66 Goldman, Sachs & Co.02R0626B Purchase 106.44 Goldman, Sachs & Co.01F0506A Sale 103.83 Goldman, Sachs & Co.01F0506A Sale 103.83 Goldman, Sachs & Co.01F0506A Sale 103.83 Goldman, Sachs & Co.01F0626A Sale 107.03 Goldman, Sachs & Co.02R0626A Sale 106.77 Goldman, Sachs & Co.01F0406A Purchase 99.75 J.P. Morgan Securities LLC01N0426A Purchase 102.00 J.P. Morgan Securities LLC01N0506B Purchase 103.64 J.P. Morgan Securities LLC01F0506B Purchase 103.47 J.P. Morgan Securities LLC01F0506A Sale 103.84 J.P. Morgan Securities LLC01F0426B Purchase 101.54 Morgan Stanley & Co. Incorporated01N0426A Purchase 102.00 Morgan Stanley & Co. Incorporated01F0426B Purchase 101.64 Nomura Securities International, Inc.02R0506C Purchase 103.20 Nomura Securities International, Inc.01F0506B Purchase 103.45 Nomura Securities International, Inc.01F0506A Sale 103.83 Nomura Securities International, Inc.21H0426A Purchase 101.75 RBC Capital Markets, LLC01F0506B Purchase 103.47 RBC Capital Markets, LLC01F0506A Sale 103.84 RBC Capital Markets, LLC01N0506B Purchase 103.68 RBS Securities Inc.01F0506B Purchase 103.47 RBS Securities Inc.01F0506B Purchase 103.47 RBS Securities Inc.01F0526B Purchase 104.67 RBS Securities Inc.01F0506A Sale 103.84 RBS Securities Inc.01F0506A Sale 103.84 RBS Securities Inc.01F0526A Sale 105.01 RBS Securities Inc.01N0426A Purchase 101.99 UBS Securities LLC01N0506B Purchase 103.66 UBS Securities LLC01F0526B Purchase 104.72 UBS Securities LLC01F0526A Sale 105.06 UBS Securities LLC02R0506C Purchase 103.18 Barclays Capital Inc.02R0526B Purchase 104.85 Barclays Capital Inc.02R0506C Purchase 103.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0526B Purchase 104.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 101.70 Citigroup Global Markets Inc.

Page 320: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0424B Purchase 103.77 Citigroup Global Markets Inc.01F0404B Purchase 102.04 Credit Suisse Securities (USA) LLC02R0506C Purchase 103.21 Credit Suisse Securities (USA) LLC01F0506B Purchase 103.66 Credit Suisse Securities (USA) LLC01F0506A Sale 104.03 Credit Suisse Securities (USA) LLC01F0426B Purchase 101.53 Deutsche Bank Securities Inc.01F0426B Purchase 101.67 Deutsche Bank Securities Inc.01F0426B Purchase 101.71 Deutsche Bank Securities Inc.02R0506C Purchase 103.11 Deutsche Bank Securities Inc.02R0506C Purchase 103.14 Deutsche Bank Securities Inc.02R0506C Purchase 103.20 Deutsche Bank Securities Inc.02R0526B Purchase 104.89 Deutsche Bank Securities Inc.01F0506B Purchase 103.66 Deutsche Bank Securities Inc.01F0506A Sale 104.03 Deutsche Bank Securities Inc.01F0426B Purchase 101.48 Goldman, Sachs & Co.02R0424B Purchase 103.72 Goldman, Sachs & Co.02R0506C Purchase 103.07 Goldman, Sachs & Co.02R0506C Purchase 103.15 Goldman, Sachs & Co.02R0506C Purchase 103.27 Goldman, Sachs & Co.02R0526B Purchase 104.86 Goldman, Sachs & Co.01F0404B Purchase 101.95 J.P. Morgan Securities LLC02R0506C Purchase 103.15 J.P. Morgan Securities LLC02R0506C Purchase 103.16 Morgan Stanley & Co. Incorporated02R0506C Purchase 103.23 Morgan Stanley & Co. Incorporated01F0526C Purchase 104.44 Nomura Securities International, Inc.02R0506C Purchase 103.07 Nomura Securities International, Inc.02R0506C Purchase 103.23 Nomura Securities International, Inc.02R0526B Purchase 104.91 RBS Securities Inc.02R0526B Purchase 104.88 UBS Securities LLC01F0406B Purchase 98.49 Barclays Capital Inc.01F0426B Purchase 100.98 Barclays Capital Inc.01F0526C Purchase 104.21 Barclays Capital Inc.01F0526C Purchase 104.25 Barclays Capital Inc.01F0526C Purchase 104.39 Barclays Capital Inc.02R0506C Purchase 102.91 Barclays Capital Inc.01F0526C Purchase 104.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526C Purchase 104.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0506C Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 100.89 Citigroup Global Markets Inc.01F0526C Purchase 104.23 Citigroup Global Markets Inc.02R0506C Purchase 102.87 Citigroup Global Markets Inc.01F0506B Purchase 103.41 Citigroup Global Markets Inc.01F0506A Sale 103.78 Citigroup Global Markets Inc.02R0526C Purchase 104.50 Credit Suisse Securities (USA) LLC02R0526C Purchase 104.53 Credit Suisse Securities (USA) LLC01F0426B Purchase 100.99 Deutsche Bank Securities Inc.01F0526C Purchase 104.26 Deutsche Bank Securities Inc.01F0526C Purchase 104.32 Deutsche Bank Securities Inc.02R0506C Purchase 102.94 Deutsche Bank Securities Inc.02R0506C Purchase 102.95 Deutsche Bank Securities Inc.01F0506B Purchase 103.11 Deutsche Bank Securities Inc.01F0506A Sale 103.49 Deutsche Bank Securities Inc.01F0406B Purchase 98.48 Goldman, Sachs & Co.

Page 321: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0426B Purchase 101.30 Goldman, Sachs & Co.02R0506C Purchase 103.00 Goldman, Sachs & Co.01F0526C Purchase 104.34 J.P. Morgan Securities LLC02R0526C Purchase 104.48 Morgan Stanley & Co. Incorporated02R0526C Purchase 104.54 Morgan Stanley & Co. Incorporated02R0506C Purchase 102.73 Nomura Securities International, Inc.02R0506C Purchase 102.85 Nomura Securities International, Inc.02R0506C Purchase 102.81 RBS Securities Inc.01F0424B Purchase 103.45 UBS Securities LLC01F0526C Purchase 104.43 UBS Securities LLC02R0506C Purchase 102.70 UBS Securities LLC02R0506C Purchase 102.75 UBS Securities LLC02R0526C Purchase 104.50 UBS Securities LLC01F0404B Purchase 101.68 Barclays Capital Inc.01F0404B Purchase 101.73 Barclays Capital Inc.01F0426B Purchase 101.22 Barclays Capital Inc.01F0426B Purchase 101.21 Barclays Capital Inc.01F0506B Purchase 103.38 Barclays Capital Inc.01F0506A Sale 103.75 Barclays Capital Inc.01F0426B Purchase 101.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 101.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 101.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506B Purchase 103.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Sale 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 101.19 Citigroup Global Markets Inc.01F0506B Purchase 103.36 Citigroup Global Markets Inc.02R0504B Purchase 105.09 Citigroup Global Markets Inc.01F0506A Sale 103.74 Citigroup Global Markets Inc.02R0504A Sale 105.48 Citigroup Global Markets Inc.01F0406B Purchase 98.91 Credit Suisse Securities (USA) LLC01F0426B Purchase 101.25 Credit Suisse Securities (USA) LLC01F0404B Purchase 101.70 Deutsche Bank Securities Inc.01F0406B Purchase 98.92 Deutsche Bank Securities Inc.01F0406B Purchase 98.78 Goldman, Sachs & Co.01F0426B Purchase 101.21 Goldman, Sachs & Co.01F0426B Purchase 101.24 Goldman, Sachs & Co.01F0426B Purchase 101.20 Goldman, Sachs & Co.01F0426B Purchase 101.22 Goldman, Sachs & Co.01F0404B Purchase 101.69 J.P. Morgan Securities LLC01F05261 Purchase 104.08 J.P. Morgan Securities LLC01F0404B Purchase 101.73 Morgan Stanley & Co. Incorporated02R05061 Purchase 102.59 Morgan Stanley & Co. Incorporated01F0426B Purchase 101.21 RBS Securities Inc.01F0426B Purchase 101.22 RBS Securities Inc.01F0426B Purchase 101.04 Barclays Capital Inc.02R0506C Purchase 102.99 Barclays Capital Inc.01F0426B Purchase 100.85 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0606C Purchase 105.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0606C Purchase 105.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.66 Citigroup Global Markets Inc.02R0506C Purchase 102.98 Citigroup Global Markets Inc.02R05061 Purchase 102.65 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.66 Credit Suisse Securities (USA) LLC

Page 322: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05061 Purchase 102.68 Credit Suisse Securities (USA) LLC01F0406B Purchase 98.45 Deutsche Bank Securities Inc.01F0426B Purchase 100.82 Deutsche Bank Securities Inc.01F0426B Purchase 100.86 Deutsche Bank Securities Inc.01F0606C Purchase 105.57 Deutsche Bank Securities Inc.02R05061 Purchase 102.54 Deutsche Bank Securities Inc.02R05061 Purchase 102.62 Deutsche Bank Securities Inc.02R0506C Purchase 102.95 Deutsche Bank Securities Inc.01F0406B Purchase 98.23 Goldman, Sachs & Co.01F0406B Purchase 98.26 Goldman, Sachs & Co.01F0426B Purchase 100.84 Goldman, Sachs & Co.01F0426B Purchase 100.98 Goldman, Sachs & Co.01N0506B Purchase 103.61 Goldman, Sachs & Co.01F0426B Purchase 100.99 J.P. Morgan Securities LLC01F0406B Purchase 98.46 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.59 Morgan Stanley & Co. Incorporated01F0426B Purchase 100.96 UBS Securities LLC01N0506B Purchase 103.59 UBS Securities LLC02R05061 Purchase 102.64 UBS Securities LLC01F0426B Purchase 100.52 Barclays Capital Inc.01F0426B Purchase 100.78 Barclays Capital Inc.01F0404B Purchase 101.22 Barclays Capital Inc.01F0404A Sale 101.56 Barclays Capital Inc.01F0426B Purchase 100.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 100.58 Credit Suisse Securities (USA) LLC01F0426B Purchase 100.63 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.18 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.50 Credit Suisse Securities (USA) LLC02R0404B Purchase 101.23 Credit Suisse Securities (USA) LLC02R0404A Sale 101.59 Credit Suisse Securities (USA) LLC01F0426B Purchase 100.57 Deutsche Bank Securities Inc.02R05061 Purchase 102.49 Deutsche Bank Securities Inc.02R05061 Purchase 102.51 Deutsche Bank Securities Inc.02R05061 Purchase 102.53 Deutsche Bank Securities Inc.01F0404B Purchase 101.21 Deutsche Bank Securities Inc.01F0404A Sale 101.55 Deutsche Bank Securities Inc.01F0426B Purchase 100.62 Goldman, Sachs & Co.01F0426B Purchase 100.67 Goldman, Sachs & Co.02R05061 Purchase 102.53 Goldman, Sachs & Co.01F0404B Purchase 101.22 Goldman, Sachs & Co.01F0404A Sale 101.56 Goldman, Sachs & Co.01F0426B Purchase 100.51 J.P. Morgan Securities LLC01F0404B Purchase 101.13 Morgan Stanley & Co. Incorporated01F0404B Purchase 101.13 Morgan Stanley & Co. Incorporated01F0406B Purchase 97.91 Morgan Stanley & Co. Incorporated01F0426B Purchase 100.54 Morgan Stanley & Co. Incorporated01F05261 Purchase 104.20 RBS Securities Inc.02R05061 Purchase 102.48 RBS Securities Inc.02R05061 Purchase 102.53 UBS Securities LLC01F0404B Purchase 101.22 UBS Securities LLC

Page 323: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0404A Sale 101.56 UBS Securities LLC01F05261 Purchase 104.06 Barclays Capital Inc.01F05261 Purchase 104.15 Barclays Capital Inc.01F0606C Purchase 105.56 Barclays Capital Inc.02R05061 Purchase 102.36 Barclays Capital Inc.02R0526C Purchase 104.54 Barclays Capital Inc.01F05261 Purchase 104.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0606C Purchase 105.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.13 BNP Paribas Securities Corp.01F05261 Purchase 104.05 Credit Suisse Securities (USA) LLC01F0606C Purchase 105.52 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.05 Deutsche Bank Securities Inc.01F05261 Purchase 104.10 Deutsche Bank Securities Inc.01F05261 Purchase 104.12 Deutsche Bank Securities Inc.01F0606C Purchase 105.51 Deutsche Bank Securities Inc.02R05061 Purchase 102.38 Deutsche Bank Securities Inc.01F05261 Purchase 104.13 Goldman, Sachs & Co.01F0606C Purchase 105.51 Goldman, Sachs & Co.01F0606C Purchase 105.52 J.P. Morgan Securities LLC02R05061 Purchase 102.38 J.P. Morgan Securities LLC01F0424B Purchase 103.41 Morgan Stanley & Co. Incorporated01N0426B Purchase 100.70 Morgan Stanley & Co. Incorporated01F05261 Purchase 104.14 RBS Securities Inc.01F0406B Purchase 97.86 UBS Securities LLC01F05261 Purchase 104.12 UBS Securities LLC02R05061 Purchase 102.35 UBS Securities LLC01F0606C Purchase 105.47 Barclays Capital Inc.02R05061 Purchase 102.31 Barclays Capital Inc.02R0526C Purchase 104.49 Barclays Capital Inc.01F0606C Purchase 105.45 BNP Paribas Securities Corp.01F05261 Purchase 104.03 Citigroup Global Markets Inc.01F05261 Purchase 104.04 Citigroup Global Markets Inc.01N0506B Purchase 103.43 Citigroup Global Markets Inc.02R05061 Purchase 102.32 Citigroup Global Markets Inc.01F05261 Purchase 104.06 Credit Suisse Securities (USA) LLC01F0606C Purchase 105.49 Credit Suisse Securities (USA) LLC01F0606C Purchase 105.52 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.30 Credit Suisse Securities (USA) LLC02R0526C Purchase 104.51 Credit Suisse Securities (USA) LLC02R0526C Purchase 104.53 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.04 Deutsche Bank Securities Inc.01F0606C Purchase 105.45 Deutsche Bank Securities Inc.02R05061 Purchase 102.32 Deutsche Bank Securities Inc.02R0506C Purchase 102.71 Deutsche Bank Securities Inc.02R0526C Purchase 104.46 Deutsche Bank Securities Inc.02R0526C Purchase 104.51 Deutsche Bank Securities Inc.01F05261 Purchase 104.02 Goldman, Sachs & Co.01N0506B Purchase 103.40 Goldman, Sachs & Co.01F05261 Purchase 104.04 J.P. Morgan Securities LLC01F0606C Purchase 105.46 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.39 Morgan Stanley & Co. Incorporated

Page 324: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0526C Purchase 104.51 Morgan Stanley & Co. Incorporated02R0526C Purchase 104.51 Morgan Stanley & Co. Incorporated02R0506C Purchase 102.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0506B Purchase 103.56 Citigroup Global Markets Inc.01N0506B Purchase 103.57 Citigroup Global Markets Inc.02R05061 Purchase 102.55 Citigroup Global Markets Inc.02R0506C Purchase 102.88 Citigroup Global Markets Inc.02R0506C Purchase 102.93 Citigroup Global Markets Inc.02R05261 Purchase 104.14 Citigroup Global Markets Inc.02R05261 Purchase 104.22 Citigroup Global Markets Inc.02R0526C Purchase 104.51 Citigroup Global Markets Inc.02R0526C Purchase 104.57 Citigroup Global Markets Inc.02R0526C Purchase 104.58 Citigroup Global Markets Inc.01F0606C Purchase 105.51 Credit Suisse Securities (USA) LLC02R0526C Purchase 104.52 Credit Suisse Securities (USA) LLC01F0606C Purchase 105.49 Deutsche Bank Securities Inc.01N0506B Purchase 103.57 Deutsche Bank Securities Inc.01N0506B Purchase 103.58 Deutsche Bank Securities Inc.02R05061 Purchase 102.47 Deutsche Bank Securities Inc.02R0526C Purchase 104.59 Deutsche Bank Securities Inc.01N0506B Purchase 103.58 Goldman, Sachs & Co.02R0506C Purchase 102.86 Goldman, Sachs & Co.01F0606C Purchase 105.50 J.P. Morgan Securities LLC02R05261 Purchase 104.14 Morgan Stanley & Co. Incorporated02R05061 Purchase 102.55 Nomura Securities International, Inc.01F0426B Purchase 101.00 RBC Capital Markets, LLC01F0426B Purchase 101.03 RBS Securities Inc.01F0606C Purchase 105.36 Barclays Capital Inc.01F05261 Purchase 103.90 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0426B Purchase 100.85 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0506B Purchase 103.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 103.86 Citigroup Global Markets Inc.02R05261 Purchase 103.94 Citigroup Global Markets Inc.02R05261 Purchase 103.97 Citigroup Global Markets Inc.02R05061 Purchase 102.41 Cantor Fitzgerald & Co.01F05261 Purchase 103.90 Credit Suisse Securities (USA) LLC01F05261 Purchase 103.95 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.00 Credit Suisse Securities (USA) LLC01F0606C Purchase 105.34 Credit Suisse Securities (USA) LLC01N0426B Purchase 100.77 Credit Suisse Securities (USA) LLC01F0606C Purchase 105.34 Deutsche Bank Securities Inc.01N0506B Purchase 103.31 Deutsche Bank Securities Inc.01F05261 Purchase 103.87 Goldman, Sachs & Co.01N0506B Purchase 103.23 Goldman, Sachs & Co.01N0506B Purchase 103.30 Goldman, Sachs & Co.01N0506B Purchase 103.39 Goldman, Sachs & Co.01F05261 Purchase 103.89 J.P. Morgan Securities LLC01N0426B Purchase 100.84 J.P. Morgan Securities LLC01N0506B Purchase 103.37 J.P. Morgan Securities LLC01F05261 Purchase 104.00 Morgan Stanley & Co. Incorporated01N0426B Purchase 100.79 Morgan Stanley & Co. Incorporated01N0426B Purchase 100.86 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.46 Barclays Capital Inc.

Page 325: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05061 Purchase 102.45 Barclays Capital Inc.01F0606C Purchase 105.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.41 Citigroup Global Markets Inc.01F05261 Purchase 103.97 Credit Suisse Securities (USA) LLC01N0426B Purchase 100.93 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.09 Deutsche Bank Securities Inc.01F0526C Purchase 104.39 Deutsche Bank Securities Inc.01F0606C Purchase 105.42 Deutsche Bank Securities Inc.02R05061 Purchase 102.40 Deutsche Bank Securities Inc.01F0426B Purchase 100.80 Goldman, Sachs & Co.02R05061 Purchase 102.34 Goldman, Sachs & Co.01F0426B Purchase 100.73 J.P. Morgan Securities LLC01F0606C Purchase 105.45 J.P. Morgan Securities LLC01F0404C Purchase 101.09 Morgan Stanley & Co. Incorporated01F0406B Purchase 98.26 Morgan Stanley & Co. Incorporated01F05261 Purchase 103.97 Morgan Stanley & Co. Incorporated01N0426B Purchase 100.95 Morgan Stanley & Co. Incorporated01F05261 Purchase 104.05 Nomura Securities International, Inc.01F0426B Purchase 100.73 RBS Securities Inc.02R05061 Purchase 102.43 RBS Securities Inc.02R05061 Purchase 102.45 UBS Securities LLC02R05061 Purchase 102.48 UBS Securities LLC01F0406B Purchase 98.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0506B Purchase 103.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.08 BNP Paribas Securities Corp.01F05261 Purchase 104.08 BNP Paribas Securities Corp.01F0606C Purchase 105.50 BNP Paribas Securities Corp.01N0506B Purchase 103.38 Citigroup Global Markets Inc.01F0426B Purchase 100.70 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.08 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.37 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.03 Deutsche Bank Securities Inc.01F05261 Purchase 104.07 Deutsche Bank Securities Inc.01F05261 Purchase 104.07 Deutsche Bank Securities Inc.01F05261 Purchase 104.07 Deutsche Bank Securities Inc.01F05261 Purchase 104.07 Deutsche Bank Securities Inc.01F05261 Purchase 104.08 Deutsche Bank Securities Inc.02R05061 Purchase 102.34 Deutsche Bank Securities Inc.01F0426B Purchase 100.68 Goldman, Sachs & Co.01F05261 Purchase 104.09 Goldman, Sachs & Co.01F0606C Purchase 105.50 Goldman, Sachs & Co.02R05061 Purchase 102.37 Goldman, Sachs & Co.01F05261 Purchase 104.08 J.P. Morgan Securities LLC01F0606C Purchase 105.50 J.P. Morgan Securities LLC01F0426B Purchase 100.69 Morgan Stanley & Co. Incorporated01F0424B Purchase 103.41 Morgan Stanley & Co. Incorporated02R0426B Purchase 100.42 Morgan Stanley & Co. Incorporated01F0424A Sale 103.66 Morgan Stanley & Co. Incorporated02R0426A Sale 100.63 Morgan Stanley & Co. Incorporated01N0506B Purchase 103.39 RBS Securities Inc.01F0506B Purchase 103.19 RBS Securities Inc.01F0506A Sale 103.38 RBS Securities Inc.

Page 326: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0426B Purchase 100.71 UBS Securities LLC01F0426B Purchase 100.62 UBS Securities LLC01N0506B Purchase 103.40 UBS Securities LLC01F05261 Purchase 103.97 Barclays Capital Inc.02R0404B Purchase 101.09 Barclays Capital Inc.02R0404A Sale 101.34 Barclays Capital Inc.01F0406B Purchase 97.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426B Purchase 100.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0606C Purchase 105.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 103.98 BNP Paribas Securities Corp.01F0606C Purchase 105.45 BNP Paribas Securities Corp.01F05261 Purchase 104.00 Citigroup Global Markets Inc.02R05061 Purchase 102.19 Citigroup Global Markets Inc.02R0404B Purchase 101.13 Cantor Fitzgerald & Co.02R0404A Sale 101.38 Cantor Fitzgerald & Co.02R05061 Purchase 102.21 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.25 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.26 Credit Suisse Securities (USA) LLC01F0426B Purchase 100.40 Deutsche Bank Securities Inc.02R05061 Purchase 102.05 Deutsche Bank Securities Inc.02R05061 Purchase 102.24 Deutsche Bank Securities Inc.01F0426B Purchase 100.28 Goldman, Sachs & Co.01F05261 Purchase 103.92 Goldman, Sachs & Co.02R05061 Purchase 102.11 Goldman, Sachs & Co.02R05061 Purchase 102.20 Goldman, Sachs & Co.01F0426B Purchase 100.40 J.P. Morgan Securities LLC01F05261 Purchase 103.94 J.P. Morgan Securities LLC01F05261 Purchase 103.98 J.P. Morgan Securities LLC01F0426B Purchase 100.27 Morgan Stanley & Co. Incorporated01F0606C Purchase 105.46 Nomura Securities International, Inc.01F0426B Purchase 100.40 RBS Securities Inc.01F0426B Purchase 100.40 UBS Securities LLC01F0426C Purchase 100.04 Barclays Capital Inc.01F0426C Purchase 100.25 Barclays Capital Inc.02R05061 Purchase 102.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.07 Citigroup Global Markets Inc.01F0606C Purchase 105.58 Citigroup Global Markets Inc.01F0426C Purchase 100.24 Cantor Fitzgerald & Co.01F05261 Purchase 104.09 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.07 Credit Suisse Securities (USA) LLC01F0426C Purchase 100.24 Deutsche Bank Securities Inc.01F05261 Purchase 104.02 Deutsche Bank Securities Inc.01N0506B Purchase 103.17 Deutsche Bank Securities Inc.02R05061 Purchase 102.07 Deutsche Bank Securities Inc.02R05061 Purchase 102.14 Deutsche Bank Securities Inc.01F05261 Purchase 104.05 Goldman, Sachs & Co.01F05261 Purchase 104.09 Goldman, Sachs & Co.02R05061 Purchase 102.07 Goldman, Sachs & Co.01F05261 Purchase 104.13 J.P. Morgan Securities LLC01F05261 Purchase 104.09 J.P. Morgan Securities LLC

Page 327: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05061 Purchase 102.09 J.P. Morgan Securities LLC01N0506B Purchase 103.18 Morgan Stanley & Co. Incorporated02R05061 Purchase 102.25 Nomura Securities International, Inc.02R05061 Purchase 102.37 RBC Capital Markets, LLC01F0426C Purchase 100.04 UBS Securities LLC01F0426C Purchase 100.05 UBS Securities LLC01F0426C Purchase 100.31 UBS Securities LLC01F05261 Purchase 104.09 UBS Securities LLC01F0426C Purchase 100.60 Barclays Capital Inc.01F0426C Purchase 100.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506B Purchase 103.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506A Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0606C Purchase 105.69 BNP Paribas Securities Corp.01F05261 Purchase 104.22 Citigroup Global Markets Inc.02R05061 Purchase 102.47 Citigroup Global Markets Inc.01F05261 Purchase 104.25 Credit Suisse Securities (USA) LLC01F0506C Purchase 102.81 Credit Suisse Securities (USA) LLC01F0506B Sale 103.25 Credit Suisse Securities (USA) LLC01F0426C Purchase 100.54 Deutsche Bank Securities Inc.01F05261 Purchase 104.30 Deutsche Bank Securities Inc.01F05261 Purchase 104.32 Deutsche Bank Securities Inc.01F05261 Purchase 104.34 Deutsche Bank Securities Inc.01F0606C Purchase 105.64 Deutsche Bank Securities Inc.02R05061 Purchase 102.45 Deutsche Bank Securities Inc.02R05061 Purchase 102.59 Deutsche Bank Securities Inc.02R05061 Purchase 102.66 Deutsche Bank Securities Inc.02R05061 Purchase 102.67 Deutsche Bank Securities Inc.02R05061 Purchase 102.71 Deutsche Bank Securities Inc.01F0506C Purchase 102.80 Deutsche Bank Securities Inc.01F0506B Sale 103.24 Deutsche Bank Securities Inc.01F05261 Purchase 104.28 Goldman, Sachs & Co.01F0426B Purchase 101.12 J.P. Morgan Securities LLC01F0426C Purchase 100.59 J.P. Morgan Securities LLC01F0404C Purchase 101.38 Morgan Stanley & Co. Incorporated01F0606C Purchase 105.64 Nomura Securities International, Inc.02R05061 Purchase 102.60 RBS Securities Inc.01F0404C Purchase 101.39 UBS Securities LLC01F0426B Purchase 101.17 UBS Securities LLC01F0426C Purchase 100.52 UBS Securities LLC01F0426C Purchase 100.73 UBS Securities LLC01F05261 Purchase 104.31 UBS Securities LLC01F05261 Purchase 104.30 Barclays Capital Inc.01F05261 Purchase 104.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.30 Citigroup Global Markets Inc.02R05061 Purchase 102.53 Citigroup Global Markets Inc.01F0426B Purchase 100.90 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.32 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.52 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.28 Deutsche Bank Securities Inc.01F05261 Purchase 104.29 Deutsche Bank Securities Inc.01F0606C Purchase 105.71 Deutsche Bank Securities Inc.

Page 328: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05061 Purchase 102.54 Deutsche Bank Securities Inc.02R05061 Purchase 102.49 Deutsche Bank Securities Inc.02R05061 Purchase 102.57 Deutsche Bank Securities Inc.02R05061 Purchase 102.59 Deutsche Bank Securities Inc.01F0426B Purchase 100.88 Goldman, Sachs & Co.01F05261 Purchase 104.27 Goldman, Sachs & Co.01F05261 Purchase 104.30 Goldman, Sachs & Co.01F0606C Purchase 105.70 Goldman, Sachs & Co.02R05061 Purchase 102.52 Goldman, Sachs & Co.02R05061 Purchase 102.61 Goldman, Sachs & Co.02R05061 Purchase 102.58 Goldman, Sachs & Co.01F0606C Purchase 105.73 J.P. Morgan Securities LLC01F0424B Purchase 103.63 Morgan Stanley & Co. Incorporated01F0424B Purchase 103.63 Morgan Stanley & Co. Incorporated02R05061 Purchase 102.55 Morgan Stanley & Co. Incorporated01F0426C Purchase 100.68 Barclays Capital Inc.01F05061 Purchase 102.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426C Purchase 100.58 Citigroup Global Markets Inc.01F0426C Purchase 100.75 Citigroup Global Markets Inc.02R05061 Purchase 102.75 Citigroup Global Markets Inc.01F0426C Purchase 100.66 Credit Suisse Securities (USA) LLC01F05061 Purchase 102.77 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.36 Credit Suisse Securities (USA) LLC01F0426C Purchase 100.60 Deutsche Bank Securities Inc.01F0426C Purchase 100.76 Deutsche Bank Securities Inc.02R05061 Purchase 102.73 Deutsche Bank Securities Inc.01F0426C Purchase 100.78 Goldman, Sachs & Co.01F05061 Purchase 102.64 Goldman, Sachs & Co.01F05061 Purchase 102.67 J.P. Morgan Securities LLC01F0426C Purchase 100.54 Morgan Stanley & Co. Incorporated01F0426C Purchase 100.69 Morgan Stanley & Co. Incorporated01F0426C Purchase 100.60 Nomura Securities International, Inc.01F0426C Purchase 100.73 Nomura Securities International, Inc.01F05061 Purchase 102.68 Nomura Securities International, Inc.01F0406B Purchase 98.65 RBS Securities Inc.01F0426C Purchase 100.68 RBS Securities Inc.01F05061 Purchase 102.68 RBS Securities Inc.01F0406B Purchase 98.63 UBS Securities LLC01F0426C Purchase 100.59 UBS Securities LLC01F0426C Purchase 100.79 UBS Securities LLC01F0426B Purchase 101.07 Barclays Capital Inc.01F05061 Purchase 102.75 Barclays Capital Inc.01F0426B Purchase 100.95 Citigroup Global Markets Inc.01F05261 Purchase 104.42 Citigroup Global Markets Inc.01F0606C Purchase 105.84 Citigroup Global Markets Inc.02R05061 Purchase 102.72 Citigroup Global Markets Inc.01F05061 Purchase 102.79 Cantor Fitzgerald & Co.01F0406B Purchase 98.34 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.45 Deutsche Bank Securities Inc.01F0606C Purchase 105.79 Deutsche Bank Securities Inc.01F0606C Purchase 105.84 Deutsche Bank Securities Inc.02R0426B Purchase 100.89 Deutsche Bank Securities Inc.01F0406B Purchase 98.54 Goldman, Sachs & Co.

Page 329: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05261 Purchase 104.48 Goldman, Sachs & Co.01F0606C Purchase 105.86 Goldman, Sachs & Co.01F05061 Purchase 102.76 J.P. Morgan Securities LLC01F05261 Purchase 104.45 J.P. Morgan Securities LLC01F05261 Purchase 104.48 J.P. Morgan Securities LLC01F05261 Purchase 104.48 J.P. Morgan Securities LLC01F0426B Purchase 101.07 Nomura Securities International, Inc.01F05061 Purchase 102.80 Nomura Securities International, Inc.02R0426B Purchase 100.88 Nomura Securities International, Inc.02R05061 Purchase 102.73 Nomura Securities International, Inc.01F05261 Purchase 104.44 RBS Securities Inc.01F05261 Purchase 104.47 UBS Securities LLC01F05261 Purchase 104.39 Barclays Capital Inc.02R05061 Purchase 102.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426C Purchase 100.52 Citigroup Global Markets Inc.01F05261 Purchase 104.41 Citigroup Global Markets Inc.01F0606C Purchase 105.80 Citigroup Global Markets Inc.02R0426B Purchase 100.63 Citigroup Global Markets Inc.01F0426C Purchase 100.42 Credit Suisse Securities (USA) LLC01F05061 Purchase 102.60 Credit Suisse Securities (USA) LLC01F05061 Purchase 102.73 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.58 Credit Suisse Securities (USA) LLC01F05061 Purchase 102.68 Deutsche Bank Securities Inc.01F0606C Purchase 105.79 Deutsche Bank Securities Inc.01F0426C Purchase 100.37 Goldman, Sachs & Co.01F05061 Purchase 102.63 Goldman, Sachs & Co.01F0606C Purchase 105.79 Goldman, Sachs & Co.01F05261 Purchase 104.39 J.P. Morgan Securities LLC01F05261 Purchase 104.41 J.P. Morgan Securities LLC01F05261 Purchase 104.42 J.P. Morgan Securities LLC01F05261 Purchase 104.48 J.P. Morgan Securities LLC01F05261 Purchase 104.48 J.P. Morgan Securities LLC01F0426C Purchase 100.46 Nomura Securities International, Inc.01F05261 Purchase 104.49 Nomura Securities International, Inc.01F0606C Purchase 105.78 Nomura Securities International, Inc.01F05061 Purchase 102.71 UBS Securities LLC01F05061 Purchase 102.60 Barclays Capital Inc.01F05261 Purchase 104.33 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05061 Purchase 102.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.31 Citigroup Global Markets Inc.01F05061 Purchase 102.58 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.35 Deutsche Bank Securities Inc.01F0606C Purchase 105.75 Deutsche Bank Securities Inc.01F0606C Purchase 105.77 Deutsche Bank Securities Inc.02R0426B Purchase 100.54 Deutsche Bank Securities Inc.01F0406B Purchase 98.00 Goldman, Sachs & Co.01F05061 Purchase 102.66 Goldman, Sachs & Co.01F05261 Purchase 104.32 Goldman, Sachs & Co.01F05261 Purchase 104.35 Goldman, Sachs & Co.01F05261 Purchase 104.35 J.P. Morgan Securities LLC01F0426C Purchase 100.44 Nomura Securities International, Inc.01F05061 Purchase 102.63 Nomura Securities International, Inc.01F05261 Purchase 104.37 Nomura Securities International, Inc.

Page 330: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05061 Purchase 102.56 Nomura Securities International, Inc.02R05061 Purchase 102.64 Nomura Securities International, Inc.01F0426C Purchase 100.48 UBS Securities LLC01N0426C Purchase 100.54 UBS Securities LLC02R05061 Purchase 102.73 Barclays Capital Inc.01F0506C Purchase 103.20 BNP Paribas Securities Corp.01F0506B Sale 103.63 BNP Paribas Securities Corp.01F05061 Purchase 102.77 Citigroup Global Markets Inc.01F05261 Purchase 104.45 Citigroup Global Markets Inc.01F0506C Purchase 103.20 Citigroup Global Markets Inc.02R0606C Purchase 105.97 Citigroup Global Markets Inc.01F0506B Sale 103.63 Citigroup Global Markets Inc.02R0606B Sale 106.38 Citigroup Global Markets Inc.01F0424C Purchase 103.47 Credit Suisse Securities (USA) LLC01N0426C Purchase 100.79 Credit Suisse Securities (USA) LLC01F0424C Purchase 103.46 Deutsche Bank Securities Inc.01F05261 Purchase 104.46 Deutsche Bank Securities Inc.01F05261 Purchase 104.38 Deutsche Bank Securities Inc.02R0426C Purchase 100.32 Deutsche Bank Securities Inc.01F0506C Purchase 103.13 Deutsche Bank Securities Inc.01F0506C Purchase 103.20 Deutsche Bank Securities Inc.01F0506C Purchase 103.20 Deutsche Bank Securities Inc.01F0506C Purchase 103.23 Deutsche Bank Securities Inc.01F0506C Purchase 103.23 Deutsche Bank Securities Inc.01F0626C Purchase 106.92 Deutsche Bank Securities Inc.01F0506B Sale 103.55 Deutsche Bank Securities Inc.01F0506B Sale 103.63 Deutsche Bank Securities Inc.01F0506B Sale 103.63 Deutsche Bank Securities Inc.01F0506B Sale 103.66 Deutsche Bank Securities Inc.01F0506B Sale 103.66 Deutsche Bank Securities Inc.01F0626B Sale 107.33 Deutsche Bank Securities Inc.01F0626C Purchase 106.94 Goldman, Sachs & Co.02R0626C Purchase 106.94 Goldman, Sachs & Co.01F0626B Sale 107.34 Goldman, Sachs & Co.02R0626B Sale 107.34 Goldman, Sachs & Co.01F05061 Purchase 102.83 J.P. Morgan Securities LLC01F0506C Purchase 103.21 Morgan Stanley & Co. Incorporated01F0506C Purchase 103.21 Morgan Stanley & Co. Incorporated01F0506B Sale 103.64 Morgan Stanley & Co. Incorporated01F0506B Sale 103.64 Morgan Stanley & Co. Incorporated01F0406C Purchase 98.03 Nomura Securities International, Inc.01F0426C Purchase 100.48 Nomura Securities International, Inc.01F05261 Purchase 104.47 Nomura Securities International, Inc.01F0506C Purchase 103.14 RBS Securities Inc.01F0506C Purchase 103.14 RBS Securities Inc.01F0506C Purchase 103.23 RBS Securities Inc.01F0506B Sale 103.57 RBS Securities Inc.01F0506B Sale 103.57 RBS Securities Inc.01F0506B Sale 103.66 RBS Securities Inc.01N0426C Purchase 100.88 UBS Securities LLC01F0424C Purchase 103.61 Barclays Capital Inc.01F0424C Purchase 103.65 Barclays Capital Inc.01F0426C Purchase 100.84 Barclays Capital Inc.

Page 331: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0426C Purchase 100.88 Barclays Capital Inc.01F05261 Purchase 104.55 Barclays Capital Inc.01F0506C Purchase 103.40 Barclays Capital Inc.01F0506C Purchase 103.41 Barclays Capital Inc.01F0506B Sale 103.83 Barclays Capital Inc.01F0506B Sale 103.83 Barclays Capital Inc.01F0506C Purchase 103.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506B Sale 103.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.59 Citigroup Global Markets Inc.01F0506C Purchase 103.34 Citigroup Global Markets Inc.01F0506C Purchase 103.36 Citigroup Global Markets Inc.01F0506C Purchase 103.36 Citigroup Global Markets Inc.01F0506C Purchase 103.39 Citigroup Global Markets Inc.01F0506C Purchase 103.39 Citigroup Global Markets Inc.01F0506B Sale 103.77 Citigroup Global Markets Inc.01F0506B Sale 103.79 Citigroup Global Markets Inc.01F0506B Sale 103.79 Citigroup Global Markets Inc.01F0506B Sale 103.82 Citigroup Global Markets Inc.01F0506B Sale 103.82 Citigroup Global Markets Inc.01F0424C Purchase 103.64 Cantor Fitzgerald & Co.01F0606C Purchase 105.95 Credit Suisse Securities (USA) LLC01F0606C Purchase 105.93 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.95 Credit Suisse Securities (USA) LLC01F0506C Purchase 103.36 Credit Suisse Securities (USA) LLC01F0506C Purchase 103.34 Credit Suisse Securities (USA) LLC01F0506B Sale 103.79 Credit Suisse Securities (USA) LLC01F0506B Sale 103.77 Credit Suisse Securities (USA) LLC02R05061 Purchase 102.86 Deutsche Bank Securities Inc.01F0506C Purchase 103.32 Deutsche Bank Securities Inc.01F0506C Purchase 103.32 Deutsche Bank Securities Inc.01F0506C Purchase 103.34 Deutsche Bank Securities Inc.01F0506B Sale 103.75 Deutsche Bank Securities Inc.01F0506B Sale 103.75 Deutsche Bank Securities Inc.01F0506B Sale 103.77 Deutsche Bank Securities Inc.01F0426C Purchase 100.88 Goldman, Sachs & Co.01F05261 Purchase 104.55 Goldman, Sachs & Co.01F0606C Purchase 105.91 Goldman, Sachs & Co.01F0506C Purchase 103.41 Goldman, Sachs & Co.01F0506C Purchase 103.38 Goldman, Sachs & Co.01F0506C Purchase 103.36 Goldman, Sachs & Co.01F0506C Purchase 103.38 Goldman, Sachs & Co.01F0506B Sale 103.83 Goldman, Sachs & Co.01F0506B Sale 103.80 Goldman, Sachs & Co.01F0506B Sale 103.79 Goldman, Sachs & Co.01F0506B Sale 103.80 Goldman, Sachs & Co.02R0426C Purchase 100.73 Morgan Stanley & Co. Incorporated02R0526C Purchase 105.02 Morgan Stanley & Co. Incorporated02R0526B Sale 105.42 Morgan Stanley & Co. Incorporated01F05261 Purchase 104.57 Nomura Securities International, Inc.01F0606C Purchase 105.93 Nomura Securities International, Inc.01F0506C Purchase 103.41 Nomura Securities International, Inc.01F0506C Purchase 103.41 Nomura Securities International, Inc.01F0506B Sale 103.83 Nomura Securities International, Inc.

Page 332: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F0506B Sale 103.83 Nomura Securities International, Inc.01F0506C Purchase 103.39 RBS Securities Inc.01F0506B Sale 103.82 RBS Securities Inc.01F0424C Purchase 103.62 UBS Securities LLC01F05261 Purchase 104.56 UBS Securities LLC02R0426C Purchase 100.73 UBS Securities LLC01F0406C Purchase 98.40 Barclays Capital Inc.01F0424C Purchase 103.77 Barclays Capital Inc.01F05261 Purchase 104.65 Barclays Capital Inc.02R0426C Purchase 100.85 Barclays Capital Inc.02R0526C Purchase 105.14 Barclays Capital Inc.02R0526B Sale 105.55 Barclays Capital Inc.01F0406C Purchase 98.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0424C Purchase 103.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05061 Purchase 103.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 104.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426C Purchase 101.02 Citigroup Global Markets Inc.01F0426C Purchase 101.05 Citigroup Global Markets Inc.01F05261 Purchase 104.71 Citigroup Global Markets Inc.01F0526C Purchase 105.03 Citigroup Global Markets Inc.01F0526B Sale 105.43 Citigroup Global Markets Inc.01F0426C Purchase 101.02 Credit Suisse Securities (USA) LLC01F05061 Purchase 103.15 Credit Suisse Securities (USA) LLC02R0426C Purchase 100.91 Credit Suisse Securities (USA) LLC01F0526C Purchase 105.03 Credit Suisse Securities (USA) LLC01F0526C Purchase 105.03 Credit Suisse Securities (USA) LLC01F0526B Sale 105.43 Credit Suisse Securities (USA) LLC01F0526B Sale 105.43 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.68 Deutsche Bank Securities Inc.02R05061 Purchase 103.04 Deutsche Bank Securities Inc.02R05061 Purchase 103.11 Deutsche Bank Securities Inc.02R05061 Purchase 103.12 Deutsche Bank Securities Inc.01F0506C Purchase 103.56 Deutsche Bank Securities Inc.01F0506B Sale 103.98 Deutsche Bank Securities Inc.01F0426C Purchase 101.02 Goldman, Sachs & Co.01F05261 Purchase 104.78 Goldman, Sachs & Co.01F05261 Purchase 104.68 Goldman, Sachs & Co.02R0426C Purchase 100.84 Goldman, Sachs & Co.01F0506C Purchase 103.45 Goldman, Sachs & Co.02R0526C Purchase 105.14 Goldman, Sachs & Co.01F0506B Sale 103.88 Goldman, Sachs & Co.02R0526B Sale 105.55 Goldman, Sachs & Co.01F0506C Purchase 103.48 J.P. Morgan Securities LLC01F0526C Purchase 105.03 J.P. Morgan Securities LLC01F0526C Purchase 105.03 J.P. Morgan Securities LLC02R0526C Purchase 105.14 J.P. Morgan Securities LLC01F0506B Sale 103.91 J.P. Morgan Securities LLC01F0526B Sale 105.43 J.P. Morgan Securities LLC01F0526B Sale 105.43 J.P. Morgan Securities LLC02R0526B Sale 105.55 J.P. Morgan Securities LLC01F0424C Purchase 103.77 Morgan Stanley & Co. Incorporated02R05061 Purchase 103.12 Morgan Stanley & Co. Incorporated01F0426C Purchase 101.06 Nomura Securities International, Inc.

Page 333: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05061 Purchase 103.27 Nomura Securities International, Inc.02R0426C Purchase 100.88 RBC Capital Markets, LLC01F05061 Purchase 103.16 RBS Securities Inc.02R05061 Purchase 103.14 RBS Securities Inc.01F0506C Purchase 103.45 RBS Securities Inc.02R0526C Purchase 105.14 RBS Securities Inc.01F0506B Sale 103.88 RBS Securities Inc.02R0526B Sale 105.55 RBS Securities Inc.01F0424C Purchase 103.71 UBS Securities LLC01F0424C Purchase 103.71 UBS Securities LLC02R05061 Purchase 103.19 UBS Securities LLC01F0424C Purchase 103.94 Barclays Capital Inc.01F05062 Purchase 103.04 Barclays Capital Inc.01N0426C Purchase 101.48 Barclays Capital Inc.01N0426C Purchase 101.50 Barclays Capital Inc.01F05262 Purchase 104.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06061 Purchase 105.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526C Purchase 105.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526B Sale 105.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Purchase 103.05 Citigroup Global Markets Inc.02R0504C Purchase 105.48 Citigroup Global Markets Inc.02R0504B Sale 105.86 Citigroup Global Markets Inc.01F0406C Purchase 98.77 Credit Suisse Securities (USA) LLC01F0426C Purchase 101.19 Credit Suisse Securities (USA) LLC01F06061 Purchase 105.86 Credit Suisse Securities (USA) LLC01F05062 Purchase 103.00 Deutsche Bank Securities Inc.01F05261 Purchase 104.88 Deutsche Bank Securities Inc.01F06061 Purchase 105.88 Deutsche Bank Securities Inc.01N0426C Purchase 101.52 Deutsche Bank Securities Inc.01N0426C Purchase 101.52 Deutsche Bank Securities Inc.01F0424C Purchase 103.91 Goldman, Sachs & Co.01F0426C Purchase 101.17 Goldman, Sachs & Co.01F05262 Purchase 104.52 Goldman, Sachs & Co.01F05262 Purchase 104.56 Goldman, Sachs & Co.02R0426C Purchase 101.16 Goldman, Sachs & Co.01F0424C Purchase 103.90 J.P. Morgan Securities LLC01F0426C Purchase 101.18 J.P. Morgan Securities LLC01F05262 Purchase 104.57 J.P. Morgan Securities LLC02R0526C Purchase 105.34 J.P. Morgan Securities LLC02R0526B Sale 105.74 J.P. Morgan Securities LLC01F0426C Purchase 101.30 Morgan Stanley & Co. Incorporated01F05062 Purchase 103.09 Morgan Stanley & Co. Incorporated01F0526C Purchase 105.38 Morgan Stanley & Co. Incorporated01F0526B Sale 105.75 Morgan Stanley & Co. Incorporated01F0424C Purchase 103.93 Nomura Securities International, Inc.01F0426C Purchase 101.31 Nomura Securities International, Inc.01F05062 Purchase 103.09 Nomura Securities International, Inc.02R0426C Purchase 101.04 Nomura Securities International, Inc.01F05261 Purchase 104.88 RBS Securities Inc.01F05261 Purchase 104.90 RBS Securities Inc.01F0424C Purchase 103.93 UBS Securities LLC01F0426C Purchase 101.30 UBS Securities LLC02R05061 Purchase 103.33 UBS Securities LLC

Page 334: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N0506C Purchase 103.98 Barclays Capital Inc.01F0406C Purchase 98.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06061 Purchase 105.90 Citigroup Global Markets Inc.01F06061 Purchase 105.91 Credit Suisse Securities (USA) LLC01N0426C Purchase 101.46 Credit Suisse Securities (USA) LLC01F05261 Purchase 104.96 Deutsche Bank Securities Inc.02R05061 Purchase 103.30 Deutsche Bank Securities Inc.01F05261 Purchase 104.88 Goldman, Sachs & Co.01F05261 Purchase 104.91 Goldman, Sachs & Co.01N0426C Purchase 101.41 Goldman, Sachs & Co.01N0426C Purchase 101.42 Goldman, Sachs & Co.01F06061 Purchase 105.95 J.P. Morgan Securities LLC01N0506C Purchase 103.95 J.P. Morgan Securities LLC01F0404C Purchase 101.77 J.P. Morgan Securities LLC01F0404B Sale 102.13 J.P. Morgan Securities LLC01N0426C Purchase 101.36 Morgan Stanley & Co. Incorporated01N0506C Purchase 104.03 Morgan Stanley & Co. Incorporated01N0506C Purchase 104.02 Morgan Stanley & Co. Incorporated01F0424C Purchase 103.93 Nomura Securities International, Inc.01N0426C Purchase 101.47 Nomura Securities International, Inc.01N0426C Purchase 101.45 Nomura Securities International, Inc.01N0506C Purchase 104.04 Nomura Securities International, Inc.01F0406C Purchase 98.86 UBS Securities LLC01N0426C Purchase 101.39 UBS Securities LLC01N0506C Purchase 104.02 UBS Securities LLC01N0426C Purchase 101.74 Barclays Capital Inc.01N0426C Purchase 101.89 Barclays Capital Inc.01F0404C Purchase 102.03 Barclays Capital Inc.01F0404B Sale 102.39 Barclays Capital Inc.01F0406C Purchase 99.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0404C Purchase 102.05 Credit Suisse Securities (USA) LLC01F0404B Sale 102.41 Credit Suisse Securities (USA) LLC01F05062 Purchase 103.39 Deutsche Bank Securities Inc.01N0506C Purchase 104.30 Deutsche Bank Securities Inc.01F0404C Purchase 102.05 Deutsche Bank Securities Inc.01F0404B Sale 102.41 Deutsche Bank Securities Inc.01N0426C Purchase 101.85 Goldman, Sachs & Co.02R05061 Purchase 103.71 Goldman, Sachs & Co.01F0404C Purchase 102.03 Goldman, Sachs & Co.01F0404B Sale 102.39 Goldman, Sachs & Co.01N0506C Purchase 104.31 J.P. Morgan Securities LLC02R05062 Purchase 103.36 J.P. Morgan Securities LLC01N0426C Purchase 101.77 Morgan Stanley & Co. Incorporated01N0506C Purchase 104.24 Morgan Stanley & Co. Incorporated01N0426C Purchase 101.65 Nomura Securities International, Inc.02R0426C Purchase 101.48 Nomura Securities International, Inc.02R05062 Purchase 103.38 RBC Capital Markets, LLC01F05062 Purchase 103.40 UBS Securities LLC02R05062 Purchase 103.40 UBS Securities LLC01F0404C Purchase 102.03 UBS Securities LLC01F0404B Sale 102.39 UBS Securities LLC01F0424C Purchase 104.39 Barclays Capital Inc.02R0426C Purchase 101.74 Barclays Capital Inc.

Page 335: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R0426C Purchase 101.93 Barclays Capital Inc.01F05262 Purchase 105.07 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0506C Purchase 104.58 BNP Paribas Securities Corp.02R05062 Purchase 103.48 Citigroup Global Markets Inc.02R05062 Purchase 103.59 Citigroup Global Markets Inc.01F0424C Purchase 104.29 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.25 Credit Suisse Securities (USA) LLC02R05062 Purchase 103.47 Credit Suisse Securities (USA) LLC02R0426C Purchase 101.68 Deutsche Bank Securities Inc.02R05062 Purchase 103.45 Deutsche Bank Securities Inc.02R05062 Purchase 103.47 Deutsche Bank Securities Inc.01N0506C Purchase 104.57 Goldman, Sachs & Co.02R05062 Purchase 103.61 J.P. Morgan Securities LLC01N0426C Purchase 102.00 Morgan Stanley & Co. Incorporated01N0426C Purchase 102.09 Morgan Stanley & Co. Incorporated01N0426C Purchase 102.24 Morgan Stanley & Co. Incorporated01N0506C Purchase 104.53 Morgan Stanley & Co. Incorporated01F0424C Purchase 104.28 Nomura Securities International, Inc.01F05062 Purchase 103.52 Nomura Securities International, Inc.01F05262 Purchase 105.07 Nomura Securities International, Inc.01N0426C Purchase 102.19 Nomura Securities International, Inc.01N0426C Purchase 102.23 Nomura Securities International, Inc.02R0426C Purchase 101.66 Nomura Securities International, Inc.02R0426C Purchase 101.72 Nomura Securities International, Inc.01N0426C Purchase 101.99 UBS Securities LLC21H0426C Purchase 101.80 Barclays Capital Inc.02R05062 Purchase 103.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0526C Purchase 105.95 BNP Paribas Securities Corp.01N0526B Sale 106.34 BNP Paribas Securities Corp.01N0426C Purchase 102.00 Citigroup Global Markets Inc.01N0526C Purchase 105.97 Citigroup Global Markets Inc.01N0526B Sale 106.35 Citigroup Global Markets Inc.01N0426C Purchase 101.90 Credit Suisse Securities (USA) LLC02R0426C Purchase 101.72 Credit Suisse Securities (USA) LLC21H0426C Purchase 101.83 Credit Suisse Securities (USA) LLC02R0426C Purchase 101.77 Deutsche Bank Securities Inc.02R05062 Purchase 103.43 Deutsche Bank Securities Inc.02R05062 Purchase 103.45 Deutsche Bank Securities Inc.01N0426C Purchase 102.06 Goldman, Sachs & Co.01N0506C Purchase 104.40 Goldman, Sachs & Co.02R05062 Purchase 103.36 Goldman, Sachs & Co.01N0526C Purchase 105.95 Goldman, Sachs & Co.01N0526C Purchase 105.95 Goldman, Sachs & Co.01N0526B Sale 106.34 Goldman, Sachs & Co.01N0526B Sale 106.34 Goldman, Sachs & Co.01F05262 Purchase 105.14 J.P. Morgan Securities LLC02R0426C Purchase 101.73 J.P. Morgan Securities LLC02R05062 Purchase 103.43 J.P. Morgan Securities LLC01N0426C Purchase 102.04 Morgan Stanley & Co. Incorporated01F06061 Purchase 106.34 Nomura Securities International, Inc.02R0426C Purchase 101.61 Nomura Securities International, Inc.02R0426C Purchase 101.70 Nomura Securities International, Inc.02R05062 Purchase 103.46 Nomura Securities International, Inc.

Page 336: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05262 Purchase 105.13 UBS Securities LLC01N0426C Purchase 102.04 UBS Securities LLC02R05062 Purchase 103.48 UBS Securities LLC02R05062 Purchase 103.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.11 Citigroup Global Markets Inc.02R05062 Purchase 103.34 Citigroup Global Markets Inc.01N0426C Purchase 101.86 Credit Suisse Securities (USA) LLC02R0406C Purchase 99.22 Credit Suisse Securities (USA) LLC02R05062 Purchase 103.43 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.12 Deutsche Bank Securities Inc.01N0426C Purchase 101.82 Goldman, Sachs & Co.02R0406C Purchase 99.31 Goldman, Sachs & Co.02R0426C Purchase 101.62 Goldman, Sachs & Co.01F05262 Purchase 105.08 J.P. Morgan Securities LLC01F05262 Purchase 105.11 J.P. Morgan Securities LLC02R0426C Purchase 101.67 J.P. Morgan Securities LLC21H0426C Purchase 101.78 J.P. Morgan Securities LLC01N0426C Purchase 101.90 Nomura Securities International, Inc.02R0426C Purchase 101.55 Nomura Securities International, Inc.02R0426C Purchase 101.60 Nomura Securities International, Inc.02R0426C Purchase 101.68 Nomura Securities International, Inc.02R0426C Purchase 101.53 RBS Securities Inc.01F05262 Purchase 105.10 UBS Securities LLC21H0426C Purchase 101.78 UBS Securities LLC01N04261 Purchase 101.59 Barclays Capital Inc.02R0426C Purchase 101.60 Barclays Capital Inc.21H0426C Purchase 101.66 Barclays Capital Inc.01F05062 Purchase 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06061 Purchase 106.41 Citigroup Global Markets Inc.01F05062 Purchase 103.54 Credit Suisse Securities (USA) LLC01N04261 Purchase 101.56 Credit Suisse Securities (USA) LLC02R0426C Purchase 101.57 Credit Suisse Securities (USA) LLC02R05062 Purchase 103.41 Credit Suisse Securities (USA) LLC02R0426C Purchase 101.61 Deutsche Bank Securities Inc.01F06061 Purchase 106.40 Goldman, Sachs & Co.02R0426C Purchase 101.62 Goldman, Sachs & Co.02R05062 Purchase 103.43 Goldman, Sachs & Co.01F05262 Purchase 105.18 J.P. Morgan Securities LLC01F05262 Purchase 105.20 Morgan Stanley & Co. Incorporated01N04261 Purchase 101.59 Morgan Stanley & Co. Incorporated02R05062 Purchase 103.47 Morgan Stanley & Co. Incorporated21H0426C Purchase 101.63 Morgan Stanley & Co. Incorporated02R05062 Purchase 103.42 Mizuho Securities USA Inc.01F05062 Purchase 103.55 Nomura Securities International, Inc.01N04261 Purchase 101.56 Nomura Securities International, Inc.02R0426C Purchase 101.59 Nomura Securities International, Inc.02R0426C Purchase 101.71 Nomura Securities International, Inc.02R0426C Purchase 101.55 RBS Securities Inc.02R0426C Purchase 101.57 UBS Securities LLC02R0426C Purchase 101.61 UBS Securities LLC02R0426C Purchase 101.62 UBS Securities LLC01F04241 Purchase 103.91 Barclays Capital Inc.01F05062 Purchase 103.53 Barclays Capital Inc.

Page 337: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N0426C Purchase 101.91 Barclays Capital Inc.01F05062 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06061 Purchase 106.43 Citigroup Global Markets Inc.21H0426C Purchase 101.80 Citigroup Global Markets Inc.02R05062 Purchase 103.46 Credit Suisse Securities (USA) LLC02R05062 Purchase 103.53 Credit Suisse Securities (USA) LLC01F05062 Purchase 103.50 Goldman, Sachs & Co.01F05062 Purchase 103.54 Goldman, Sachs & Co.01F05262 Purchase 105.16 Goldman, Sachs & Co.02R05062 Purchase 103.46 Goldman, Sachs & Co.21H0426C Purchase 101.73 Goldman, Sachs & Co.01F04241 Purchase 103.91 J.P. Morgan Securities LLC02R05062 Purchase 103.46 J.P. Morgan Securities LLC21H0426C Purchase 101.72 J.P. Morgan Securities LLC02R04261 Purchase 101.35 Morgan Stanley & Co. Incorporated01F05062 Purchase 103.48 Nomura Securities International, Inc.01F05062 Purchase 103.53 Nomura Securities International, Inc.02R05062 Purchase 103.53 Nomura Securities International, Inc.02R04261 Purchase 101.30 RBC Capital Markets, LLC02R04261 Purchase 101.34 RBS Securities Inc.02R04261 Purchase 101.25 UBS Securities LLC02R04261 Purchase 101.36 UBS Securities LLC02R05062 Purchase 103.50 UBS Securities LLC01F0404C Purchase 102.09 Barclays Capital Inc.01F05062 Purchase 103.52 Barclays Capital Inc.01F05062 Purchase 103.62 Citigroup Global Markets Inc.01F05062 Purchase 103.64 Citigroup Global Markets Inc.01F05062 Purchase 103.66 Citigroup Global Markets Inc.01N04261 Purchase 101.52 Citigroup Global Markets Inc.01F05062 Purchase 103.66 Deutsche Bank Securities Inc.02R0426C Purchase 101.56 Goldman, Sachs & Co.02R05062 Purchase 103.56 Goldman, Sachs & Co.21H0426C Purchase 101.78 Goldman, Sachs & Co.21H0426C Purchase 101.80 Goldman, Sachs & Co.01F0404C Purchase 102.10 J.P. Morgan Securities LLC01F05062 Purchase 103.57 J.P. Morgan Securities LLC01F05062 Purchase 103.63 Morgan Stanley & Co. Incorporated21H0426C Purchase 101.72 Morgan Stanley & Co. Incorporated02R0426C Purchase 101.55 Nomura Securities International, Inc.02R05062 Purchase 103.55 Nomura Securities International, Inc.02R05062 Purchase 103.55 RBS Securities Inc.01F0404C Purchase 102.10 UBS Securities LLC01F05062 Purchase 103.62 UBS Securities LLC01F05062 Purchase 103.63 UBS Securities LLC01F05262 Purchase 105.53 Barclays Capital Inc.01N04261 Purchase 102.05 Barclays Capital Inc.02R04261 Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04261 Purchase 101.88 Citigroup Global Markets Inc.01F0404C Purchase 102.34 Credit Suisse Securities (USA) LLC01F04241 Purchase 104.21 Credit Suisse Securities (USA) LLC01N04261 Purchase 101.88 Credit Suisse Securities (USA) LLC01F05062 Purchase 103.79 Deutsche Bank Securities Inc.01F05262 Purchase 105.39 Deutsche Bank Securities Inc.

Page 338: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05262 Purchase 105.50 Deutsche Bank Securities Inc.01F05262 Purchase 105.53 Deutsche Bank Securities Inc.02R04261 Purchase 101.60 Deutsche Bank Securities Inc.01F05262 Purchase 105.41 Goldman, Sachs & Co.02R04261 Purchase 101.65 Goldman, Sachs & Co.02R04261 Purchase 101.84 Goldman, Sachs & Co.02R05062 Purchase 103.79 Goldman, Sachs & Co.02R05062 Purchase 103.91 Goldman, Sachs & Co.01F0404C Purchase 102.34 J.P. Morgan Securities LLC01F05262 Purchase 105.40 J.P. Morgan Securities LLC01F0404C Purchase 102.50 Nomura Securities International, Inc.02R04261 Purchase 101.76 Nomura Securities International, Inc.02R0406C Purchase 99.93 Barclays Capital Inc.02R04261 Purchase 101.80 Credit Suisse Securities (USA) LLC01F04241 Purchase 104.23 Deutsche Bank Securities Inc.02R04261 Purchase 101.76 Deutsche Bank Securities Inc.02R04261 Purchase 101.81 Goldman, Sachs & Co.02R05261 Purchase 106.03 Goldman, Sachs & Co.01N0426C Purchase 102.50 J.P. Morgan Securities LLC01N0426C Purchase 102.47 Morgan Stanley & Co. Incorporated01N0426C Purchase 102.50 Morgan Stanley & Co. Incorporated02R04261 Purchase 101.77 Morgan Stanley & Co. Incorporated01F04241 Purchase 104.22 Nomura Securities International, Inc.01N0426C Purchase 102.46 Nomura Securities International, Inc.01N0426C Purchase 102.50 Nomura Securities International, Inc.01N0426C Purchase 102.46 UBS Securities LLC02R04261 Purchase 101.77 UBS Securities LLC01F04261 Purchase 102.07 Citigroup Global Markets Inc.02R05062 Purchase 104.05 Citigroup Global Markets Inc.01F05262 Purchase 105.68 Credit Suisse Securities (USA) LLC01N0426C Purchase 102.62 Credit Suisse Securities (USA) LLC02R05062 Purchase 104.02 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.59 Goldman, Sachs & Co.01F05262 Purchase 105.63 Goldman, Sachs & Co.01F04261 Purchase 102.07 J.P. Morgan Securities LLC02R05062 Purchase 104.01 Morgan Stanley & Co. Incorporated01F04261 Purchase 102.16 Nomura Securities International, Inc.01F05262 Purchase 105.64 Nomura Securities International, Inc.01F06061 Purchase 106.83 Nomura Securities International, Inc.02R05062 Purchase 103.99 Nomura Securities International, Inc.02R05062 Purchase 104.04 Nomura Securities International, Inc.02R05062 Purchase 104.09 Barclays Capital Inc.01F05262 Purchase 105.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0606C Purchase 107.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.66 Citigroup Global Markets Inc.01N04261 Purchase 102.46 Citigroup Global Markets Inc.02R0426C Purchase 102.48 Citigroup Global Markets Inc.02R0426C Purchase 102.51 Citigroup Global Markets Inc.01F05262 Purchase 105.72 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.74 Credit Suisse Securities (USA) LLC

Page 339: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05262 Purchase 105.74 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.74 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.75 Credit Suisse Securities (USA) LLC01F0426C Purchase 102.53 Deutsche Bank Securities Inc.01F0606C Purchase 107.07 Deutsche Bank Securities Inc.01N04261 Purchase 102.34 Deutsche Bank Securities Inc.01F0426C Purchase 102.54 Goldman, Sachs & Co.01F05262 Purchase 105.66 Goldman, Sachs & Co.02R0426C Purchase 102.53 Goldman, Sachs & Co.02R05062 Purchase 104.16 Goldman, Sachs & Co.01F0606C Purchase 107.09 Morgan Stanley & Co. Incorporated01N04261 Purchase 102.34 Morgan Stanley & Co. Incorporated02R0426C Purchase 102.49 Morgan Stanley & Co. Incorporated01F04041 Purchase 102.36 Nomura Securities International, Inc.01F0426C Purchase 102.52 Nomura Securities International, Inc.01F0426C Purchase 102.55 Nomura Securities International, Inc.01F0426C Purchase 102.63 Nomura Securities International, Inc.01F05262 Purchase 105.75 RBS Securities Inc.01F04041 Purchase 102.34 UBS Securities LLC01N04261 Purchase 102.35 UBS Securities LLC02R0426C Purchase 102.43 UBS Securities LLC01F05262 Purchase 105.75 Barclays Capital Inc.01N0426C Purchase 102.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0426C Purchase 102.71 Citigroup Global Markets Inc.02R05062 Purchase 103.88 Citigroup Global Markets Inc.02R05261 Purchase 106.06 Citigroup Global Markets Inc.02R05261 Purchase 106.08 Citigroup Global Markets Inc.01F05262 Purchase 105.73 Credit Suisse Securities (USA) LLC01N04261 Purchase 102.06 Credit Suisse Securities (USA) LLC02R05062 Purchase 103.95 Credit Suisse Securities (USA) LLC02R05062 Purchase 104.03 Credit Suisse Securities (USA) LLC02R05261 Purchase 106.02 Credit Suisse Securities (USA) LLC02R05261 Purchase 106.07 Credit Suisse Securities (USA) LLC02R05261 Purchase 106.08 Credit Suisse Securities (USA) LLC01N04261 Purchase 102.10 Deutsche Bank Securities Inc.02R0406C Purchase 100.04 Deutsche Bank Securities Inc.02R04261 Purchase 101.91 Deutsche Bank Securities Inc.01N04261 Purchase 102.09 Goldman, Sachs & Co.01N0426C Purchase 102.66 Goldman, Sachs & Co.02R04261 Purchase 101.76 Goldman, Sachs & Co.02R05062 Purchase 104.11 Goldman, Sachs & Co.02R05261 Purchase 106.05 Goldman, Sachs & Co.02R04261 Purchase 101.74 J.P. Morgan Securities LLC02R05261 Purchase 106.05 J.P. Morgan Securities LLC01F05262 Purchase 105.74 Morgan Stanley & Co. Incorporated01N04261 Purchase 102.04 Morgan Stanley & Co. Incorporated01N0426C Purchase 102.64 Morgan Stanley & Co. Incorporated01N0426C Purchase 102.66 Morgan Stanley & Co. Incorporated01N0426C Purchase 102.73 Morgan Stanley & Co. Incorporated02R05062 Purchase 104.04 Morgan Stanley & Co. Incorporated01N0426C Purchase 102.57 Nomura Securities International, Inc.02R0406C Purchase 100.03 Nomura Securities International, Inc.02R04261 Purchase 101.68 Nomura Securities International, Inc.

Page 340: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04261 Purchase 101.98 Nomura Securities International, Inc.01F0406C Purchase 99.65 RBC Capital Markets, LLC01N04261 Purchase 102.07 RBS Securities Inc.01F0406C Purchase 100.17 UBS Securities LLC01N0426C Purchase 102.72 UBS Securities LLC02R05062 Purchase 104.10 UBS Securities LLC01F04261 Purchase 101.78 Barclays Capital Inc.01F0406C Purchase 99.59 BNP Paribas Securities Corp.01F06061 Purchase 106.74 Citigroup Global Markets Inc.02R04261 Purchase 101.65 Citigroup Global Markets Inc.02R04261 Purchase 101.75 Citigroup Global Markets Inc.01F0406C Purchase 99.85 Cantor Fitzgerald & Co.01F04261 Purchase 101.73 Cantor Fitzgerald & Co.01F04261 Purchase 101.79 Credit Suisse Securities (USA) LLC02R04261 Purchase 101.59 Credit Suisse Securities (USA) LLC01F04261 Purchase 101.70 Deutsche Bank Securities Inc.01F04261 Purchase 101.74 Deutsche Bank Securities Inc.01F04261 Purchase 101.74 Deutsche Bank Securities Inc.01F04261 Purchase 101.87 Deutsche Bank Securities Inc.01F0406C Purchase 99.59 Goldman, Sachs & Co.01F04261 Purchase 101.70 Goldman, Sachs & Co.01F06061 Purchase 106.72 Goldman, Sachs & Co.01F04261 Purchase 101.70 J.P. Morgan Securities LLC01F06061 Purchase 106.72 J.P. Morgan Securities LLC01F06061 Purchase 106.72 J.P. Morgan Securities LLC02R04261 Purchase 101.66 Morgan Stanley & Co. Incorporated02R04261 Purchase 101.63 Nomura Securities International, Inc.01F04261 Purchase 101.68 RBC Capital Markets, LLC01F04261 Purchase 101.74 UBS Securities LLC01F04261 Purchase 101.75 UBS Securities LLC02R04261 Purchase 101.60 UBS Securities LLC01F05262 Purchase 105.37 Barclays Capital Inc.01F04261 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04261 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F06061 Purchase 106.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04061 Purchase 98.83 Citigroup Global Markets Inc.02R04061 Purchase 98.84 Citigroup Global Markets Inc.01F04261 Purchase 101.53 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.39 Credit Suisse Securities (USA) LLC02R04261 Purchase 101.37 Credit Suisse Securities (USA) LLC01F05062 Purchase 103.65 Deutsche Bank Securities Inc.01F05262 Purchase 105.32 Deutsche Bank Securities Inc.01F05262 Purchase 105.39 Deutsche Bank Securities Inc.01F06061 Purchase 106.57 Deutsche Bank Securities Inc.01F05062 Purchase 103.66 Goldman, Sachs & Co.01F05262 Purchase 105.34 Goldman, Sachs & Co.02R04261 Purchase 101.36 Goldman, Sachs & Co.01F05262 Purchase 105.39 J.P. Morgan Securities LLC01F06061 Purchase 106.57 Morgan Stanley & Co. Incorporated01F06061 Purchase 106.58 Morgan Stanley & Co. Incorporated02R04061 Purchase 98.78 Morgan Stanley & Co. Incorporated02R04261 Purchase 101.34 Morgan Stanley & Co. Incorporated

Page 341: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04261 Purchase 101.55 UBS Securities LLC02R04061 Purchase 98.83 UBS Securities LLC01F05262 Purchase 105.15 Barclays Capital Inc.02R04261 Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.19 BNP Paribas Securities Corp.01F04261 Purchase 101.14 Citigroup Global Markets Inc.01F06061 Purchase 106.48 Citigroup Global Markets Inc.02R04261 Purchase 100.87 Citigroup Global Markets Inc.02R04261 Purchase 100.92 Citigroup Global Markets Inc.01F04261 Purchase 101.02 Credit Suisse Securities (USA) LLC01F04261 Purchase 101.07 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.09 Deutsche Bank Securities Inc.01F05262 Purchase 105.13 Deutsche Bank Securities Inc.01F06061 Purchase 106.39 Deutsche Bank Securities Inc.01F05262 Purchase 105.15 Morgan Stanley & Co. Incorporated01F04261 Purchase 101.06 Nomura Securities International, Inc.02R04261 Purchase 101.02 UBS Securities LLC01F04041 Purchase 101.78 Barclays Capital Inc.01F0426C Purchase 101.79 Barclays Capital Inc.02R04261 Purchase 101.26 Barclays Capital Inc.01F04041 Purchase 101.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04261 Purchase 101.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0426C Purchase 101.74 BNP Paribas Securities Corp.01F0426C Purchase 101.69 Citigroup Global Markets Inc.01F0426C Purchase 101.73 Citigroup Global Markets Inc.02R04261 Purchase 101.31 Citigroup Global Markets Inc.01F0426C Purchase 101.75 Credit Suisse Securities (USA) LLC02R04261 Purchase 101.25 Credit Suisse Securities (USA) LLC02R04261 Purchase 101.26 Credit Suisse Securities (USA) LLC02R04261 Purchase 101.33 Deutsche Bank Securities Inc.02R04261 Purchase 101.36 Deutsche Bank Securities Inc.01F04261 Purchase 101.45 Goldman, Sachs & Co.01F0426C Purchase 101.82 Goldman, Sachs & Co.02R04261 Purchase 101.36 Goldman, Sachs & Co.02R04261 Purchase 101.35 Morgan Stanley & Co. Incorporated01F04261 Purchase 101.49 Nomura Securities International, Inc.02R04261 Purchase 101.35 RBC Capital Markets, LLC01F04041 Purchase 101.78 UBS Securities LLC01F04261 Purchase 101.52 UBS Securities LLC02R04261 Purchase 101.27 UBS Securities LLC01N0506C Purchase 104.93 Barclays Capital Inc.02R05261 Purchase 106.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R0526C Sale 106.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04261 Purchase 101.64 Citigroup Global Markets Inc.01F05062 Purchase 104.02 Citigroup Global Markets Inc.01F05262 Purchase 105.70 Citigroup Global Markets Inc.01N0506C Purchase 104.95 Citigroup Global Markets Inc.01F04041 Purchase 102.00 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.62 Credit Suisse Securities (USA) LLC01F06061 Purchase 106.94 Credit Suisse Securities (USA) LLC02R04261 Purchase 101.78 Credit Suisse Securities (USA) LLC02R05261 Purchase 106.03 Credit Suisse Securities (USA) LLC02R0526C Sale 106.38 Credit Suisse Securities (USA) LLC

Page 342: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04261 Purchase 101.68 Deutsche Bank Securities Inc.02R05261 Purchase 106.04 Deutsche Bank Securities Inc.02R05261 Purchase 106.04 Deutsche Bank Securities Inc.02R0526C Sale 106.39 Deutsche Bank Securities Inc.02R0526C Sale 106.39 Deutsche Bank Securities Inc.01F05062 Purchase 103.85 Goldman, Sachs & Co.01F05062 Purchase 104.02 Goldman, Sachs & Co.01F05262 Purchase 105.64 Goldman, Sachs & Co.01F06061 Purchase 106.93 Goldman, Sachs & Co.02R04261 Purchase 101.77 Goldman, Sachs & Co.02R04261 Purchase 101.79 Goldman, Sachs & Co.01F05061 Purchase 104.20 Goldman, Sachs & Co.01F05061 Purchase 104.20 Goldman, Sachs & Co.01F0506C Sale 104.59 Goldman, Sachs & Co.01F0506C Sale 104.59 Goldman, Sachs & Co.01F05062 Purchase 104.05 J.P. Morgan Securities LLC01F05262 Purchase 105.66 J.P. Morgan Securities LLC02R05261 Purchase 106.03 J.P. Morgan Securities LLC02R0526C Sale 106.38 J.P. Morgan Securities LLC01F05062 Purchase 103.86 Morgan Stanley & Co. Incorporated01N0506C Purchase 104.77 Morgan Stanley & Co. Incorporated01N0506C Purchase 104.95 Morgan Stanley & Co. Incorporated02R04261 Purchase 101.57 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.21 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.22 Morgan Stanley & Co. Incorporated01F0506C Sale 104.59 Morgan Stanley & Co. Incorporated01F0506C Sale 104.60 Morgan Stanley & Co. Incorporated01F04261 Purchase 101.68 Nomura Securities International, Inc.01F05262 Purchase 105.70 Nomura Securities International, Inc.01N0506C Purchase 104.79 Nomura Securities International, Inc.02R04261 Purchase 101.61 Nomura Securities International, Inc.02R04262 Purchase 101.09 Barclays Capital Inc.01F05061 Purchase 104.29 Barclays Capital Inc.01F0506C Sale 104.67 Barclays Capital Inc.01N0506C Purchase 104.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05061 Purchase 104.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05061 Purchase 104.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506C Sale 104.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506C Sale 104.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04262 Purchase 101.13 BNP Paribas Securities Corp.01F05262 Purchase 105.59 Citigroup Global Markets Inc.01N0506C Purchase 104.73 Citigroup Global Markets Inc.02R04262 Purchase 101.11 Citigroup Global Markets Inc.01F04262 Purchase 101.17 Credit Suisse Securities (USA) LLC01F06061 Purchase 106.86 Deutsche Bank Securities Inc.01N0506C Purchase 104.71 Deutsche Bank Securities Inc.01F04262 Purchase 101.16 Goldman, Sachs & Co.01F04262 Purchase 101.17 Goldman, Sachs & Co.02R04262 Purchase 101.08 Goldman, Sachs & Co.02R04262 Purchase 101.12 Goldman, Sachs & Co.01F05061 Purchase 104.11 Goldman, Sachs & Co.01F05061 Purchase 104.13 Goldman, Sachs & Co.01F05061 Purchase 104.13 Goldman, Sachs & Co.

Page 343: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05061 Purchase 104.13 Goldman, Sachs & Co.02R05261 Purchase 105.95 Goldman, Sachs & Co.02R05261 Purchase 105.95 Goldman, Sachs & Co.02R05261 Purchase 105.95 Goldman, Sachs & Co.01F0506C Sale 104.49 Goldman, Sachs & Co.01F0506C Sale 104.51 Goldman, Sachs & Co.01F0506C Sale 104.51 Goldman, Sachs & Co.01F0506C Sale 104.51 Goldman, Sachs & Co.02R0526C Sale 106.31 Goldman, Sachs & Co.02R0526C Sale 106.31 Goldman, Sachs & Co.02R0526C Sale 106.31 Goldman, Sachs & Co.01F04262 Purchase 101.19 Jefferies & Company, Inc.01F05262 Purchase 105.62 J.P. Morgan Securities LLC01N0506C Purchase 104.68 J.P. Morgan Securities LLC02R05261 Purchase 105.95 J.P. Morgan Securities LLC02R0526C Sale 106.31 J.P. Morgan Securities LLC01F04262 Purchase 101.16 Morgan Stanley & Co. Incorporated01F05262 Purchase 105.61 Morgan Stanley & Co. Incorporated01F06061 Purchase 106.85 Morgan Stanley & Co. Incorporated01N0506C Purchase 104.73 Morgan Stanley & Co. Incorporated01F05061 Purchase 103.99 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.15 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated01F0506C Sale 104.38 Morgan Stanley & Co. Incorporated01F0506C Sale 104.53 Morgan Stanley & Co. Incorporated01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated01F04262 Purchase 101.16 Nomura Securities International, Inc.02R04262 Purchase 101.09 Nomura Securities International, Inc.02R04262 Purchase 101.09 Nomura Securities International, Inc.01F05262 Purchase 105.59 UBS Securities LLC01F06061 Purchase 106.84 Barclays Capital Inc.02R04262 Purchase 100.95 Barclays Capital Inc.01F05261 Purchase 105.96 Barclays Capital Inc.01F0526C Sale 106.31 Barclays Capital Inc.01F04262 Purchase 100.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 105.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Purchase 105.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526C Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0526C Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 100.97 Citigroup Global Markets Inc.02R04262 Purchase 100.89 Citigroup Global Markets Inc.02R05261 Purchase 105.90 Citigroup Global Markets Inc.01F05261 Purchase 105.88 Citigroup Global Markets Inc.01F0526C Sale 106.22 Citigroup Global Markets Inc.01F06061 Purchase 106.81 Credit Suisse Securities (USA) LLC

Page 344: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04262 Purchase 100.79 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.78 Deutsche Bank Securities Inc.01F05261 Purchase 105.79 Deutsche Bank Securities Inc.01F0526C Sale 106.14 Deutsche Bank Securities Inc.01F06061 Purchase 106.80 Goldman, Sachs & Co.02R04262 Purchase 100.90 Goldman, Sachs & Co.02R04262 Purchase 100.95 Goldman, Sachs & Co.01F05261 Purchase 105.80 Goldman, Sachs & Co.01F0526C Sale 106.15 Goldman, Sachs & Co.01F06061 Purchase 106.82 J.P. Morgan Securities LLC01N05061 Purchase 104.11 J.P. Morgan Securities LLC01N05061 Purchase 104.10 Morgan Stanley & Co. Incorporated01N05061 Purchase 104.22 Morgan Stanley & Co. Incorporated01F05261 Purchase 105.84 Morgan Stanley & Co. Incorporated01F0526C Sale 106.19 Morgan Stanley & Co. Incorporated01N05061 Purchase 104.20 Nomura Securities International, Inc.02R04262 Purchase 100.89 Nomura Securities International, Inc.02R04262 Purchase 100.94 Nomura Securities International, Inc.02R04262 Purchase 100.98 Nomura Securities International, Inc.02R04262 Purchase 100.83 RBS Securities Inc.01F04262 Purchase 101.00 UBS Securities LLC01F04262 Purchase 100.74 Barclays Capital Inc.01F06061 Purchase 106.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04262 Purchase 100.63 BNP Paribas Securities Corp.01F04262 Purchase 100.84 Citigroup Global Markets Inc.02R04262 Purchase 100.63 Citigroup Global Markets Inc.01F05063 Purchase 103.16 Credit Suisse Securities (USA) LLC01F05063 Purchase 103.16 Credit Suisse Securities (USA) LLC01F05063 Purchase 103.17 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.53 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.79 Credit Suisse Securities (USA) LLC01F04061 Purchase 98.06 Deutsche Bank Securities Inc.01F04262 Purchase 100.75 Deutsche Bank Securities Inc.01F06061 Purchase 106.80 Deutsche Bank Securities Inc.01F04061 Purchase 98.09 Goldman, Sachs & Co.02R04262 Purchase 100.72 Goldman, Sachs & Co.01F05063 Purchase 103.17 J.P. Morgan Securities LLC01N05061 Purchase 103.92 Morgan Stanley & Co. Incorporated02R04262 Purchase 100.75 Morgan Stanley & Co. Incorporated01F04262 Purchase 100.76 Nomura Securities International, Inc.01N05061 Purchase 103.99 Nomura Securities International, Inc.01N05061 Purchase 104.09 RBS Securities Inc.02R04262 Purchase 100.67 RBS Securities Inc.01N05061 Purchase 103.98 UBS Securities LLC02R05262 Purchase 105.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04261 Purchase 101.18 Citigroup Global Markets Inc.01F04261 Purchase 101.20 Citigroup Global Markets Inc.02R05262 Purchase 105.45 Citigroup Global Markets Inc.02R05262 Purchase 105.54 Citigroup Global Markets Inc.01F04261 Purchase 101.18 Credit Suisse Securities (USA) LLC01F04262 Purchase 100.79 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.73 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.80 Credit Suisse Securities (USA) LLC

Page 345: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04262 Purchase 100.80 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.81 Credit Suisse Securities (USA) LLC02R05262 Purchase 105.52 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.68 Deutsche Bank Securities Inc.02R04262 Purchase 100.68 J.P. Morgan Securities LLC01F04261 Purchase 101.20 Morgan Stanley & Co. Incorporated01F04261 Purchase 101.30 Morgan Stanley & Co. Incorporated02R04262 Purchase 100.82 Morgan Stanley & Co. Incorporated01F04261 Purchase 101.26 Nomura Securities International, Inc.02R04262 Purchase 100.78 Nomura Securities International, Inc.02R04262 Purchase 100.86 Nomura Securities International, Inc.01F04261 Purchase 101.27 UBS Securities LLC01F04262 Purchase 100.78 UBS Securities LLC02R04261 Purchase 100.76 Barclays Capital Inc.01F04041 Purchase 101.47 Barclays Capital Inc.01F04041 Purchase 101.47 Barclays Capital Inc.01F05061 Purchase 103.44 Barclays Capital Inc.01F0404C Sale 101.86 Barclays Capital Inc.01F0404C Sale 101.86 Barclays Capital Inc.01F0506C Sale 103.80 Barclays Capital Inc.01F04261 Purchase 100.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04261 Purchase 100.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05262 Purchase 105.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05061 Purchase 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F0506C Sale 103.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04261 Purchase 100.78 BNP Paribas Securities Corp.01F04261 Purchase 100.83 Citigroup Global Markets Inc.01F04261 Purchase 100.84 Citigroup Global Markets Inc.01F04061 Purchase 98.01 Cantor Fitzgerald & Co.01F04261 Purchase 100.77 Credit Suisse Securities (USA) LLC01F04261 Purchase 100.86 Credit Suisse Securities (USA) LLC02R04261 Purchase 100.70 Credit Suisse Securities (USA) LLC02R04261 Purchase 100.70 Credit Suisse Securities (USA) LLC02R05262 Purchase 105.32 Credit Suisse Securities (USA) LLC02R05262 Purchase 105.32 Credit Suisse Securities (USA) LLC02R05262 Purchase 105.36 Credit Suisse Securities (USA) LLC01F05261 Purchase 105.47 Credit Suisse Securities (USA) LLC01F0526C Sale 105.80 Credit Suisse Securities (USA) LLC01F04261 Purchase 100.71 Deutsche Bank Securities Inc.01F04041 Purchase 101.46 Deutsche Bank Securities Inc.01F05061 Purchase 103.44 Deutsche Bank Securities Inc.01F0404C Sale 101.84 Deutsche Bank Securities Inc.01F0506C Sale 103.80 Deutsche Bank Securities Inc.01F05061 Purchase 103.44 Goldman, Sachs & Co.01F0506C Sale 103.81 Goldman, Sachs & Co.01F04041 Purchase 101.47 J.P. Morgan Securities LLC01F04041 Purchase 101.39 J.P. Morgan Securities LLC01F05261 Purchase 105.47 J.P. Morgan Securities LLC01F0404C Sale 101.85 J.P. Morgan Securities LLC01F0404C Sale 101.77 J.P. Morgan Securities LLC01F0526C Sale 105.80 J.P. Morgan Securities LLC01F04061 Purchase 98.03 Morgan Stanley & Co. Incorporated01F04261 Purchase 100.79 Morgan Stanley & Co. Incorporated

Page 346: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04261 Purchase 100.87 Morgan Stanley & Co. Incorporated01F05061 Purchase 103.44 Morgan Stanley & Co. Incorporated01F0506C Sale 103.80 Morgan Stanley & Co. Incorporated01F04061 Purchase 97.89 Nomura Securities International, Inc.01F04061 Purchase 98.01 Nomura Securities International, Inc.02R05262 Purchase 105.30 RBS Securities Inc.02R05262 Purchase 105.25 UBS Securities LLC01F04241 Purchase 103.73 Barclays Capital Inc.01F04262 Purchase 100.56 Barclays Capital Inc.02R05262 Purchase 105.37 Barclays Capital Inc.01N04261 Purchase 101.20 Barclays Capital Inc.01N05261 Purchase 105.56 Barclays Capital Inc.01N0426C Sale 101.61 Barclays Capital Inc.01N0526C Sale 105.93 Barclays Capital Inc.02R04262 Purchase 100.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05262 Purchase 105.35 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N05261 Purchase 105.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0526C Sale 105.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 100.59 Citigroup Global Markets Inc.01F04262 Purchase 100.59 Citigroup Global Markets Inc.01F04262 Purchase 100.59 Citigroup Global Markets Inc.02R04262 Purchase 100.49 Citigroup Global Markets Inc.01F06062 Purchase 106.37 Credit Suisse Securities (USA) LLC01F06062 Purchase 106.37 Credit Suisse Securities (USA) LLC01F06062 Purchase 106.37 Credit Suisse Securities (USA) LLC01F06062 Purchase 106.38 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.49 Credit Suisse Securities (USA) LLC02R05262 Purchase 105.35 Credit Suisse Securities (USA) LLC01F05261 Purchase 105.56 Credit Suisse Securities (USA) LLC01F0526C Sale 105.87 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.43 Deutsche Bank Securities Inc.02R04262 Purchase 100.49 Deutsche Bank Securities Inc.01F05061 Purchase 103.63 Deutsche Bank Securities Inc.01F05261 Purchase 105.56 Deutsche Bank Securities Inc.01F0506C Sale 103.97 Deutsche Bank Securities Inc.01F0526C Sale 105.88 Deutsche Bank Securities Inc.01F05261 Purchase 105.56 Goldman, Sachs & Co.01F0526C Sale 105.86 Goldman, Sachs & Co.01F04241 Purchase 103.72 J.P. Morgan Securities LLC01N04261 Purchase 101.20 J.P. Morgan Securities LLC01N0426C Sale 101.61 J.P. Morgan Securities LLC01F04262 Purchase 100.59 Morgan Stanley & Co. Incorporated02R04262 Purchase 100.51 Morgan Stanley & Co. Incorporated01N04261 Purchase 101.20 Morgan Stanley & Co. Incorporated01N0426C Sale 101.61 Morgan Stanley & Co. Incorporated01F04262 Purchase 100.60 Nomura Securities International, Inc.01F04241 Purchase 103.73 UBS Securities LLC01N05261 Purchase 105.56 UBS Securities LLC01N0526C Sale 105.92 UBS Securities LLC01F04262 Purchase 101.23 Barclays Capital Inc.02R04262 Purchase 101.01 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.70 BNP Paribas Securities Corp.02R04262 Purchase 100.89 Citigroup Global Markets Inc.

Page 347: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04263 Purchase 100.67 Citigroup Global Markets Inc.02R05062 Purchase 103.54 Citigroup Global Markets Inc.02R05263 Purchase 105.22 Citigroup Global Markets Inc.01F04262 Purchase 100.92 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.53 Credit Suisse Securities (USA) LLC01F06062 Purchase 106.48 Credit Suisse Securities (USA) LLC01F06062 Purchase 106.55 Credit Suisse Securities (USA) LLC02R05062 Purchase 103.49 Deutsche Bank Securities Inc.02R05263 Purchase 105.08 J.P. Morgan Securities LLC01F04262 Purchase 100.90 Morgan Stanley & Co. Incorporated02R04262 Purchase 100.81 Morgan Stanley & Co. Incorporated01F04262 Purchase 101.23 Nomura Securities International, Inc.02R04262 Purchase 100.87 Nomura Securities International, Inc.02R04262 Purchase 101.01 Nomura Securities International, Inc.01F04262 Purchase 101.23 UBS Securities LLC02R04262 Purchase 101.02 UBS Securities LLC02R04262 Purchase 100.94 Barclays Capital Inc.02R05063 Purchase 102.95 BNP Paribas Securities Corp.01F04262 Purchase 101.15 Citigroup Global Markets Inc.02R04262 Purchase 101.12 Citigroup Global Markets Inc.01F04262 Purchase 100.92 Credit Suisse Securities (USA) LLC01F04262 Purchase 100.92 Credit Suisse Securities (USA) LLC01F04262 Purchase 101.17 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.91 Credit Suisse Securities (USA) LLC02R04262 Purchase 101.07 Credit Suisse Securities (USA) LLC02R05063 Purchase 103.15 Credit Suisse Securities (USA) LLC02R05063 Purchase 103.16 Credit Suisse Securities (USA) LLC01F04061 Purchase 98.82 Deutsche Bank Securities Inc.01F04263 Purchase 100.61 Deutsche Bank Securities Inc.01F04263 Purchase 100.62 Deutsche Bank Securities Inc.02R04262 Purchase 101.08 J.P. Morgan Securities LLC02R05063 Purchase 102.98 J.P. Morgan Securities LLC01F04061 Purchase 98.52 Nomura Securities International, Inc.01F04061 Purchase 98.78 Nomura Securities International, Inc.01F04262 Purchase 101.15 Nomura Securities International, Inc.01F04262 Purchase 101.17 Nomura Securities International, Inc.01F04263 Purchase 100.56 UBS Securities LLC01F04061 Purchase 97.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N04261 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N0426C Sale 101.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.09 BNP Paribas Securities Corp.02R05063 Purchase 102.56 BNP Paribas Securities Corp.01F04061 Purchase 97.74 Credit Suisse Securities (USA) LLC01F04262 Purchase 100.68 Credit Suisse Securities (USA) LLC01F04263 Purchase 99.91 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.13 Credit Suisse Securities (USA) LLC02R04263 Purchase 99.80 Credit Suisse Securities (USA) LLC02R04263 Purchase 99.73 Deutsche Bank Securities Inc.02R04263 Purchase 100.06 Deutsche Bank Securities Inc.02R04263 Purchase 100.09 Deutsche Bank Securities Inc.01F05061 Purchase 103.69 Deutsche Bank Securities Inc.01F0506C Sale 103.97 Deutsche Bank Securities Inc.

Page 348: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04263 Purchase 99.87 J.P. Morgan Securities LLC01N04261 Purchase 101.25 J.P. Morgan Securities LLC01N0426C Sale 101.64 J.P. Morgan Securities LLC01F04061 Purchase 97.56 Nomura Securities International, Inc.01F04061 Purchase 97.59 Nomura Securities International, Inc.01F04262 Purchase 100.68 Nomura Securities International, Inc.02R04263 Purchase 100.07 Nomura Securities International, Inc.02R05063 Purchase 102.63 Nomura Securities International, Inc.02R04263 Purchase 100.04 RBS Securities Inc.01F04061 Purchase 97.58 UBS Securities LLC01F04263 Purchase 99.88 UBS Securities LLC02R05063 Purchase 102.58 UBS Securities LLC01F04262 Purchase 99.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 99.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 99.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 99.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 99.69 Citigroup Global Markets Inc.01F04263 Purchase 99.37 Citigroup Global Markets Inc.01F04263 Purchase 99.38 Citigroup Global Markets Inc.01F04262 Purchase 99.89 Credit Suisse Securities (USA) LLC02R04263 Purchase 99.17 Credit Suisse Securities (USA) LLC02R04263 Purchase 99.53 Credit Suisse Securities (USA) LLC02R04263 Purchase 99.30 Credit Suisse Securities (USA) LLC02R05262 Purchase 104.80 Credit Suisse Securities (USA) LLC01F04262 Purchase 99.91 Deutsche Bank Securities Inc.02R04263 Purchase 99.20 Deutsche Bank Securities Inc.02R05262 Purchase 104.78 Deutsche Bank Securities Inc.01F04061 Purchase 97.03 J.P. Morgan Securities LLC01F04262 Purchase 99.70 Nomura Securities International, Inc.01F04061 Purchase 97.04 RBS Securities Inc.01F04061 Purchase 97.06 RBS Securities Inc.02R05063 Purchase 102.15 RBS Securities Inc.01F04262 Purchase 99.70 UBS Securities LLC01F04061 Purchase 97.15 Barclays Capital Inc.01F04261 Purchase 100.11 Barclays Capital Inc.01F04061 Purchase 97.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05063 Purchase 102.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05063 Purchase 102.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05063 Purchase 102.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 99.47 Citigroup Global Markets Inc.02R05063 Purchase 102.18 Citigroup Global Markets Inc.01F06062 Purchase 106.07 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.19 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.20 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.15 Deutsche Bank Securities Inc.02R05063 Purchase 102.19 Deutsche Bank Securities Inc.02R05063 Purchase 102.22 Deutsche Bank Securities Inc.01F04061 Purchase 97.13 Nomura Securities International, Inc.01F04062 Purchase 96.91 Nomura Securities International, Inc.01F04263 Purchase 99.46 Nomura Securities International, Inc.02R05063 Purchase 102.23 RBS Securities Inc.01F04062 Purchase 96.71 UBS Securities LLC01F04263 Purchase 99.26 Barclays Capital Inc.

Page 349: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04263 Purchase 99.31 Citigroup Global Markets Inc.01F06062 Purchase 105.96 Credit Suisse Securities (USA) LLC01F06062 Purchase 105.95 Credit Suisse Securities (USA) LLC01F04263 Purchase 99.28 Deutsche Bank Securities Inc.02R05062 Purchase 102.24 Deutsche Bank Securities Inc.01F04062 Purchase 96.58 Nomura Securities International, Inc.02R04263 Purchase 99.25 Nomura Securities International, Inc.02R05062 Purchase 102.34 Nomura Securities International, Inc.02R05062 Purchase 102.34 Nomura Securities International, Inc.01F04262 Purchase 99.54 UBS Securities LLC01F04263 Purchase 98.80 Barclays Capital Inc.02R04261 Purchase 99.56 Barclays Capital Inc.02R05062 Purchase 102.10 Barclays Capital Inc.01F04263 Purchase 98.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04261 Purchase 99.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05062 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04261 Purchase 99.58 Citigroup Global Markets Inc.01F04261 Purchase 99.64 Citigroup Global Markets Inc.02R05062 Purchase 102.11 Citigroup Global Markets Inc.02R05062 Purchase 102.05 Citigroup Global Markets Inc.02R05062 Purchase 102.06 Credit Suisse Securities (USA) LLC01F04261 Purchase 99.64 Deutsche Bank Securities Inc.01F04263 Purchase 98.87 Deutsche Bank Securities Inc.02R05062 Purchase 102.06 Deutsche Bank Securities Inc.01F04262 Purchase 99.23 J.P. Morgan Securities LLC01F04262 Purchase 99.25 J.P. Morgan Securities LLC01F04261 Purchase 99.55 Nomura Securities International, Inc.01F04261 Purchase 99.56 Nomura Securities International, Inc.01F04261 Purchase 99.56 Nomura Securities International, Inc.01F04261 Purchase 99.63 Nomura Securities International, Inc.01F04262 Purchase 99.22 Nomura Securities International, Inc.02R05062 Purchase 102.05 Nomura Securities International, Inc.02R04261 Purchase 99.52 RBS Securities Inc.02R05063 Purchase 101.57 Barclays Capital Inc.02R05063 Purchase 101.66 Barclays Capital Inc.01F05063 Purchase 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Purchase 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05062 Purchase 102.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05062 Purchase 102.08 Citigroup Global Markets Inc.02R05062 Purchase 102.03 Credit Suisse Securities (USA) LLC01F04241 Purchase 102.86 Deutsche Bank Securities Inc.01F04261 Purchase 99.56 Deutsche Bank Securities Inc.02R05062 Purchase 102.05 Deutsche Bank Securities Inc.01F04261 Purchase 99.61 J.P. Morgan Securities LLC01F04263 Purchase 98.79 Nomura Securities International, Inc.02R05062 Purchase 102.02 Nomura Securities International, Inc.02R05062 Purchase 102.04 RBC Capital Markets, LLC02R05062 Purchase 102.06 RBC Capital Markets, LLC01F04263 Purchase 98.84 RBS Securities Inc.01F04263 Purchase 98.85 UBS Securities LLC01F05063 Purchase 101.93 Barclays Capital Inc.01F05063 Purchase 102.01 Barclays Capital Inc.01F05063 Purchase 102.03 Barclays Capital Inc.

Page 350: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05062 Purchase 102.25 Barclays Capital Inc.01F05063 Purchase 102.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 99.42 Citigroup Global Markets Inc.01F05063 Purchase 101.95 Citigroup Global Markets Inc.01F04261 Purchase 99.96 Cantor Fitzgerald & Co.01F04262 Purchase 99.59 Credit Suisse Securities (USA) LLC01F06062 Purchase 105.77 Credit Suisse Securities (USA) LLC01F06062 Purchase 105.80 Credit Suisse Securities (USA) LLC01F05063 Purchase 101.89 Deutsche Bank Securities Inc.01F05063 Purchase 101.93 Deutsche Bank Securities Inc.02R05062 Purchase 102.36 J.P. Morgan Securities LLC01F05063 Purchase 101.86 Nomura Securities International, Inc.01F05063 Purchase 101.95 Nomura Securities International, Inc.01F05063 Purchase 102.02 Nomura Securities International, Inc.01F05063 Purchase 102.03 Nomura Securities International, Inc.01F04262 Purchase 99.56 RBS Securities Inc.01F05063 Purchase 101.91 RBS Securities Inc.01F04241 Purchase 102.98 UBS Securities LLC01F05063 Purchase 101.86 Credit Suisse Securities (USA) LLC01F05063 Purchase 101.87 Deutsche Bank Securities Inc.01F06062 Purchase 105.61 Deutsche Bank Securities Inc.01F06062 Purchase 105.61 J.P. Morgan Securities LLC01F04241 Purchase 103.07 Barclays Capital Inc.02R05062 Purchase 102.38 Barclays Capital Inc.01F05063 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Purchase 102.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04241 Purchase 102.98 Citigroup Global Markets Inc.01F05063 Purchase 102.07 Citigroup Global Markets Inc.01F04261 Purchase 100.03 Credit Suisse Securities (USA) LLC01F05063 Purchase 102.02 Credit Suisse Securities (USA) LLC01F04262 Purchase 99.70 Deutsche Bank Securities Inc.01F05063 Purchase 102.02 Deutsche Bank Securities Inc.01F05063 Purchase 102.07 Deutsche Bank Securities Inc.01F06062 Purchase 105.68 Deutsche Bank Securities Inc.01F04261 Purchase 99.95 Goldman, Sachs & Co.01F04262 Purchase 99.67 Goldman, Sachs & Co.01F05063 Purchase 102.00 Goldman, Sachs & Co.01F04261 Purchase 100.03 J.P. Morgan Securities LLC01F04262 Purchase 99.70 J.P. Morgan Securities LLC01F05063 Purchase 102.05 J.P. Morgan Securities LLC01F04261 Purchase 99.95 Nomura Securities International, Inc.01F05063 Purchase 102.09 Nomura Securities International, Inc.01F04261 Purchase 100.03 RBS Securities Inc.01F05063 Purchase 101.98 RBS Securities Inc.01F04262 Purchase 99.64 UBS Securities LLC01F05063 Purchase 102.09 UBS Securities LLC01F05063 Purchase 102.38 Barclays Capital Inc.02R04262 Purchase 100.21 Barclays Capital Inc.01F04262 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04261 Purchase 100.53 Citigroup Global Markets Inc.01F04262 Purchase 100.04 Citigroup Global Markets Inc.

Page 351: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04262 Purchase 100.23 Citigroup Global Markets Inc.01F05063 Purchase 102.37 Citigroup Global Markets Inc.01F04261 Purchase 100.52 Credit Suisse Securities (USA) LLC01F04262 Purchase 100.21 Credit Suisse Securities (USA) LLC01F04262 Purchase 100.27 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.45 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.21 Deutsche Bank Securities Inc.01F05063 Purchase 102.32 Goldman, Sachs & Co.01F05063 Purchase 102.40 Goldman, Sachs & Co.01F05063 Purchase 102.40 Goldman, Sachs & Co.02R05063 Purchase 102.52 Goldman, Sachs & Co.01F04262 Purchase 100.08 J.P. Morgan Securities LLC02R04262 Purchase 100.20 J.P. Morgan Securities LLC02R05063 Purchase 102.45 J.P. Morgan Securities LLC01F04262 Purchase 100.08 RBS Securities Inc.02R04262 Purchase 100.03 UBS Securities LLC01F04262 Purchase 99.95 Barclays Capital Inc.01F04262 Purchase 100.12 Barclays Capital Inc.01F05063 Purchase 102.34 Barclays Capital Inc.01F05063 Purchase 102.32 Barclays Capital Inc.01F05063 Purchase 102.36 Barclays Capital Inc.01F04261 Purchase 100.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 100.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Purchase 102.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04262 Purchase 100.01 Citigroup Global Markets Inc.01F04262 Purchase 100.02 Citigroup Global Markets Inc.01F05063 Purchase 102.25 Citigroup Global Markets Inc.01F05063 Purchase 102.30 Citigroup Global Markets Inc.01F04261 Purchase 100.45 Credit Suisse Securities (USA) LLC01F04262 Purchase 100.02 Credit Suisse Securities (USA) LLC01F04262 Purchase 99.92 Credit Suisse Securities (USA) LLC01F05063 Purchase 102.37 Credit Suisse Securities (USA) LLC01F05062 Purchase 102.70 Credit Suisse Securities (USA) LLC01F05061 Sale 103.09 Credit Suisse Securities (USA) LLC01F05063 Purchase 102.27 Deutsche Bank Securities Inc.02R04261 Purchase 100.25 Deutsche Bank Securities Inc.01F05262 Purchase 104.66 Deutsche Bank Securities Inc.01F05261 Sale 105.02 Deutsche Bank Securities Inc.02R04261 Purchase 100.29 Goldman, Sachs & Co.01F04261 Purchase 100.43 J.P. Morgan Securities LLC01F05063 Purchase 102.31 J.P. Morgan Securities LLC01F04262 Purchase 100.20 Morgan Stanley & Co. Incorporated01F04262 Purchase 100.20 Morgan Stanley & Co. Incorporated01F05063 Purchase 102.31 Morgan Stanley & Co. Incorporated01F05063 Purchase 102.31 Morgan Stanley & Co. Incorporated01F04262 Purchase 100.03 Nomura Securities International, Inc.01F04262 Purchase 100.01 Nomura Securities International, Inc.01F05063 Purchase 102.30 Nomura Securities International, Inc.01F05063 Purchase 102.32 Nomura Securities International, Inc.02R04261 Purchase 100.33 Nomura Securities International, Inc.02R05063 Purchase 102.23 RBS Securities Inc.01F05262 Purchase 104.67 RBS Securities Inc.01F05262 Purchase 104.67 RBS Securities Inc.

Page 352: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05262 Purchase 104.69 RBS Securities Inc.01F05261 Sale 105.03 RBS Securities Inc.01F05261 Sale 105.03 RBS Securities Inc.01F05261 Sale 105.04 RBS Securities Inc.01F04261 Purchase 100.40 Barclays Capital Inc.01F04262 Purchase 99.84 Barclays Capital Inc.02R04261 Purchase 100.33 Barclays Capital Inc.01F04262 Purchase 99.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04261 Purchase 100.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04261 Purchase 100.21 Citigroup Global Markets Inc.01F05062 Purchase 102.67 Citigroup Global Markets Inc.01F05062 Purchase 102.69 Citigroup Global Markets Inc.01F05061 Sale 103.06 Citigroup Global Markets Inc.01F05061 Sale 103.07 Citigroup Global Markets Inc.01F04261 Purchase 100.32 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.34 Credit Suisse Securities (USA) LLC01F05262 Purchase 104.69 Credit Suisse Securities (USA) LLC01F05262 Purchase 104.72 Credit Suisse Securities (USA) LLC01F05262 Purchase 104.73 Credit Suisse Securities (USA) LLC01F05262 Purchase 104.75 Credit Suisse Securities (USA) LLC01F05261 Sale 105.05 Credit Suisse Securities (USA) LLC01F05261 Sale 105.08 Credit Suisse Securities (USA) LLC01F05261 Sale 105.09 Credit Suisse Securities (USA) LLC01F05261 Sale 105.11 Credit Suisse Securities (USA) LLC01F04262 Purchase 100.05 Deutsche Bank Securities Inc.02R04261 Purchase 100.15 Deutsche Bank Securities Inc.02R05063 Purchase 102.32 Deutsche Bank Securities Inc.01F05262 Purchase 104.69 Deutsche Bank Securities Inc.01F05262 Purchase 104.69 Deutsche Bank Securities Inc.01F05262 Purchase 104.72 Deutsche Bank Securities Inc.01F05261 Sale 105.05 Deutsche Bank Securities Inc.01F05261 Sale 105.05 Deutsche Bank Securities Inc.01F05261 Sale 105.09 Deutsche Bank Securities Inc.01F04262 Purchase 99.83 Goldman, Sachs & Co.02R04262 Purchase 99.77 Goldman, Sachs & Co.02R05063 Purchase 102.31 Goldman, Sachs & Co.02R05063 Purchase 102.31 Goldman, Sachs & Co.02R05063 Purchase 102.31 Goldman, Sachs & Co.01F05062 Purchase 102.67 Goldman, Sachs & Co.01F05061 Sale 103.06 Goldman, Sachs & Co.01F04261 Purchase 100.17 J.P. Morgan Securities LLC01F04261 Purchase 100.41 J.P. Morgan Securities LLC01F05062 Purchase 102.67 J.P. Morgan Securities LLC01F05061 Sale 103.06 J.P. Morgan Securities LLC01F05062 Purchase 102.68 Morgan Stanley & Co. Incorporated01F05262 Purchase 104.75 Morgan Stanley & Co. Incorporated01F05262 Purchase 104.81 Morgan Stanley & Co. Incorporated01F05061 Sale 103.06 Morgan Stanley & Co. Incorporated01F05261 Sale 105.11 Morgan Stanley & Co. Incorporated01F05261 Sale 105.17 Morgan Stanley & Co. Incorporated01F04261 Purchase 100.27 Nomura Securities International, Inc.01F04262 Purchase 99.91 Nomura Securities International, Inc.02R04261 Purchase 100.18 Nomura Securities International, Inc.

Page 353: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04261 Purchase 100.17 Nomura Securities International, Inc.02R04262 Purchase 99.77 Nomura Securities International, Inc.01F05062 Purchase 102.67 Nomura Securities International, Inc.01F05061 Sale 103.06 Nomura Securities International, Inc.01F04261 Purchase 100.19 RBS Securities Inc.02R04261 Purchase 100.36 RBS Securities Inc.01F05262 Purchase 104.77 UBS Securities LLC01F05261 Sale 105.13 UBS Securities LLC01F04062 Purchase 96.77 Barclays Capital Inc.01F04263 Purchase 99.56 Barclays Capital Inc.01F05062 Purchase 102.80 Barclays Capital Inc.01F05061 Sale 103.19 Barclays Capital Inc.02R04061 Purchase 96.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05063 Purchase 102.21 Citigroup Global Markets Inc.01F05063 Purchase 102.20 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.23 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.20 Deutsche Bank Securities Inc.01F05262 Purchase 104.81 Deutsche Bank Securities Inc.01F05262 Purchase 104.82 Deutsche Bank Securities Inc.02R05262 Purchase 104.98 Deutsche Bank Securities Inc.02R05262 Purchase 104.99 Deutsche Bank Securities Inc.02R05262 Purchase 105.02 Deutsche Bank Securities Inc.01F05261 Sale 105.17 Deutsche Bank Securities Inc.01F05261 Sale 105.18 Deutsche Bank Securities Inc.02R05261 Sale 105.36 Deutsche Bank Securities Inc.02R05261 Sale 105.37 Deutsche Bank Securities Inc.02R05261 Sale 105.39 Deutsche Bank Securities Inc.01F04062 Purchase 96.76 Goldman, Sachs & Co.01F04263 Purchase 99.63 Goldman, Sachs & Co.01F05063 Purchase 102.26 Goldman, Sachs & Co.02R05063 Purchase 102.21 Goldman, Sachs & Co.01F05062 Purchase 102.67 Goldman, Sachs & Co.01F05262 Purchase 104.81 Goldman, Sachs & Co.01F05061 Sale 103.07 Goldman, Sachs & Co.01F05261 Sale 105.17 Goldman, Sachs & Co.02R04263 Purchase 99.45 J.P. Morgan Securities LLC01F05262 Purchase 104.83 J.P. Morgan Securities LLC01F05261 Sale 105.19 J.P. Morgan Securities LLC02R05063 Purchase 102.21 Morgan Stanley & Co. Incorporated01F05062 Purchase 102.69 Morgan Stanley & Co. Incorporated01F05061 Sale 103.08 Morgan Stanley & Co. Incorporated01F05063 Purchase 102.37 Nomura Securities International, Inc.02R05063 Purchase 102.22 Nomura Securities International, Inc.02R05063 Purchase 102.22 Nomura Securities International, Inc.01F05062 Purchase 102.78 Nomura Securities International, Inc.01F05062 Purchase 102.78 Nomura Securities International, Inc.01F05061 Sale 103.17 Nomura Securities International, Inc.01F05061 Sale 103.17 Nomura Securities International, Inc.02R05063 Purchase 102.23 RBC Capital Markets, LLC01F05062 Purchase 102.78 RBS Securities Inc.01F05062 Purchase 102.78 RBS Securities Inc.01F05062 Purchase 102.78 RBS Securities Inc.01F05061 Sale 103.17 RBS Securities Inc.

Page 354: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05061 Sale 103.17 RBS Securities Inc.01F05061 Sale 103.17 RBS Securities Inc.02R05063 Purchase 102.20 UBS Securities LLC02R05063 Purchase 102.21 UBS Securities LLC01F05262 Purchase 104.81 UBS Securities LLC01F05261 Sale 105.17 UBS Securities LLC02R04062 Purchase 96.73 Barclays Capital Inc.01F05062 Purchase 102.70 Barclays Capital Inc.01F05061 Sale 103.09 Barclays Capital Inc.02R05063 Purchase 102.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 99.55 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.34 Credit Suisse Securities (USA) LLC01N04062 Purchase 96.94 Deutsche Bank Securities Inc.02R04262 Purchase 99.90 Deutsche Bank Securities Inc.02R04263 Purchase 99.55 Deutsche Bank Securities Inc.02R04263 Purchase 99.56 Goldman, Sachs & Co.01N04062 Purchase 96.97 Morgan Stanley & Co. Incorporated02R04263 Purchase 99.57 Morgan Stanley & Co. Incorporated01F05062 Purchase 102.70 Morgan Stanley & Co. Incorporated01F05061 Sale 103.09 Morgan Stanley & Co. Incorporated02R04263 Purchase 99.51 Nomura Securities International, Inc.02R04263 Purchase 99.57 Nomura Securities International, Inc.02R05063 Purchase 102.30 RBS Securities Inc.02R04262 Purchase 99.97 UBS Securities LLC02R04263 Purchase 99.51 UBS Securities LLC02R04263 Purchase 99.56 UBS Securities LLC02R05063 Purchase 102.34 UBS Securities LLC01N05061 Purchase 103.77 Barclays Capital Inc.02R04263 Purchase 100.15 Barclays Capital Inc.02R04263 Purchase 100.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.00 Citigroup Global Markets Inc.01F04264 Purchase 99.73 Credit Suisse Securities (USA) LLC02R04263 Purchase 99.99 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.64 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.71 Deutsche Bank Securities Inc.02R04262 Purchase 100.40 Goldman, Sachs & Co.01N05061 Purchase 103.71 Morgan Stanley & Co. Incorporated01N05061 Purchase 103.77 Morgan Stanley & Co. Incorporated02R04262 Purchase 100.50 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.13 Nomura Securities International, Inc.02R04263 Purchase 100.01 RBC Capital Markets, LLC02R05063 Purchase 102.70 RBC Capital Markets, LLC02R04264 Purchase 99.72 RBS Securities Inc.01F04264 Purchase 99.78 UBS Securities LLC01F04263 Purchase 99.91 Barclays Capital Inc.02R04263 Purchase 99.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 99.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04062 Purchase 97.47 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.02 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.05 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.67 Credit Suisse Securities (USA) LLC02R05063 Purchase 102.88 Credit Suisse Securities (USA) LLC

Page 355: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04263 Purchase 99.90 Goldman, Sachs & Co.02R04264 Purchase 99.49 Goldman, Sachs & Co.02R04264 Purchase 99.68 J.P. Morgan Securities LLC01N05061 Purchase 103.77 Morgan Stanley & Co. Incorporated02R04264 Purchase 99.73 Morgan Stanley & Co. Incorporated01F04062 Purchase 97.17 Nomura Securities International, Inc.01F04263 Purchase 99.91 Nomura Securities International, Inc.02R04062 Purchase 97.14 Nomura Securities International, Inc.02R04263 Purchase 99.87 Nomura Securities International, Inc.02R04264 Purchase 99.68 Nomura Securities International, Inc.02R04263 Purchase 99.89 UBS Securities LLC01F04263 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 99.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.17 Citigroup Global Markets Inc.01F04062 Purchase 97.37 Credit Suisse Securities (USA) LLC01F04062 Purchase 97.41 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.57 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.65 Credit Suisse Securities (USA) LLC01F05063 Purchase 102.80 Credit Suisse Securities (USA) LLC01F05062 Sale 103.23 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.50 Deutsche Bank Securities Inc.01F04264 Purchase 99.56 Deutsche Bank Securities Inc.01F04264 Purchase 99.68 Deutsche Bank Securities Inc.01F04264 Purchase 99.55 Goldman, Sachs & Co.01N05062 Purchase 103.57 Goldman, Sachs & Co.01F05063 Purchase 102.80 Goldman, Sachs & Co.01F05062 Sale 103.23 Goldman, Sachs & Co.01F04264 Purchase 99.68 J.P. Morgan Securities LLC01N05062 Purchase 103.47 Morgan Stanley & Co. Incorporated01F05062 Purchase 103.28 Morgan Stanley & Co. Incorporated01F05061 Sale 103.59 Morgan Stanley & Co. Incorporated01F04264 Purchase 99.50 Nomura Securities International, Inc.01F04264 Purchase 99.57 Nomura Securities International, Inc.01F04264 Purchase 99.67 Nomura Securities International, Inc.01F05063 Purchase 102.80 Nomura Securities International, Inc.01F05062 Sale 103.23 Nomura Securities International, Inc.01F05262 Purchase 105.28 RBS Securities Inc.01F05261 Sale 105.56 RBS Securities Inc.01F04263 Purchase 99.95 UBS Securities LLC01F04264 Purchase 99.68 UBS Securities LLC01F05063 Purchase 102.80 UBS Securities LLC01F05062 Sale 103.23 UBS Securities LLC01F04263 Purchase 100.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated01N05062 Purchase 103.84 BNP Paribas Securities Corp.01N05062 Purchase 103.73 Citigroup Global Markets Inc.01F04264 Purchase 100.01 Credit Suisse Securities (USA) LLC01N05062 Purchase 103.81 Credit Suisse Securities (USA) LLC01N05062 Purchase 103.82 Credit Suisse Securities (USA) LLC01N05062 Purchase 103.82 Credit Suisse Securities (USA) LLC01N05062 Purchase 103.84 Deutsche Bank Securities Inc.01F04264 Purchase 99.79 Goldman, Sachs & Co.01F04264 Purchase 99.98 Goldman, Sachs & Co.01F04263 Purchase 100.40 J.P. Morgan Securities LLC

Page 356: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04264 Purchase 99.96 J.P. Morgan Securities LLC01F04263 Purchase 100.40 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.01 Morgan Stanley & Co. Incorporated01N05062 Purchase 103.67 Morgan Stanley & Co. Incorporated01N05062 Purchase 103.81 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.02 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.00 UBS Securities LLC02R04264 Purchase 99.98 UBS Securities LLC01F05262 Purchase 105.53 Barclays Capital Inc.01F05261 Sale 105.79 Barclays Capital Inc.01F04264 Purchase 99.93 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04062 Purchase 97.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Purchase 105.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Sale 105.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 99.89 Citigroup Global Markets Inc.01F04264 Purchase 99.90 Citigroup Global Markets Inc.01N05062 Purchase 103.79 Citigroup Global Markets Inc.01F04242 Purchase 103.76 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.87 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.88 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.91 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.91 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.96 Credit Suisse Securities (USA) LLC01F06063 Purchase 106.26 Credit Suisse Securities (USA) LLC01N05062 Purchase 103.76 Credit Suisse Securities (USA) LLC01F05262 Purchase 105.53 Credit Suisse Securities (USA) LLC01F05261 Sale 105.77 Credit Suisse Securities (USA) LLC01F04264 Purchase 99.88 Deutsche Bank Securities Inc.01F04264 Purchase 99.94 Deutsche Bank Securities Inc.01N05062 Purchase 103.77 Deutsche Bank Securities Inc.01F04264 Purchase 99.88 Goldman, Sachs & Co.01N05062 Purchase 103.73 J.P. Morgan Securities LLC01F04264 Purchase 99.87 Morgan Stanley & Co. Incorporated01N05062 Purchase 103.77 Morgan Stanley & Co. Incorporated01F04242 Purchase 103.76 UBS Securities LLC01F04264 Purchase 99.88 UBS Securities LLC01F04264 Purchase 99.89 UBS Securities LLC01F04264 Purchase 100.13 Barclays Capital Inc.02R05063 Purchase 103.28 BNP Paribas Securities Corp.01F04263 Purchase 100.48 Citigroup Global Markets Inc.01F04263 Purchase 100.52 Citigroup Global Markets Inc.02R05063 Purchase 103.30 Citigroup Global Markets Inc.02R04263 Purchase 100.52 Credit Suisse Securities (USA) LLC01F04042 Purchase 101.61 Deutsche Bank Securities Inc.01F04042 Purchase 101.63 Deutsche Bank Securities Inc.01F04263 Purchase 100.46 Deutsche Bank Securities Inc.01F04264 Purchase 100.15 Deutsche Bank Securities Inc.01F06064 Purchase 105.98 Deutsche Bank Securities Inc.02R05063 Purchase 103.28 Deutsche Bank Securities Inc.01F04263 Purchase 100.56 Goldman, Sachs & Co.02R04263 Purchase 100.55 Goldman, Sachs & Co.01F04042 Purchase 101.55 J.P. Morgan Securities LLC01F04263 Purchase 100.48 Morgan Stanley & Co. Incorporated

Page 357: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04264 Purchase 100.09 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.15 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.57 RBC Capital Markets, LLC01F04264 Purchase 100.08 UBS Securities LLC02R04263 Purchase 100.49 UBS Securities LLC01F04263 Purchase 100.69 Barclays Capital Inc.01F04264 Purchase 100.25 Barclays Capital Inc.01F04264 Purchase 100.27 Barclays Capital Inc.01N05062 Purchase 104.03 Barclays Capital Inc.01N05062 Purchase 104.05 Barclays Capital Inc.01N05062 Purchase 104.06 Barclays Capital Inc.01F05262 Purchase 105.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05261 Sale 105.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.45 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.64 Deutsche Bank Securities Inc.01F04263 Purchase 100.72 Deutsche Bank Securities Inc.01F04264 Purchase 100.28 Deutsche Bank Securities Inc.01F04264 Purchase 100.27 Goldman, Sachs & Co.01F04264 Purchase 100.30 Goldman, Sachs & Co.01N05062 Purchase 103.95 Goldman, Sachs & Co.01F04263 Purchase 100.43 J.P. Morgan Securities LLC01F04263 Purchase 100.57 J.P. Morgan Securities LLC01F04263 Purchase 100.68 J.P. Morgan Securities LLC01N05062 Purchase 103.93 J.P. Morgan Securities LLC01F04263 Purchase 100.69 UBS Securities LLC01F04263 Purchase 100.70 UBS Securities LLC01N05062 Purchase 103.97 Barclays Capital Inc.01N05062 Purchase 104.05 Barclays Capital Inc.02R04062 Purchase 97.82 Barclays Capital Inc.02R04263 Purchase 100.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04062 Purchase 97.80 Citigroup Global Markets Inc.01F04264 Purchase 100.25 Cantor Fitzgerald & Co.01F04264 Purchase 100.26 Credit Suisse Securities (USA) LLC01N05062 Purchase 104.05 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.53 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.54 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.18 Deutsche Bank Securities Inc.01F04264 Purchase 100.20 Deutsche Bank Securities Inc.02R04263 Purchase 100.59 Deutsche Bank Securities Inc.02R04263 Purchase 100.59 Deutsche Bank Securities Inc.01N05062 Purchase 103.99 J.P. Morgan Securities LLC01N05062 Purchase 103.96 UBS Securities LLC02R04263 Purchase 100.62 UBS Securities LLC02R04263 Purchase 100.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.46 BNP Paribas Securities Corp.02R04263 Purchase 100.45 Citigroup Global Markets Inc.01F04264 Purchase 100.08 Credit Suisse Securities (USA) LLC02R04062 Purchase 97.67 Credit Suisse Securities (USA) LLC01N05062 Purchase 103.92 Deutsche Bank Securities Inc.01F04264 Purchase 100.06 Goldman, Sachs & Co.01F04264 Purchase 100.07 J.P. Morgan Securities LLC01N05062 Purchase 103.84 J.P. Morgan Securities LLC01N05062 Purchase 103.84 Morgan Stanley & Co. Incorporated

Page 358: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N05062 Purchase 103.91 Morgan Stanley & Co. Incorporated01N05062 Purchase 103.92 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.47 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.47 Morgan Stanley & Co. Incorporated01N05062 Purchase 103.93 UBS Securities LLC02R04264 Purchase 100.13 BNP Paribas Securities Corp.02R04263 Purchase 100.50 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.55 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.16 Credit Suisse Securities (USA) LLC01F04042 Purchase 101.71 Deutsche Bank Securities Inc.02R04062 Purchase 97.79 Deutsche Bank Securities Inc.02R04242 Purchase 103.88 Deutsche Bank Securities Inc.21H05062 Purchase 103.95 Deutsche Bank Securities Inc.02R04263 Purchase 100.67 Goldman, Sachs & Co.02R04242 Purchase 103.86 J.P. Morgan Securities LLC02R04263 Purchase 100.67 J.P. Morgan Securities LLC21H05062 Purchase 103.95 J.P. Morgan Securities LLC02R04263 Purchase 100.55 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.55 UBS Securities LLC02R04264 Purchase 100.13 UBS Securities LLC02R04264 Purchase 100.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.44 Citigroup Global Markets Inc.02R04263 Purchase 100.45 Citigroup Global Markets Inc.02R04263 Purchase 100.56 Citigroup Global Markets Inc.01F04042 Purchase 101.79 Credit Suisse Securities (USA) LLC01F06064 Purchase 106.17 Credit Suisse Securities (USA) LLC01F06064 Purchase 106.20 Credit Suisse Securities (USA) LLC02R04062 Purchase 97.85 Credit Suisse Securities (USA) LLC02R04062 Purchase 97.86 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.55 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.68 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.04 Goldman, Sachs & Co.02R04264 Purchase 100.27 Goldman, Sachs & Co.01F04042 Purchase 101.80 J.P. Morgan Securities LLC01F06064 Purchase 106.16 Morgan Stanley & Co. Incorporated02R04263 Purchase 100.68 UBS Securities LLC01N05063 Purchase 103.59 Barclays Capital Inc.02R04263 Purchase 100.27 Citigroup Global Markets Inc.01F04264 Purchase 99.97 Credit Suisse Securities (USA) LLC02R04062 Purchase 97.36 Credit Suisse Securities (USA) LLC02R04062 Purchase 97.42 Credit Suisse Securities (USA) LLC02R04263 Purchase 100.27 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.88 Credit Suisse Securities (USA) LLC02R04264 Purchase 99.85 Deutsche Bank Securities Inc.02R04264 Purchase 99.90 Deutsche Bank Securities Inc.01F04264 Purchase 99.95 Goldman, Sachs & Co.01F04264 Purchase 100.00 Goldman, Sachs & Co.02R04264 Purchase 99.85 Goldman, Sachs & Co.02R04263 Purchase 100.27 Morgan Stanley & Co. Incorporated21H05062 Purchase 103.82 Morgan Stanley & Co. Incorporated21H05062 Purchase 103.80 Morgan Stanley & Co. Incorporated21H05062 Purchase 103.86 Morgan Stanley & Co. Incorporated02R04264 Purchase 99.87 UBS Securities LLC

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21H05062 Purchase 103.84 Barclays Capital Inc.21H05062 Purchase 104.06 Barclays Capital Inc.02R04262 Purchase 100.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04263 Purchase 100.52 Citigroup Global Markets Inc.02R04263 Purchase 100.59 Citigroup Global Markets Inc.02R04264 Purchase 99.87 Citigroup Global Markets Inc.02R04263 Purchase 100.52 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.23 Credit Suisse Securities (USA) LLC01F04042 Purchase 101.75 Deutsche Bank Securities Inc.21H05062 Purchase 103.89 Deutsche Bank Securities Inc.01F04042 Purchase 101.73 J.P. Morgan Securities LLC02R04264 Purchase 99.90 Morgan Stanley & Co. Incorporated21H05062 Purchase 104.05 Morgan Stanley & Co. Incorporated02R04262 Purchase 100.84 UBS Securities LLC02R04264 Purchase 99.89 UBS Securities LLC21H05062 Purchase 104.01 UBS Securities LLC01F04263 Purchase 100.51 Barclays Capital Inc.02R04264 Purchase 100.07 Citigroup Global Markets Inc.01F04242 Purchase 103.98 Credit Suisse Securities (USA) LLC02R04262 Purchase 100.86 Credit Suisse Securities (USA) LLC21H05063 Purchase 103.53 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.04 Deutsche Bank Securities Inc.02R04264 Purchase 100.13 Deutsche Bank Securities Inc.02R04262 Purchase 100.84 Goldman, Sachs & Co.02R04264 Purchase 100.06 Goldman, Sachs & Co.21H05063 Purchase 103.56 Goldman, Sachs & Co.01F04242 Purchase 103.98 J.P. Morgan Securities LLC01F04263 Purchase 100.59 J.P. Morgan Securities LLC01N05063 Purchase 103.73 J.P. Morgan Securities LLC01N05063 Purchase 103.75 Morgan Stanley & Co. Incorporated01F04263 Purchase 100.56 RBC Capital Markets, LLC01F04263 Purchase 100.61 Barclays Capital Inc.02R04062 Purchase 97.90 Barclays Capital Inc.01F05063 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Sale 103.93 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 105.66 BNP Paribas Securities Corp.01F05262 Sale 106.06 BNP Paribas Securities Corp.01F06063 Purchase 106.70 Citigroup Global Markets Inc.02R04062 Purchase 97.81 Citigroup Global Markets Inc.02R04262 Purchase 101.04 Citigroup Global Markets Inc.01F05063 Purchase 103.50 Citigroup Global Markets Inc.01F05062 Sale 103.93 Citigroup Global Markets Inc.01F04263 Purchase 100.63 Credit Suisse Securities (USA) LLC01F06063 Purchase 106.70 Credit Suisse Securities (USA) LLC02R04262 Purchase 101.03 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.26 Credit Suisse Securities (USA) LLC01F04242 Purchase 104.06 Deutsche Bank Securities Inc.02R04264 Purchase 100.18 Deutsche Bank Securities Inc.01F05263 Purchase 105.58 Deutsche Bank Securities Inc.01F05263 Purchase 105.58 Deutsche Bank Securities Inc.01F05262 Sale 105.98 Deutsche Bank Securities Inc.01F05262 Sale 105.98 Deutsche Bank Securities Inc.01F04263 Purchase 100.60 Goldman, Sachs & Co.

Page 360: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01N05063 Purchase 103.80 Goldman, Sachs & Co.01N05063 Purchase 103.78 J.P. Morgan Securities LLC02R04264 Purchase 100.20 J.P. Morgan Securities LLC01F05063 Purchase 103.50 J.P. Morgan Securities LLC01F05062 Sale 103.93 J.P. Morgan Securities LLC01F05063 Purchase 103.50 Morgan Stanley & Co. Incorporated01F05263 Purchase 105.60 Morgan Stanley & Co. Incorporated01F05062 Sale 103.93 Morgan Stanley & Co. Incorporated01F05262 Sale 106.00 Morgan Stanley & Co. Incorporated01F05263 Purchase 105.60 Mizuho Securities USA Inc.01F05262 Sale 106.00 Mizuho Securities USA Inc.01F06063 Purchase 106.73 UBS Securities LLC02R04262 Purchase 101.05 UBS Securities LLC02R04264 Purchase 100.22 UBS Securities LLC01F04264 Purchase 100.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 105.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 105.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Sale 105.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Sale 106.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 100.15 Citigroup Global Markets Inc.21H05063 Purchase 103.59 Citigroup Global Markets Inc.01F05263 Purchase 105.59 Citigroup Global Markets Inc.01F05262 Sale 106.00 Citigroup Global Markets Inc.01F06064 Purchase 106.37 Credit Suisse Securities (USA) LLC21H05063 Purchase 103.62 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.15 Deutsche Bank Securities Inc.01F06064 Purchase 106.36 Deutsche Bank Securities Inc.02R04263 Purchase 100.52 Deutsche Bank Securities Inc.02R04263 Purchase 100.55 Deutsche Bank Securities Inc.02R04264 Purchase 100.12 Deutsche Bank Securities Inc.01F05263 Purchase 105.58 Deutsche Bank Securities Inc.01F05263 Purchase 105.61 Deutsche Bank Securities Inc.01F05262 Sale 105.98 Deutsche Bank Securities Inc.01F05262 Sale 106.02 Deutsche Bank Securities Inc.01F04264 Purchase 100.15 Goldman, Sachs & Co.01F04264 Purchase 100.16 Goldman, Sachs & Co.02R04263 Purchase 100.52 Goldman, Sachs & Co.01F05263 Purchase 105.61 Goldman, Sachs & Co.01F05263 Purchase 105.63 Goldman, Sachs & Co.01F05263 Purchase 105.61 Goldman, Sachs & Co.01F05262 Sale 106.01 Goldman, Sachs & Co.01F05262 Sale 106.03 Goldman, Sachs & Co.01F05262 Sale 106.01 Goldman, Sachs & Co.01F04264 Purchase 100.13 UBS Securities LLC02R04263 Purchase 100.57 UBS Securities LLC21H05063 Purchase 103.63 UBS Securities LLC01F04262 Purchase 101.28 Barclays Capital Inc.01F04263 Purchase 100.77 Barclays Capital Inc.01F04262 Purchase 101.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Purchase 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated

Page 361: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05062 Sale 104.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.78 Citigroup Global Markets Inc.02R04262 Purchase 101.20 Citigroup Global Markets Inc.01F05263 Purchase 105.73 Citigroup Global Markets Inc.01F05262 Sale 106.14 Citigroup Global Markets Inc.01F04242 Purchase 104.18 Credit Suisse Securities (USA) LLC01F04263 Purchase 100.91 Credit Suisse Securities (USA) LLC01F05063 Purchase 103.77 Deutsche Bank Securities Inc.01F05263 Purchase 105.73 Deutsche Bank Securities Inc.01F05062 Sale 104.20 Deutsche Bank Securities Inc.01F05262 Sale 106.13 Deutsche Bank Securities Inc.01F06064 Purchase 106.48 Goldman, Sachs & Co.01F05063 Purchase 103.77 Goldman, Sachs & Co.01F05263 Purchase 105.73 Goldman, Sachs & Co.01F05263 Purchase 105.73 Goldman, Sachs & Co.01F05062 Sale 104.19 Goldman, Sachs & Co.01F05262 Sale 106.14 Goldman, Sachs & Co.01F05262 Sale 106.14 Goldman, Sachs & Co.01N05063 Purchase 103.97 J.P. Morgan Securities LLC01N05063 Purchase 103.95 Morgan Stanley & Co. Incorporated01N05063 Purchase 103.98 Morgan Stanley & Co. Incorporated01N05063 Purchase 104.04 Morgan Stanley & Co. Incorporated01F04262 Purchase 101.25 UBS Securities LLC01N05063 Purchase 104.01 UBS Securities LLC01N05063 Purchase 104.26 Barclays Capital Inc.02R04242 Purchase 104.14 Barclays Capital Inc.01F04262 Purchase 101.42 Citigroup Global Markets Inc.01F04262 Purchase 101.45 Citigroup Global Markets Inc.01F04263 Purchase 100.99 Citigroup Global Markets Inc.01N05063 Purchase 104.23 Citigroup Global Markets Inc.01F04262 Purchase 101.52 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.06 Credit Suisse Securities (USA) LLC01F04242 Purchase 104.18 Deutsche Bank Securities Inc.01F04263 Purchase 100.90 Deutsche Bank Securities Inc.02R04262 Purchase 101.54 Deutsche Bank Securities Inc.02R04262 Purchase 101.56 Deutsche Bank Securities Inc.01F05063 Purchase 103.69 Deutsche Bank Securities Inc.01F05263 Purchase 105.90 Deutsche Bank Securities Inc.01F05062 Sale 104.12 Deutsche Bank Securities Inc.01F05262 Sale 106.30 Deutsche Bank Securities Inc.01F04042 Purchase 102.06 Goldman, Sachs & Co.02R04262 Purchase 101.44 Goldman, Sachs & Co.01F05063 Purchase 103.73 Goldman, Sachs & Co.01F05063 Purchase 103.86 Goldman, Sachs & Co.01F05263 Purchase 105.91 Goldman, Sachs & Co.01F05062 Sale 104.16 Goldman, Sachs & Co.01F05062 Sale 104.28 Goldman, Sachs & Co.01F05262 Sale 106.30 Goldman, Sachs & Co.21H05063 Purchase 103.95 Morgan Stanley & Co. Incorporated01N05063 Purchase 104.20 UBS Securities LLC01F05263 Purchase 105.91 UBS Securities LLC

Page 362: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05262 Sale 106.30 UBS Securities LLC01F04263 Purchase 100.91 Barclays Capital Inc.02R04062 Purchase 98.14 Barclays Capital Inc.01F05063 Purchase 103.88 Barclays Capital Inc.01F05062 Sale 104.28 Barclays Capital Inc.01F04263 Purchase 100.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05063 Purchase 103.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.91 BNP Paribas Securities Corp.01F04263 Purchase 100.91 BNP Paribas Securities Corp.01F04262 Purchase 101.36 Citigroup Global Markets Inc.21H05063 Purchase 103.97 Credit Suisse Securities (USA) LLC02R04062 Purchase 98.14 Deutsche Bank Securities Inc.02R04262 Purchase 101.24 Deutsche Bank Securities Inc.01F04262 Purchase 101.34 Goldman, Sachs & Co.01F04263 Purchase 100.91 Goldman, Sachs & Co.02R04062 Purchase 98.13 Goldman, Sachs & Co.02R04262 Purchase 101.27 J.P. Morgan Securities LLC01F05063 Purchase 103.84 Morgan Stanley & Co. Incorporated01F05063 Purchase 103.82 Morgan Stanley & Co. Incorporated01F05062 Sale 104.24 Morgan Stanley & Co. Incorporated01F05062 Sale 104.23 Morgan Stanley & Co. Incorporated01F05063 Purchase 103.83 Nomura Securities International, Inc.01F05062 Sale 104.23 Nomura Securities International, Inc.01F05063 Purchase 103.83 RBS Securities Inc.01F05263 Purchase 105.91 RBS Securities Inc.01F05062 Sale 104.23 RBS Securities Inc.01F05262 Sale 106.28 RBS Securities Inc.01F04263 Purchase 100.91 UBS Securities LLC21H05063 Purchase 104.02 UBS Securities LLC01F05263 Purchase 105.94 Barclays Capital Inc.01F05262 Sale 106.31 Barclays Capital Inc.02R04264 Purchase 100.34 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.35 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.47 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.51 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.52 Credit Suisse Securities (USA) LLC01F05263 Purchase 106.03 Credit Suisse Securities (USA) LLC02R05263 Purchase 105.98 Credit Suisse Securities (USA) LLC01F05262 Sale 106.40 Credit Suisse Securities (USA) LLC02R05262 Sale 106.38 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.34 Deutsche Bank Securities Inc.02R04264 Purchase 100.48 Deutsche Bank Securities Inc.01F05263 Purchase 105.94 Deutsche Bank Securities Inc.01F05262 Sale 106.31 Deutsche Bank Securities Inc.02R04063 Purchase 97.70 Goldman, Sachs & Co.02R04264 Purchase 100.36 Goldman, Sachs & Co.02R04264 Purchase 100.49 Goldman, Sachs & Co.21H05063 Purchase 103.81 J.P. Morgan Securities LLC21H05063 Purchase 103.83 Morgan Stanley & Co. Incorporated21H05063 Purchase 103.89 Morgan Stanley & Co. Incorporated01F05263 Purchase 106.00 RBS Securities Inc.01F05263 Purchase 105.97 RBS Securities Inc.01F05262 Sale 106.37 RBS Securities Inc.

Page 363: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05262 Sale 106.34 RBS Securities Inc.02R04063 Purchase 97.70 UBS Securities LLC02R04264 Purchase 100.47 UBS Securities LLC01F04043 Purchase 101.55 Barclays Capital Inc.01F04265 Purchase 99.78 Barclays Capital Inc.02R04265 Purchase 100.04 Barclays Capital Inc.02R04264 Purchase 100.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 100.11 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.40 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.43 Credit Suisse Securities (USA) LLC01F04043 Purchase 101.52 Deutsche Bank Securities Inc.01F04265 Purchase 99.78 Goldman, Sachs & Co.01N05063 Purchase 104.06 Goldman, Sachs & Co.02R04265 Purchase 100.06 J.P. Morgan Securities LLC02R04265 Purchase 100.00 Morgan Stanley & Co. Incorporated01F04243 Purchase 103.84 UBS Securities LLC01F04265 Purchase 99.78 UBS Securities LLC01N05063 Purchase 104.06 UBS Securities LLC21H05063 Purchase 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05063 Purchase 103.70 Citigroup Global Markets Inc.01F04043 Purchase 101.48 Credit Suisse Securities (USA) LLC02R04265 Purchase 99.86 Credit Suisse Securities (USA) LLC02R05064 Purchase 103.18 Deutsche Bank Securities Inc.02R05064 Purchase 103.20 Deutsche Bank Securities Inc.01F04043 Purchase 101.48 Goldman, Sachs & Co.02R04265 Purchase 99.87 Goldman, Sachs & Co.02R05064 Purchase 103.20 Morgan Stanley & Co. Incorporated01F04265 Purchase 99.84 UBS Securities LLC01F04265 Purchase 99.87 UBS Securities LLC02R05064 Purchase 103.19 UBS Securities LLC02R05064 Purchase 103.22 UBS Securities LLC21H05063 Purchase 103.75 UBS Securities LLC02R04243 Purchase 103.81 Barclays Capital Inc.02R05064 Purchase 103.34 Barclays Capital Inc.21H05063 Purchase 103.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05063 Purchase 103.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.07 Citigroup Global Markets Inc.01F04265 Purchase 100.15 Citigroup Global Markets Inc.02R04265 Purchase 100.15 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.22 Credit Suisse Securities (USA) LLC02R05064 Purchase 103.32 Credit Suisse Securities (USA) LLC02R05064 Purchase 103.33 Credit Suisse Securities (USA) LLC01N05063 Purchase 104.00 Deutsche Bank Securities Inc.01N05062 Sale 104.42 Deutsche Bank Securities Inc.01F04043 Purchase 101.73 J.P. Morgan Securities LLC01F04265 Purchase 100.06 J.P. Morgan Securities LLC02R04265 Purchase 100.16 J.P. Morgan Securities LLC21H05063 Purchase 103.84 Morgan Stanley & Co. Incorporated21H05063 Purchase 103.85 Morgan Stanley & Co. Incorporated21H05063 Purchase 103.94 Morgan Stanley & Co. Incorporated21H05063 Purchase 103.94 Morgan Stanley & Co. Incorporated21H05063 Purchase 103.96 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.21 RBS Securities Inc.

Page 364: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04265 Purchase 100.29 Barclays Capital Inc.02R05064 Purchase 103.25 Citigroup Global Markets Inc.21H04263 Purchase 101.05 Citigroup Global Markets Inc.21H04263 Purchase 101.06 Citigroup Global Markets Inc.21H04263 Purchase 101.18 Citigroup Global Markets Inc.21H05063 Purchase 103.80 Citigroup Global Markets Inc.02R04265 Purchase 100.32 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.33 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.38 Credit Suisse Securities (USA) LLC02R05064 Purchase 103.25 Credit Suisse Securities (USA) LLC21H05063 Purchase 103.82 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.27 Goldman, Sachs & Co.01F04265 Purchase 100.34 Goldman, Sachs & Co.21H05063 Purchase 103.80 J.P. Morgan Securities LLC01F04265 Purchase 100.35 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.36 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.38 Morgan Stanley & Co. Incorporated21H05063 Purchase 103.82 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.29 UBS Securities LLC01F04265 Purchase 100.33 UBS Securities LLC02R04265 Purchase 100.34 UBS Securities LLC02R04265 Purchase 100.38 UBS Securities LLC01F04265 Purchase 100.21 Barclays Capital Inc.02R04265 Purchase 100.01 Barclays Capital Inc.01F04265 Purchase 100.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 99.95 Citigroup Global Markets Inc.01F04265 Purchase 100.19 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.21 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.22 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.23 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.26 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.08 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.23 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.06 J.P. Morgan Securities LLC01F04265 Purchase 100.21 J.P. Morgan Securities LLC02R04265 Purchase 100.01 J.P. Morgan Securities LLC02R04265 Purchase 99.98 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.05 UBS Securities LLC01F04265 Purchase 100.20 UBS Securities LLC01F04265 Purchase 100.23 UBS Securities LLC02R04265 Purchase 99.98 UBS Securities LLC02R04265 Purchase 99.88 Barclays Capital Inc.01F05263 Purchase 105.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Purchase 105.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Sale 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05262 Sale 105.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 99.73 Citigroup Global Markets Inc.02R04265 Purchase 99.54 Citigroup Global Markets Inc.01F04265 Purchase 99.98 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.05 Credit Suisse Securities (USA) LLC02R04265 Purchase 99.52 Credit Suisse Securities (USA) LLC02R04265 Purchase 99.60 Credit Suisse Securities (USA) LLC02R04265 Purchase 99.61 Credit Suisse Securities (USA) LLC

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21H04263 Purchase 100.42 Credit Suisse Securities (USA) LLC21H04263 Purchase 100.43 Credit Suisse Securities (USA) LLC02R04265 Purchase 99.60 Goldman, Sachs & Co.01F04265 Purchase 100.02 J.P. Morgan Securities LLC21H04263 Purchase 100.34 J.P. Morgan Securities LLC01F04265 Purchase 99.52 Morgan Stanley & Co. Incorporated01F04265 Purchase 99.66 Morgan Stanley & Co. Incorporated21H05064 Purchase 103.06 Morgan Stanley & Co. Incorporated21H05064 Purchase 103.04 UBS Securities LLC02R05064 Purchase 102.73 Barclays Capital Inc.01F05063 Purchase 103.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05062 Sale 103.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05064 Purchase 102.71 Credit Suisse Securities (USA) LLC01F04265 Purchase 99.36 Deutsche Bank Securities Inc.01F04265 Purchase 99.43 Deutsche Bank Securities Inc.02R05064 Purchase 102.84 Deutsche Bank Securities Inc.21H05064 Purchase 102.90 Deutsche Bank Securities Inc.21H05064 Purchase 102.91 Deutsche Bank Securities Inc.01F04265 Purchase 99.43 Goldman, Sachs & Co.02R05064 Purchase 102.74 Goldman, Sachs & Co.02R05064 Purchase 102.85 Goldman, Sachs & Co.01F04265 Purchase 99.37 J.P. Morgan Securities LLC01F04265 Purchase 99.44 RBS Securities Inc.21H05064 Purchase 102.92 RBS Securities Inc.02R04265 Purchase 99.45 UBS Securities LLC21H05064 Purchase 102.84 UBS Securities LLC01F04265 Purchase 99.67 Citigroup Global Markets Inc.02R04243 Purchase 103.54 Citigroup Global Markets Inc.02R04243 Purchase 103.54 Deutsche Bank Securities Inc.02R04265 Purchase 99.63 Goldman, Sachs & Co.01F04243 Purchase 103.63 J.P. Morgan Securities LLC01F04265 Purchase 99.57 Morgan Stanley & Co. Incorporated21H05064 Purchase 103.14 RBS Securities Inc.01F04243 Purchase 103.62 UBS Securities LLC02R04265 Purchase 99.59 UBS Securities LLC02R04265 Purchase 100.00 Barclays Capital Inc.02R04265 Purchase 100.09 Barclays Capital Inc.02R05064 Purchase 103.36 Barclays Capital Inc.02R05064 Purchase 103.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 99.80 Citigroup Global Markets Inc.02R04265 Purchase 100.02 Citigroup Global Markets Inc.01F04265 Purchase 99.79 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.08 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.05 Deutsche Bank Securities Inc.01F04265 Purchase 100.05 Deutsche Bank Securities Inc.02R04265 Purchase 99.99 Deutsche Bank Securities Inc.02R04265 Purchase 100.08 Deutsche Bank Securities Inc.02R05064 Purchase 103.28 Deutsche Bank Securities Inc.02R05064 Purchase 103.30 Deutsche Bank Securities Inc.01F04265 Purchase 100.07 Goldman, Sachs & Co.01F04265 Purchase 100.10 Goldman, Sachs & Co.02R04265 Purchase 100.05 RBS Securities Inc.01F04265 Purchase 99.97 UBS Securities LLC

Page 366: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04265 Purchase 100.05 UBS Securities LLC02R04265 Purchase 100.11 UBS Securities LLC01F04243 Purchase 103.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.07 Citigroup Global Markets Inc.02R04265 Purchase 99.97 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.01 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.03 Credit Suisse Securities (USA) LLC01F04243 Purchase 103.82 Deutsche Bank Securities Inc.02R04265 Purchase 100.03 Deutsche Bank Securities Inc.02R04265 Purchase 100.05 Deutsche Bank Securities Inc.02R04265 Purchase 100.00 Goldman, Sachs & Co.02R04265 Purchase 100.00 J.P. Morgan Securities LLC01F04265 Purchase 100.00 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.09 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.05 RBS Securities Inc.01F04265 Purchase 100.08 UBS Securities LLC02R04265 Purchase 100.06 UBS Securities LLC01F04265 Purchase 100.21 Barclays Capital Inc.01F04265 Purchase 100.23 Barclays Capital Inc.01F04265 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 100.21 BNP Paribas Securities Corp.01F04264 Purchase 100.59 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.59 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.19 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.20 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.21 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.16 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.20 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.25 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.49 Deutsche Bank Securities Inc.01F04265 Purchase 100.23 Deutsche Bank Securities Inc.01F04265 Purchase 100.24 Goldman, Sachs & Co.02R04265 Purchase 100.22 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.27 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.16 UBS Securities LLC02R04264 Purchase 100.57 UBS Securities LLC01F04264 Purchase 100.78 Citigroup Global Markets Inc.01F04264 Purchase 100.78 Citigroup Global Markets Inc.01F04265 Purchase 100.36 Citigroup Global Markets Inc.01F04265 Purchase 100.41 Citigroup Global Markets Inc.01F04265 Purchase 100.50 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.37 Deutsche Bank Securities Inc.01F04265 Purchase 100.42 Deutsche Bank Securities Inc.01F04265 Purchase 100.54 Deutsche Bank Securities Inc.01F04265 Purchase 100.34 Goldman, Sachs & Co.01F04265 Purchase 100.57 Goldman, Sachs & Co.01F04264 Purchase 100.77 J.P. Morgan Securities LLC01F04265 Purchase 100.39 J.P. Morgan Securities LLC01F04265 Purchase 100.51 J.P. Morgan Securities LLC01F04265 Purchase 100.52 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.34 Morgan Stanley & Co. Incorporated

Page 367: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04265 Purchase 100.34 UBS Securities LLC01F04043 Purchase 102.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05065 Purchase 103.10 BNP Paribas Securities Corp.02R05065 Purchase 103.12 Citigroup Global Markets Inc.02R05065 Purchase 103.14 Citigroup Global Markets Inc.02R05065 Purchase 103.20 Citigroup Global Markets Inc.01F04263 Purchase 101.21 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.06 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.12 Credit Suisse Securities (USA) LLC01F04043 Purchase 101.98 Deutsche Bank Securities Inc.01F04263 Purchase 101.07 Deutsche Bank Securities Inc.02R05065 Purchase 103.04 Deutsche Bank Securities Inc.02R05065 Purchase 103.11 Deutsche Bank Securities Inc.02R05065 Purchase 103.05 Goldman, Sachs & Co.02R05065 Purchase 103.10 Goldman, Sachs & Co.01F04263 Purchase 101.07 J.P. Morgan Securities LLC01F04263 Purchase 101.13 J.P. Morgan Securities LLC01F04263 Purchase 101.21 J.P. Morgan Securities LLC01F04043 Purchase 101.98 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.08 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.14 RBS Securities Inc.02R05065 Purchase 103.03 UBS Securities LLC02R05065 Purchase 103.14 UBS Securities LLC01F04043 Purchase 102.05 Barclays Capital Inc.01F04264 Purchase 100.59 Barclays Capital Inc.02R04264 Purchase 100.61 Barclays Capital Inc.21H05063 Purchase 103.88 Barclays Capital Inc.02R04264 Purchase 100.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 100.95 Citigroup Global Markets Inc.01F04265 Purchase 100.36 Citigroup Global Markets Inc.02R05065 Purchase 103.23 Citigroup Global Markets Inc.01F04043 Purchase 101.95 Deutsche Bank Securities Inc.01F04263 Purchase 100.91 Deutsche Bank Securities Inc.02R05065 Purchase 103.18 Deutsche Bank Securities Inc.02R05065 Purchase 103.21 Deutsche Bank Securities Inc.01F04264 Purchase 100.72 Goldman, Sachs & Co.01F04043 Purchase 102.04 J.P. Morgan Securities LLC01F04265 Purchase 100.28 J.P. Morgan Securities LLC01F04264 Purchase 100.54 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.78 Morgan Stanley & Co. Incorporated02R04063 Purchase 97.94 Nomura Securities International, Inc.01F04043 Purchase 101.99 UBS Securities LLC01F04264 Purchase 100.73 UBS Securities LLC02R05065 Purchase 103.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 101.13 Citigroup Global Markets Inc.01F04263 Purchase 101.19 Citigroup Global Markets Inc.02R04264 Purchase 100.78 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.23 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.23 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.27 Credit Suisse Securities (USA) LLC01F04263 Purchase 101.06 Deutsche Bank Securities Inc.02R04264 Purchase 100.78 Goldman, Sachs & Co.02R05065 Purchase 103.15 Goldman, Sachs & Co.

Page 368: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05065 Purchase 103.18 J.P. Morgan Securities LLC01F04043 Purchase 101.94 Morgan Stanley & Co. Incorporated01F04043 Purchase 101.98 Morgan Stanley & Co. Incorporated01F04263 Purchase 101.02 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.78 Morgan Stanley & Co. Incorporated01F04043 Purchase 102.04 Nomura Securities International, Inc.01F04263 Purchase 101.14 Nomura Securities International, Inc.02R05065 Purchase 103.34 Nomura Securities International, Inc.01F04263 Purchase 101.10 UBS Securities LLC01F04263 Purchase 101.20 UBS Securities LLC01F04264 Purchase 100.92 Citigroup Global Markets Inc.02R05065 Purchase 103.42 Citigroup Global Markets Inc.02R05065 Purchase 103.42 Citigroup Global Markets Inc.02R05065 Purchase 103.43 Citigroup Global Markets Inc.01F04044 Purchase 101.87 Cantor Fitzgerald & Co.02R04264 Purchase 101.04 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.70 Credit Suisse Securities (USA) LLC01F04044 Purchase 101.89 Deutsche Bank Securities Inc.01F04264 Purchase 100.90 Deutsche Bank Securities Inc.01F04265 Purchase 100.69 Deutsche Bank Securities Inc.01F04264 Purchase 100.85 Goldman, Sachs & Co.01F04264 Purchase 101.02 Goldman, Sachs & Co.01F04265 Purchase 100.65 Goldman, Sachs & Co.01F04044 Purchase 101.93 J.P. Morgan Securities LLC02R04264 Purchase 101.02 Morgan Stanley & Co. Incorporated02R05065 Purchase 103.33 Nomura Securities International, Inc.01F04265 Purchase 100.64 RBC Capital Markets, LLC01F04264 Purchase 101.09 RBS Securities Inc.02R04264 Purchase 101.05 UBS Securities LLC02R05065 Purchase 103.44 UBS Securities LLC01F04264 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 105.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Sale 105.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 105.27 BNP Paribas Securities Corp.01F05263 Sale 105.59 BNP Paribas Securities Corp.02R04264 Purchase 100.81 Citigroup Global Markets Inc.02R04264 Purchase 100.89 Citigroup Global Markets Inc.02R05065 Purchase 103.34 Citigroup Global Markets Inc.02R05065 Purchase 103.36 Citigroup Global Markets Inc.01F05264 Purchase 105.16 Citigroup Global Markets Inc.01F05264 Purchase 105.27 Citigroup Global Markets Inc.01F05263 Sale 105.48 Citigroup Global Markets Inc.01F05263 Sale 105.59 Citigroup Global Markets Inc.01F04044 Purchase 101.69 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.34 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.60 Deutsche Bank Securities Inc.01F04264 Purchase 100.61 Deutsche Bank Securities Inc.02R04264 Purchase 100.88 Deutsche Bank Securities Inc.02R05065 Purchase 103.33 Deutsche Bank Securities Inc.01F05264 Purchase 105.15 Deutsche Bank Securities Inc.01F05264 Purchase 105.27 Deutsche Bank Securities Inc.01F05263 Sale 105.47 Deutsche Bank Securities Inc.01F05263 Sale 105.59 Deutsche Bank Securities Inc.

Page 369: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04264 Purchase 100.73 Goldman, Sachs & Co.02R05065 Purchase 103.20 Goldman, Sachs & Co.01F05264 Purchase 105.17 Goldman, Sachs & Co.01F05263 Sale 105.49 Goldman, Sachs & Co.01F05264 Purchase 105.27 Morgan Stanley & Co. Incorporated01F05263 Sale 105.59 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.82 Mizuho Securities USA Inc.01F04264 Purchase 100.83 Mizuho Securities USA Inc.02R04264 Purchase 100.80 Nomura Securities International, Inc.02R04264 Purchase 100.81 Nomura Securities International, Inc.01F05264 Purchase 105.14 RBS Securities Inc.01F05264 Purchase 105.27 RBS Securities Inc.01F05263 Sale 105.46 RBS Securities Inc.01F05263 Sale 105.59 RBS Securities Inc.01F04044 Purchase 101.71 UBS Securities LLC01F04044 Purchase 101.73 UBS Securities LLC02R04264 Purchase 100.81 UBS Securities LLC02R05065 Purchase 103.35 UBS Securities LLC01F04263 Purchase 101.09 Barclays Capital Inc.01F05264 Purchase 105.19 Barclays Capital Inc.01F05264 Purchase 105.21 Barclays Capital Inc.01F05263 Sale 105.52 Barclays Capital Inc.01F05263 Sale 105.53 Barclays Capital Inc.01F04044 Purchase 101.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04263 Purchase 101.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04044 Purchase 101.73 Citigroup Global Markets Inc.01F04263 Purchase 101.15 Citigroup Global Markets Inc.01F04264 Purchase 100.81 Citigroup Global Markets Inc.02R04264 Purchase 100.84 Citigroup Global Markets Inc.01F05064 Purchase 103.45 Credit Suisse Securities (USA) LLC01F05264 Purchase 105.17 Credit Suisse Securities (USA) LLC01F05063 Sale 103.90 Credit Suisse Securities (USA) LLC01F05263 Sale 105.49 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.28 Deutsche Bank Securities Inc.01F05264 Purchase 105.16 Deutsche Bank Securities Inc.01F05264 Purchase 105.18 Deutsche Bank Securities Inc.01F05263 Sale 105.48 Deutsche Bank Securities Inc.01F05263 Sale 105.50 Deutsche Bank Securities Inc.01F04263 Purchase 101.09 Goldman, Sachs & Co.02R04265 Purchase 100.38 Goldman, Sachs & Co.01F05064 Purchase 103.45 Goldman, Sachs & Co.01F05264 Purchase 105.16 Goldman, Sachs & Co.01F05063 Sale 103.90 Goldman, Sachs & Co.01F05263 Sale 105.48 Goldman, Sachs & Co.01F04263 Purchase 101.15 J.P. Morgan Securities LLC01F04064 Purchase 97.91 J.P. Morgan Securities LLC31371MKW Sale 98.25 J.P. Morgan Securities LLC01F04264 Purchase 100.76 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.81 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.81 Morgan Stanley & Co. Incorporated02R05064 Purchase 103.67 Morgan Stanley & Co. Incorporated02R05065 Purchase 103.26 Morgan Stanley & Co. Incorporated01F05264 Purchase 105.16 Morgan Stanley & Co. Incorporated

Page 370: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05264 Purchase 105.16 Morgan Stanley & Co. Incorporated01F05263 Sale 105.48 Morgan Stanley & Co. Incorporated01F05263 Sale 105.48 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.80 Mizuho Securities USA Inc.01F05264 Purchase 105.16 Nomura Securities International, Inc.01F05263 Sale 105.48 Nomura Securities International, Inc.01F05264 Purchase 105.25 RBS Securities Inc.01F05264 Purchase 105.16 RBS Securities Inc.01F05264 Purchase 105.16 RBS Securities Inc.01F05263 Sale 105.48 RBS Securities Inc.01F05263 Sale 105.48 RBS Securities Inc.31417YD9 Sale 105.58 RBS Securities Inc.01F04044 Purchase 101.73 UBS Securities LLC01F04044 Purchase 101.89 Barclays Capital Inc.01F04264 Purchase 100.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04264 Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 101.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05064 Purchase 103.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 105.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Sale 104.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05263 Sale 105.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Purchase 105.27 BNP Paribas Securities Corp.01F05263 Sale 105.63 BNP Paribas Securities Corp.01F05064 Purchase 103.63 Citigroup Global Markets Inc.01F05064 Purchase 103.64 Citigroup Global Markets Inc.01F05264 Purchase 105.31 Citigroup Global Markets Inc.01F05063 Sale 104.07 Citigroup Global Markets Inc.01F05063 Sale 104.09 Citigroup Global Markets Inc.01F05263 Sale 105.66 Citigroup Global Markets Inc.02R04244 Purchase 104.07 Credit Suisse Securities (USA) LLC01F05064 Purchase 103.61 Credit Suisse Securities (USA) LLC01F05064 Purchase 103.61 Credit Suisse Securities (USA) LLC01F05063 Sale 104.06 Credit Suisse Securities (USA) LLC01F05063 Sale 104.06 Credit Suisse Securities (USA) LLC02R04064 Purchase 97.86 Deutsche Bank Securities Inc.02R04264 Purchase 100.92 Deutsche Bank Securities Inc.02R04264 Purchase 100.97 Deutsche Bank Securities Inc.01F05064 Purchase 103.66 Deutsche Bank Securities Inc.01F05264 Purchase 105.27 Deutsche Bank Securities Inc.01F05264 Purchase 105.35 Deutsche Bank Securities Inc.01F05063 Sale 104.10 Deutsche Bank Securities Inc.01F05263 Sale 105.63 Deutsche Bank Securities Inc.01F05263 Sale 105.71 Deutsche Bank Securities Inc.01F04264 Purchase 100.86 Goldman, Sachs & Co.02R04264 Purchase 101.04 Goldman, Sachs & Co.01F05064 Purchase 103.63 Goldman, Sachs & Co.01F05064 Purchase 103.63 Goldman, Sachs & Co.01F05264 Purchase 105.31 Goldman, Sachs & Co.01F05063 Sale 104.07 Goldman, Sachs & Co.01F05063 Sale 104.07 Goldman, Sachs & Co.01F05263 Sale 105.66 Goldman, Sachs & Co.01F04044 Purchase 101.91 J.P. Morgan Securities LLC

Page 371: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R04064 Purchase 97.88 J.P. Morgan Securities LLC02R04264 Purchase 100.97 J.P. Morgan Securities LLC01F05064 Purchase 103.59 J.P. Morgan Securities LLC01F05064 Purchase 103.61 J.P. Morgan Securities LLC01F05063 Sale 104.04 J.P. Morgan Securities LLC01F05063 Sale 104.06 J.P. Morgan Securities LLC01F05064 Purchase 103.63 Morgan Stanley & Co. Incorporated01F05064 Purchase 103.66 Morgan Stanley & Co. Incorporated01F05063 Sale 104.07 Morgan Stanley & Co. Incorporated01F05063 Sale 104.11 Morgan Stanley & Co. Incorporated02R04264 Purchase 101.03 Mizuho Securities USA Inc.01F04265 Purchase 100.66 Nomura Securities International, Inc.01F05064 Purchase 103.64 Nomura Securities International, Inc.01F05063 Sale 104.09 Nomura Securities International, Inc.01F05064 Purchase 103.66 RBS Securities Inc.01F05063 Sale 104.10 RBS Securities Inc.01F04044 Purchase 101.87 UBS Securities LLC01F04044 Purchase 101.91 UBS Securities LLC01F04264 Purchase 101.02 UBS Securities LLC02R04064 Purchase 97.98 UBS Securities LLC01F04044 Purchase 101.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04264 Purchase 100.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04064 Purchase 97.89 Citigroup Global Markets Inc.01F04265 Purchase 100.65 Citigroup Global Markets Inc.02R04264 Purchase 101.00 Citigroup Global Markets Inc.01F05264 Purchase 105.38 Citigroup Global Markets Inc.01F05263 Sale 105.76 Citigroup Global Markets Inc.01F05264 Purchase 105.38 Cantor Fitzgerald & Co.01F05263 Sale 105.73 Cantor Fitzgerald & Co.01F04265 Purchase 100.59 Credit Suisse Securities (USA) LLC02R04064 Purchase 97.83 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.50 Deutsche Bank Securities Inc.02R04264 Purchase 100.95 Deutsche Bank Securities Inc.01F05264 Purchase 105.38 Deutsche Bank Securities Inc.01F05263 Sale 105.75 Deutsche Bank Securities Inc.02R04264 Purchase 101.00 Goldman, Sachs & Co.01F04244 Purchase 104.04 J.P. Morgan Securities LLC01F04064 Purchase 97.89 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.52 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.70 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.70 Nomura Securities International, Inc.01F05264 Purchase 105.38 Nomura Securities International, Inc.01F05263 Sale 105.73 Nomura Securities International, Inc.01F04265 Purchase 100.51 RBS Securities Inc.01F04044 Purchase 101.86 UBS Securities LLC02R04264 Purchase 101.03 UBS Securities LLC02R04264 Purchase 101.02 Barclays Capital Inc.02R05065 Purchase 103.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04064 Purchase 97.80 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.66 Credit Suisse Securities (USA) LLC

Page 372: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05065 Purchase 103.49 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.09 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.09 Credit Suisse Securities (USA) LLC01F04264 Purchase 100.98 Deutsche Bank Securities Inc.01F04265 Purchase 100.51 Deutsche Bank Securities Inc.01F04265 Purchase 100.60 Deutsche Bank Securities Inc.01F04265 Purchase 100.62 Deutsche Bank Securities Inc.02R05065 Purchase 103.59 Deutsche Bank Securities Inc.01F04045 Purchase 101.58 Goldman, Sachs & Co.02R04265 Purchase 100.59 J.P. Morgan Securities LLC02R04266 Purchase 100.25 J.P. Morgan Securities LLC01F04244 Purchase 104.08 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.95 Morgan Stanley & Co. Incorporated01F04264 Purchase 100.96 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.52 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.60 Nomura Securities International, Inc.01F05064 Purchase 103.56 Barclays Capital Inc.01F05063 Sale 103.95 Barclays Capital Inc.02R04265 Purchase 100.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04265 Purchase 100.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05064 Purchase 103.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05063 Sale 103.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 100.14 Credit Suisse Securities (USA) LLC02R04265 Purchase 100.34 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.20 Credit Suisse Securities (USA) LLC01F04045 Purchase 101.42 Deutsche Bank Securities Inc.01F04045 Purchase 101.45 Deutsche Bank Securities Inc.01F04064 Purchase 97.68 Deutsche Bank Securities Inc.01F04266 Purchase 100.17 Deutsche Bank Securities Inc.02R04265 Purchase 100.45 Deutsche Bank Securities Inc.02R04265 Purchase 100.57 Deutsche Bank Securities Inc.01F04266 Purchase 100.14 Goldman, Sachs & Co.02R05066 Purchase 103.20 J.P. Morgan Securities LLC01F04266 Purchase 100.16 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.45 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.45 Mizuho Securities USA Inc.02R04265 Purchase 100.41 Nomura Securities International, Inc.02R04265 Purchase 100.34 RBS Securities Inc.02R04265 Purchase 100.35 UBS Securities LLC02R05066 Purchase 103.22 UBS Securities LLC01F04045 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 100.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05064 Purchase 103.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 100.03 Citigroup Global Markets Inc.01F04266 Purchase 100.14 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.18 Credit Suisse Securities (USA) LLC02R05064 Purchase 103.99 Deutsche Bank Securities Inc.01F04266 Purchase 100.11 Goldman, Sachs & Co.01F04266 Purchase 100.12 Goldman, Sachs & Co.01F04266 Purchase 100.09 J.P. Morgan Securities LLC02R04266 Purchase 100.26 Morgan Stanley & Co. Incorporated02R05064 Purchase 103.95 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.14 Mizuho Securities USA Inc.

Page 373: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05064 Purchase 103.95 Mizuho Securities USA Inc.01F04266 Purchase 100.15 Nomura Securities International, Inc.01F04045 Purchase 101.47 RBS Securities Inc.02R05064 Purchase 103.96 RBS Securities Inc.01F04266 Purchase 100.09 UBS Securities LLC02R05064 Purchase 103.96 UBS Securities LLC02R05064 Purchase 103.98 UBS Securities LLC01F04265 Purchase 100.58 Barclays Capital Inc.02R04265 Purchase 100.61 Barclays Capital Inc.01F04045 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04265 Purchase 100.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 100.17 Cantor Fitzgerald & Co.01F04045 Purchase 101.64 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.48 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.31 Credit Suisse Securities (USA) LLC02R04064 Purchase 97.87 Credit Suisse Securities (USA) LLC02R05065 Purchase 103.55 Credit Suisse Securities (USA) LLC01F04265 Purchase 100.51 Goldman, Sachs & Co.01F04266 Purchase 100.34 Goldman, Sachs & Co.02R05065 Purchase 103.59 Goldman, Sachs & Co.02R04265 Purchase 100.59 Morgan Stanley & Co. Incorporated02R04265 Purchase 100.66 Morgan Stanley & Co. Incorporated02R04266 Purchase 100.39 Morgan Stanley & Co. Incorporated01F04265 Purchase 100.57 Nomura Securities International, Inc.01F04265 Purchase 100.58 RBC Capital Markets, LLC01F04045 Purchase 101.48 UBS Securities LLC02R04266 Purchase 100.40 UBS Securities LLC01F04266 Purchase 100.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05064 Purchase 104.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 100.46 Citigroup Global Markets Inc.21H05064 Purchase 104.21 Citigroup Global Markets Inc.01F04266 Purchase 100.40 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.41 Credit Suisse Securities (USA) LLC02R04266 Purchase 100.47 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.29 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.29 Credit Suisse Securities (USA) LLC02R04266 Purchase 100.46 Goldman, Sachs & Co.02R05066 Purchase 103.25 Goldman, Sachs & Co.01F04266 Purchase 100.40 J.P. Morgan Securities LLC02R05066 Purchase 103.24 J.P. Morgan Securities LLC21H05064 Purchase 104.23 J.P. Morgan Securities LLC01F04045 Purchase 101.64 Morgan Stanley & Co. Incorporated02R04266 Purchase 100.45 Nomura Securities International, Inc.01F04266 Purchase 100.49 RBS Securities Inc.01F04266 Purchase 100.39 UBS Securities LLC02R04244 Purchase 104.16 UBS Securities LLC21H05064 Purchase 104.21 UBS Securities LLC01F04045 Purchase 101.59 Barclays Capital Inc.02R04266 Purchase 100.48 Barclays Capital Inc.01F04045 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 100.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 100.40 Citigroup Global Markets Inc.21H05064 Purchase 104.25 Citigroup Global Markets Inc.

Page 374: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F04266 Purchase 100.28 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.47 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.28 Credit Suisse Securities (USA) LLC21H05064 Purchase 104.25 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.29 Goldman, Sachs & Co.01F04266 Purchase 100.28 J.P. Morgan Securities LLC21H05064 Purchase 104.27 Morgan Stanley & Co. Incorporated01N05064 Purchase 104.44 Morgan Stanley & Co. Incorporated01N05063 Sale 104.82 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.34 UBS Securities LLC02R04266 Purchase 100.39 UBS Securities LLC02R04266 Purchase 100.48 UBS Securities LLC01F04045 Purchase 101.57 Citigroup Global Markets Inc.01F04266 Purchase 100.30 Citigroup Global Markets Inc.02R05066 Purchase 103.30 Citigroup Global Markets Inc.01F04266 Purchase 100.13 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.30 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.15 Deutsche Bank Securities Inc.02R04266 Purchase 100.33 Goldman, Sachs & Co.02R05066 Purchase 103.30 Goldman, Sachs & Co.02R05066 Purchase 103.29 J.P. Morgan Securities LLC01F04266 Purchase 100.09 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.23 Morgan Stanley & Co. Incorporated01F04045 Purchase 101.50 Nomura Securities International, Inc.01F04266 Purchase 100.27 Nomura Securities International, Inc.02R04266 Purchase 100.17 RBS Securities Inc.02R04266 Purchase 100.34 RBS Securities Inc.02R04266 Purchase 100.34 UBS Securities LLC01F04266 Purchase 100.32 Barclays Capital Inc.01F04266 Purchase 100.36 BNP Paribas Securities Corp.02R05066 Purchase 103.34 Citigroup Global Markets Inc.02R04266 Purchase 100.41 Credit Suisse Securities (USA) LLC02R04266 Purchase 100.42 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.27 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.31 Credit Suisse Securities (USA) LLC02R05066 Purchase 103.35 Credit Suisse Securities (USA) LLC01F04266 Purchase 100.36 Goldman, Sachs & Co.02R05066 Purchase 103.17 Goldman, Sachs & Co.01F04266 Purchase 100.25 J.P. Morgan Securities LLC01F04266 Purchase 100.25 Morgan Stanley & Co. Incorporated01F04266 Purchase 100.25 RBS Securities Inc.01F04045 Purchase 101.59 UBS Securities LLC01F04245 Purchase 103.95 UBS Securities LLC02R04266 Purchase 100.39 UBS Securities LLC01F04045 Purchase 101.71 Barclays Capital Inc.01F04266 Purchase 100.38 Barclays Capital Inc.02R05066 Purchase 103.36 Barclays Capital Inc.02R05066 Purchase 103.39 Barclays Capital Inc.01F04266 Purchase 100.39 Citigroup Global Markets Inc.02R04266 Purchase 100.46 Citigroup Global Markets Inc.02R04266 Purchase 100.53 Citigroup Global Markets Inc.01F04266 Purchase 100.39 Credit Suisse Securities (USA) LLC02R04266 Purchase 100.45 Credit Suisse Securities (USA) LLC

Page 375: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05066 Purchase 103.40 Goldman, Sachs & Co.01F04266 Purchase 100.39 J.P. Morgan Securities LLC02R04266 Purchase 100.45 Morgan Stanley & Co. Incorporated01F04045 Purchase 101.65 Nomura Securities International, Inc.01F04266 Purchase 100.39 Nomura Securities International, Inc.02R04266 Purchase 100.48 RBC Capital Markets, LLC01F04266 Purchase 100.42 UBS Securities LLC02R05066 Purchase 102.89 Barclays Capital Inc.01F04046 Purchase 101.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 99.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 99.99 Credit Suisse Securities (USA) LLC02R05066 Purchase 102.80 Credit Suisse Securities (USA) LLC02R04266 Purchase 99.65 Goldman, Sachs & Co.02R04266 Purchase 100.06 Goldman, Sachs & Co.02R05066 Purchase 103.04 Goldman, Sachs & Co.02R05066 Purchase 103.11 Goldman, Sachs & Co.01F04266 Purchase 99.96 J.P. Morgan Securities LLC01F04266 Purchase 99.66 Nomura Securities International, Inc.01F04266 Purchase 100.00 Nomura Securities International, Inc.01F04266 Purchase 99.69 RBS Securities Inc.01F04046 Purchase 101.12 UBS Securities LLC01F04266 Purchase 99.98 UBS Securities LLC02R04266 Purchase 100.08 UBS Securities LLC02R04266 Purchase 99.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Purchase 102.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 99.40 Citigroup Global Markets Inc.01F04266 Purchase 99.39 Credit Suisse Securities (USA) LLC01F04266 Purchase 99.41 Credit Suisse Securities (USA) LLC02R05066 Purchase 102.45 J.P. Morgan Securities LLC02R05066 Purchase 102.59 J.P. Morgan Securities LLC01F04266 Purchase 99.25 Morgan Stanley & Co. Incorporated02R05066 Purchase 102.46 Nomura Securities International, Inc.01F04266 Purchase 99.31 RBC Capital Markets, LLC01F04266 Purchase 99.34 UBS Securities LLC02R05066 Purchase 102.50 UBS Securities LLC01F04266 Purchase 99.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04266 Purchase 99.71 Citigroup Global Markets Inc.02R05066 Purchase 102.67 Citigroup Global Markets Inc.02R04266 Purchase 99.66 Credit Suisse Securities (USA) LLC02R04266 Purchase 99.69 Credit Suisse Securities (USA) LLC02R05066 Purchase 102.54 Credit Suisse Securities (USA) LLC02R05066 Purchase 102.56 Credit Suisse Securities (USA) LLC02R04266 Purchase 99.68 Goldman, Sachs & Co.02R05066 Purchase 102.67 Goldman, Sachs & Co.01F04266 Purchase 99.46 J.P. Morgan Securities LLC02R05066 Purchase 102.70 Morgan Stanley & Co. Incorporated01F04266 Purchase 99.67 RBC Capital Markets, LLC02R04264 Purchase 100.37 Citigroup Global Markets Inc.02R05066 Purchase 102.69 Citigroup Global Markets Inc.02R04264 Purchase 100.50 Credit Suisse Securities (USA) LLC02R04264 Purchase 100.52 Credit Suisse Securities (USA) LLC02R05066 Purchase 102.71 Credit Suisse Securities (USA) LLC02R05066 Purchase 102.61 Goldman, Sachs & Co.

Page 376: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

02R05066 Purchase 102.63 Morgan Stanley & Co. Incorporated02R04264 Purchase 100.38 Nomura Securities International, Inc.02R04264 Purchase 100.41 Nomura Securities International, Inc.02R04264 Purchase 100.53 Nomura Securities International, Inc.02R04264 Purchase 100.39 RBS Securities Inc.02R05066 Purchase 102.67 UBS Securities LLC02R04266 Purchase 99.50 Barclays Capital Inc.02R04264 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Purchase 102.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 99.52 Credit Suisse Securities (USA) LLC02R05066 Purchase 102.48 Credit Suisse Securities (USA) LLC02R04266 Purchase 99.49 Goldman, Sachs & Co.02R04266 Purchase 99.52 Goldman, Sachs & Co.02R04266 Purchase 99.67 J.P. Morgan Securities LLC02R04264 Purchase 100.18 Nomura Securities International, Inc.02R05066 Purchase 102.46 Nomura Securities International, Inc.02R05066 Purchase 102.50 UBS Securities LLC02R05066 Purchase 102.51 UBS Securities LLC02R04266 Purchase 99.43 Barclays Capital Inc.02R04266 Purchase 99.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R04266 Purchase 99.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Purchase 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Purchase 102.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Purchase 102.54 Citigroup Global Markets Inc.02R04266 Purchase 99.56 Credit Suisse Securities (USA) LLC02R04266 Purchase 99.63 Credit Suisse Securities (USA) LLC02R04266 Purchase 99.45 Morgan Stanley & Co. Incorporated02R04266 Purchase 99.65 Nomura Securities International, Inc.02R05066 Purchase 102.44 Nomura Securities International, Inc.02R04266 Purchase 99.45 UBS Securities LLC02R05066 Purchase 102.59 UBS Securities LLC01F05265 Purchase 104.49 Barclays Capital Inc.01F05264 Sale 104.89 Barclays Capital Inc.01F05265 Purchase 104.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Sale 104.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 104.48 Credit Suisse Securities (USA) LLC01F05264 Sale 104.89 Credit Suisse Securities (USA) LLC01F05065 Purchase 101.97 Deutsche Bank Securities Inc.01F05265 Purchase 104.49 Deutsche Bank Securities Inc.01F05064 Sale 102.40 Deutsche Bank Securities Inc.01F05264 Sale 104.90 Deutsche Bank Securities Inc.01F05065 Purchase 101.97 Nomura Securities International, Inc.01F05064 Sale 102.39 Nomura Securities International, Inc.01F05265 Purchase 104.50 RBC Capital Markets, LLC01F05264 Sale 104.91 RBC Capital Markets, LLC01F05065 Purchase 102.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05064 Sale 102.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 104.53 BNP Paribas Securities Corp.01F05264 Sale 104.93 BNP Paribas Securities Corp.01F05065 Purchase 102.19 Citigroup Global Markets Inc.01F05265 Purchase 104.55 Citigroup Global Markets Inc.01F05064 Sale 102.62 Citigroup Global Markets Inc.01F05264 Sale 104.95 Citigroup Global Markets Inc.

Page 377: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05065 Purchase 102.23 Credit Suisse Securities (USA) LLC01F05064 Sale 102.66 Credit Suisse Securities (USA) LLC01F05265 Purchase 104.55 Morgan Stanley & Co. Incorporated01F05264 Sale 104.95 Morgan Stanley & Co. Incorporated01F05265 Purchase 104.53 RBS Securities Inc.01F05264 Sale 104.93 RBS Securities Inc.01F05065 Purchase 102.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05064 Sale 103.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05065 Purchase 102.64 Deutsche Bank Securities Inc.01F05064 Sale 103.06 Deutsche Bank Securities Inc.01F05065 Purchase 102.64 RBS Securities Inc.01F05064 Sale 103.06 RBS Securities Inc.01F05265 Purchase 104.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05264 Sale 105.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05065 Purchase 103.25 Barclays Capital Inc.01F05064 Sale 103.66 Barclays Capital Inc.01F05065 Purchase 103.25 Deutsche Bank Securities Inc.01F05064 Sale 103.64 Deutsche Bank Securities Inc.21H05065 Purchase 103.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated21H05064 Sale 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Purchase 105.24 Nomura Securities International, Inc.01F05264 Sale 105.50 Nomura Securities International, Inc.01F05065 Purchase 102.97 Barclays Capital Inc.01F05064 Sale 103.20 Barclays Capital Inc.01F05266 Purchase 105.55 Credit Suisse Securities (USA) LLC01F05265 Sale 105.77 Credit Suisse Securities (USA) LLC01F05266 Purchase 105.55 Goldman, Sachs & Co.01F05266 Purchase 105.63 Goldman, Sachs & Co.01F05265 Sale 105.77 Goldman, Sachs & Co.01F05265 Sale 105.84 Goldman, Sachs & Co.01F05266 Purchase 105.55 Morgan Stanley & Co. Incorporated01F05265 Sale 105.77 Morgan Stanley & Co. Incorporated01F05266 Purchase 105.55 RBS Securities Inc.01F05265 Sale 105.77 RBS Securities Inc.01F05266 Purchase 105.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 105.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Purchase 105.56 BNP Paribas Securities Corp.01F05265 Sale 105.79 BNP Paribas Securities Corp.01F05066 Purchase 103.47 Citigroup Global Markets Inc.01F05266 Purchase 105.48 Citigroup Global Markets Inc.01F05065 Sale 103.90 Citigroup Global Markets Inc.01F05265 Sale 105.71 Citigroup Global Markets Inc.01F05066 Purchase 103.47 Credit Suisse Securities (USA) LLC01F05066 Purchase 103.55 Credit Suisse Securities (USA) LLC01F05065 Sale 103.90 Credit Suisse Securities (USA) LLC01F05065 Sale 103.98 Credit Suisse Securities (USA) LLC01F05066 Purchase 103.49 Deutsche Bank Securities Inc.01F05266 Purchase 105.49 Deutsche Bank Securities Inc.01F05065 Sale 103.92 Deutsche Bank Securities Inc.01F05265 Sale 105.72 Deutsche Bank Securities Inc.01F05266 Purchase 105.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 105.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Purchase 105.78 Citigroup Global Markets Inc.

Page 378: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05265 Sale 106.02 Citigroup Global Markets Inc.01F05266 Purchase 105.75 Deutsche Bank Securities Inc.01F05265 Sale 105.98 Deutsche Bank Securities Inc.01F05266 Purchase 105.78 Nomura Securities International, Inc.01F05265 Sale 106.01 Nomura Securities International, Inc.01F05266 Purchase 106.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05265 Sale 106.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05066 Purchase 104.06 Deutsche Bank Securities Inc.01F05266 Purchase 106.06 Deutsche Bank Securities Inc.01F05065 Sale 104.45 Deutsche Bank Securities Inc.01F05265 Sale 106.25 Deutsche Bank Securities Inc.01F05266 Purchase 106.06 J.P. Morgan Securities LLC01F05265 Sale 106.23 J.P. Morgan Securities LLC01F05266 Purchase 106.06 Morgan Stanley & Co. Incorporated01F05265 Sale 106.23 Morgan Stanley & Co. Incorporated01F05267 Purchase 106.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 106.90 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Purchase 106.43 Deutsche Bank Securities Inc.01F05266 Sale 106.83 Deutsche Bank Securities Inc.01F05267 Purchase 106.47 Goldman, Sachs & Co.01F05267 Purchase 106.53 Goldman, Sachs & Co.01F05266 Sale 106.87 Goldman, Sachs & Co.01F05266 Sale 106.93 Goldman, Sachs & Co.01F05267 Purchase 106.48 Morgan Stanley & Co. Incorporated01F05267 Purchase 106.54 Morgan Stanley & Co. Incorporated01F05266 Sale 106.88 Morgan Stanley & Co. Incorporated01F05266 Sale 106.94 Morgan Stanley & Co. Incorporated01F05267 Purchase 106.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 106.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Purchase 106.52 Deutsche Bank Securities Inc.01F05266 Sale 106.92 Deutsche Bank Securities Inc.01F05267 Purchase 106.52 Goldman, Sachs & Co.01F05266 Sale 106.92 Goldman, Sachs & Co.01F05267 Purchase 106.52 UBS Securities LLC01F05266 Sale 106.92 UBS Securities LLC01F05267 Purchase 106.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 107.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Purchase 106.81 J.P. Morgan Securities LLC01F05266 Sale 107.21 J.P. Morgan Securities LLC01F05267 Purchase 106.80 Nomura Securities International, Inc.01F05266 Sale 107.19 Nomura Securities International, Inc.01F05267 Purchase 106.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05266 Sale 107.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Purchase 106.89 Credit Suisse Securities (USA) LLC01F05266 Sale 107.28 Credit Suisse Securities (USA) LLC01F05267 Purchase 106.88 Morgan Stanley & Co. Incorporated01F05266 Sale 107.27 Morgan Stanley & Co. Incorporated01F05267 Purchase 106.88 Barclays Capital Inc.01F05266 Sale 107.26 Barclays Capital Inc.01F05267 Purchase 106.84 Citigroup Global Markets Inc.01F05266 Sale 107.23 Citigroup Global Markets Inc.01F05267 Purchase 106.86 Credit Suisse Securities (USA) LLC01F05266 Sale 107.25 Credit Suisse Securities (USA) LLC

Page 379: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05267 Purchase 106.86 Goldman, Sachs & Co.01F05266 Sale 107.25 Goldman, Sachs & Co.01F05267 Purchase 106.88 J.P. Morgan Securities LLC01F05266 Sale 107.26 J.P. Morgan Securities LLC01F05267 Purchase 106.86 Morgan Stanley & Co. Incorporated01F05266 Sale 107.24 Morgan Stanley & Co. Incorporated02R05067 Purchase 105.14 Barclays Capital Inc.02R05066 Sale 105.59 Barclays Capital Inc.02R05067 Purchase 105.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05066 Sale 105.60 Merrill Lynch, Pierce, Fenner & Smith Incorporated02R05067 Purchase 105.14 Citigroup Global Markets Inc.02R05066 Sale 105.59 Citigroup Global Markets Inc.02R05067 Purchase 105.16 Credit Suisse Securities (USA) LLC02R05066 Sale 105.60 Credit Suisse Securities (USA) LLC02R05067 Purchase 105.14 Goldman, Sachs & Co.02R05067 Purchase 105.14 Goldman, Sachs & Co.02R05066 Sale 105.59 Goldman, Sachs & Co.02R05066 Sale 105.59 Goldman, Sachs & Co.02R05067 Purchase 105.14 J.P. Morgan Securities LLC02R05066 Sale 105.59 J.P. Morgan Securities LLC02R05067 Purchase 105.14 Morgan Stanley & Co. Incorporated02R05066 Sale 105.59 Morgan Stanley & Co. Incorporated02R04267 Purchase 103.69 Barclays Capital Inc.01F05267 Sale 107.52 Barclays Capital Inc.01F04267 Purchase 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Sale 107.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 103.73 Deutsche Bank Securities Inc.01F05267 Sale 107.52 Deutsche Bank Securities Inc.02R04267 Purchase 103.67 J.P. Morgan Securities LLC01F05267 Sale 107.52 J.P. Morgan Securities LLC01F04267 Purchase 103.75 Nomura Securities International, Inc.01F05267 Sale 107.52 Nomura Securities International, Inc.02R04267 Purchase 103.56 Barclays Capital Inc.01F05267 Sale 107.32 Barclays Capital Inc.01F04267 Purchase 103.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Sale 107.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 103.64 Deutsche Bank Securities Inc.01F05267 Sale 107.32 Deutsche Bank Securities Inc.01F04267 Purchase 103.59 Goldman, Sachs & Co.01F04267 Purchase 103.59 Goldman, Sachs & Co.01F05267 Sale 107.30 Goldman, Sachs & Co.01F05267 Sale 107.32 Goldman, Sachs & Co.01F04267 Purchase 103.58 Barclays Capital Inc.01F05267 Sale 107.26 Barclays Capital Inc.01F04267 Purchase 103.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F05267 Sale 107.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated01F04267 Purchase 103.59 Citigroup Global Markets Inc.01F05267 Sale 107.25 Citigroup Global Markets Inc.01F04267 Purchase 103.67 Deutsche Bank Securities Inc.01F04267 Purchase 103.69 Deutsche Bank Securities Inc.01F05267 Sale 107.27 Deutsche Bank Securities Inc.01F05267 Sale 107.31 Deutsche Bank Securities Inc.01F04267 Purchase 103.59 Nomura Securities International, Inc.

Page 380: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

01F05267 Sale 107.28 Nomura Securities International, Inc.01F04267 Purchase 103.74 Credit Suisse Securities (USA) LLC02R04267 Purchase 103.48 Credit Suisse Securities (USA) LLC01F05267 Sale 107.34 Credit Suisse Securities (USA) LLC01F05267 Sale 107.38 Credit Suisse Securities (USA) LLC01F04267 Purchase 103.62 Deutsche Bank Securities Inc.01F04267 Purchase 103.67 Deutsche Bank Securities Inc.02R04267 Purchase 103.49 Deutsche Bank Securities Inc.01F05267 Sale 107.34 Deutsche Bank Securities Inc.01F05267 Sale 107.35 Deutsche Bank Securities Inc.01F05267 Sale 107.36 Deutsche Bank Securities Inc.01F04267 Purchase 103.71 RBC Capital Markets, LLC01F05267 Sale 107.38 RBC Capital Markets, LLC01F04267 Purchase 103.76 Barclays Capital Inc.01F05267 Sale 107.44 Barclays Capital Inc.02R04267 Purchase 103.73 Credit Suisse Securities (USA) LLC01F05267 Sale 107.46 Credit Suisse Securities (USA) LLC01F04267 Purchase 103.80 Deutsche Bank Securities Inc.02R04267 Purchase 103.61 Deutsche Bank Securities Inc.01F05267 Sale 107.41 Deutsche Bank Securities Inc.01F05267 Sale 107.46 Deutsche Bank Securities Inc.01F04267 Purchase 103.68 Nomura Securities International, Inc.02R04267 Purchase 103.74 Nomura Securities International, Inc.01F05267 Sale 107.42 Nomura Securities International, Inc.01F05267 Sale 107.47 Nomura Securities International, Inc.01F04267 Purchase 103.97 Barclays Capital Inc.01F05267 Sale 107.52 Barclays Capital Inc.02R04267 Purchase 103.78 Goldman, Sachs & Co.01F05267 Sale 107.46 Goldman, Sachs & Co.02R04267 Purchase 103.84 J.P. Morgan Securities LLC01F05267 Sale 107.48 J.P. Morgan Securities LLC01F04267 Purchase 103.94 Nomura Securities International, Inc.01F05267 Sale 107.50 Nomura Securities International, Inc.01F04267 Purchase 103.84 UBS Securities LLC02R04267 Purchase 103.92 UBS Securities LLC01F05267 Sale 107.47 UBS Securities LLC01F05267 Sale 107.51 UBS Securities LLC01F04267 Purchase 103.66 J.P. Morgan Securities LLC01F05267 Sale 107.44 J.P. Morgan Securities LLC01F04267 Purchase 103.70 Morgan Stanley & Co. Incorporated01F05267 Sale 107.44 Morgan Stanley & Co. Incorporated02R04267 Purchase 103.57 UBS Securities LLC01F05267 Sale 107.43 UBS Securities LLC

Page 381: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Investment managerWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRock

Page 382: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

BlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset Management

Page 383: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Goldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset Management

Page 384: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Goldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCO

Page 385: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

PIMCOPIMCOPIMCOPIMCOPIMCOGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockPIMCOPIMCO

Page 386: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

PIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCO

Page 387: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

PIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCO

Page 388: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

PIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCO

Page 389: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

PIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCO

Page 390: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

PIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOBlackRockBlackRockBlackRock

Page 391: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

BlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementPIMCOPIMCOWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRock

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BlackRockBlackRockBlackRockBlackRockWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementPIMCOPIMCO

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Goldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOPIMCOGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset Management

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Goldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRock

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BlackRockBlackRockBlackRockWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset Management

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Goldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRock

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BlackRockBlackRockBlackRockBlackRockGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementPIMCOPIMCOWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockBlackRockGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementGoldman Sachs Asset ManagementWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 508: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 509: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 520: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 530: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 534: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 535: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

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Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 537: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 538: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 539: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 540: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 541: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 542: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 543: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 544: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 545: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 546: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 547: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 548: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 549: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 550: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 551: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 552: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 553: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 554: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 555: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 556: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 557: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 558: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 559: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 560: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 561: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNY

Page 562: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

FRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 563: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 564: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNY

Page 565: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

FRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management Company

Page 566: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

Wellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyWellington Management CompanyFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNY

Page 567: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

FRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNY

Page 568: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

FRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNY

Page 569: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

FRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNY

Page 570: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

FRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNYFRBNY

Page 571: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

MBS DATA DEFINITIONSData ElementTrade dateContractual settlement date

Trade amount

Agency

CouponTermCUSIP

Transaction categoryPricePrimary dealer

Investment manager

Page 572: MBS Data: Agency Mortgage-Backed Securities (MBS) Purchase Program

DescriptionDate upon which the security was bought or sold

Current face value at the time of the trade of securities purchased or sold, in millions of dollars

The rate of interest associated with a mortgage-backed security, in percentOriginal term in years of the security purchased or sold

Indicates whether the transaction was a purchase or a saleThe price at which securities were bought or sold

At the time of the purchase or sale, the date agreed upon for the delivery of securities and payment of funds

The agency that issued or guaranteed securities purchased or sold by the Federal Reserve: Fannie Mae (FNMA), Freddie Mac (FHLMC), or Ginnie Mae (GNMA)

A unique security identifier developed by the Committee on Uniform Security Identification Procedures

Name of the primary dealer that purchased securities from, or sold securities to, the Federal ReserveThe investment manager that conducted the transaction on behalf of the Federal Reserve, or the FRBNY in the case that the transaction was conducted internally by the Federal Reserve Bank of New York


€¦ · 1 CARE has rated more than 335 Asset Backed Securitisation (ABS) / Mortgage Backed Securitisation (MBS) pools across 42 Originators and pools aggregating to around Rs. 64,000

€¦ · 1 CARE has rated more than 335 Asset Backed Securitisation (ABS) / Mortgage Backed Securitisation (MBS) pools across 42 Originators and pools aggregating to around Rs. 64,000

Documents
Introduction to Mortgage-Backed Securitieslyuu/finance1/2008/20080611.pdf · Introduction to Mortgage-Backed Securities ... † A mortgage-backed security (MBS) is a bond backed by

Introduction to Mortgage-Backed Securitieslyuu/finance1/2008/20080611.pdf · Introduction to Mortgage-Backed Securities ... † A mortgage-backed security (MBS) is a bond backed by

Documents
Chapter 20: Introduction to Commercial Mortgage Backed ... · Introduction to Commercial Mortgage Backed Securities ... Greatly expanded the market for MBS, thereby further increasing

Chapter 20: Introduction to Commercial Mortgage Backed ... · Introduction to Commercial Mortgage Backed Securities ... Greatly expanded the market for MBS, thereby further increasing

Documents
Mortgage -Backed Securitiesigiddy/ABS/absmbs.pdf · US Mortgage -Backed Securities INTERESTINTEREST PRINCIPALPRINCIPAL PREPAYMENTPREPAYMENT GNMA MBS (US Govt g'tee ) GNMA MBS (US

Mortgage -Backed Securitiesigiddy/ABS/absmbs.pdf · US Mortgage -Backed Securities INTERESTINTEREST PRINCIPALPRINCIPAL PREPAYMENTPREPAYMENT GNMA MBS (US Govt g'tee ) GNMA MBS (US

Documents
Guaranteed Discount Mortgage-Backed Certificates ...info.fanniemae.com/syndicated/documents/mbs/mbspros/MF_DMBS... · mortgage loan or loans backing that particular issue of DMBS

Guaranteed Discount Mortgage-Backed Certificates ...info.fanniemae.com/syndicated/documents/mbs/mbspros/MF_DMBS... · mortgage loan or loans backing that particular issue of DMBS

Documents
Valuation of Mortgage-Backed Securities and Mortgage ... · Valuation of Mortgage-Backed Securities and Mortgage Derivatives: ... mortgage-backed security, prepayment, ... the relation

Valuation of Mortgage-Backed Securities and Mortgage ... · Valuation of Mortgage-Backed Securities and Mortgage Derivatives: ... mortgage-backed security, prepayment, ... the relation

Documents
REENGINEERING NONBANK SUPERVISION...Investors may invest in single or whole loans, pools of mortgage loans packaged into a mortgage-backed security (MBS), or residential mortgage-backed

REENGINEERING NONBANK SUPERVISION...Investors may invest in single or whole loans, pools of mortgage loans packaged into a mortgage-backed security (MBS), or residential mortgage-backed

Documents
Moody’s Residential Mortgage-Backed Securities s Residential Mortgage-Backed Securities Research is a leading source of credit ratings and analysis on agency and non-agency MBS,

Moody’s Residential Mortgage-Backed Securities s Residential Mortgage-Backed Securities Research is a leading source of credit ratings and analysis on agency and non-agency MBS,

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