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2788.xls 02/09/2008 1
31393GMJ0 50,000,000 16576643 101.34 99.56 4.72 11/26/2002 161021420 ACMOFHLM
31393GMJ0 50,000,000 16576643 101.48 99.56 4.69 12/5/2002 161021419 ACMOFHLM
31393GS70 40,000,000 9794409.6 101.54 99.6 4.64 12/16/2002 161021422 ACMOFHLM
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31394PTF0 50,000,000 36831327.5 101.31 96.36 3.81 3/24/2004 161022441 ACMOFHLM
2788.xls 02/09/2008 2
31395A4K8 48,582,000 31813651.61 100.14 98.66 4.47 6/17/2004 161022530 ACMOFHLM
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31395JKK1 22,000,000 19555865.56 100.12 100.08 4.81 1/18/2005 161022606 ACMOFLT
31395JKK1 50,000,000 44445149 100.12 100.08 4.81 1/18/2005 161022605 ACMOFLT
38374CJU6 50,000,000 26933583.5 99.99 99.9 4.87 9/25/2003 161022356 ACMOFLT
31358P3B1 1,000,000 162051.26 102.94 101.01 5.59 11/1/2002 162001770 ACMOFNMA
31359FJG4 1,000,000 133218.74 100.18 99.71 4.29 11/1/2002 162001767 ACMOFNMA
31392A4P0 5,000,000 1248090.05 101.54 99.8 4.93 1/16/2004 159001039 ACMOFNMA
31392ARN0 50,000,000 3917943 100.95 99.87 4.98 11/5/2001 161018353 ACMOFNMA
2788.xls 02/09/2008 3
31392ARN0 50,000,000 3917943 100.97 99.87 4.97 10/31/2001 161018350 ACMOFNMA
31392ARN0 50,000,000 3917943 100.97 99.87 4.97 10/31/2001 161018351 ACMOFNMA
31392ARN0 50,000,000 3917943 100.95 99.87 4.98 11/5/2001 161018352 ACMOFNMA
31392AXG8 50,000,000 159131 100.04 99.73 4.95 11/6/2001 161018378 ACMOFNMA
31392AXG8 50,000,000 159131 100.04 99.73 4.95 11/6/2001 161018379 ACMOFNMA
31392EH45 4,958,664 3721022.77 101.8 100.12 4.52 1/16/2004 159001026 ACMOFNMA
31392F7K7 50,000,000 14340245.5 101.17 99.52 4.7 10/28/2002 161021190 ACMOFNMA
31392GMR3 50,000,000 17591529.5 101.51 99.45 4.68 11/20/2002 161021196 ACMOFNMA
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31392GNJ0 50,000,000 14432307 101.06 99.52 4.73 11/25/2002 161021417 ACMOFNMA
31392GNJ0 10,000,000 2886461.4 101.17 99.52 4.7 11/26/2002 161021418 ACMOFNMA
31392GPK5 50,000,000 17131525.5 101.62 99.48 4.63 12/12/2002 161021437 ACMOFNMA
31392GPK5 50,000,000 17131525.5 101.19 99.48 4.73 12/4/2002 161021438 ACMOFNMA
31392GPM1 3,000,000 1027891.53 105.17 103.64 6.26 1/16/2004 159001023 ACMOFNMA
31392GWL5 25,000,000 7566234.75 101.84 99.48 4.56 1/8/2003 161021682 ACMOFNMA
31392J7F0 50,000,000 22696837.5 102.27 99.26 4.63 3/26/2003 161022184 ACMOFNMA
31392JPE3 2,000,000 2000000 102.32 99.23 4.5 1/16/2004 159001021 ACMOFNMA
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31393ANL7 2,500,000 226139.15 100.6 100.07 4.96 1/16/2004 159001022 ACMOFNMA
31393BFS9 50,000,000 23785921 100.99 95.92 3.86 7/14/2003 161022311 ACMOFNMA
31393BKP9 10,000,000 4150961.1 102.56 100.88 5.35 1/16/2004 159001044 ACMOFNMA
31393BKR5 5,000,000 4147063.65 103.8 101.4 5.23 1/16/2004 159001031 ACMOFNMA
31393BPU3 50,000,000 26829390.5 101.93 97.62 4.25 5/7/2003 161022210 ACMOFNMA
31393BPU3 49,000,000 26292802.69 102.14 97.62 4.23 5/28/2003 161022242 ACMOFNMA
31393BVA0 50,000,000 25263329.5 100.86 96.1 3.89 5/9/2003 161022217 ACMOFNMA
31393BVA0 50,000,000 25263329.5 101.18 96.1 3.85 5/19/2003 161022234 ACMOFNMA
31393BVA0 50,000,000 25263329.5 101.19 96.1 3.85 5/21/2003 161022237 ACMOFNMA
31393BWE1 50,000,000 25263329.5 101.97 96.63 4.25 5/7/2003 161022211 ACMOFNMA
31393BWE1 50,000,000 25263329.5 101.3 96.63 4.33 4/10/2003 161022201 ACMOFNMA
31393BWE1 15,000,000 7578998.85 101.3 96.63 4.33 4/10/2003 161022202 ACMOFNMA
31393BWE1 35,000,000 17684330.65 101.5 96.63 4.31 4/29/2003 161022203 ACMOFNMA
31393CD26 40,000,000 40000000 101.71 96.42 3.58 6/12/2003 161022259 ACMOFNMA
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31393ES42 5,000,000 1626473.85 102.69 100.83 5.21 1/16/2004 159001028 ACMOFNMA
2788.xls 02/09/2008 4
31393TAA4 50,000,000 9869085.5 100.19 99.57 2.93 8/13/2003 161022332 ACMOFNMA
31393TAA4 15,000,000 2960725.65 100.19 99.57 2.93 8/13/2003 161022333 ACMOFNMA
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3133MKED5 50,000,000 50000000 99.89 99.97 5.03 12/7/2001 161018459 AFHLBNC
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2788.xls 02/09/2008 5
31282RZ56 8,000,000 838975.44 102.13 99.94 4.35 7/1/2003 161022285 AFHLM/7Y
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2788.xls 02/09/2008 6
3128GLB35 22,532,546 1727914.37 98.92 101.7 6.26 7/2/2001 161017280 AFHLM15Y
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31294JUX4 25,092,115 3541148.07 98.86 100.58 5.82 1/22/1999 161000187 AFHLM15Y
31294JUX4 49,682,390 7011473.49 99.16 100.58 5.71 1/22/1999 161000188 AFHLM15Y
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31294JVU9 50,000,000 7555474.5 98.92 100.58 5.79 2/22/1999 161000190 AFHLM15Y
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31294KQ65 50,000,000 33103368.5 102.34 97.07 3.89 6/23/2003 161022262 AFHLM15Y
31294KQ65 50,000,000 33103368.5 102.25 97.07 3.92 6/6/2003 161022254 AFHLM15Y
31294KRE7 40,000,000 26784418 102.04 97.06 3.97 6/20/2003 161022264 AFHLM15Y
31294KRE7 50,000,000 33480522.5 102.38 97.06 3.89 6/23/2003 161022265 AFHLM15Y
31294KRE7 50,000,000 33480522.5 102.32 97.06 3.9 6/23/2003 161022266 AFHLM15Y
31294KRE7 50,000,000 33480522.5 102.07 97.06 3.96 6/20/2003 161022263 AFHLM15Y
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31294FZP4 1,050,284 256153.51 104.86 102.7 5.32 10/28/2004 352038550 AFHLM30Y
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313401KL4 1,250,000 977.01 103.45 112.1 11.48 10/28/2004 352038549 AFHLM30Y
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2788.xls 02/09/2008 7
31340MXK6 1,195,000 1590.04 100 108.51 11.5 10/28/2004 352038545 AFHLM30Y
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31295LNZ1 5,000,000 353234.85 101.34 102.83 4.85 10/28/2004 161022576 AFHLM51T
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3128X1ED5 32,000,000 32000000 100 96.05 3 6/5/2003 161022251 AFHLMCC
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3134A4RH9 50,000,000 50000000 99.98 98 3.51 9/12/2002 161020529 AFHLMCNC
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2788.xls 02/09/2008 8
31371JJE5 1,000,000 6823.03 100 100.39 7.5 10/28/2004 352038559 AFNMA/7Y
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31371KT27 1,660,000 199355.16 102.22 99.82 4.17 7/1/2003 161022279 AFNMA/7Y
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31384V4F6 50,000,000 877165.5 98.41 100.7 7.7 9/12/2000 161014895 AFNMA/7Y
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31371K4B4 45,000,000 20973672 102.34 99.55 4.09 3/21/2003 161022181 AFNMA10Y
31371K5R8 25,000,000 13063929.5 102.39 98.23 3.61 4/15/2003 161022196 AFNMA10Y
31371K5R8 25,000,000 13063929.5 102.19 98.23 3.68 4/21/2003 161022197 AFNMA10Y
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31371K5R8 50,000,000 26127859 102.71 98.23 3.51 5/7/2003 161022215 AFNMA10Y
31371K5R8 50,000,000 26127859 102.13 98.23 3.7 4/23/2003 162001954 AFNMA10Y
31371K5T4 30,000,000 16331989.5 102.57 98.08 3.56 5/9/2003 161022223 AFNMA10Y
31371K5T4 25,000,000 13609991.25 102.33 98.08 3.64 5/6/2003 161022224 AFNMA10Y
31371K5T4 25,000,000 13609991.25 102.34 98.08 3.64 5/6/2003 161022225 AFNMA10Y
31371K5T4 20,000,000 10887993 102.56 98.08 3.57 5/13/2003 161022226 AFNMA10Y
31371K5T4 25,000,000 13609991.25 102.69 98.08 3.53 5/9/2003 161022227 AFNMA10Y
31371LAS8 50,000,000 28868214.5 102.01 96.33 3.27 5/19/2003 161022229 AFNMA10Y
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31371LAS8 25,000,000 14434107.25 101.97 96.33 3.28 5/19/2003 161022233 AFNMA10Y
31371LAS8 50,000,000 28868214.5 101.89 96.33 3.31 5/28/2003 161022239 AFNMA10Y
31371LAS8 20,000,000 11547285.8 101.89 96.33 3.31 5/28/2003 161022241 AFNMA10Y
31371LAS8 15,000,000 8660464.35 101.89 96.33 3.31 5/28/2003 161022240 AFNMA10Y
31371LAS8 38,000,000 21939843.02 101.95 96.33 3.29 5/16/2003 161022231 AFNMA10Y
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31371LBN8 50,000,000 29329480 99.44 96.33 4.09 12/3/2003 161022392 AFNMA10Y
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2788.xls 02/09/2008 9
31371LPU7 27,000,000 19781514.09 99.56 96.33 4.05 4/28/2004 161022482 AFNMA10Y
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31368HH89 3,872,011 112550.69 102.87 101.2 3.93 11/1/2002 162001782 AFNMA15Y
31368HVA8 3,100,000 177144.76 105.05 103.85 4.58 11/1/2002 162001790 AFNMA15Y
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31371K4D0 50,000,000 31312897.5 101.93 97.39 3.96 7/1/2003 162001993 AFNMA15Y
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31371K5U1 50,000,000 32572615.5 102.34 97.39 3.87 6/17/2003 162001966 AFNMA15Y
31371LAB5 50,000,000 33024227.5 101.83 97.39 3.99 7/2/2003 161022298 AFNMA15Y
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31384VR20 50,000,000 3453612.5 99.29 103.2 7.11 10/4/2000 161015137 AFNMA15Y
31384VR20 3,060,000 211361.09 99.29 103.2 7.11 10/4/2000 161015138 AFNMA15Y
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31384VSA1 50,000,000 3508567 99.27 103.2 7.12 9/20/2000 161014968 AFNMA15Y
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31384WL24 50,319,885 5242411.16 99.49 101.98 6.03 4/11/2001 161016977 AFNMA15Y
31385HVZ2 1,100,000 144501.53 104.28 102.66 4.54 11/1/2002 162001792 AFNMA15Y
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2788.xls 02/09/2008 10
31384WDS6 7,906,511 206302.77 104.71 107.35 6.5 1/16/2004 160001138 AFNMA30Y
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2788.xls 02/09/2008 11
31404E7C4 34,439,534 21437183.43 100.57 98.52 4.24 5/5/2004 161022498 AFNMA51L
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31384VPZ9 7,303,265 203971.57 102.84 102.12 6.54 10/28/2004 161022590 AFNMA51T
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31359MPP2 50,000,000 50000000 99.87 98.06 3.78 11/25/2002 161021143 AFNMAC
31359MPP2 50,000,000 50000000 99.91 98.06 3.76 10/16/2002 161020781 AFNMAC
2788.xls 02/09/2008 12
31359MVS9 25,000,000 25000000 100 99.47 3.25 11/4/2004 352038543 AFNMAC
3136F52A8 50,000,000 50000000 100 98.88 3.63 9/22/2004 161022558 AFNMAC
3136F5N56 32,000,000 32000000 100 98.84 3.5 8/27/2004 161022555 AFNMAC
31359MNP4 50,000,000 50000000 100.55 99.09 3.83 8/16/2002 161020313 AFNMANC
3136F3WW2 20,000,000 20000000 100 95.91 3 6/3/2003 161022249 AFNMASC
36225ALM0 2,250,000 95571.18 104.02 103.99 5.16 7/1/2003 161022297 AGNMA15Y
36202CR54 2,000,000 22538.04 104.43 109.06 7.05 7/1/2003 161022288 AGNMA30Y
36202DHN4 2,000,000 6716.88 102.98 109.29 7.63 1/16/2004 160001145 AGNMA30Y
3620484B3 200,000 1555.73 99.83 103.7 8.9 2/14/1990 158000158 AGNMA30Y
362050ZC3 1,021,106 7249.51 99.58 103.7 9.05 2/14/1990 158000160 AGNMA30Y
362051YA6 220,000 2583.92 99.58 103.7 9.04 2/14/1990 158000161 AGNMA30Y
362051ZW7 35,000 472.62 99.56 104.88 9.07 2/14/1990 162000196 AGNMA30Y
362052A28 1,000,000 5448.69 99.83 103.7 8.9 2/14/1990 158000163 AGNMA30Y
362052A36 575,000 1736.64 99.58 103.7 9.04 2/14/1990 162000197 AGNMA30Y
362052A44 1,500,000 3184.52 99.78 103.7 8.92 12/14/1989 158000165 AGNMA30Y
362052AW2 600,000 3175.66 99.56 103.7 9.07 2/14/1990 158000166 AGNMA30Y
362052AW2 460,000 2434.67 99.58 103.7 9.05 2/14/1990 158000167 AGNMA30Y
362052BR2 144,940 226.06 99.83 103.7 8.9 2/14/1990 158000168 AGNMA30Y
362052HQ8 695,000 3846.17 99.59 103.7 9.04 2/14/1990 158000172 AGNMA30Y
362052HQ8 720,000 3984.52 99.59 103.7 9.04 2/14/1990 158000173 AGNMA30Y
362052LQ3 500,000 4261.77 99.78 103.7 8.92 12/14/1989 158000175 AGNMA30Y
362052RR5 1,210,000 14144.36 99.56 103.7 9.07 2/14/1990 158000178 AGNMA30Y
362052SG8 1,207,575 24761.7 99.78 103.7 8.92 12/14/1989 158000179 AGNMA30Y
362052SM5 100,000 1095.29 99.59 103.7 9.04 2/14/1990 158000180 AGNMA30Y
362052WZ1 80,000 446.49 99.56 103.7 9.07 2/14/1990 158000181 AGNMA30Y
3620536L9 100,000 1409.62 99.58 104.88 9.04 2/14/1990 158000182 AGNMA30Y
362053DM9 174,858 4527.57 99.83 103.7 8.9 2/14/1990 158000183 AGNMA30Y
362053KU3 800,000 6455.3 99.83 103.7 8.9 2/14/1990 158000184 AGNMA30Y
362053ML1 1,000,000 16102.17 99.59 103.7 9.04 2/14/1990 158000185 AGNMA30Y
362054KA5 95,000 523.41 99.8 103.7 8.92 12/14/1989 158000186 AGNMA30Y
362054NF1 500,000 4099.07 99.83 103.7 8.9 2/14/1990 158000187 AGNMA30Y
362054NM6 220,000 4257.11 99.56 103.7 9.07 2/14/1990 158000188 AGNMA30Y
362054RJ9 1,000,000 6802.97 99.78 103.7 8.92 12/14/1989 158000189 AGNMA30Y
362054RL4 500,000 5912.01 99.59 103.7 9.04 2/14/1990 158000190 AGNMA30Y
362054RL4 530,000 6266.73 99.83 103.7 8.9 2/14/1990 158000191 AGNMA30Y
362054XF0 125,000 314.59 99.78 103.7 8.92 12/14/1989 158000192 AGNMA30Y
362054ZD3 535,000 9098.42 99.78 103.7 8.92 12/14/1989 158000193 AGNMA30Y
2788.xls 02/09/2008 13
362054ZD3 500,000 8503.2 99.8 103.7 8.92 12/14/1989 162000198 AGNMA30Y
3620555H4 1,011,232 4718.16 99.78 103.7 8.92 12/14/1989 158000195 AGNMA30Y
3620555K7 511,336 12079.23 99.78 104.88 8.92 12/14/1989 162000056 AGNMA30Y
3620555R2 445,618 5638.37 99.83 104.88 8.9 2/14/1990 162000057 AGNMA30Y
3620556R1 1,230,000 1507.68 99.8 103.7 8.92 12/14/1989 162000058 AGNMA30Y
362055A47 1,165,000 13363.02 99.75 104.88 8.94 11/14/1989 162000059 AGNMA30Y
362055G58 350,000 2377.47 99.59 103.7 9.04 2/14/1990 162000060 AGNMA30Y
362055LJ2 185,000 1458.5 99.75 103.7 8.94 11/14/1989 162000061 AGNMA30Y
362055NN1 424,925 3740.82 99.59 103.7 9.04 2/14/1990 162000062 AGNMA30Y
362055PR0 1,000,000 12402.69 99.83 103.7 8.9 2/14/1990 162000064 AGNMA30Y
362055Q99 125,000 997.29 99.83 104.88 8.9 2/14/1990 162000065 AGNMA30Y
362055RH0 1,008,055 28532.11 99.75 103.7 8.94 11/14/1989 162000066 AGNMA30Y
362055S30 740,000 8458.32 99.83 103.7 8.9 2/14/1990 162000067 AGNMA30Y
362055SK2 272,231 4024.77 99.75 103.7 8.94 11/14/1989 162000068 AGNMA30Y
362055SW6 500,000 10313.17 99.75 104.88 8.94 11/14/1989 162000069 AGNMA30Y
362055UG8 600,000 7180.85 99.59 103.7 9.04 2/14/1990 162000070 AGNMA30Y
3620562V4 1,004,416 12171.34 99.8 104.88 8.92 12/14/1989 162000074 AGNMA30Y
3620563A9 1,019,208 20920.42 99.78 104.88 8.93 12/14/1989 162000075 AGNMA30Y
3620563F8 210,000 4057.19 99.59 103.7 9.04 2/14/1990 162000076 AGNMA30Y
3620567K3 500,000 5061.28 99.8 103.7 8.92 12/14/1989 162000077 AGNMA30Y
362056BV4 780,000 4372.89 99.59 103.7 9.04 2/14/1990 162000080 AGNMA30Y
362056BY8 615,000 7818.72 99.56 103.7 9.07 2/14/1990 162000081 AGNMA30Y
362056BY8 527,392 6704.93 99.83 103.7 8.9 2/14/1990 162000082 AGNMA30Y
362056CM3 665,000 1425.44 99.75 103.7 8.94 11/14/1989 162000084 AGNMA30Y
362056G72 80,000 644 99.75 103.7 8.94 11/14/1989 162000085 AGNMA30Y
362056H63 745,000 3284.48 99.58 104.88 9.04 2/14/1990 162000086 AGNMA30Y
362056HV8 210,000 1723.14 99.58 103.7 9.04 2/14/1990 162000088 AGNMA30Y
362056J46 1,000,000 4673.05 99.59 103.7 9.04 2/14/1990 162000089 AGNMA30Y
362056LH4 75,000 858.19 99.59 103.7 9.04 2/14/1990 162000090 AGNMA30Y
362056M83 461,675 3167.97 99.78 103.7 8.92 12/14/1989 162000091 AGNMA30Y
362056MT7 1,000,000 10328.48 99.8 103.7 8.92 12/14/1989 162000092 AGNMA30Y
362056NP4 800,000 8278.81 99.59 103.7 9.04 2/14/1990 162000093 AGNMA30Y
362056NP4 1,000,000 10348.51 99.59 103.7 9.04 2/14/1990 162000094 AGNMA30Y
362056QK2 300,000 2035.08 99.75 103.7 8.94 11/14/1989 162000096 AGNMA30Y
362056R88 1,000,000 25199.67 99.8 103.7 8.92 12/14/1989 162000097 AGNMA30Y
362056SW4 1,000,000 7361.06 99.55 104.88 9.06 2/14/1990 162000098 AGNMA30Y
362056TC7 600,000 496.51 99.83 103.7 8.9 2/14/1990 162000099 AGNMA30Y
2788.xls 02/09/2008 14
362056UK7 200,000 557.54 99.58 104.88 9.04 2/14/1990 162000100 AGNMA30Y
362056UZ4 400,000 3794.52 99.56 103.7 9.07 2/14/1990 162000101 AGNMA30Y
362056VP5 500,000 3730.25 99.8 104.88 8.92 12/14/1989 162000102 AGNMA30Y
362056VZ3 685,000 4036.77 99.78 103.7 8.92 12/14/1989 162000103 AGNMA30Y
362057B83 400,000 4263.87 99.59 103.7 9.04 2/14/1990 162000107 AGNMA30Y
362057CN9 1,100,000 3389.65 99.59 103.7 9.04 2/14/1990 162000108 AGNMA30Y
362057CP4 100,000 270.69 99.78 103.7 8.92 12/14/1989 162000109 AGNMA30Y
362057F71 1,022,262 13407.7 99.8 103.7 8.92 12/14/1989 162000110 AGNMA30Y
362057FW6 625,000 8863.98 99.78 104.88 8.92 12/14/1989 162000111 AGNMA30Y
362057JJ1 1,005,496 4850.75 99.78 103.7 8.92 12/14/1989 162000112 AGNMA30Y
362057N49 500,000 9383.01 99.83 104.88 8.9 2/14/1990 162000114 AGNMA30Y
362057N72 1,000,000 4653.79 99.56 103.7 9.07 2/14/1990 162000115 AGNMA30Y
362057P96 1,014,884 18879.81 99.78 103.7 8.92 12/14/1989 162000116 AGNMA30Y
362057QQ7 1,010,465 2241.87 99.8 103.7 8.92 12/14/1989 162000117 AGNMA30Y
362057QQ7 500,000 1109.33 99.83 103.7 8.9 2/14/1990 162000118 AGNMA30Y
362057QV6 670,000 3109.01 99.78 103.7 8.92 12/14/1989 162000119 AGNMA30Y
362057QX2 100,000 823.79 99.58 104.88 9.04 2/14/1990 162000120 AGNMA30Y
362057RJ2 30,000 144.87 99.59 103.7 9.04 2/14/1990 162000121 AGNMA30Y
362057S93 715,000 4983.1 99.8 104.88 8.92 12/14/1989 162000122 AGNMA30Y
362057SU6 522,557 6737.92 99.75 104.88 8.94 11/14/1989 162000124 AGNMA30Y
362057T92 950,000 11483.42 99.58 103.7 9.04 2/14/1990 162000125 AGNMA30Y
362057TN1 1,023,869 42144.29 99.83 104.88 8.9 2/14/1990 162000126 AGNMA30Y
362057UG4 425,000 4318.57 99.58 103.7 9.04 2/14/1990 162000127 AGNMA30Y
362057V81 700,000 6687.62 99.57 104.88 9.05 2/14/1990 162000128 AGNMA30Y
362057V81 1,000,000 9553.74 99.57 104.88 9.05 2/14/1990 162000129 AGNMA30Y
362057V81 1,000,000 9553.74 99.58 104.88 9.04 2/14/1990 162000130 AGNMA30Y
362057YG0 1,021,487 11751.9 99.8 104.88 8.92 12/14/1989 162000132 AGNMA30Y
3620582G3 220,000 4537.07 99.58 104.88 9.04 2/14/1990 162000133 AGNMA30Y
3620582S7 1,024,971 18440 99.75 104.88 8.94 11/14/1989 162000134 AGNMA30Y
3620583X5 125,000 1237.52 99.78 104.88 8.93 12/14/1989 162000135 AGNMA30Y
3620584U0 500,000 8786.67 99.8 104.88 8.92 12/14/1989 158000197 AGNMA30Y
3620585S4 1,000,000 28891.88 99.55 104.88 9.06 2/14/1990 158000198 AGNMA30Y
362058BX6 370,000 7299.27 99.83 103.7 8.9 2/14/1990 158000199 AGNMA30Y
362058DS5 1,000,000 15588.27 99.58 104.88 9.04 2/14/1990 158000201 AGNMA30Y
362058EW5 1,020,219 13633.61 99.58 104.88 9.04 2/14/1990 158000202 AGNMA30Y
362058GJ2 550,000 21323.59 99.75 104.88 8.94 11/14/1989 158000203 AGNMA30Y
362058RU5 785,000 8444.71 99.58 104.88 9.04 2/14/1990 158000206 AGNMA30Y
2788.xls 02/09/2008 15
362058X38 500,000 3267.72 99.8 104.88 8.92 12/14/1989 158000207 AGNMA30Y
362058XV6 85,000 397.99 99.56 104.88 9.06 2/14/1990 158000208 AGNMA30Y
362058XW4 410,000 1902.71 99.58 104.88 9.04 2/14/1990 158000209 AGNMA30Y
3620592D8 200,000 3074.84 99.58 104.88 9.04 2/14/1990 158000210 AGNMA30Y
3620593H8 1,000,000 18030.23 99.75 104.88 8.94 11/14/1989 158000211 AGNMA30Y
3620593J4 188,569 2316.1 99.75 104.88 8.94 11/14/1989 158000212 AGNMA30Y
3620595K9 1,002,363 17222.95 99.83 104.88 8.9 2/14/1990 158000213 AGNMA30Y
3620595P8 1,115,000 13782.99 99.78 104.88 8.92 12/14/1989 158000214 AGNMA30Y
3620596A0 1,011,203 15048.68 99.58 104.88 9.04 2/14/1990 158000215 AGNMA30Y
362059B63 616,923 2461.02 99.59 104.88 9.04 2/14/1990 158000216 AGNMA30Y
362059B63 1,400,000 5584.87 99.83 104.88 8.9 2/14/1990 158000217 AGNMA30Y
362059CB1 1,000,000 3588.57 99.75 104.88 8.94 11/14/1989 158000218 AGNMA30Y
362059D61 330,000 1054.6 99.83 104.88 8.9 2/14/1990 158000219 AGNMA30Y
362059DY0 430,000 6133.67 99.58 104.88 9.04 2/14/1990 158000220 AGNMA30Y
362059EW3 1,000,000 5855.47 99.58 104.88 9.04 2/14/1990 158000221 AGNMA30Y
362059JL2 500,000 4704.44 99.8 104.88 8.92 12/14/1989 158000222 AGNMA30Y
362059JU2 600,000 3269.5 99.58 104.88 9.04 2/14/1990 158000223 AGNMA30Y
362059MB0 329,491 988.29 99.58 104.88 9.04 2/14/1990 158000224 AGNMA30Y
362059MJ3 1,018,561 2875.19 99.78 104.88 8.92 12/14/1989 158000225 AGNMA30Y
362059MM6 350,000 3704.92 99.78 104.88 8.93 12/14/1989 158000226 AGNMA30Y
362059MW4 535,000 1298.41 99.56 104.88 9.07 2/14/1990 158000227 AGNMA30Y
362059N29 850,000 2339.17 99.57 104.88 9.05 2/14/1990 158000228 AGNMA30Y
362059NW3 160,000 2430.64 99.75 104.88 8.94 11/14/1989 162000137 AGNMA30Y
362059RS8 720,000 5102.65 99.58 104.88 9.04 2/14/1990 162000138 AGNMA30Y
362059SF5 500,000 4507.26 99.83 104.88 8.9 2/14/1990 162000139 AGNMA30Y
362059SK4 160,000 313.13 99.57 104.88 9.05 2/14/1990 162000140 AGNMA30Y
362059TB3 996,762 5147.37 99.8 104.88 8.92 12/14/1989 162000141 AGNMA30Y
362059UT2 915,000 3600.93 99.58 104.88 9.04 2/14/1990 162000142 AGNMA30Y
362059Y35 1,021,202 3752.27 99.57 104.88 9.05 2/14/1990 162000202 AGNMA30Y
362059YX9 1,000,000 13149.22 99.58 104.88 9.04 2/14/1990 162000145 AGNMA30Y
362060BC8 1,000,000 13398.97 99.58 104.88 9.04 2/14/1990 162000147 AGNMA30Y
362060E27 1,565,000 38676.8 99.58 104.88 9.04 2/14/1990 162000148 AGNMA30Y
362060GM1 1,055,000 1919.99 99.83 104.88 8.9 2/14/1990 162000149 AGNMA30Y
362060GX7 500,000 3192.66 99.8 104.88 8.92 12/14/1989 162000151 AGNMA30Y
362060JP1 385,000 2708.94 99.57 104.88 9.05 2/14/1990 162000152 AGNMA30Y
362060JQ9 1,000,000 6202.7 99.58 104.88 9.04 2/14/1990 162000153 AGNMA30Y
362060MS1 235,000 1058.28 99.58 104.88 9.04 2/14/1990 162000154 AGNMA30Y
2788.xls 02/09/2008 16
362060MV4 85,000 358.78 99.83 104.88 8.9 2/14/1990 162000155 AGNMA30Y
362060R98 1,000,000 7346.84 99.75 104.88 8.94 11/14/1989 162000157 AGNMA30Y
362060T62 449,300 2067.96 99.58 104.88 9.04 2/14/1990 162000158 AGNMA30Y
362060TQ8 235,000 688.21 99.83 104.88 8.9 2/14/1990 162000159 AGNMA30Y
362060Y25 553,662 5694.62 99.55 104.88 9.06 2/14/1990 162000161 AGNMA30Y
362060ZF5 800,000 2983.96 99.78 104.88 8.93 12/14/1989 162000162 AGNMA30Y
3620616X6 250,000 2752.3 99.57 104.88 9.05 2/14/1990 162000163 AGNMA30Y
362061GD9 90,000 236.87 99.58 104.88 9.04 2/14/1990 162000164 AGNMA30Y
362061PM9 200,000 2567.96 99.75 104.88 8.94 11/14/1989 162000165 AGNMA30Y
362061V34 500,000 3255.85 99.75 104.88 8.94 11/14/1989 162000166 AGNMA30Y
362061XC2 349,259 2531.32 99.58 104.88 9.04 2/14/1990 162000167 AGNMA30Y
362061YG2 325,000 3437.29 99.83 104.88 8.9 2/14/1990 162000168 AGNMA30Y
3620624Y4 1,000,000 6742.28 99.58 104.88 9.04 2/14/1990 162000169 AGNMA30Y
362062AZ4 500,000 4486.63 99.75 104.88 8.94 11/14/1989 162000170 AGNMA30Y
362062E31 35,000 200.23 99.59 104.88 9.04 2/14/1990 162000171 AGNMA30Y
362062G39 1,007,571 19473.27 99.83 104.88 8.9 2/14/1990 162000172 AGNMA30Y
362062GX3 4,131,354 50168.06 99.88 104.88 8.88 11/14/1989 162000173 AGNMA30Y
362062PH8 250,000 2851.25 99.75 104.88 8.94 11/14/1989 162000174 AGNMA30Y
362063F61 1,500,000 2558.19 99.75 104.88 8.94 11/14/1989 162000175 AGNMA30Y
362063WY1 370,000 3201.1 99.83 104.88 8.9 2/14/1990 162000176 AGNMA30Y
362063XW4 1,024,825 8320.7 99.58 104.88 9.04 2/14/1990 162000177 AGNMA30Y
3621275J7 5,679,516 27212.15 99.52 104.57 9.07 4/15/1980 162000178 AGNMA30Y
223041BH6 220,000 220000 109.5 107.71 3.16 1/16/2004 159001048 AMUNICOP
00685PAR7 130,000 130000 119.35 111.66 3.7 1/16/2004 160001155 AMUNIGO
022870BZ1 285,000 285000 111.98 109.51 3.21 1/16/2004 160001188 AMUNIGO
031303B90 335,000 335000 103.08 102.99 3.85 1/16/2004 160001204 AMUNIGO
032429EH1 230,000 230000 106.48 104.04 3.1 1/16/2004 160001173 AMUNIGO
079725CJ4 275,000 275000 102.55 102.43 4 1/16/2004 160001181 AMUNIGO
079725CK1 290,000 290000 102.03 102.22 4.1 1/16/2004 160001187 AMUNIGO
083599GE4 250,000 250000 108.78 108.39 3.7 1/16/2004 160001183 AMUNIGO
087095DF9 380,000 380000 110.9 109.92 3.25 1/16/2004 160001212 AMUNIGO
091779ES3 210,000 210000 108.62 105.91 2.9 1/16/2004 160001171 AMUNIGO
129644RC6 220,000 220000 106.85 105.09 3.2 1/16/2004 160001170 AMUNIGO
141519FU7 330,000 330000 111.59 109.08 3.1 1/16/2004 160001203 AMUNIGO
145814HY8 355,000 355000 100.97 100.75 3.2 11/1/2002 161021005 AMUNIGO
150195J22 230,000 230000 100.37 100.21 2.5 11/1/2002 161020997 AMUNIGO
163097CH9 240,000 240000 108.59 107.38 3.5 1/16/2004 160001176 AMUNIGO
2788.xls 02/09/2008 17
169343CG3 690,000 690000 102.13 102.76 4.15 1/16/2004 160001227 AMUNIGO
19624KAS0 245,000 245000 110.3 108.5 3.11 1/16/2004 160001177 AMUNIGO
206894EE3 450,000 450000 100.3 100.02 2.6 11/1/2002 161020998 AMUNIGO
207098FN9 250,000 250000 100.36 100.25 2.56 11/1/2002 161020995 AMUNIGO
214543JE1 500,000 500000 101.69 101.09 3 11/1/2002 161021009 AMUNIGO
215237BP2 160,000 160000 100.52 100.4 2.56 11/1/2002 161020996 AMUNIGO
248548BN8 180,000 180000 102.59 102.02 2.8 11/1/2002 161021002 AMUNIGO
263345GP9 170,000 170000 107.93 105.66 2.66 1/16/2004 160001159 AMUNIGO
264201MK7 285,000 285000 103.66 103.4 3.85 1/16/2004 160001186 AMUNIGO
264201ML5 285,000 285000 103.31 103.25 4 1/16/2004 160001185 AMUNIGO
273695ND4 290,000 290000 101.74 102.02 4.15 1/16/2004 160001190 AMUNIGO
351136CX2 1,830,000 1830000 111.69 114.51 3.77 1/16/2004 160001230 AMUNIGO
365802MG9 460,000 460000 105.35 103.75 3.1 1/16/2004 160001219 AMUNIGO
372082DQ7 335,000 335000 101.34 100.88 2.7 11/1/2002 161021001 AMUNIGO
372082DR5 215,000 215000 100.79 100.26 3.05 11/1/2002 161021010 AMUNIGO
376244BT5 375,000 375000 112.56 109.26 2.81 1/16/2004 160001211 AMUNIGO
402517NE2 250,000 250000 100.8 100.12 2.95 11/1/2002 161021006 AMUNIGO
406450LN4 200,000 200000 109.7 106.62 3.01 1/16/2004 163035904 AMUNIGO
406450LP9 215,000 215000 109.87 106.84 3.01 1/16/2004 160001172 AMUNIGO
413909EY4 665,000 665000 101.77 103.24 4.35 1/16/2004 160001226 AMUNIGO
424686MG5 300,000 300000 103.58 103.01 2.9 11/1/2002 161021007 AMUNIGO
464221FF2 295,000 295000 102.7 102.52 4 1/16/2004 160001192 AMUNIGO
496584LZ4 130,000 130000 108.24 106.28 2.71 1/16/2004 160001154 AMUNIGO
496584MV2 110,000 110000 108.41 106.51 2.76 1/16/2004 160001151 AMUNIGO
497332ER3 100,000 100000 107.62 105.77 2.92 1/16/2004 160001146 AMUNIGO
530727GX8 360,000 360000 101.47 100.98 2.8 11/1/2002 161021004 AMUNIGO
549050DW9 310,000 310000 102.89 102.89 4 1/16/2004 160001198 AMUNIGO
555483AN6 320,000 320000 100.72 100.38 2.65 11/1/2002 161020999 AMUNIGO
555483AP1 350,000 350000 101.53 100.99 3 11/1/2002 161021008 AMUNIGO
613205FZ1 325,000 325000 108.66 107.16 3.26 1/16/2004 160001201 AMUNIGO
643408NV5 350,000 350000 102.93 103.17 3.9 1/16/2004 160001206 AMUNIGO
656610MZ2 125,000 125000 103.99 103.63 3.5 1/16/2004 160001153 AMUNIGO
662038LL0 247,000 247000 118.42 121.7 2.97 1/16/2004 160001189 AMUNIGO
670692HY1 500,000 500000 112.76 108.72 2.51 1/16/2004 160001221 AMUNIGO
682216WS1 165,000 165000 113.75 109.14 2.51 1/16/2004 160001157 AMUNIGO
712746DF0 385,000 385000 120.26 117.7 3.4 1/16/2004 160001215 AMUNIGO
712746DG8 760,000 760000 120.32 119.33 3.65 1/16/2004 160001228 AMUNIGO
2788.xls 02/09/2008 18
712746DH6 430,000 430000 121.49 120.88 3.75 1/16/2004 160001218 AMUNIGO
735456ED3 1,480,000 1480000 102.32 103.43 4.3 1/16/2004 160001229 AMUNIGO
768339DD2 650,000 650000 103.72 101.99 2.46 1/16/2004 160001224 AMUNIGO
778765CQ8 200,000 200000 100.78 100.3 2.95 11/1/2002 161021003 AMUNIGO
810028FJ4 335,000 335000 100 100 2.55 11/1/2002 161020994 AMUNIGO
821753FV7 250,000 250000 102.95 102.57 3.6 1/16/2004 160001179 AMUNIGO
823109CD3 300,000 300000 110.09 108.14 3.01 1/16/2004 160001195 AMUNIGO
877299HH3 300,000 300000 107.03 105.03 2.76 1/16/2004 160001194 AMUNIGO
897506CX7 500,000 500000 105.84 103.72 2.86 1/16/2004 160001222 AMUNIGO
898541GD3 240,000 240000 110.47 107.92 3.01 1/16/2004 160001175 AMUNIGO
899474GW4 390,000 390000 109.24 108.09 3.25 1/16/2004 160001213 AMUNIGO
899474GX2 410,000 410000 109.03 108.09 3.3 1/16/2004 160001214 AMUNIGO
922799JQ5 300,000 300000 108.34 106.39 2.91 1/16/2004 160001193 AMUNIGO
940195AT7 350,000 350000 109.43 107.88 3.15 1/16/2004 160001207 AMUNIGO
941451FE1 600,000 600000 106.29 103.93 2.91 1/16/2004 160001223 AMUNIGO
947661KT0 360,000 360000 103.01 104.01 4.1 1/16/2004 160001209 AMUNIGO
960523DT2 175,000 175000 109.15 107.49 3.01 1/16/2004 160001161 AMUNIGO
960523DU9 200,000 200000 109.86 107.84 2.91 1/16/2004 160001168 AMUNIGO
960523DV7 200,000 200000 109.49 107.84 3.01 1/16/2004 160001167 AMUNIGO
979022AP5 305,000 305000 103.86 103.57 3.75 1/16/2004 160001196 AMUNIGO
979022AQ3 330,000 330000 104.12 104.22 3.85 1/16/2004 160001205 AMUNIGO
979022AS9 190,000 190000 103.83 104.1 4 1/16/2004 160001166 AMUNIGO
984334HN5 295,000 295000 108.08 105.43 3.01 1/16/2004 160001191 AMUNIGO
984334HP0 310,000 310000 108.53 105.69 2.96 1/16/2004 160001197 AMUNIGO
013601BJ7 95,000 95000 99.66 100.3 7.32 10/31/1988 161000003 AMUNIPHA
013601BK4 95,000 95000 97.86 102.16 7.32 10/31/1988 161000004 AMUNIPHA
013601BL2 105,000 105000 96.16 103.93 7.32 10/31/1988 161000005 AMUNIPHA
022015CZ2 295,000 295000 99.64 100.3 7.42 10/31/1988 161000006 AMUNIPHA
022015DA6 315,000 315000 97.74 102.16 7.42 10/31/1988 161000007 AMUNIPHA
022015DB4 110,000 110000 95.88 103.93 7.47 10/31/1988 161000008 AMUNIPHA
059221JU6 985,000 985000 92.79 107.02 7.41 10/31/1988 161000009 AMUNIPHA
101007PP1 150,000 150000 99.82 100.14 7.37 10/31/1988 161000011 AMUNIPHA
101007PQ9 185,000 185000 97.96 102.02 7.37 10/31/1988 161000012 AMUNIPHA
101007PR7 190,000 190000 96.21 103.78 7.37 10/31/1988 161000013 AMUNIPHA
158874BL0 50,000 50000 94.85 104.8 7.54 10/31/1988 161000036 AMUNIPHA
213237X54 530,000 530000 95.44 106.51 7.43 10/31/1988 161000045 AMUNIPHA
213237X62 1,500,000 1500000 94.18 107 7.43 10/31/1988 161000046 AMUNIPHA
2788.xls 02/09/2008 19
213237X62 100,000 100000 94.18 107 7.43 10/31/1988 161000047 AMUNIPHA
213237X70 1,000,000 1000000 92.99 106.99 7.43 10/31/1988 161000048 AMUNIPHA
213237X70 600,000 600000 92.99 106.99 7.43 10/31/1988 161000049 AMUNIPHA
348154MU6 380,000 380000 96.61 104.88 7.41 10/31/1988 161000054 AMUNIPHA
348154MV4 420,000 420000 95.27 106.65 7.41 10/31/1988 161000055 AMUNIPHA
348154MX0 250,000 250000 94.88 107.01 6.93 10/31/1988 161000056 AMUNIPHA
422030BJ4 185,000 185000 98.68 101.25 7.42 10/31/1988 161000057 AMUNIPHA
422030BK1 190,000 190000 96.84 103.05 7.42 10/31/1988 161000058 AMUNIPHA
422030BL9 205,000 205000 95.01 104.8 7.47 10/31/1988 161000059 AMUNIPHA
422030BM7 100,000 100000 93.39 106.31 7.46 10/31/1988 161000060 AMUNIPHA
455290BR6 90,000 90000 91.67 102.02 7.66 10/31/1988 161000061 AMUNIPHA
556440BJ3 135,000 135000 99.32 100.62 7.39 10/31/1988 161000078 AMUNIPHA
556440BK0 145,000 145000 97.48 102.46 7.38 10/31/1988 161000079 AMUNIPHA
556440BL8 150,000 150000 95.81 104.22 7.36 10/31/1988 161000080 AMUNIPHA
695360SE8 410,000 410000 98.29 101.71 7.33 10/31/1988 161000115 AMUNIPHA
695360SF5 435,000 435000 96.39 103.49 7.43 10/31/1988 161000116 AMUNIPHA
695360SH1 230,000 230000 93.12 106.58 7.43 10/31/1988 161000117 AMUNIPHA
695360SJ7 405,000 405000 91.66 106.92 7.43 10/31/1988 161000118 AMUNIPHA
942129EX1 135,000 135000 98.6 101.41 7.32 10/31/1988 161000137 AMUNIPHA
942129EY9 145,000 145000 96.78 103.2 7.36 10/31/1988 161000138 AMUNIPHA
942129EZ6 150,000 150000 95.12 104.94 7.36 10/31/1988 161000139 AMUNIPHA
050349CE7 170,000 170000 109.66 108.03 3.3 1/16/2004 160001158 AMUNIREV
050349CF4 175,000 175000 110.29 108.23 3.2 1/16/2004 160001162 AMUNIREV
050349CG2 180,000 180000 110.27 108.22 3.25 1/16/2004 160001163 AMUNIREV
050349CH0 185,000 185000 110.68 108.41 3.21 1/16/2004 160001164 AMUNIREV
119131DK3 330,000 330000 101.97 101.98 4 1/16/2004 160001202 AMUNIREV
130663CJ4 1,000,000 1000000 89.76 100.74 7.45 10/31/1988 161000031 AMUNIREV
130663CJ4 130,000 130000 89.76 100.74 7.45 10/31/1988 161000025 AMUNIREV
130663CJ4 1,000,000 1000000 89.76 100.74 7.45 10/31/1988 161000026 AMUNIREV
130663CJ4 10,000 10000 89.76 100.74 7.45 10/31/1988 161000027 AMUNIREV
130663CJ4 1,500,000 1500000 89.76 100.74 7.45 10/31/1988 161000028 AMUNIREV
130663CJ4 30,000 30000 89.76 100.74 7.46 10/31/1988 161000029 AMUNIREV
130663CJ4 290,000 290000 89.76 100.74 7.45 10/31/1988 161000030 AMUNIREV
130663CK1 2,500,000 2500000 79.17 100.69 7.48 10/31/1988 161000032 AMUNIREV
130663CK1 2,500,000 2500000 79.17 100.69 7.48 10/31/1988 161000034 AMUNIREV
130663CK1 2,500,000 2500000 79.17 100.69 7.48 10/31/1988 161000033 AMUNIREV
147071CW2 360,000 360000 104.37 102.57 3 1/16/2004 160001208 AMUNIREV
2788.xls 02/09/2008 20
25888PBD9 315,000 315000 108.89 105.89 2.71 1/16/2004 160001199 AMUNIREV
259561JJ8 200,000 200000 100 100.59 4 1/8/2004 161022411 AMUNIREV
273742CA2 285,000 285000 100.5 99.01 3.8 1/16/2004 160001184 AMUNIREV
432506BN2 160,000 160000 105.56 103.24 2.76 1/16/2004 160001156 AMUNIREV
512512CT9 630,000 630000 108.66 107.56 3.3 1/16/2004 160001225 AMUNIREV
524698AL1 425,000 425000 110.36 107.99 3.01 1/16/2004 160001216 AMUNIREV
546846FF8 110,000 110000 92.67 110.77 7.3 10/31/1988 161000075 AMUNIREV
546846FF8 390,000 390000 92.67 110.77 7.3 10/31/1988 161000076 AMUNIREV
546846FF8 1,000,000 1000000 92.67 110.77 7.3 10/31/1988 161000077 AMUNIREV
563384ET9 170,000 170000 108.34 106.67 3.01 1/16/2004 160001160 AMUNIREV
572699JR8 190,000 190000 108.09 105.42 2.85 1/16/2004 160001165 AMUNIREV
730115DW9 375,000 375000 100.34 100.15 4 1/16/2004 160001210 AMUNIREV
73623MCP8 200,000 200000 111.8 107.71 2.26 1/16/2004 160001169 AMUNIREV
772355AM5 100,000 100000 111.47 108.09 3.1 1/16/2004 160001149 AMUNIREV
772355AN3 100,000 100000 110.17 108.24 3.35 1/16/2004 160001150 AMUNIREV
772355AP8 115,000 115000 109.52 108.53 3.5 1/16/2004 160001152 AMUNIREV
775356BG2 100,000 100000 108.95 108.23 3.36 1/16/2004 160001147 AMUNIREV
77826MAR2 240,000 240000 98.95 98.93 4 1/16/2004 160001174 AMUNIREV
786004MP3 135,000 135000 88.28 105.17 7.38 10/31/1988 161000125 AMUNIREV
786004MP3 2,050,000 2050000 88.28 105.17 7.38 10/31/1988 161000128 AMUNIREV
786004MP3 1,000,000 1000000 88.28 105.17 7.38 10/31/1988 161000130 AMUNIREV
812553AX3 320,000 320000 105.97 103.53 3 1/16/2004 160001200 AMUNIREV
843047AG6 445,000 445000 104.93 104.55 3.3 1/16/2004 160001217 AMUNIREV
843047BF7 475,000 475000 104.43 104.68 3.5 1/16/2004 160001220 AMUNIREV
843047BH3 250,000 250000 104.19 104.95 3.65 1/16/2004 160001178 AMUNIREV
873482QH9 250,000 250000 100 100.26 3.7 4/1/1996 155000016 AMUNIREV
873482QM8 250,000 250000 100 100.42 3.7 4/1/1996 155000017 AMUNIREV
913412CQ3 265,000 265000 103.24 102.33 3.7 1/16/2004 160001180 AMUNIREV
913412CR1 275,000 275000 103.23 102.58 3.8 1/16/2004 160001182 AMUNIREV
939840BP8 323,000 323000 100 99.76 3.63 4/1/1996 155000018 AMUNIREV
76111XMD2 43,564,000 34819473.25 99.3 98.03 5.1 1/24/2006 352039538 AWCMO15
05946XV34 45,000,000 44425254.2 100.2 99.81 5.7 12/19/2005 352039513 AWCMO30
05949CND4 55,000,000 53483225.18 100.3 99.8 5.68 12/16/2005 352039512 AWCMO30
12668BKC6 13,000,000 13000000 99.93 99.73 5.52 2/6/2006 352039546 AWCMO30
12668BKF9 36,139,000 35673509.09 100 99.66 5.5 1/30/2006 352039544 AWCMO30
172973V89 45,000,000 41409982.75 98.95 98.37 5.4 1/6/2006 352039529 AWCMO30
172973YT0 75,000,000 55388073.71 99.2 98.39 5.37 12/15/2005 352039511 AWCMO30
2788.xls 02/09/2008 21
22541QYE6 86,819,000 42160550.69 99.94 99.57 5.51 12/9/2005 352039491 AWCMO30
3623416J3 91,070,000 90727388.78 100.28 99.47 5.46 1/25/2006 352039545 AWCMO30
57643MFH2 74,388,000 64577205.61 99.03 98.27 5.39 12/7/2005 352039488 AWCMO30
57643MJJ4 50,000,000 31832492.4 99.57 99.37 5.61 12/12/2005 352039522 AWCMO30
76111XQD8 17,500,000 14009285.19 98.04 98.06 5.28 2/3/2006 563008935 AWCMO30
949772AJ6 47,000,000 46726985.58 99.44 99.9 5.58 2/15/2006 352039553 AWCMO30
94982WAN4 52,301,000 52301000 100.12 99.53 5.48 12/22/2005 352039518 AWCMO30
126694WP9 50,000,000 49996983 100 99.44 5.33 1/13/2006 352039530 AWH51L
46627MCY1 97,844,000 97844000 100.31 100.16 5.68 2/6/2006 352039560 AWH51L
61748HWR8 67,000,000 67000000 100.7 100.69 5.87 2/22/2006 352039561 AWH51L
76111XG72 50,000,000 49712852.75 100.58 100.06 5.64 1/20/2006 352039539 AWH51L
07387AHA6 100,000,000 100000000 97.96 97.29 4.75 2/9/2006 352039559 AWH51T
* Non Agency CMO and Non Agency Hybrid Arms' market price are overstated. Intrader used book price as a default price.
2788.xls 02/09/2008 22
Id_Type CUSIP Security_Type TRADED FACE BOOK PRICE MARKET PRICE TRADED PAR
00 912828AC4 Govt 50,000,000 100.433 99.602 50,000,000