Mortgage-Backed Securities Trade Date: 07/30/2010 Street Software Technology Inc. Settlement Date: 08/03/2010 Prices in 32nds (212) 922-0500 Delivery Date: - Aug 10 - - Sep 10 - - Oct 10 - Nov 10 Iss Description Bid Chg Bid Chg Bid Chg Bid --- -------------- ------ --- ------ --- ------ --- ------ 1 GNMA 3.50 30Y 99:30 +12 99:16 +12 99:05 +12 98:24 2 GNMA 4.00 30Y 103:06 +10 102:24 +10 102:11 +10 101:31 3 GNMA 4.50 30Y 105:14 +8 105:03 +8 104:24 +8 4 GNMA 5.00 30Y 107:19 +5 107:07 +4 106:28 +4 5 GNMA 5.50 30Y 108:22 -1 108:10 -1 108:00 -1 6 GNMA 6.00 30Y 109:11 -4 109:02 -4 108:26 -4 7 GNMA 6.50 30Y 110:04 -4 109:28 -4 109:20 -5 8 GNMA 7.00 30Y 110:11 -5 110:03 -5 109:27 -5 9 GNMA 7.50 30Y 111:23 111:19 10 GNMA 8.00 30Y 108:08 108:04 11 GNMA 8.50 30Y 108:08 108:04 12 GNMA 9.00 30Y 108:24 109:20 13 GNMA 9.50 30Y 109:04 14 GNMA 10.00 30Y 108:32 108:28 15 GNMA 10.50 30Y 108:32 108:28 16 GNMA 11.00 30Y 108:32 108:28 17 GNMA 11.50 30Y 108:32 108:28 18 GNMA 12.00 30Y 108:32 108:28 19 GNMA 12.50 30Y 108:32 108:28 20 FGPC 3.50 30Y 100:06 +12 99:29 +12 99:20 +12 21 FGPC 4.00 30Y 102:10 +8 101:29 +8 101:17 +8 22 FGPC 4.50 30Y 104:16 +7 104:04 +7 103:25 +7 23 FGPC 5.00 30Y 106:17 +4 106:05 +4 105:26 +4 24 FGPC 5.50 30Y 107:22 -2 107:12 -2 107:04 -2 25 FGPC 6.00 30Y 108:19 -7 108:12 -7 108:05 -7 26 FGPC 6.50 30Y 109:19 -7 109:11 -7 109:06 -7 27 FGPC 7.00 30Y 110:30 -4 110:22 -5 110:15 -5 28 FGPC 7.50 30Y 111:07 111:03 29 FGPC 8.00 30Y 106:22 106:18 30 FGPC 8.50 30Y 106:22 106:18 31 FGPC 9.00 30Y 108:32 108:28 32 FGPC 9.50 30Y 108:32 108:28 33 FGPC 10.00 30Y 108:32 108:28 34 FGPC 10.50 30Y 108:32 108:28 35 FGPC 11.00 30Y 108:32 108:28 36 FGPC 11.50 30Y 108:32 108:28 37 FGPC 12.00 30Y 108:32 108:28 38 FGPC 12.50 30Y 108:32 108:28 39 FNMA 3.50 30Y 100:06 +12 99:24 +12 99:11 +12 40 FNMA 4.00 30Y 102:16 +9 102:02 +9 101:22 +9 41 FNMA 4.50 30Y 104:18 +7 104:07 +7 103:29 +7 103:18 42 FNMA 5.00 30Y 106:18 +4 106:07 +4 105:29 +4 43 FNMA 5.50 30Y 107:24 #NA 107:16 -2 107:09 -1 44 FNMA 6.00 30Y 108:20 -4 108:13 -5 108:06 -4 45 FNMA 6.50 30Y 109:21 -5 109:13 -5 109:08 -5 46 FNMA 7.00 30Y 110:27 -5 110:21 -5 110:15 -5 47 FNMA 7.50 30Y 110:31 110:27 48 FNMA 8.00 30Y 108:26 108:22 49 FNMA 8.50 30Y 108:24 #NA 108:29 50 FNMA 9.00 30Y 108:32 108:28 51 FNMA 9.50 30Y 108:32 108:28 52 FNMA 10.00 30Y 108:32 108:28 53 FNMA 10.50 30Y 108:32 108:28 54 FNMA 11.00 30Y 108:32 108:28 55 FNMA 11.50 30Y 108:32 108:28 56 FNMA 12.00 30Y 108:32 108:28 57 FNMA 12.50 30Y 108:32 108:28 58 FMPC 4.00 30Y 102:10 +8 101:29 +8 101:17 +8 59 FMPC 4.50 30Y 104:16 +7 104:04 +7 103:25 +7 60 FMPC 5.00 30Y 106:17 +4 106:05 +4 105:26 +4 61 FMPC 5.50 30Y 107:21 -2 107:12 -2 107:03 -2 62 FMPC 6.00 30Y 108:18 -7 108:11 -7 108:04 -7 63 FMPC 6.50 30Y 109:16 -8 109:09 -7 109:04 -7 64 FMPC 7.00 30Y 110:08 -4 110:00 -4 109:24 -5 65 FMPC 7.50 30Y 110:32 110:28 66 FMPC 8.00 30Y 106:15 106:11 67 FMPC 8.50 30Y 106:11 106:07 68 GNM2 3.50 30Y 99:10 +12 98:30 +12 98:18 +12 98:06 69 GNM2 4.00 30Y 103:02 +11 102:20 +11 102:07 +11 101:24 70 GNM2 4.50 30Y 105:08 +8 104:27 +8 104:15 +8 71 GNM2 5.00 30Y 107:13 +5 107:00 +5 106:20 +5 72 GNM2 5.50 30Y 108:17 -1 108:06 -1 107:28 -1 73 GNM2 6.00 30Y 109:13 -4 109:05 -4 108:27 -4 74 GNM2 6.50 30Y 110:06 -4 109:30 -5 109:24 -4 75 GNM2 7.00 30Y 109:27 -5 109:19 -5 109:11 -5 76 GNM2 7.50 30Y 109:27 109:23 77 GNM2 8.00 30Y 107:24 107:20 78 GNM2 8.50 30Y 107:24 107:20 79 GNM2 9.00 30Y 109:04 108:32 80 FNCT 3.50 20Y 100:06 +12 99:28 +12 99:20 +12 81 FNCT 4.00 20Y 103:21 +9 103:09 +9 102:29 +9 82 FNCT 4.50 20Y 105:11 +7 104:30 +7 104:17 +7 83 FNCT 5.00 20Y 106:25 +4 106:11 +4 105:29 +3 84 FNCT 5.50 20Y 107:31 -2 107:19 -2 107:07 -2 85 FNCT 6.00 20Y 108:27 -4 108:18 -4 108:09 -4 86 FNCT 6.50 20Y 109:24 -4 109:15 -5 109:06 -4 87 FNCT 7.00 20Y 110:30 110:26 88 FNCT 7.50 20Y 110:30 110:26 89 FNCT 8.00 20Y 108:26 108:22 90 FNCT 8.50 20Y 108:26 108:22 91 FHLM 3.50 20Y 100:06 +12 99:29 +12 99:20 +12 92 FHLM 4.00 20Y 103:17 +8 103:06 +8 102:26 +8 93 FHLM 4.50 20Y 105:10 +7 104:29 +7 104:16 +7 94 FHLM 5.00 20Y 106:25 +4 106:10 +3 105:28 +4 95 FHLM 5.50 20Y 107:28 -2 107:16 -2 107:04 -2 96 FHLM 6.00 20Y 108:26 -7 108:16 -7 108:07 -7 97 FHLM 6.50 20Y 109:24 -8 109:14 -8 109:04 -8 98 FHLM 7.00 20Y 110:28 110:24 99 FHLM 7.50 20Y 110:28 110:24 100 FHLM 8.00 20Y 105:24 105:20 101 FHLM 8.50 20Y 106:10 106:06 102 GNJO 3.00 15Y 100:19 +8 100:05 +8 99:23 +8 103 GNJO 3.50 15Y 103:18 +7 103:04 +7 102:22 +7 104 GNJO 4.00 15Y 105:16 +6 105:05 +6 104:26 +6 105 GNJO 4.50 15Y 106:22 +4 106:10 +4 105:30 +3 106 GNJO 5.00 15Y 107:13 -1 107:03 -1 106:25 -1 107 GNJO 5.50 15Y 108:16 +1 108:06 +1 107:28 +1 108 GNJO 6.00 15Y 108:26 -4 108:16 -4 108:06 -4 109 GNJO 6.50 15Y 110:00 109:28 110 GNJO 7.00 15Y 109:14 109:10 111 GNJO 7.50 15Y 106:14 106:10 112 GNJO 8.00 15Y 109:06 109:02 113 GNM2 3.50 15Y 103:18 +7 103:04 +7 102:22 +7 114 GNM2 4.00 15Y 105:12 +6 105:02 +6 104:23 +6 115 GNM2 4.50 15Y 106:16 +4 106:05 +4 105:25 +4 116 GNM2 5.00 15Y 107:13 -1 107:03 -1 106:25 -1 117 GNM2 5.50 15Y 108:16 +1 108:06 +1 107:28 +1 118 GNM2 6.00 15Y 108:26 -4 108:16 -4 108:06 -4 119 GNM2 6.50 15Y 110:04 110:00 120 GNM2 7.00 15Y 109:18 109:14 121 GNM2 7.50 15Y 106:18 106:14 122 GNM2 8.00 15Y 108:27 108:23 123 FGPC 3.00 15Y 99:20 +8 130:27 #NA 130:14 #NA 124 FGPC 3.50 15Y 102:23 +7 102:08 +6 101:28 +6 125 FGPC 4.00 15Y 104:16 +6 104:05 +6 103:28 +6 126 FGPC 4.50 15Y 105:28 +4 105:20 +4 105:13 +4 127 FGPC 5.00 15Y 106:26 -1 106:20 -1 106:14 -1 128 FGPC 5.50 15Y 108:00 +1 107:25 +1 107:18 +1 129 FGPC 6.00 15Y 108:14 -4 108:06 -5 107:32 -4 130 FGPC 6.50 15Y 108:29 -5 108:19 -5 108:09 -5 131 FGPC 7.00 15Y 108:09 108:05 107:11 132 FGPC 7.50 15Y 107:01 106:29 133 FGPC 8.00 15Y 106:23 106:19 134 FGPC 8.50 15Y 106:23 106:19 135 FMPC 3.50 15Y 102:19 +7 102:04 +6 101:25 +6 136 FMPC 4.00 15Y 104:16 +6 104:05 +6 103:28 +6 137 FMPC 4.50 15Y 105:23 +4 105:15 +4 105:08 +4 138 FMPC 5.00 15Y 106:26 -1 106:19 -1 106:14 -1 139 FMPC 5.50 15Y 107:31 +1 107:24 +1 107:18 +1 140 FMPC 6.00 15Y 108:12 -5 108:05 -5 107:30 -5 141 FMPC 6.50 15Y 108:16 -5 108:06 -5 107:28 -5 142 FMPC 7.00 15Y 107:17 107:13 106:19 143 FMPC 7.50 15Y 106:14 106:10 144 FMPC 8.00 15Y 106:04 106:00 145 FMPC 8.50 15Y 106:03 105:31 146 FNMA 3.00 15Y 99:29 +8 99:16 +8 99:01 +6 147 FNMA 3.50 15Y 102:28 +7 102:12 +7 102:01 +7 148 FNMA 4.00 15Y 104:19 +6 104:09 +6 103:32 +6 149 FNMA 4.50 15Y 105:30 +4 105:22 +4 105:16 +4 150 FNMA 5.00 15Y 106:26 -1 106:21 -1 106:16 -1 151 FNMA 5.50 15Y 108:04 +1 107:28 +1 107:21 +1 152 FNMA 6.00 15Y 108:14 -4 108:06 -5 107:32 -4 153 FNMA 6.50 15Y 109:05 -5 108:28 -5 108:19 -5 154 FNMA 7.00 15Y 108:19 108:15 107:24 155 FNMA 7.50 15Y 107:19 107:15 156 FNMA 8.00 15Y 107:19 107:15 157 FNMA 8.50 15Y 107:19 107:15 158 FNMA 3.00 10Y 99:29 +8 99:16 +8 99:03 +8 159 FNMA 3.50 10Y 104:24 +7 104:10 +7 103:32 +7 160 FNMA 4.00 10Y 105:30 +6 105:18 +6 105:08 +6 161 FNMA 4.50 10Y 106:22 +4 106:12 +4 106:02 +4 162 FNMA 5.00 10Y 106:26 -1 106:18 -1 106:10 -1 163 FNMA 5.50 10Y 108:04 +1 107:27 +1 107:19 +1 164 FNMA 6.00 10Y 108:14 -4 108:06 -5 107:32 -4 165 FNMA 6.50 10Y 109:05 109:01 166 FNMA 7.00 10Y 108:19 108:15 167 FNMA 7.50 10Y 107:19 107:15 168 FHLM 3.50 10Y 104:24 +7 104:06 +7 103:27 +7 169 FHLM 4.00 10Y 105:31 +6 105:19 +6 105:09 +6 170 FHLM 4.50 10Y 106:23 +4 106:13 +4 106:03 +3 171 FHLM 5.00 10Y 106:27 -1 106:19 -1 106:11 -1 172 FHLM 5.50 10Y 108:05 +1 107:28 +1 107:20 +1 173 FHLM 6.00 10Y 108:14 -5 108:08 -4 108:00 -5 174 FHLM 6.50 10Y 109:06 109:02 175 FHLM 7.00 10Y 108:20 108:16 176 FHLM 7.50 10Y 107:20 106:27