Mortgage-Backed Securities Trade Date: 05/12/2008 Street Software Technology Inc. Settlement Date: 05/14/2008 Prices in 32nds (212) 922-0500 Delivery Date: - May 08 - - Jun 08 - - Jul 08 - Aug 08 Iss Description Bid Chg Bid Chg Bid Chg Bid --- -------------- ------ --- ------ --- ------ --- ------ 1 GNMA 4.00 30Y 92:14 -7 92:21 -7 2 GNMA 4.50 30Y 95:31 -7 95:22 -7 95:13 -7 95:04 3 GNMA 5.00 30Y 99:05 -7 98:26 -7 98:15 -7 98:08 4 GNMA 5.50 30Y 101:12 -6 101:01 -6 100:22 -6 100:15 5 GNMA 6.00 30Y 102:30 -4 102:20 -4 102:10 -4 102:03 6 GNMA 6.50 30Y 104:02 -3 103:26 -3 103:18 -3 103:14 7 GNMA 7.00 30Y 105:28 -2 105:23 -2 105:18 -2 8 GNMA 7.50 30Y 106:07 -1 106:03 -1 105:31 -1 9 GNMA 8.00 30Y 105:20 10 GNMA 8.50 30Y 105:23 11 FGPC 4.00 30Y 92:12 +12 92:08 -24 12 FGPC 4.50 30Y 95:10 -9 95:04 -7 94:28 -7 94:20 13 FGPC 5.00 30Y 98:09 -9 98:02 -6 97:25 -6 97:19 14 FGPC 5.50 30Y 100:20 -8 100:12 -5 100:02 -5 99:28 15 FGPC 6.00 30Y 102:14 -6 102:06 -4 101:29 -4 101:23 16 FGPC 6.50 30Y 103:26 -5 103:19 -3 103:10 -3 103:04 17 FGPC 7.00 30Y 105:18 -5 105:12 -2 105:03 -2 104:30 18 FGPC 7.50 30Y 105:22 -2 105:17 -1 105:11 -1 105:07 19 FGPC 8.00 30Y 105:19 +5 105:14 #NA 20 FGPC 8.50 30Y 105:02 +7 104:27 #NA 21 FGPC 9.00 30Y 106:11 +6 106:05 #NA 22 FGPC 9.50 30Y 106:20 +7 106:14 #NA 23 FNMA 4.00 30Y 92:12 -1 92:07 -7 24 FNMA 4.50 30Y 95:09 -9 95:03 -7 94:27 -7 94:19 25 FNMA 5.00 30Y 98:08 -9 98:02 -7 97:25 -7 26 FNMA 5.50 30Y 100:19 -7 100:12 -5 100:02 -5 27 FNMA 6.00 30Y 102:12 -6 102:04 -4 101:26 -4 28 FNMA 6.50 30Y 103:23 -5 103:16 -3 103:07 -3 29 FNMA 7.00 30Y 105:14 -5 105:08 -2 104:30 -2 30 FNMA 7.50 30Y 105:30 -2 105:25 -1 105:19 -1 31 FNMA 8.00 30Y 105:19 +5 105:14 #NA 32 FNMA 8.50 30Y 105:13 +6 105:07 #NA 33 FNMA 9.00 30Y 106:13 +6 106:07 #NA 34 FNMA 9.50 30Y 106:22 +7 106:16 #NA 35 FMPC 4.00 30Y 92:12 +12 92:08 -24 36 FMPC 4.50 30Y 95:09 -9 95:04 -7 94:28 -7 94:20 37 FMPC 5.00 30Y 98:09 -9 98:02 -6 97:25 -6 97:19 38 FMPC 5.50 30Y 100:20 -8 100:12 -5 100:02 -5 99:29 39 FMPC 6.00 30Y 102:13 -5 102:06 -4 101:29 -4 101:24 40 FMPC 6.50 30Y 103:24 -5 103:19 -3 103:10 -3 103:04 41 FMPC 7.00 30Y 104:27 -5 104:24 -2 104:16 -2 104:12 42 FMPC 7.50 30Y 105:15 -2 105:12 -1 105:06 -1 105:02 43 FMPC 8.00 30Y 105:11 +5 105:06 105:06 44 FMPC 8.50 30Y 104:22 +7 104:15 104:15 45 GNM2 4.00 30Y 91:30 -7 92:05 -7 46 GNM2 4.50 30Y 94:29 -7 94:22 -7 94:15 -7 94:11 47 GNM2 5.00 30Y 98:25 -7 98:17 -7 98:09 -7 98:05 48 GNM2 5.50 30Y 101:03 -6 100:27 -6 100:18 -6 49 GNM2 6.00 30Y 102:24 -4 102:17 -4 102:10 -4 50 GNM2 6.50 30Y 104:04 -3 103:28 -3 103:22 -3 51 GNM2 7.00 30Y 106:03 -2 105:28 -2 105:21 -2 52 GNM2 7.50 30Y 105:23 -1 53 GNM2 8.00 30Y 105:00 54 GNM2 8.50 30Y 105:14 55 GARM 4.00 30Y 99:24 -2 56 GARM 4.50 30Y 99:29 -1 57 GARM 5.00 30Y 100:07 58 COFI 1.25 30Y 100:10 59 FNCT 4.00 20Y 93:22 60 FNCT 4.50 20Y 96:01 -8 95:27 -7 95:19 -7 95:15 61 FNCT 5.00 20Y 99:04 -8 98:30 -6 98:20 -6 98:16 62 FNCT 5.50 20Y 101:03 -7 100:28 -4 100:18 -5 100:14 63 FNCT 6.00 20Y 102:20 -5 102:12 -4 102:02 -4 101:30 64 FNCT 6.50 20Y 103:25 +13 103:18 -3 103:28 -3 65 FNCT 7.00 20Y 105:12 -7 105:08 -3 104:30 -3 66 FNCT 7.50 20Y 105:31 -1 105:26 105:20 67 FNCT 8.00 20Y 105:25 +11 105:14 #NA 68 FHLM 4.00 20Y 93:19 69 FHLM 4.50 20Y 96:02 -13 95:28 -6 70 FHLM 5.00 20Y 99:05 -11 98:30 -5 71 FHLM 5.50 20Y 101:04 -8 100:28 -5 72 FHLM 6.00 20Y 102:22 -7 102:14 -4 73 FHLM 6.50 20Y 103:28 -5 103:21 -3 74 FHLM 7.00 20Y 105:16 -7 105:12 -3 75 FHLM 7.50 20Y 105:24 -2 105:18 76 FHLM 8.00 20Y 105:25 +12 105:14 77 GNJO 3.50 15Y 94:23 -8 94:20 -8 78 GNJO 4.00 15Y 95:30 -7 95:23 -7 95:18 -7 79 GNJO 4.50 15Y 98:20 -5 98:15 -5 98:06 -5 80 GNJO 5.00 15Y 100:18 -4 100:11 -4 100:02 -4 81 GNJO 5.50 15Y 101:29 -4 101:24 -4 101:16 -4 82 GNJO 6.00 15Y 103:04 -4 102:31 -4 102:25 -4 83 GNJO 6.50 15Y 103:29 -3 103:24 -3 103:18 -3 84 GNJO 7.00 15Y 104:08 -2 103:08 -2 85 GNJO 7.50 15Y 105:10 86 GNJO 8.00 15Y 105:19 87 GNJO 8.50 15Y 104:02 88 GNM2 3.50 15Y 94:03 -8 94:04 -8 89 GNM2 4.00 15Y 95:14 -7 95:07 -7 190:30 -7 90 GNM2 4.50 15Y 98:04 -5 97:31 -5 196:04 -5 91 GNM2 5.00 15Y 100:02 -4 99:27 -4 199:29 -4 92 GNM2 5.50 15Y 101:13 -4 101:08 -4 202:20 -4 93 GNM2 6.00 15Y 102:18 -4 102:15 -4 205:02 -4 94 GNM2 6.50 15Y 103:10 -3 103:08 -3 206:31 -3 95 GNM2 7.00 15Y 103:05 -2 102:08 -2 206:21 -2 96 GNM2 7.50 15Y 104:12 104:10 97 GNM2 8.00 15Y 104:20 104:19 98 GNM2 8.50 15Y 102:31 99 FGPC 3.50 15Y 94:18 -8 94:13 -8 100 FGPC 4.00 15Y 95:20 -7 95:16 -6 95:10 -7 95:06 101 FGPC 4.50 15Y 98:16 -6 98:08 -6 98:00 -6 97:28 102 FGPC 5.00 15Y 100:17 -5 100:09 -5 100:01 -5 99:29 103 FGPC 5.50 15Y 101:28 -4 101:20 -4 101:13 -4 104 FGPC 6.00 15Y 103:06 -4 102:30 -4 102:22 -4 105 FGPC 6.50 15Y 103:05 -3 102:31 -3 102:25 -3 106 FGPC 7.00 15Y 102:31 -1 107 FGPC 7.50 15Y 104:27 108 FGPC 8.00 15Y 105:01 109 FGPC 8.50 15Y 105:14 110 FMPC 3.50 15Y 94:14 -8 94:13 -8 111 FMPC 4.00 15Y 95:20 -7 95:16 -6 95:10 -7 95:06 112 FMPC 4.50 15Y 98:11 -6 98:08 -6 98:00 -6 97:28 113 FMPC 5.00 15Y 100:17 -5 100:09 -5 100:01 -5 99:29 114 FMPC 5.50 15Y 101:27 -4 101:20 -4 101:13 -4 115 FMPC 6.00 15Y 103:04 -4 102:30 -4 102:22 -4 116 FMPC 6.50 15Y 102:24 -2 102:21 -3 102:15 -3 117 FMPC 7.00 15Y 102:07 -1 102:11 -1 118 FMPC 7.50 15Y 104:08 104:07 119 FMPC 8.00 15Y 104:13 104:13 120 FMPC 8.50 15Y 104:26 121 FNMA 3.50 15Y 94:23 -8 94:18 -8 122 FNMA 4.00 15Y 95:26 -7 95:22 -6 95:16 -7 95:12 123 FNMA 4.50 15Y 98:21 -6 98:12 -6 98:04 -6 97:31 124 FNMA 5.00 15Y 100:18 -5 100:09 -5 100:00 -5 99:27 125 FNMA 5.50 15Y 101:31 -4 101:22 -4 101:13 -4 101:08 126 FNMA 6.00 15Y 103:06 -4 102:30 -4 102:21 -4 102:15 127 FNMA 6.50 15Y 104:01 -3 103:24 -2 103:15 -3 103:09 128 FNMA 7.00 15Y 103:08 -2 129 FNMA 7.50 15Y 105:00 -1 104:26 -1 130 FNMA 8.00 15Y 105:06 131 FNMA 8.50 15Y 105:18 132 FNMA 3.50 10Y 95:20 133 FNMA 4.00 10Y 96:20 134 FNMA 4.50 10Y 99:04 135 FNMA 5.00 10Y 100:23 136 FNMA 5.50 10Y 101:23 137 FNMA 6.00 10Y 102:26 138 FNMA 6.50 10Y 103:25 139 FNMA 7.00 10Y 104:00 140 FNMA 7.50 10Y 105:01 141 FNMA 8.00 10Y 105:06 142 FHLM 3.50 10Y 95:16 143 FHLM 4.00 10Y 96:22 144 FHLM 4.50 10Y 99:05 145 FHLM 5.00 10Y 100:24 146 FHLM 5.50 10Y 101:24 147 FHLM 6.00 10Y 102:27 148 FHLM 6.50 10Y 103:26 149 FHLM 7.00 10Y 103:25 150 FHLM 7.50 10Y 104:13 151 FGBL 3.00 7Y 94:18 152 FGBL 3.50 7Y 95:22 -4 95:13 -3 153 FGBL 4.00 7Y 97:30 -1 97:16 -1 154 FGBL 4.50 7Y 99:11 -1 99:00 -2 155 FGBL 5.00 7Y 100:25 -1 100:16 -2 156 FGBL 5.50 7Y 101:20 -2 101:12 -2 157 FGBL 6.00 7Y 102:25 102:23 158 FGBL 6.50 7Y 103:04 -1 103:04 159 FGBL 7.00 7Y 103:23 160 FGBL 7.50 7Y 104:11 161 FNBL 3.00 7Y 94:17 162 FNBL 3.50 7Y 95:16 -4 95:12 -4 95:08 -4 95:04 163 FNBL 4.00 7Y 97:20 -2 97:16 -2 97:12 -2 97:08 164 FNBL 4.50 7Y 99:04 -3 98:32 -3 98:28 -3 98:24 165 FNBL 5.00 7Y 100:21 -1 100:17 -1 100:13 -1 100:09 166 FNBL 5.50 7Y 101:18 -1 101:14 -1 101:10 -1 101:06 167 FNBL 6.00 7Y 102:22 -1 168 FNBL 6.50 7Y 103:02 -2 169 FNBL 7.00 7Y 103:22 170 FNBL 7.50 7Y 104:10 171 FHBL 3.50 5Y 97:02 -2 96:30 -2 96:26 -2 96:22 172 FHBL 4.00 5Y 99:18 -1 99:14 -1 99:10 -1 99:06 173 FHBL 4.50 5Y 100:30 100:26 100:22 100:18 174 FHBL 5.00 5Y 101:26 -1 101:22 -1 101:18 -1 101:14 175 FHBL 5.50 5Y 102:10 -1 102:06 -1 102:02 -1 101:30 176 FHBL 6.00 5Y 102:24 102:18 -2 102:16 102:12 177 FHBL 6.50 5Y 103:12 178 FHBL 7.00 5Y 103:26