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