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  • 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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    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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    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
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    508 views572 pages

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

    Uploaded by

    TheBusinessInsider
    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.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
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    of 572

    MBS DATA

    Trade date Contractual settlement date Trade amount Agency Coupon Term
    Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Jan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 5 2009 Mar 17 2009 50.0 FNMA 4.5 15 YR
    Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Jan 5 2009 Feb 12 2009 100.0 FNMA 4.5 30 YR
    Jan 5 2009 Mar 18 2009 100.0 GNMA 4.5 30 YR
    Jan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 5 2009 Mar 12 2009 500.0 FHLMC 4.5 30 YR
    Jan 5 2009 Mar 17 2009 25.0 FHLMC 4.0 15 YR
    Jan 5 2009 Mar 12 2009 50.0 FHLMC 4.0 30 YR
    Jan 5 2009 Feb 12 2009 50.0 FHLMC 5.0 30 YR
    Jan 5 2009 Mar 17 2009 25.0 FNMA 5.0 15 YR
    Jan 5 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Jan 5 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 5 2009 Feb 12 2009 50.0 FNMA 6.0 30 YR
    Jan 5 2009 Feb 12 2009 50.0 FNMA 6.5 30 YR
    Jan 5 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 5 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 5 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YR
    Jan 5 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 5 2009 Feb 12 2009 100.0 FHLMC 5.0 30 YR
    Jan 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Jan 6 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 6 2009 Mar 18 2009 100.0 GNMA 4.5 30 YR
    Jan 6 2009 Mar 18 2009 100.0 GNMA 4.5 30 YR
    Jan 6 2009 Jan 13 2009 100.0 FHLMC 5.5 30 YR
    Jan 6 2009 Jan 13 2009 100.0 FHLMC 5.5 30 YR
    Jan 6 2009 Jan 13 2009 50.0 FHLMC 6.0 30 YR
    Jan 6 2009 Jan 13 2009 1000.0 FNMA 5.0 30 YR
    Jan 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Jan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Jan 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Jan 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 6 2009 Feb 18 2009 50.0 FHLMC 4.0 15 YR
    Jan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Jan 6 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Jan 6 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YR
    Jan 6 2009 Jan 13 2009 250.0 FHLMC 5.0 30 YR
    Jan 7 2009 Mar 17 2009 100.0 FNMA 4.0 15 YR
    Jan 7 2009 Jan 13 2009 200.0 FHLMC 4.5 30 YR
    Jan 7 2009 Jan 13 2009 150.0 FHLMC 5.0 30 YR
    Jan 7 2009 Feb 12 2009 200.0 FNMA 4.0 30 YR
    Jan 7 2009 Jan 13 2009 200.0 FHLMC 5.5 30 YR
    Jan 7 2009 Mar 18 2009 100.0 GNMA 4.5 30 YR
    Jan 7 2009 Feb 19 2009 50.0 GNMA 4.5 30 YR
    Jan 7 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Jan 7 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YR
    Jan 7 2009 Feb 12 2009 50.0 FNMA 4.0 20 YR
    Jan 7 2009 Feb 18 2009 100.0 FHLMC 4.0 15 YR
    Jan 7 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YR
    Jan 7 2009 Jan 13 2009 50.0 FNMA 5.5 30 YR
    Jan 7 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YR
    Jan 7 2009 Feb 18 2009 100.0 FHLMC 5.0 15 YR
    Jan 7 2009 Jan 13 2009 100.0 FHLMC 5.0 30 YR
    Jan 7 2009 Jan 13 2009 200.0 FHLMC 5.0 30 YR
    Jan 7 2009 Jan 13 2009 150.0 FNMA 5.0 30 YR
    Jan 7 2009 Jan 13 2009 200.0 FNMA 6.0 30 YR
    Jan 7 2009 Jan 13 2009 36.0 FNMA 5.5 30 YR
    Jan 7 2009 Jan 13 2009 200.0 FNMA 6.0 30 YR
    Jan 7 2009 Jan 13 2009 52.5 FNMA 5.5 30 YR
    Jan 7 2009 Jan 13 2009 150.3 FNMA 5.0 30 YR
    Jan 7 2009 Feb 18 2009 100.0 FHLMC 4.0 15 YR
    Jan 7 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YR
    Jan 7 2009 Feb 12 2009 100.0 FHLMC 4.5 30 YR
    Jan 7 2009 Jan 13 2009 100.0 FHLMC 5.0 30 YR
    Jan 7 2009 Jan 20 2009 25.7 FHLMC 4.5 15 YR
    Jan 7 2009 Jan 20 2009 30.8 FHLMC 4.5 15 YR
    Jan 7 2009 Jan 13 2009 38.8 FHLMC 6.0 30 YR
    Jan 7 2009 Jan 13 2009 14.2 FHLMC 6.5 30 YR
    Jan 7 2009 Jan 13 2009 9.6 FHLMC 6.5 30 YR
    Jan 7 2009 Jan 13 2009 5.0 FHLMC 6.0 30 YR
    Jan 7 2009 Feb 12 2009 150.0 FHLMC 4.5 30 YR
    Jan 8 2009 Feb 18 2009 100.0 FNMA 4.0 15 YR
    Jan 8 2009 Mar 12 2009 300.0 FNMA 4.0 30 YR
    Jan 8 2009 Jan 13 2009 250.0 FNMA 5.0 30 YR
    Jan 8 2009 Jan 13 2009 249.7 FHLMC 5.0 20 YR
    Jan 8 2009 Mar 17 2009 100.0 FNMA 4.0 15 YR
    Jan 8 2009 Mar 12 2009 300.0 FNMA 4.0 30 YR
    Jan 8 2009 Jan 13 2009 250.0 FNMA 6.0 30 YR
    Jan 8 2009 Mar 18 2009 100.0 GNMA 4.5 30 YR
    Jan 8 2009 Jan 13 2009 250.0 FNMA 6.0 30 YR
    Jan 8 2009 Jan 13 2009 400.0 FHLMC 4.5 30 YR
    Jan 8 2009 Jan 13 2009 50.0 FNMA 4.5 30 YR
    Jan 8 2009 Mar 12 2009 300.0 FNMA 4.0 30 YR
    Jan 8 2009 Jan 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 8 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YR
    Jan 8 2009 Mar 12 2009 350.0 FNMA 4.0 30 YR
    Jan 8 2009 Jan 13 2009 350.0 FNMA 5.0 30 YR
    Jan 8 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YR
    Jan 8 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Jan 9 2009 Mar 12 2009 250.0 GNMA 4.5 30 YR
    Jan 9 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Jan 9 2009 Jan 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Jan 9 2009 Jan 13 2009 100.0 FNMA 4.0 30 YR
    Jan 9 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Jan 9 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Jan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 9 2009 Feb 12 2009 100.0 FNMA 6.0 30 YR
    Jan 9 2009 Feb 12 2009 250.0 FNMA 4.0 30 YR
    Jan 9 2009 Mar 17 2009 100.0 FNMA 4.0 15 YR
    Jan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 9 2009 Feb 12 2009 150.0 FHLMC 5.0 30 YR
    Jan 9 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 12 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YR
    Jan 12 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 12 2009 Feb 12 2009 500.0 FNMA 4.0 30 YR
    Jan 12 2009 Mar 18 2009 200.0 GNMA 4.5 30 YR
    Jan 12 2009 Feb 12 2009 500.0 FHLMC 4.0 30 YR
    Jan 12 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 12 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YR
    Jan 12 2009 Mar 17 2009 300.0 FHLMC 4.0 15 YR
    Jan 12 2009 Feb 12 2009 300.0 FNMA 4.0 30 YR
    Jan 12 2009 Mar 18 2009 200.0 GNMA 4.5 30 YR
    Jan 12 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YR
    Jan 12 2009 Feb 12 2009 50.0 FHLMC 4.0 30 YR
    Jan 12 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 12 2009 Feb 12 2009 500.0 FHLMC 4.5 30 YR
    Jan 12 2009 Feb 12 2009 500.0 FHLMC 4.5 30 YR
    Jan 12 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 12 2009 Feb 12 2009 300.0 FHLMC 5.0 30 YR
    Jan 12 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YR
    Jan 12 2009 Feb 12 2009 250.0 FHLMC 4.0 30 YR
    Jan 12 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YR
    Jan 12 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Jan 12 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YR
    Jan 13 2009 Feb 12 2009 200.0 FHLMC 4.0 30 YR
    Jan 13 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YR
    Jan 13 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YR
    Jan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YR
    Jan 13 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Jan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Feb 12 2009 300.0 FHLMC 4.0 30 YR
    Jan 13 2009 Feb 12 2009 300.0 FHLMC 4.5 30 YR
    Jan 13 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Jan 13 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Jan 13 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Feb 18 2009 200.0 FHLMC 4.0 15 YR
    Jan 13 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 13 2009 Mar 12 2009 150.0 FHLMC 4.5 30 YR
    Jan 13 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 14 2009 Mar 17 2009 100.0 FNMA 4.0 15 YR
    Jan 14 2009 Apr 13 2009 100.0 FNMA 4.0 30 YR
    Jan 14 2009 Mar 18 2009 100.0 GNMA 4.0 30 YR
    Jan 14 2009 Mar 18 2009 200.0 GNMA 4.5 30 YR
    Jan 14 2009 Mar 18 2009 250.0 GNMA 4.5 30 YR
    Jan 14 2009 Mar 18 2009 200.0 GNMA 4.5 30 YR
    Jan 14 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YR
    Jan 14 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YR
    Jan 14 2009 Mar 18 2009 200.0 GNMA 4.5 30 YR
    Jan 14 2009 Mar 17 2009 100.0 FNMA 4.0 15 YR
    Jan 14 2009 Apr 13 2009 150.0 FNMA 4.0 30 YR
    Jan 14 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Jan 14 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YR
    Jan 14 2009 Mar 18 2009 250.0 GNMA 4.5 30 YR
    Jan 14 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 14 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 14 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 14 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Jan 14 2009 Feb 12 2009 208.5 FNMA 6.0 30 YR
    Jan 14 2009 Feb 12 2009 222.1 FNMA 6.0 30 YR
    Jan 14 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Jan 14 2009 Feb 12 2009 225.4 FHLMC 6.0 30 YR
    Jan 14 2009 Mar 17 2009 100.0 FNMA 4.0 15 YR
    Jan 15 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Jan 15 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 15 2009 Feb 12 2009 100.2 FHLMC 5.0 30 YR
    Jan 15 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Jan 15 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 15 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 15 2009 Feb 12 2009 350.0 FNMA 5.5 30 YR
    Jan 15 2009 Mar 12 2009 50.0 FHLMC 4.0 30 YR
    Jan 15 2009 Feb 18 2009 150.0 FNMA 4.5 15 YR
    Jan 15 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Jan 15 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Jan 15 2009 Feb 12 2009 100.0 FNMA 5.0 30 YR
    Jan 15 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 15 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Jan 15 2009 Feb 12 2009 39.6 FNMA 5.5 30 YR
    Jan 15 2009 Feb 12 2009 300.0 FNMA 4.5 30 YR
    Jan 15 2009 Feb 12 2009 200.0 FNMA 6.0 30 YR
    Jan 15 2009 Feb 12 2009 300.0 FNMA 4.5 30 YR
    Jan 15 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 15 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 15 2009 Feb 18 2009 100.0 FNMA 4.5 15 YR
    Jan 15 2009 Feb 12 2009 150.0 FNMA 5.5 30 YR
    Jan 15 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Jan 15 2009 Feb 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 16 2009 Jan 21 2009 200.0 GNMA 6.0 30 YR
    Jan 16 2009 Feb 12 2009 473.9 FNMA 5.5 30 YR
    Jan 16 2009 Feb 12 2009 500.0 FNMA 5.5 30 YR
    Jan 16 2009 Feb 12 2009 500.0 FNMA 5.5 30 YR
    Jan 16 2009 Mar 18 2009 300.0 GNMA 4.5 30 YR
    Jan 16 2009 Feb 12 2009 500.0 FNMA 5.5 30 YR
    Jan 16 2009 Feb 12 2009 250.0 FNMA 6.0 30 YR
    Jan 16 2009 Apr 16 2009 100.0 FNMA 4.0 15 YR
    Jan 16 2009 Jan 27 2009 401.1 FNMA 5.5 30 YR
    Jan 16 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YR
    Jan 16 2009 Feb 12 2009 250.0 FNMA 6.0 30 YR
    Jan 16 2009 Jan 22 2009 600.0 FNMA 5.5 30 YR
    Jan 16 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Jan 16 2009 Mar 18 2009 300.0 GNMA 4.5 30 YR
    Jan 20 2009 Apr 20 2009 100.0 GNMA 4.0 30 YR
    Jan 20 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Jan 20 2009 Feb 18 2009 100.0 FHLMC 5.0 15 YR
    Jan 20 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 20 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 20 2009 Feb 18 2009 50.0 FHLMC 5.5 15 YR
    Jan 20 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 20 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Jan 20 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 20 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 20 2009 Feb 12 2009 52.0 FNMA 5.5 30 YR
    Jan 20 2009 Feb 12 2009 406.0 FNMA 5.5 30 YR
    Jan 20 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 20 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YR
    Jan 20 2009 Feb 18 2009 50.0 FHLMC 5.5 15 YR
    Jan 20 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Jan 21 2009 Mar 17 2009 150.0 FNMA 4.5 15 YR
    Jan 21 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Jan 21 2009 Feb 12 2009 75.4 FNMA 5.5 30 YR
    Jan 21 2009 Feb 18 2009 100.0 FNMA 4.5 15 YR
    Jan 21 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 21 2009 Mar 12 2009 350.0 FNMA 4.0 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 21 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 21 2009 Feb 12 2009 84.9 FNMA 5.5 30 YR
    Jan 21 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YR
    Jan 21 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Jan 21 2009 Mar 12 2009 350.0 FHLMC 4.5 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YR
    Jan 21 2009 Mar 12 2009 150.0 FNMA 4.0 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FNMA 6.0 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YR
    Jan 21 2009 Feb 12 2009 350.0 FNMA 5.0 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 21 2009 Feb 18 2009 100.0 FNMA 4.5 15 YR
    Jan 21 2009 Mar 12 2009 350.0 FNMA 4.5 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 21 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 21 2009 Feb 12 2009 75.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 100.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 450.0 FNMA 5.0 30 YR
    Jan 22 2009 Feb 12 2009 0.8 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 6.9 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.5 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.1 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 44.2 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 6.0 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.6 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.9 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 8.8 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 4.0 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.5 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.6 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 5.3 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.3 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.7 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.9 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 7.8 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FHLMC 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 4.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 5.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 4.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 10.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 20.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 6.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 8.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 19 2009 250.7 GNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 100.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 100.0 FNMA 6.5 30 YR
    Jan 22 2009 Feb 12 2009 500.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 19 2009 350.0 GNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 250.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 350.0 FHLMC 5.5 30 YR
    Jan 22 2009 Jan 27 2009 4.2 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.9 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.5 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.4 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 3.9 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 11.4 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.4 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.8 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 12.6 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.8 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 28.9 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 16.9 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.7 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.8 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.9 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.7 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 23.4 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.2 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.7 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.8 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 31.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.5 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.8 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.1 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.8 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.5 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.4 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.6 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 0.9 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 6.3 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 2.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 23.2 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 16.9 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 81.2 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 1.0 FNMA 5.5 30 YR
    Jan 22 2009 Jan 27 2009 50.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 22 2009 Feb 12 2009 12.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 10.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 8.8 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 4.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.8 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 9.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 8.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 10.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 13.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 5.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 9.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 7.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 9.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 5.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 12.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 4.8 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 3.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 14.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 4.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 4.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 15.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.6 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 2.9 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 1.8 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 7.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 11.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 10.0 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 0.7 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 26.4 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 17.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 31.2 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 78.5 FNMA 5.5 30 YR
    Jan 22 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 23 2009 Mar 17 2009 150.0 FNMA 4.5 15 YR
    Jan 23 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 23 2009 Feb 19 2009 200.0 GNMA 5.0 30 YR
    Jan 23 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Jan 23 2009 Feb 12 2009 200.0 FNMA 6.0 30 YR
    Jan 23 2009 Feb 19 2009 200.0 GNMA 5.0 30 YR
    Jan 23 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YR
    Jan 23 2009 Feb 12 2009 200.0 FNMA 6.0 30 YR
    Jan 23 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 23 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YR
    Jan 26 2009 Feb 12 2009 250.0 FHLMC 5.0 30 YR
    Jan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YR
    Jan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YR
    Jan 26 2009 Feb 12 2009 247.1 FHLMC 5.0 30 YR
    Jan 26 2009 Feb 12 2009 147.0 FNMA 5.5 30 YR
    Jan 26 2009 Feb 12 2009 442.0 FNMA 5.5 30 YR
    Jan 26 2009 Feb 12 2009 373.0 FNMA 5.5 30 YR
    Jan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YR
    Jan 26 2009 Apr 20 2009 200.0 GNMA 5.0 30 YR
    Jan 26 2009 Apr 13 2009 100.0 FNMA 6.5 30 YR
    Jan 26 2009 Apr 13 2009 100.0 FNMA 6.5 30 YR
    Jan 27 2009 Feb 12 2009 100.6 FHLMC 5.0 30 YR
    Jan 27 2009 Feb 12 2009 150.0 FNMA 5.5 30 YR
    Jan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 27 2009 Feb 12 2009 197.7 FHLMC 5.0 30 YR
    Jan 27 2009 Feb 12 2009 84.1 FNMA 5.0 30 YR
    Jan 27 2009 Feb 19 2009 100.0 GNMA 6.0 30 YR
    Jan 27 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Jan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Jan 27 2009 Feb 19 2009 200.0 GNMA 5.0 30 YR
    Jan 27 2009 Mar 18 2009 200.0 GNMA 5.5 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 27 2009 Feb 12 2009 250.0 FNMA 5.5 30 YR
    Jan 27 2009 Feb 12 2009 350.0 FNMA 5.5 30 YR
    Jan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FHLMC 5.5 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 27 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FHLMC 4.0 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 27 2009 Feb 12 2009 350.0 FNMA 5.5 30 YR
    Jan 27 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 28 2009 Apr 13 2009 200.0 FNMA 4.0 20 YR
    Jan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Jan 28 2009 Mar 17 2009 150.0 FHLMC 4.0 15 YR
    Jan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Jan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Jan 28 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Jan 28 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YR
    Jan 28 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YR
    Jan 28 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YR
    Jan 28 2009 Apr 13 2009 50.0 FHLMC 4.5 30 YR
    Jan 29 2009 Feb 19 2009 400.0 GNMA 6.0 30 YR
    Jan 29 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 29 2009 Feb 12 2009 350.0 FNMA 5.0 30 YR
    Jan 29 2009 Feb 12 2009 250.0 FNMA 6.0 30 YR
    Jan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 1.5 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.7 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 2.9 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 7.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 6.2 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 1.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 3.5 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 1.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 4.4 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 6.5 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 7.3 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 5.3 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 3.1 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 3.2 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.6 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.4 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.7 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.5 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.3 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.9 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.2 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.1 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 0.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 17.2 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 1.4 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 47.4 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 1.6 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 5.6 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 40.6 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 350.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 350.0 FNMA 6.0 30 YR
    Jan 29 2009 Apr 20 2009 500.0 GNMA 4.5 30 YR
    Jan 29 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Jan 29 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 400.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 300.0 FNMA 6.0 30 YR
    Jan 29 2009 Feb 12 2009 300.0 FNMA 6.0 30 YR
    Jan 29 2009 Feb 12 2009 350.0 FNMA 6.0 30 YR
    Jan 29 2009 Feb 12 2009 450.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Jan 29 2009 Feb 12 2009 250.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Jan 29 2009 Feb 12 2009 350.0 FNMA 5.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 150.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Jan 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Feb 2 2009 Feb 12 2009 197.7 FHLMC 5.0 30 YR
    Feb 2 2009 Feb 12 2009 100.1 FNMA 5.5 30 YR
    Feb 2 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Feb 2 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Feb 2 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 2 2009 Feb 12 2009 51.7 FNMA 5.0 30 YR
    Feb 2 2009 Feb 12 2009 200.0 FNMA 5.0 30 YR
    Feb 2 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Feb 2 2009 Mar 18 2009 150.0 GNMA 4.5 30 YR
    Feb 2 2009 Mar 12 2009 200.0 GNMA 4.5 30 YR
    Feb 2 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Feb 2 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Feb 2 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YR
    Feb 2 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 2 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YR
    Feb 2 2009 Feb 12 2009 200.0 FHLMC 5.0 30 YR
    Feb 2 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Feb 2 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Feb 2 2009 Mar 17 2009 150.0 FNMA 4.5 15 YR
    Feb 2 2009 Feb 12 2009 78.9 FHLMC 5.5 30 YR
    Feb 2 2009 Feb 12 2009 200.0 FNMA 6.0 30 YR
    Feb 3 2009 Apr 13 2009 300.0 FHLMC 4.0 30 YR
    Feb 3 2009 Feb 12 2009 100.0 FHLMC 4.5 20 YR
    Feb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 3 2009 Mar 12 2009 300.0 FNMA 4.0 20 YR
    Feb 3 2009 Apr 20 2009 100.0 GNMA 4.5 30 YR
    Feb 3 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YR
    Feb 3 2009 Apr 20 2009 100.0 GNMA 4.5 30 YR
    Feb 3 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Feb 3 2009 Feb 12 2009 200.0 FHLMC 4.0 30 YR
    Feb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 3 2009 Feb 12 2009 153.4 FNMA 4.0 20 YR
    Feb 3 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YR
    Feb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 3 2009 Feb 12 2009 250.0 FNMA 6.0 30 YR
    Feb 3 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 3 2009 Feb 12 2009 253.3 FHLMC 6.0 30 YR
    Feb 3 2009 Feb 12 2009 240.2 FNMA 6.5 30 YR
    Feb 3 2009 Feb 18 2009 39.6 FNMA 6.0 30 YR
    Feb 3 2009 Feb 12 2009 250.0 FNMA 6.0 30 YR
    Feb 3 2009 Feb 12 2009 400.0 FNMA 6.0 30 YR
    Feb 3 2009 Feb 18 2009 100.0 FHLMC 4.5 15 YR
    Feb 3 2009 Feb 12 2009 36.7 FHLMC 6.0 30 YR
    Feb 3 2009 Feb 12 2009 38.1 FHLMC 6.0 30 YR
    Feb 3 2009 Feb 12 2009 150.0 FHLMC 5.5 30 YR
    Feb 3 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YR
    Feb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 4 2009 Feb 12 2009 250.0 FHLMC 5.5 30 YR
    Feb 4 2009 Feb 12 2009 500.0 FHLMC 5.0 30 YR
    Feb 4 2009 Feb 12 2009 500.0 FHLMC 5.5 30 YR
    Feb 4 2009 Feb 12 2009 175.4 FNMA 6.5 30 YR
    Feb 4 2009 Feb 12 2009 333.9 FNMA 6.5 30 YR
    Feb 4 2009 Feb 12 2009 493.8 FNMA 6.5 30 YR
    Feb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 4 2009 Feb 12 2009 500.0 FHLMC 4.5 30 YR
    Feb 4 2009 Feb 12 2009 560.2 FNMA 6.0 30 YR
    Feb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 4 2009 Feb 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 200.0 FNMA 6.0 30 YR
    Feb 5 2009 Feb 12 2009 99.4 FNMA 5.0 30 YR
    Feb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 200.0 FNMA 6.0 30 YR
    Feb 5 2009 Feb 12 2009 150.0 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 150.0 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 110.0 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 38.3 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 66.3 FNMA 5.5 30 YR
    Feb 5 2009 Feb 12 2009 37.7 FHLMC 5.0 30 YR
    Feb 5 2009 Feb 12 2009 68.3 FHLMC 5.0 30 YR
    Feb 5 2009 Feb 12 2009 200.0 FNMA 5.5 30 YR
    Feb 6 2009 Mar 12 2009 50.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 6 2009 Feb 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 150.0 FHLMC 4.0 30 YR
    Feb 6 2009 Feb 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 6 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 19 2009 250.0 GNMA 5.5 30 YR
    Feb 9 2009 Feb 19 2009 300.0 GNMA 5.5 30 YR
    Feb 9 2009 Feb 19 2009 300.0 GNMA 5.5 30 YR
    Feb 9 2009 Feb 19 2009 350.0 GNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Feb 9 2009 Feb 12 2009 500.0 FNMA 4.0 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 400.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FHLMC 5.0 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.5 30 YR
    Feb 9 2009 Feb 12 2009 300.0 FNMA 5.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YR
    Feb 10 2009 Mar 12 2009 150.0 FHLMC 5.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 150.0 FHLMC 5.0 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 10 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 10 2009 Mar 12 2009 200.0 FHLMC 5.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 11 2009 Feb 18 2009 200.0 FHLMC 4.0 15 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 11 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 100.0 FNMA 4.0 30 YR
    Feb 12 2009 Mar 12 2009 100.0 FNMA 4.0 30 YR
    Feb 12 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Feb 12 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 500.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 12 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 12 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Feb 12 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 12 2009 Mar 17 2009 250.0 FHLMC 4.0 15 YR
    Feb 12 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 12 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 500.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 12 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 13 2009 Apr 16 2009 200.0 FNMA 4.5 15 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 18 2009 200.0 GNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Apr 13 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 100.0 FNMA 5.0 30 YR
    Feb 13 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Apr 16 2009 100.0 FNMA 4.5 15 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 5.0 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 5.5 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 5.5 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Apr 13 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Apr 13 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 18 2009 200.0 GNMA 5.0 30 YR
    Feb 13 2009 Mar 12 2009 100.0 FNMA 5.5 30 YR
    Feb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 13 2009 Mar 12 2009 100.0 FNMA 5.5 30 YR
    Feb 13 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 17 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Feb 17 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Feb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 17 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Feb 17 2009 Mar 12 2009 220.8 FHLMC 6.0 30 YR
    Feb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 17 2009 Mar 12 2009 515.7 FNMA 5.0 30 YR
    Feb 17 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 17 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Feb 17 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 100.0 FNMA 6.0 30 YR
    Feb 18 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 18 2009 Mar 12 2009 107.6 FNMA 5.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 5.0 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 18 2009 Mar 18 2009 200.0 GNMA 4.5 30 YR
    Feb 18 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 6.0 30 YR
    Feb 18 2009 Mar 12 2009 300.0 FHLMC 5.0 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Feb 18 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 18 2009 Mar 12 2009 122.5 FNMA 5.5 30 YR
    Feb 19 2009 Apr 13 2009 100.0 FNMA 6.5 30 YR
    Feb 19 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 19 2009 Mar 12 2009 150.0 FNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FNMA 6.0 30 YR
    Feb 19 2009 Apr 13 2009 100.0 FNMA 6.5 30 YR
    Feb 19 2009 May 19 2009 150.0 GNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 150.0 FHLMC 6.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 19 2009 Mar 12 2009 269.0 FHLMC 6.5 30 YR
    Feb 19 2009 Apr 13 2009 100.0 FNMA 6.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 19 2009 Mar 12 2009 254.7 FNMA 6.0 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 19 2009 Mar 12 2009 150.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 150.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 300.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 350.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 250.0 FNMA 5.0 30 YR
    Feb 20 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YR
    Feb 20 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YR
    Feb 20 2009 Mar 12 2009 150.0 FNMA 5.5 30 YR
    Feb 20 2009 Mar 12 2009 290.4 FHLMC 6.0 30 YR
    Feb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 400.0 FNMA 4.5 30 YR
    Feb 20 2009 Mar 12 2009 500.4 FHLMC 5.0 30 YR
    Feb 20 2009 Mar 12 2009 494.9 FNMA 5.0 30 YR
    Feb 20 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 23 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YR
    Feb 23 2009 Mar 12 2009 50.0 FNMA 5.0 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Feb 23 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 23 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 23 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 23 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 23 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YR
    Feb 23 2009 Mar 12 2009 56.0 FNMA 5.0 30 YR
    Feb 23 2009 Mar 12 2009 50.0 FNMA 5.0 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YR
    Feb 23 2009 Mar 12 2009 40.6 FNMA 5.0 30 YR
    Feb 23 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Feb 23 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 24 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Feb 24 2009 May 19 2009 250.0 GNMA 5.0 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 24 2009 Mar 12 2009 245.5 FHLMC 5.0 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 24 2009 May 19 2009 250.0 GNMA 5.0 30 YR
    Feb 24 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 24 2009 Mar 12 2009 172.5 FNMA 6.0 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 24 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 300.0 FHLMC 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Feb 25 2009 Mar 12 2009 400.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Feb 25 2009 Mar 12 2009 300.0 FHLMC 4.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 25 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Feb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 5.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 100.0 FNMA 4.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Mar 12 2009 100.0 FHLMC 5.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 5.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Mar 12 2009 108.7 FNMA 5.0 30 YR
    Feb 26 2009 Mar 12 2009 140.6 FNMA 5.0 30 YR
    Feb 26 2009 Mar 12 2009 66.6 FNMA 5.0 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Feb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 100.0 FHLMC 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Feb 26 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 200.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Feb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 25.0 FHLMC 5.0 30 YR
    Feb 27 2009 Mar 12 2009 100.0 FHLMC 4.0 30 YR
    Feb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Feb 27 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 2 2009 Mar 17 2009 200.0 FNMA 4.0 15 YR
    Mar 2 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Mar 2 2009 Mar 17 2009 200.0 FHLMC 4.0 15 YR
    Mar 2 2009 Mar 12 2009 100.0 FNMA 5.0 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Mar 2 2009 Mar 12 2009 252.5 FHLMC 5.0 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Mar 2 2009 Apr 13 2009 100.0 FHLMC 6.5 30 YR
    Mar 2 2009 Mar 12 2009 118.7 FHLMC 5.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Mar 2 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 2 2009 Mar 12 2009 31.4 FNMA 5.0 30 YR
    Mar 2 2009 Mar 12 2009 61.9 FNMA 5.0 30 YR
    Mar 2 2009 Mar 12 2009 200.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FHLMC 5.5 30 YR
    Mar 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Mar 2 2009 Mar 12 2009 600.0 FNMA 6.0 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 2 2009 Mar 12 2009 200.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 400.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Mar 17 2009 250.0 FNMA 4.5 15 YR
    Mar 2 2009 Mar 12 2009 200.0 FNMA 5.0 30 YR
    Mar 2 2009 Mar 12 2009 450.0 FNMA 6.0 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FHLMC 5.5 30 YR
    Mar 2 2009 Apr 16 2009 250.0 FNMA 4.5 15 YR
    Mar 2 2009 Apr 13 2009 200.0 FNMA 5.0 30 YR
    Mar 2 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Mar 2 2009 Mar 12 2009 475.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Apr 13 2009 400.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 475.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 400.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 200.0 FNMA 5.5 30 YR
    Mar 2 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Mar 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 18 2009 250.0 GNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 20 2009 200.0 GNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 18 2009 250.0 GNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 20 2009 200.0 GNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 3 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 3 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 3 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 3 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 4.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 9.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 23.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 24.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 2.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 5.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 13.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 2.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 5.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 2.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 16.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 16.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 22.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 8.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 5.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 3.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 25.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 3.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 5.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 3.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 3.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 3.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 5.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 2.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 3.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 1.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 5.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 7.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 21.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 2.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 9.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 2.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.8 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 22.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 24.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 18.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 4.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 2.4 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 13.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 23.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 13.6 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 10.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 10.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.3 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.9 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.0 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.2 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 6.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 0.1 FNMA 5.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 3 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 4 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 4 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 4 2009 Mar 12 2009 193.0 FNMA 5.5 30 YR
    Mar 4 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YR
    Mar 4 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 6.0 30 YR
    Mar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YR
    Mar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 6.0 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YR
    Mar 5 2009 Apr 13 2009 125.0 FHLMC 6.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 400.0 FNMA 6.0 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 300.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 400.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 5 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 5 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 89.8 FNMA 5.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 100.0 FNMA 5.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 100.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 6 2009 Mar 12 2009 100.1 FNMA 5.0 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 6 2009 Mar 12 2009 100.0 FHLMC 5.5 30 YR
    Mar 6 2009 Mar 12 2009 107.3 FNMA 5.0 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 200.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Mar 12 2009 1000.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Apr 13 2009 1000.0 FNMA 4.5 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Mar 12 2009 1000.0 FNMA 4.5 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Apr 13 2009 1000.0 FNMA 4.5 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 4.0 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 4.0 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YR
    Mar 6 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 6 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 6 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 6 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YR
    Mar 9 2009 Mar 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 9 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 9 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 9 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 9 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 9 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 9 2009 Mar 12 2009 500.0 FNMA 4.0 30 YR
    Mar 9 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 9 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YR
    Mar 9 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 9 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 9 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YR
    Mar 9 2009 Mar 12 2009 1000.0 FHLMC 5.0 30 YR
    Mar 9 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YR
    Mar 9 2009 Mar 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 9 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YR
    Mar 9 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 9 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YR
    Mar 9 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 9 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YR
    Mar 9 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 9 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 9 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YR
    Mar 9 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 9 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Mar 9 2009 Mar 12 2009 167.5 FNMA 5.0 30 YR
    Mar 9 2009 Mar 12 2009 111.8 FNMA 5.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Mar 9 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 5.0 30 YR
    Mar 9 2009 Mar 12 2009 243.7 FNMA 5.0 30 YR
    Mar 9 2009 Mar 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FHLMC 6.0 30 YR
    Mar 10 2009 Apr 13 2009 425.0 FHLMC 6.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FNMA 6.0 30 YR
    Mar 10 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 10 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YR
    Mar 10 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YR
    Mar 10 2009 Apr 13 2009 224.0 FHLMC 4.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FHLMC 5.0 30 YR
    Mar 10 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YR
    Mar 10 2009 Mar 12 2009 224.0 FHLMC 4.0 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FNMA 4.5 30 YR
    Mar 10 2009 Apr 13 2009 125.0 FHLMC 4.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FHLMC 6.0 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 10 2009 Mar 12 2009 125.0 FHLMC 4.0 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FHLMC 6.0 30 YR
    Mar 10 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FNMA 4.0 30 YR
    Mar 10 2009 Mar 12 2009 750.0 FNMA 4.0 30 YR
    Mar 10 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 10 2009 Apr 13 2009 750.0 FNMA 4.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FNMA 5.5 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 10 2009 Mar 12 2009 250.0 FNMA 5.5 30 YR
    Mar 10 2009 Apr 13 2009 300.0 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 200.0 FNMA 4.0 30 YR
    Mar 10 2009 Mar 12 2009 250.0 FNMA 4.0 30 YR
    Mar 10 2009 Apr 13 2009 300.0 FNMA 4.0 30 YR
    Mar 10 2009 Mar 12 2009 500.0 FNMA 4.0 30 YR
    Mar 10 2009 Mar 12 2009 250.0 FNMA 5.0 30 YR
    Mar 10 2009 Apr 13 2009 500.0 FNMA 5.0 30 YR
    Mar 10 2009 Apr 13 2009 175.0 FHLMC 4.0 30 YR
    Mar 10 2009 Apr 13 2009 300.0 FHLMC 4.5 30 YR
    Mar 10 2009 Apr 13 2009 300.0 FHLMC 4.5 30 YR
    Mar 10 2009 Apr 13 2009 300.0 FHLMC 5.0 30 YR
    Mar 10 2009 Apr 13 2009 300.0 FNMA 4.0 30 YR
    Mar 10 2009 Apr 13 2009 300.0 FNMA 4.5 30 YR
    Mar 10 2009 Mar 12 2009 250.0 FNMA 4.5 30 YR
    Mar 10 2009 Mar 12 2009 0.5 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 36.7 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 1.5 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 29.9 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 0.4 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 34.5 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 0.7 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 5.4 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 0.6 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 0.9 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 2.3 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 10.0 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 25.3 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 124.8 FNMA 5.0 30 YR
    Mar 10 2009 Mar 12 2009 9.9 FNMA 5.0 30 YR
    Mar 10 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 100.0 FNMA 5.0 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 5.0 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 11 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 5.0 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 11 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 16 2009 100.0 FHLMC 4.5 15 YR
    Mar 11 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 11 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Mar 11 2009 Mar 18 2009 500.0 GNMA 6.0 30 YR
    Mar 11 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Mar 11 2009 Mar 18 2009 500.0 GNMA 6.0 30 YR
    Mar 11 2009 Mar 18 2009 600.0 GNMA 6.0 30 YR
    Mar 11 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Mar 11 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 12 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 12 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 Mar 18 2009 250.0 GNMA 6.0 30 YR
    Mar 12 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Mar 12 2009 Mar 17 2009 150.0 FNMA 4.5 15 YR
    Mar 12 2009 Mar 17 2009 150.0 FNMA 5.0 15 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 Apr 16 2009 145.0 FNMA 4.5 15 YR
    Mar 12 2009 Apr 16 2009 140.0 FNMA 5.0 15 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 Mar 17 2009 200.0 FNMA 4.5 15 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 Apr 16 2009 190.0 FNMA 4.5 15 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 12 2009 Mar 17 2009 100.0 FNMA 4.5 15 YR
    Mar 12 2009 Apr 16 2009 100.0 FNMA 4.5 15 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 12 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 12 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 12 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Mar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 12 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Mar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 12 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Mar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Mar 12 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 12 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Mar 12 2009 May 19 2009 250.0 GNMA 4.5 30 YR
    Mar 12 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Mar 12 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 65.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 65.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 70.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 70.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 18 2009 250.0 GNMA 5.5 30 YR
    Mar 13 2009 Apr 20 2009 225.0 GNMA 5.5 30 YR
    Mar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YR
    Mar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Mar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YR
    Mar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 100.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Mar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 100.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 16 2009 10.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 17 2009 10.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YR
    Mar 13 2009 Apr 16 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Mar 13 2009 Mar 17 2009 50.0 FHLMC 4.0 15 YR
    Mar 13 2009 Mar 18 2009 250.0 GNMA 6.0 30 YR
    Mar 13 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Mar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 200.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Mar 13 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 16 2009 Apr 13 2009 100.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Mar 16 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 16 2009 May 12 2009 100.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 16 2009 May 12 2009 100.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Mar 16 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Mar 16 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Mar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Mar 16 2009 Apr 20 2009 200.0 GNMA 4.5 30 YR
    Mar 16 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 16 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 16 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    Mar 16 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Mar 16 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Mar 17 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Mar 17 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Mar 17 2009 Apr 13 2009 200.0 FNMA 6.0 30 YR
    Mar 17 2009 May 12 2009 200.0 FNMA 6.0 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 17 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 17 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 17 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 17 2009 Apr 20 2009 100.0 GNMA 4.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 18 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 18 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 18 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 18 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 18 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 18 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 May 12 2009 100.0 FNMA 4.5 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 Jun 11 2009 100.0 FNMA 4.0 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 19 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 Jun 11 2009 400.0 FNMA 4.0 30 YR
    Mar 19 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YR
    Mar 19 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Mar 19 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 May 12 2009 400.0 FHLMC 4.0 30 YR
    Mar 19 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 19 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 19 2009 Jun 11 2009 300.0 FNMA 4.0 30 YR
    Mar 19 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Mar 19 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 19 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Mar 19 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    Mar 19 2009 Apr 13 2009 200.0 FNMA 6.0 30 YR
    Mar 19 2009 May 12 2009 200.0 FNMA 6.0 30 YR
    Mar 19 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Mar 19 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 Apr 13 2009 200.0 FNMA 5.0 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 5.5 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 5.5 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 5.5 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 May 12 2009 200.0 FNMA 5.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 5.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 5.5 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 5.5 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 5.5 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    Mar 20 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Mar 20 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 20 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 23 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 23 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 23 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 May 12 2009 300.0 FHLMC 4.0 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 23 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 23 2009 May 12 2009 500.0 FHLMC 4.0 30 YR
    Mar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 23 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 23 2009 Apr 13 2009 500.0 FHLMC 4.5 30 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 23 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 23 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 23 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Mar 24 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 24 2009 May 18 2009 100.0 FHLMC 4.0 15 YR
    Mar 24 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 100.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 300.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Mar 24 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 100.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Mar 24 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 300.0 FNMA 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 24 2009 May 12 2009 100.0 FHLMC 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 24 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 24 2009 May 18 2009 100.0 FNMA 4.0 15 YR
    Mar 24 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 24 2009 Apr 13 2009 800.0 FNMA 5.5 30 YR
    Mar 24 2009 May 12 2009 800.0 FNMA 5.5 30 YR
    Mar 24 2009 Apr 13 2009 400.0 FNMA 5.5 30 YR
    Mar 24 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 24 2009 May 12 2009 400.0 FNMA 5.5 30 YR
    Mar 24 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Mar 24 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Mar 24 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Mar 24 2009 Apr 13 2009 800.0 FNMA 5.5 30 YR
    Mar 24 2009 May 12 2009 800.0 FNMA 5.5 30 YR
    Mar 24 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 24 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.0 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.0 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.0 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 6.0 30 YR
    Mar 25 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 25 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 550.0 FNMA 4.5 30 YR
    Mar 25 2009 May 19 2009 250.0 GNMA 4.0 30 YR
    Mar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 25 2009 Mar 31 2009 250.0 FNMA 4.0 30 YR
    Mar 25 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 25 2009 Apr 13 2009 200.0 FNMA 4.5 30 YR
    Mar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Mar 25 2009 Apr 20 2009 250.0 GNMA 4.5 30 YR
    Mar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 Apr 13 2009 750.0 FNMA 5.5 30 YR
    Mar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 May 12 2009 750.0 FNMA 5.5 30 YR
    Mar 26 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 Apr 13 2009 750.0 FNMA 5.5 30 YR
    Mar 26 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 26 2009 May 12 2009 750.0 FNMA 5.5 30 YR
    Mar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Mar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Mar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Mar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 26 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 26 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Mar 26 2009 May 12 2009 550.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 26 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 26 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 26 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Mar 27 2009 Apr 16 2009 200.0 FNMA 4.0 15 YR
    Mar 27 2009 May 19 2009 350.0 GNMA 4.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FHLMC 4.0 30 YR
    Mar 27 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 27 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 27 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FHLMC 4.5 30 YR
    Mar 27 2009 Apr 13 2009 300.0 FNMA 4.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Mar 27 2009 May 19 2009 200.0 GNMA 4.0 30 YR
    Mar 27 2009 Apr 13 2009 200.0 FHLMC 4.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Mar 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 27 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 27 2009 Apr 13 2009 300.0 FNMA 5.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 27 2009 May 12 2009 300.0 FNMA 5.5 30 YR
    Mar 27 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 27 2009 Apr 13 2009 100.0 FNMA 5.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Mar 27 2009 May 12 2009 100.0 FNMA 5.5 30 YR
    Mar 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Mar 27 2009 Apr 13 2009 100.0 FNMA 5.5 30 YR
    Mar 27 2009 May 12 2009 100.0 FNMA 5.5 30 YR
    Mar 27 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 27 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Mar 27 2009 Apr 13 2009 100.0 FNMA 5.5 30 YR
    Mar 27 2009 May 12 2009 100.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Mar 30 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Mar 30 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Mar 30 2009 May 12 2009 1000.0 FNMA 6.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YR
    Mar 31 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 31 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Mar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Mar 31 2009 May 19 2009 200.0 GNMA 4.5 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 100.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 300.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 950.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 1000.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 1000.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Mar 31 2009 Mar 31 2009 40.0 FHLMC 4.0 15 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 500.0 FNMA 4.0 30 YR
    Mar 31 2009 May 12 2009 950.0 FNMA 5.5 30 YR
    Mar 31 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Mar 31 2009 May 12 2009 475.0 FNMA 5.5 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Apr 1 2009 May 12 2009 450.0 FNMA 6.0 30 YR
    Apr 1 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Apr 1 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Apr 1 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Apr 1 2009 May 12 2009 925.0 FNMA 5.5 30 YR
    Apr 1 2009 May 12 2009 925.0 FNMA 6.0 30 YR
    Apr 1 2009 May 12 2009 925.0 FNMA 6.0 30 YR
    Apr 1 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Apr 1 2009 May 12 2009 925.0 FNMA 5.5 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Apr 1 2009 May 12 2009 500.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 1 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Apr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 1 2009 May 12 2009 925.0 FNMA 5.5 30 YR
    Apr 1 2009 Apr 13 2009 1000.0 FNMA 6.0 30 YR
    Apr 1 2009 May 12 2009 925.0 FNMA 6.0 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 1 2009 Apr 13 2009 1000.0 FNMA 5.0 30 YR
    Apr 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 1 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 1 2009 Jun 18 2009 100.0 GNMA 4.0 30 YR
    Apr 1 2009 May 12 2009 100.0 FHLMC 4.0 30 YR
    Apr 1 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Apr 1 2009 Apr 13 2009 100.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 100.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Apr 1 2009 May 12 2009 150.0 FHLMC 4.0 30 YR
    Apr 1 2009 May 12 2009 200.0 FHLMC 4.0 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 May 12 2009 100.0 FHLMC 4.0 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 100.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 200.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 1 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 1 2009 May 12 2009 250.0 FHLMC 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 400.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Apr 2 2009 Jun 18 2009 100.0 GNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Apr 2 2009 Jun 18 2009 250.0 GNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 850.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 850.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 16 2009 250.0 FNMA 4.5 15 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Apr 2 2009 Apr 13 2009 200.0 FNMA 5.0 30 YR
    Apr 2 2009 Apr 13 2009 200.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 300.0 FNMA 6.0 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 18 2009 250.0 FNMA 4.5 15 YR
    Apr 2 2009 May 12 2009 500.0 FNMA 4.5 30 YR
    Apr 2 2009 May 12 2009 200.0 FNMA 5.0 30 YR
    Apr 2 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    Apr 2 2009 Apr 13 2009 450.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 850.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 850.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 500.0 FNMA 4.5 30 YR
    Apr 2 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 4.5 30 YR
    Apr 2 2009 Apr 13 2009 950.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 500.0 FNMA 4.5 30 YR
    Apr 2 2009 May 12 2009 950.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 Apr 13 2009 100.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 2 2009 May 12 2009 100.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 100.0 FNMA 5.5 30 YR
    Apr 2 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Apr 2 2009 May 12 2009 100.0 FNMA 5.5 30 YR
    Apr 2 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Apr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Apr 3 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 3 2009 Apr 13 2009 1500.0 FNMA 5.0 30 YR
    Apr 3 2009 May 12 2009 1500.0 FNMA 5.0 30 YR
    Apr 3 2009 Apr 13 2009 1750.0 FNMA 6.0 30 YR
    Apr 3 2009 May 12 2009 1750.0 FNMA 6.0 30 YR
    Apr 3 2009 Apr 13 2009 2000.0 FNMA 5.0 30 YR
    Apr 3 2009 May 12 2009 2000.0 FNMA 5.0 30 YR
    Apr 3 2009 Apr 13 2009 2000.0 FNMA 5.5 30 YR
    Apr 3 2009 Apr 13 2009 1750.0 FNMA 6.0 30 YR
    Apr 3 2009 May 12 2009 2000.0 FNMA 5.5 30 YR
    Apr 3 2009 May 12 2009 1750.0 FNMA 6.0 30 YR
    Apr 3 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Apr 3 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Apr 6 2009 May 12 2009 450.0 FNMA 6.0 30 YR
    Apr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FNMA 6.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 450.0 FNMA 6.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 May 12 2009 750.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.0 30 YR
    Apr 6 2009 Apr 13 2009 250.0 FNMA 4.5 30 YR
    Apr 7 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 Apr 13 2009 250.0 FHLMC 6.0 30 YR
    Apr 7 2009 May 12 2009 925.0 FNMA 5.5 30 YR
    Apr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 May 12 2009 225.0 FHLMC 6.0 30 YR
    Apr 7 2009 Apr 13 2009 1000.0 FNMA 4.5 30 YR
    Apr 7 2009 May 12 2009 1000.0 FNMA 4.5 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 Apr 13 2009 1000.0 FHLMC 5.0 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Apr 7 2009 Apr 13 2009 1000.0 FHLMC 5.5 30 YR
    Apr 7 2009 Apr 13 2009 250.0 FHLMC 6.0 30 YR
    Apr 7 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 May 12 2009 1000.0 FHLMC 5.0 30 YR
    Apr 7 2009 May 12 2009 450.0 FHLMC 5.5 30 YR
    Apr 7 2009 May 12 2009 925.0 FHLMC 5.5 30 YR
    Apr 7 2009 May 12 2009 225.0 FHLMC 6.0 30 YR
    Apr 7 2009 Apr 13 2009 1000.0 FNMA 5.0 30 YR
    Apr 7 2009 Apr 13 2009 300.0 FHLMC 5.0 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Apr 7 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    Apr 7 2009 May 12 2009 300.0 FHLMC 5.0 30 YR
    Apr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 May 12 2009 450.0 FHLMC 5.5 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 7 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 7 2009 Apr 13 2009 1000.0 FNMA 5.5 30 YR
    Apr 7 2009 May 12 2009 925.0 FNMA 5.5 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Apr 7 2009 May 12 2009 500.0 FHLMC 5.0 30 YR
    Apr 7 2009 May 12 2009 450.0 FHLMC 5.5 30 YR
    Apr 7 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 7 2009 May 12 2009 450.0 FNMA 5.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 7 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Apr 8 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 8 2009 May 12 2009 100.0 FNMA 4.0 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Apr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Apr 8 2009 May 12 2009 100.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 100.0 FHLMC 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Apr 8 2009 May 12 2009 300.0 FNMA 4.5 30 YR
    Apr 8 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.0 30 YR
    Apr 8 2009 May 12 2009 100.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 100.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 300.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 300.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FHLMC 4.5 30 YR
    Apr 8 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 8 2009 May 12 2009 50.0 FNMA 6.5 30 YR
    Apr 8 2009 Apr 13 2009 50.0 FNMA 6.5 30 YR
    Apr 8 2009 May 12 2009 60.0 FNMA 6.5 30 YR
    Apr 8 2009 May 12 2009 95.0 FNMA 6.5 30 YR
    Apr 8 2009 Apr 13 2009 60.0 FNMA 6.5 30 YR
    Apr 8 2009 Apr 13 2009 95.0 FNMA 6.5 30 YR
    Apr 8 2009 May 12 2009 100.0 FNMA 6.5 30 YR
    Apr 8 2009 May 12 2009 100.0 FNMA 6.5 30 YR
    Apr 8 2009 Apr 13 2009 100.0 FNMA 6.5 30 YR
    Apr 8 2009 Apr 13 2009 100.0 FNMA 6.5 30 YR
    Apr 8 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Apr 8 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 8 2009 Apr 13 2009 500.0 FNMA 5.5 30 YR
    Apr 8 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Apr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Apr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 100.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 500.0 FHLMC 5.5 30 YR
    Apr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 Apr 13 2009 50.0 FHLMC 4.0 30 YR
    Apr 8 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 9 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Apr 9 2009 May 19 2009 225.0 GNMA 6.0 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 500.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 9 2009 May 12 2009 500.0 FNMA 4.0 30 YR
    Apr 9 2009 May 12 2009 500.0 FNMA 4.0 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 500.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 9 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 May 12 2009 500.0 FHLMC 6.0 30 YR
    Apr 13 2009 Jun 11 2009 500.0 FHLMC 6.0 30 YR
    Apr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 Apr 20 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 May 19 2009 500.0 GNMA 6.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 13 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 14 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 14 2009 May 12 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 14 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Apr 14 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 14 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Apr 14 2009 Jun 11 2009 180.0 FNMA 5.5 30 YR
    Apr 14 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    Apr 14 2009 Jun 11 2009 400.0 FNMA 6.0 30 YR
    Apr 14 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Apr 14 2009 Jun 11 2009 180.0 FNMA 5.5 30 YR
    Apr 14 2009 May 12 2009 300.0 FNMA 5.5 30 YR
    Apr 14 2009 May 12 2009 600.0 FNMA 5.5 30 YR
    Apr 14 2009 Jun 11 2009 270.0 FNMA 5.5 30 YR
    Apr 14 2009 Jun 11 2009 540.0 FNMA 5.5 30 YR
    Apr 14 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Apr 14 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    Apr 14 2009 Jun 11 2009 180.0 FNMA 5.5 30 YR
    Apr 14 2009 Jun 11 2009 400.0 FNMA 6.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Apr 15 2009 Jun 11 2009 225.0 FNMA 6.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Apr 15 2009 Jun 11 2009 225.0 FNMA 5.5 30 YR
    Apr 15 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Apr 15 2009 May 19 2009 200.0 GNMA 6.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 6.0 30 YR
    Apr 15 2009 Jun 11 2009 225.0 FNMA 6.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 5.0 30 YR
    Apr 15 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    Apr 15 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 5.0 30 YR
    Apr 15 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    Apr 15 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 15 2009 Jun 11 2009 225.0 FNMA 5.5 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Apr 15 2009 Jun 11 2009 225.0 FNMA 5.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 15 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 15 2009 May 12 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 16 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 16 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 16 2009 Apr 20 2009 100.0 GNMA 4.5 30 YR
    Apr 16 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 16 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 16 2009 Apr 20 2009 225.0 GNMA 5.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 16 2009 May 19 2009 225.0 GNMA 5.5 30 YR
    Apr 16 2009 Apr 20 2009 225.0 GNMA 6.0 30 YR
    Apr 16 2009 May 19 2009 225.0 GNMA 6.0 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 16 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 17 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    Apr 17 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    Apr 17 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    Apr 17 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 17 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    Apr 17 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 17 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 20 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FHLMC 4.5 30 YR
    Apr 20 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FNMA 4.0 30 YR
    Apr 20 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    Apr 20 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 20 2009 May 12 2009 400.0 FNMA 5.0 30 YR
    Apr 20 2009 Jun 11 2009 400.0 FNMA 5.0 30 YR
    Apr 20 2009 May 12 2009 400.0 FNMA 5.0 30 YR
    Apr 20 2009 Jun 11 2009 400.0 FNMA 5.0 30 YR
    Apr 20 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 20 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 20 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 20 2009 May 12 2009 200.0 FNMA 5.0 30 YR
    Apr 20 2009 Jun 11 2009 200.0 FNMA 5.0 30 YR
    Apr 20 2009 May 12 2009 800.0 FNMA 5.5 30 YR
    Apr 20 2009 Jun 11 2009 800.0 FNMA 5.5 30 YR
    Apr 20 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Apr 20 2009 Jun 11 2009 200.0 FNMA 5.5 30 YR
    Apr 21 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 21 2009 Jun 11 2009 300.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 21 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 21 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 350.0 FNMA 4.5 30 YR
    Apr 21 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 100.0 FHLMC 4.5 30 YR
    Apr 21 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 21 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    Apr 21 2009 May 19 2009 200.0 GNMA 4.5 30 YR
    Apr 21 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 21 2009 May 12 2009 250.0 FHLMC 6.0 30 YR
    Apr 21 2009 Jun 11 2009 250.0 FHLMC 6.0 30 YR
    Apr 21 2009 May 12 2009 1000.0 FHLMC 5.5 30 YR
    Apr 21 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YR
    Apr 21 2009 May 12 2009 1000.0 FHLMC 5.5 30 YR
    Apr 21 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YR
    Apr 21 2009 May 12 2009 750.0 FHLMC 5.5 30 YR
    Apr 21 2009 Jun 11 2009 750.0 FHLMC 5.5 30 YR
    Apr 22 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 22 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 22 2009 Jun 11 2009 470.0 FNMA 5.0 30 YR
    Apr 22 2009 Jun 11 2009 465.0 FNMA 5.5 30 YR
    Apr 22 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 22 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 22 2009 Jun 11 2009 465.0 FNMA 5.5 30 YR
    Apr 22 2009 Jun 11 2009 465.0 FHLMC 5.5 30 YR
    Apr 22 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 22 2009 Jun 11 2009 465.0 FHLMC 5.5 30 YR
    Apr 22 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 22 2009 Jun 11 2009 470.0 FNMA 5.0 30 YR
    Apr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 22 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Apr 22 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Apr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 22 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 22 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 23 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YR
    Apr 23 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 23 2009 Jul 13 2009 500.0 FHLMC 4.0 30 YR
    Apr 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 23 2009 Jun 11 2009 300.0 FHLMC 4.5 30 YR
    Apr 23 2009 Jul 13 2009 500.0 FHLMC 4.5 30 YR
    Apr 23 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 23 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 23 2009 Jun 11 2009 500.0 FNMA 4.0 30 YR
    Apr 23 2009 Jun 11 2009 300.0 FNMA 4.5 30 YR
    Apr 23 2009 May 12 2009 200.0 FNMA 5.0 30 YR
    Apr 23 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Apr 23 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 24 2009 May 12 2009 169.0 FHLMC 4.5 30 YR
    Apr 24 2009 Apr 27 2009 169.0 FHLMC 4.5 30 YR
    Apr 24 2009 May 12 2009 303.0 FHLMC 4.5 30 YR
    Apr 24 2009 Apr 27 2009 303.0 FHLMC 4.5 30 YR
    Apr 24 2009 May 12 2009 500.0 FHLMC 6.0 30 YR
    Apr 24 2009 Jun 11 2009 500.0 FHLMC 6.0 30 YR
    Apr 24 2009 May 12 2009 500.0 FHLMC 6.0 30 YR
    Apr 24 2009 Jun 11 2009 500.0 FHLMC 6.0 30 YR
    Apr 24 2009 May 12 2009 368.0 FNMA 4.0 30 YR
    Apr 24 2009 May 12 2009 1000.0 FHLMC 6.0 30 YR
    Apr 24 2009 Apr 29 2009 368.0 FNMA 4.0 30 YR
    Apr 24 2009 Jun 11 2009 1000.0 FHLMC 6.0 30 YR
    Apr 24 2009 May 12 2009 33.0 FHLMC 4.0 30 YR
    Apr 24 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 24 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 24 2009 Apr 29 2009 33.0 FHLMC 4.0 30 YR
    Apr 24 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    Apr 24 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    Apr 24 2009 Jul 13 2009 42.0 FNMA 3.5 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 24 2009 Jun 16 2009 50.0 FNMA 4.0 15 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    Apr 24 2009 Jun 16 2009 50.0 FNMA 4.0 15 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 24 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 27 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 27 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Apr 27 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 27 2009 Jun 11 2009 500.0 FHLMC 4.5 30 YR
    Apr 27 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 27 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Apr 27 2009 Jul 13 2009 500.0 FNMA 4.0 30 YR
    Apr 27 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    Apr 27 2009 Jun 11 2009 500.0 FHLMC 4.5 30 YR
    Apr 27 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    Apr 27 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 27 2009 May 12 2009 200.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 650.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 600.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 200.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 650.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 490.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 600.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 600.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 200.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 300.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 600.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 200.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 290.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 490.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 250.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 850.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 850.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 475.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 1200.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 1200.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 480.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 650.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    Apr 27 2009 Jun 11 2009 650.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 475.0 FHLMC 5.5 30 YR
    Apr 27 2009 May 12 2009 400.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 400.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 27 2009 May 12 2009 100.0 FNMA 5.5 30 YR
    Apr 27 2009 Jun 11 2009 100.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jul 13 2009 200.0 FHLMC 4.0 30 YR
    Apr 28 2009 Jul 13 2009 200.0 FHLMC 4.0 30 YR
    Apr 28 2009 Jul 13 2009 200.0 FHLMC 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 100.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FHLMC 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 28 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Apr 28 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 May 12 2009 2000.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 2000.0 FNMA 5.5 30 YR
    Apr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 May 12 2009 1000.0 FHLMC 5.5 30 YR
    Apr 28 2009 May 12 2009 1000.0 FHLMC 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FHLMC 5.5 30 YR
    Apr 28 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 28 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    Apr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    Apr 29 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    Apr 29 2009 Jun 11 2009 465.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 465.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    Apr 29 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    Apr 29 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 29 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    Apr 29 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Apr 29 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    Apr 29 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Apr 29 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 29 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 30 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    Apr 30 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    Apr 30 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    Apr 30 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 18 2009 100.0 GNMA 4.5 30 YR
    Apr 30 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    Apr 30 2009 Jun 18 2009 100.0 GNMA 4.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    Apr 30 2009 May 12 2009 240.0 FHLMC 4.5 30 YR
    Apr 30 2009 Apr 30 2009 240.0 FHLMC 4.5 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    May 1 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    May 1 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 465.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 960.0 FNMA 5.0 30 YR
    May 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    May 1 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    May 1 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 465.0 FNMA 5.5 30 YR
    May 1 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    May 1 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    May 1 2009 Jul 20 2009 250.0 GNMA 4.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 1 2009 May 12 2009 250.0 FNMA 5.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 4 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 4 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    May 4 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    May 4 2009 May 12 2009 450.0 FHLMC 5.5 30 YR
    May 4 2009 May 12 2009 725.0 FHLMC 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 275.0 FNMA 6.0 30 YR
    May 4 2009 Jun 11 2009 350.0 FHLMC 5.5 30 YR
    May 4 2009 Jun 11 2009 600.0 FHLMC 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    May 4 2009 Jun 11 2009 460.0 FNMA 6.0 30 YR
    May 4 2009 May 12 2009 250.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 300.0 FNMA 6.0 30 YR
    May 4 2009 Jun 11 2009 220.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 275.0 FNMA 6.0 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 750.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 660.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    May 4 2009 Jun 11 2009 470.0 FNMA 6.0 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 6.0 30 YR
    May 4 2009 May 12 2009 725.0 FHLMC 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 460.0 FNMA 6.0 30 YR
    May 4 2009 Jun 11 2009 600.0 FHLMC 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 Jun 11 2009 440.0 FNMA 5.5 30 YR
    May 4 2009 May 12 2009 500.0 FHLMC 5.5 30 YR
    May 4 2009 Jun 11 2009 350.0 FHLMC 5.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 100.0 FNMA 6.5 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 100.0 FNMA 6.5 30 YR
    May 5 2009 May 12 2009 450.0 FNMA 6.0 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 6.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 55.0 FNMA 6.5 30 YR
    May 5 2009 Jun 11 2009 100.0 FNMA 6.5 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 55.0 FNMA 6.5 30 YR
    May 5 2009 May 12 2009 100.0 FNMA 6.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 450.0 FNMA 6.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 6.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 450.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 Jun 11 2009 200.0 FNMA 6.5 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    May 5 2009 May 12 2009 200.0 FNMA 6.5 30 YR
    May 5 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 5 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YR
    May 5 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YR
    May 5 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    May 5 2009 Jul 20 2009 250.0 GNMA 4.0 30 YR
    May 5 2009 Jun 11 2009 500.0 FHLMC 4.0 30 YR
    May 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YR
    May 5 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    May 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YR
    May 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YR
    May 5 2009 Jul 13 2009 500.0 FNMA 4.5 30 YR
    May 5 2009 Jul 20 2009 250.0 GNMA 4.0 30 YR
    May 5 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    May 5 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YR
    May 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 5 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    May 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 6 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 6 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    May 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    May 6 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    May 6 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    May 6 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 6 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    May 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    May 6 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    May 6 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 6 2009 Jun 11 2009 200.0 FNMA 4.0 30 YR
    May 6 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 6 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    May 6 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 6 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 6 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 6 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    May 6 2009 Jun 11 2009 200.0 FHLMC 4.5 30 YR
    May 6 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 6 2009 May 12 2009 1500.0 FNMA 5.0 30 YR
    May 6 2009 Jun 11 2009 1500.0 FNMA 5.0 30 YR
    May 6 2009 May 12 2009 2000.0 FNMA 5.0 30 YR
    May 6 2009 May 12 2009 2000.0 FNMA 6.0 30 YR
    May 6 2009 Jun 11 2009 2000.0 FNMA 5.0 30 YR
    May 6 2009 Jun 11 2009 2000.0 FNMA 6.0 30 YR
    May 6 2009 May 12 2009 2000.0 FNMA 5.5 30 YR
    May 6 2009 Jun 11 2009 2000.0 FNMA 5.5 30 YR
    May 6 2009 May 12 2009 350.0 FNMA 3.5 30 YR
    May 6 2009 Jun 11 2009 350.0 FNMA 3.5 30 YR
    May 6 2009 May 12 2009 650.0 FNMA 5.0 30 YR
    May 6 2009 May 12 2009 1500.0 FHLMC 5.5 30 YR
    May 6 2009 Jun 11 2009 650.0 FNMA 5.0 30 YR
    May 6 2009 Jun 11 2009 1500.0 FHLMC 5.5 30 YR
    May 7 2009 Jun 11 2009 150.0 FNMA 4.0 30 YR
    May 7 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    May 7 2009 May 12 2009 150.0 FNMA 4.0 30 YR
    May 7 2009 Jun 11 2009 960.0 FNMA 5.0 30 YR
    May 7 2009 Jun 11 2009 300.0 FNMA 4.0 30 YR
    May 7 2009 May 12 2009 1000.0 FNMA 5.5 30 YR
    May 7 2009 May 12 2009 300.0 FNMA 4.0 30 YR
    May 7 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    May 7 2009 Jun 11 2009 300.0 FNMA 4.0 30 YR
    May 7 2009 May 12 2009 1000.0 FNMA 5.0 30 YR
    May 7 2009 May 12 2009 300.0 FNMA 4.0 30 YR
    May 7 2009 Jun 11 2009 960.0 FNMA 5.0 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 500.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 7 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 7 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jul 13 2009 500.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 100.0 FHLMC 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 100.0 FHLMC 4.5 30 YR
    May 8 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 125.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 May 12 2009 125.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    May 8 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 500.0 FNMA 5.5 30 YR
    May 8 2009 May 12 2009 250.0 FHLMC 4.5 30 YR
    May 8 2009 Jun 11 2009 250.0 FNMA 4.0 30 YR
    May 8 2009 May 12 2009 250.0 FNMA 4.0 30 YR
    May 11 2009 Jun 16 2009 250.0 FHLMC 4.0 15 YR
    May 11 2009 Jun 16 2009 250.0 FHLMC 4.0 15 YR
    May 11 2009 Jun 16 2009 250.0 FHLMC 4.0 15 YR
    May 11 2009 May 18 2009 250.0 FHLMC 4.0 15 YR
    May 11 2009 May 18 2009 250.0 FHLMC 4.0 15 YR
    May 11 2009 May 18 2009 250.0 FHLMC 4.0 15 YR
    May 11 2009 Jun 18 2009 100.0 GNMA 4.5 30 YR
    May 11 2009 May 19 2009 100.0 GNMA 4.5 30 YR
    May 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 11 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 11 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 11 2009 Jun 16 2009 250.0 FNMA 4.0 15 YR
    May 11 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 11 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 11 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    May 11 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 11 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 11 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 11 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 11 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    May 11 2009 Aug 13 2009 500.0 FNMA 4.5 30 YR
    May 11 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    May 11 2009 Jun 16 2009 250.0 FNMA 4.0 15 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 12 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 12 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 12 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 500.0 FNMA 4.5 30 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    May 12 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    May 12 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 12 2009 Jul 16 2009 50.0 FNMA 4.0 15 YR
    May 12 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 12 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 13 2009 Jun 16 2009 100.0 FNMA 4.0 15 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 13 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 13 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 13 2009 Jul 13 2009 100.0 FNMA 4.0 30 YR
    May 13 2009 Jul 13 2009 100.0 FNMA 4.0 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 13 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 13 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    May 13 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 14 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YR
    May 14 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YR
    May 14 2009 Jun 16 2009 100.0 FHLMC 4.5 15 YR
    May 14 2009 May 18 2009 100.0 FHLMC 4.0 15 YR
    May 14 2009 May 18 2009 100.0 FHLMC 4.0 15 YR
    May 14 2009 May 18 2009 100.0 FHLMC 4.5 15 YR
    May 14 2009 Jun 11 2009 95.0 FHLMC 4.5 30 YR
    May 14 2009 May 15 2009 95.0 FHLMC 4.5 30 YR
    May 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 14 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    May 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 14 2009 Jun 18 2009 250.0 GNMA 4.5 30 YR
    May 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 14 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 14 2009 Jun 11 2009 250.0 FNMA 5.5 30 YR
    May 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 14 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    May 14 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 14 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 14 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 14 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 15 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 15 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    May 15 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 15 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 15 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 15 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 15 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 15 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 15 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 15 2009 Jun 18 2009 200.0 GNMA 4.5 30 YR
    May 15 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    May 15 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    May 15 2009 Jun 18 2009 250.0 GNMA 5.0 30 YR
    May 15 2009 May 19 2009 250.0 GNMA 5.0 30 YR
    May 15 2009 May 19 2009 225.0 GNMA 6.0 30 YR
    May 15 2009 Jun 18 2009 200.0 GNMA 6.0 30 YR
    May 18 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 18 2009 Jul 16 2009 50.0 FNMA 4.0 15 YR
    May 18 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 18 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 18 2009 Jun 11 2009 250.0 FNMA 5.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 18 2009 Jul 16 2009 50.0 FNMA 4.0 15 YR
    May 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    May 18 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 18 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 18 2009 Jul 16 2009 50.0 FNMA 4.0 15 YR
    May 18 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 18 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 19 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 19 2009 Aug 18 2009 250.0 FNMA 4.0 15 YR
    May 19 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 19 2009 Aug 18 2009 250.0 FNMA 4.0 15 YR
    May 19 2009 Aug 20 2009 250.0 GNMA 4.0 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 19 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 19 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    May 19 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 19 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    May 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 20 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 20 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 20 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 20 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 20 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 20 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 20 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    May 20 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 20 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 20 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 20 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 20 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 20 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    May 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 21 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 21 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 21 2009 Jul 13 2009 250.0 FNMA 5.5 30 YR
    May 21 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 21 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 21 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 21 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 21 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 22 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 22 2009 Jul 20 2009 250.0 GNMA 4.0 30 YR
    May 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 22 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 22 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 22 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 22 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    May 22 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    May 22 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 22 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    May 22 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 22 2009 Jun 11 2009 250.0 FHLMC 4.0 30 YR
    May 22 2009 Jul 20 2009 250.0 GNMA 4.0 30 YR
    May 26 2009 Jul 13 2009 250.0 FNMA 5.5 30 YR
    May 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    May 26 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 26 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    May 26 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YR
    May 26 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    May 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 26 2009 Jun 11 2009 250.0 FNMA 5.5 30 YR
    May 26 2009 Jul 13 2009 250.0 FHLMC 4.0 30 YR
    May 26 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    May 26 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    May 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    May 26 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    May 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 26 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    May 26 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 26 2009 Jun 18 2009 200.0 GNMA 5.5 30 YR
    May 26 2009 Jul 20 2009 178.0 GNMA 5.5 30 YR
    May 26 2009 Jun 18 2009 200.0 GNMA 5.5 30 YR
    May 26 2009 Jul 20 2009 178.0 GNMA 5.5 30 YR
    May 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 27 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    May 27 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    May 27 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 27 2009 Aug 13 2009 200.0 FNMA 4.0 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    May 27 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    May 27 2009 Jun 11 2009 200.0 FNMA 4.5 30 YR
    May 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    May 27 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jul 13 2009 200.0 FNMA 4.0 30 YR
    May 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 100.0 FNMA 4.0 30 YR
    May 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 27 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    May 27 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    May 27 2009 Jun 11 2009 500.0 FNMA 5.0 30 YR
    May 27 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    May 27 2009 Jun 11 2009 3000.0 FNMA 5.0 30 YR
    May 27 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    May 27 2009 Jul 13 2009 500.0 FNMA 5.0 30 YR
    May 27 2009 Jul 13 2009 1000.0 FNMA 5.0 30 YR
    May 27 2009 Jul 13 2009 3000.0 FNMA 5.0 30 YR
    May 27 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    May 27 2009 Jun 11 2009 1000.0 FNMA 5.0 30 YR
    May 27 2009 Jul 13 2009 1000.0 FNMA 5.0 30 YR
    May 28 2009 Jun 18 2009 175.0 GNMA 5.5 30 YR
    May 28 2009 Jul 20 2009 175.0 GNMA 5.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 500.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 28 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    May 28 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jun 11 2009 250.0 FNMA 5.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 500.0 FNMA 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    May 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 28 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    May 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    May 29 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    May 29 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 1 2009 Jun 18 2009 200.0 GNMA 5.5 30 YR
    Jun 1 2009 Jul 20 2009 178.0 GNMA 5.5 30 YR
    Jun 1 2009 Jun 11 2009 200.0 FNMA 5.0 30 YR
    Jun 1 2009 Jun 11 2009 400.0 FNMA 5.0 30 YR
    Jun 1 2009 Jun 11 2009 400.0 FNMA 5.0 30 YR
    Jun 1 2009 Jul 13 2009 200.0 FNMA 5.0 30 YR
    Jun 1 2009 Jul 13 2009 400.0 FNMA 5.0 30 YR
    Jun 1 2009 Jul 13 2009 400.0 FNMA 5.0 30 YR
    Jun 1 2009 Jun 18 2009 100.0 GNMA 5.5 30 YR
    Jun 1 2009 Jul 20 2009 89.0 GNMA 5.5 30 YR
    Jun 1 2009 Jun 18 2009 250.0 GNMA 5.5 30 YR
    Jun 1 2009 Jul 20 2009 222.5 GNMA 5.5 30 YR
    Jun 1 2009 Jun 18 2009 100.0 GNMA 5.5 30 YR
    Jun 1 2009 Jul 20 2009 89.0 GNMA 5.5 30 YR
    Jun 1 2009 Jun 18 2009 100.0 GNMA 5.5 30 YR
    Jun 1 2009 Jul 20 2009 89.0 GNMA 5.5 30 YR
    Jun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 2 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 2 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Jun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 2 2009 Jul 13 2009 250.0 FNMA 5.5 30 YR
    Jun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 2 2009 Aug 13 2009 250.0 FNMA 4.0 30 YR
    Jun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 2 2009 Jun 11 2009 250.0 FNMA 5.5 30 YR
    Jun 2 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    Jun 2 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 2 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 2 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Jun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 2 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 2 2009 Jul 16 2009 250.0 FNMA 4.0 15 YR
    Jun 3 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 3 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 3 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 3 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Jun 3 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 3 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 3 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 3 2009 Jul 13 2009 250.0 FNMA 4.0 30 YR
    Jun 3 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Jun 3 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 3 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    Jun 3 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 3 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jun 11 2009 250.0 FNMA 5.0 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 4 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 4 2009 Jun 11 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 4 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 4 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 800.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 800.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 930.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 930.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 800.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 800.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Jun 5 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jul 13 2009 500.0 FNMA 4.0 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 4.5 30 YR
    Jun 5 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 250.0 FNMA 4.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 750.0 FHLMC 5.5 30 YR
    Jun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 675.0 FHLMC 5.5 30 YR
    Jun 5 2009 Jun 11 2009 275.0 FNMA 6.0 30 YR
    Jun 5 2009 Jun 11 2009 930.0 FHLMC 5.5 30 YR
    Jun 5 2009 Jul 13 2009 240.0 FNMA 6.0 30 YR
    Jun 5 2009 Jul 13 2009 835.0 FHLMC 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 980.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 475.0 FHLMC 5.5 30 YR
    Jun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 880.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 900.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 425.0 FHLMC 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jun 5 2009 Jun 11 2009 300.0 FNMA 5.5 30 YR
    Jun 5 2009 Jul 13 2009 275.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 16 2009 200.0 FNMA 4.0 15 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 4.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 250.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jun 11 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jul 13 2009 500.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jun 16 2009 500.0 FNMA 4.5 15 YR
    Jun 8 2009 Jun 11 2009 250.0 FHLMC 5.5 30 YR
    Jun 8 2009 Jul 16 2009 500.0 FNMA 4.5 15 YR
    Jun 8 2009 Jul 13 2009 250.0 FHLMC 5.5 30 YR
    Jun 9 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 9 2009 Jul 20 2009 200.0 GNMA 4.5 30 YR
    Jun 9 2009 Jul 16 2009 150.0 FNMA 4.5 15 YR
    Jun 9 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 9 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 9 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 9 2009 Jul 16 2009 150.0 FNMA 4.0 15 YR
    Jun 9 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 9 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 9 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    Jun 9 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 9 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 9 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 9 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    Jun 9 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 9 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 9 2009 Jun 11 2009 200.0 FNMA 5.5 30 YR
    Jun 9 2009 Jul 13 2009 100.0 FNMA 6.5 30 YR
    Jun 9 2009 Jul 13 2009 100.0 FNMA 6.5 30 YR
    Jun 9 2009 Jul 13 2009 155.0 FNMA 6.5 30 YR
    Jun 9 2009 Jul 13 2009 200.0 FNMA 5.5 30 YR
    Jun 9 2009 Jun 11 2009 100.0 FNMA 6.5 30 YR
    Jun 9 2009 Jun 11 2009 100.0 FNMA 6.5 30 YR
    Jun 9 2009 Jun 11 2009 155.0 FNMA 6.5 30 YR
    Jun 9 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Jun 9 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Jun 9 2009 Jun 11 2009 1000.0 FNMA 5.5 30 YR
    Jun 9 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jun 9 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jun 9 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jun 9 2009 Jun 11 2009 500.0 FNMA 5.5 30 YR
    Jun 9 2009 Jul 13 2009 100.0 FNMA 6.5 30 YR
    Jun 9 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jun 9 2009 Jun 11 2009 100.0 FNMA 6.5 30 YR
    Jun 10 2009 Jun 18 2009 230.0 GNMA 6.0 30 YR
    Jun 10 2009 Jul 20 2009 200.0 GNMA 6.0 30 YR
    Jun 10 2009 Jun 18 2009 225.0 GNMA 6.0 30 YR
    Jun 10 2009 Jul 20 2009 200.0 GNMA 6.0 30 YR
    Jun 10 2009 Jun 18 2009 230.0 GNMA 6.0 30 YR
    Jun 10 2009 Jul 20 2009 200.0 GNMA 6.0 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 10 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 10 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 10 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jun 16 2009 150.0 FNMA 4.5 15 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 10 2009 Jul 13 2009 150.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jun 16 2009 100.0 FNMA 4.0 15 YR
    Jun 10 2009 Jun 16 2009 100.0 FNMA 4.5 15 YR
    Jun 10 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 10 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 11 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 11 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 11 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 11 2009 Jun 16 2009 100.0 FNMA 5.0 15 YR
    Jun 11 2009 Jul 16 2009 85.0 FNMA 5.0 15 YR
    Jun 12 2009 Jul 16 2009 200.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jun 16 2009 200.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jul 16 2009 200.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jun 16 2009 200.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 12 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 12 2009 Jul 13 2009 250.0 FNMA 5.5 30 YR
    Jun 12 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 12 2009 Jul 13 2009 300.0 FNMA 5.0 30 YR
    Jun 12 2009 Jun 16 2009 100.0 FNMA 5.0 30 YR
    Jun 12 2009 Jun 16 2009 300.0 FNMA 5.0 30 YR
    Jun 12 2009 Jul 13 2009 300.0 FNMA 5.0 30 YR
    Jun 12 2009 Jun 16 2009 300.0 FNMA 5.0 30 YR
    Jun 12 2009 Jul 13 2009 200.0 FNMA 5.0 30 YR
    Jun 12 2009 Jun 16 2009 200.0 FNMA 5.0 30 YR
    Jun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 12 2009 Jun 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jun 15 2009 Aug 18 2009 150.0 FNMA 4.5 15 YR
    Jun 15 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jun 15 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 15 2009 Jul 20 2009 200.0 GNMA 4.5 30 YR
    Jun 15 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 15 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 15 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jun 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jun 15 2009 Jul 20 2009 175.0 GNMA 4.5 30 YR
    Jun 15 2009 Jul 20 2009 175.0 GNMA 4.5 30 YR
    Jun 15 2009 Jul 20 2009 200.0 GNMA 4.5 30 YR
    Jun 15 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 15 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 15 2009 Aug 13 2009 175.0 FNMA 4.5 30 YR
    Jun 15 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jun 15 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 15 2009 Jul 20 2009 200.0 GNMA 4.5 30 YR
    Jun 15 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 15 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jun 15 2009 Jun 18 2009 200.0 GNMA 6.0 30 YR
    Jun 15 2009 Jul 20 2009 200.0 GNMA 6.0 30 YR
    Jun 16 2009 Jul 13 2009 500.0 FHLMC 5.0 30 YR
    Jun 16 2009 Jun 17 2009 500.0 FHLMC 5.0 30 YR
    Jun 16 2009 Jul 13 2009 200.0 FHLMC 5.0 30 YR
    Jun 16 2009 Jun 17 2009 200.0 FHLMC 5.0 30 YR
    Jun 16 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    Jun 16 2009 Aug 18 2009 150.0 FNMA 4.5 15 YR
    Jun 16 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 16 2009 Jul 16 2009 150.0 FNMA 4.5 15 YR
    Jun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 16 2009 Jul 13 2009 50.0 FHLMC 4.0 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 16 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    Jun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    Jun 16 2009 Jul 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 16 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 16 2009 Jul 16 2009 150.0 FNMA 4.0 15 YR
    Jun 16 2009 Jul 13 2009 100.0 FHLMC 4.0 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 16 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    Jun 16 2009 Jul 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 150.0 FHLMC 4.0 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 16 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 16 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 16 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 16 2009 Jul 16 2009 150.0 FNMA 4.0 15 YR
    Jun 16 2009 Jul 13 2009 250.0 FNMA 5.0 30 YR
    Jun 17 2009 Jul 16 2009 200.0 FNMA 4.0 15 YR
    Jun 17 2009 Aug 18 2009 200.0 FNMA 4.5 15 YR
    Jun 17 2009 Aug 18 2009 250.0 FNMA 4.5 15 YR
    Jun 17 2009 Aug 18 2009 250.0 FNMA 4.5 15 YR
    Jun 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 17 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    Jun 17 2009 Jul 20 2009 200.0 GNMA 4.5 30 YR
    Jun 17 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FHLMC 4.0 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 17 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 17 2009 Aug 13 2009 200.0 FHLMC 4.0 30 YR
    Jun 17 2009 Jul 20 2009 200.0 GNMA 4.5 30 YR
    Jun 17 2009 Jul 16 2009 150.0 FNMA 3.5 15 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 17 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 17 2009 Jun 19 2009 0.6 FNMA 5.0 30 YR
    Jun 17 2009 Jun 19 2009 0.4 FNMA 5.0 30 YR
    Jun 17 2009 Jun 19 2009 57.9 FNMA 5.0 30 YR
    Jun 17 2009 Jun 19 2009 0.5 FNMA 5.0 30 YR
    Jun 17 2009 Jun 19 2009 40.6 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YR
    Jun 18 2009 Aug 13 2009 300.0 FHLMC 5.0 30 YR
    Jun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 18 2009 Aug 13 2009 500.0 FNMA 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 300.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 500.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 18 2009 Aug 13 2009 300.0 FHLMC 5.0 30 YR
    Jun 18 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 18 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 19 2009 Aug 18 2009 100.0 FNMA 4.0 15 YR
    Jun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 19 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 19 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jun 19 2009 Jul 13 2009 200.0 FNMA 4.5 30 YR
    Jun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 19 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jun 19 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 19 2009 Aug 18 2009 100.0 FNMA 4.5 15 YR
    Jun 19 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 19 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 19 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 16.0 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 12.8 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 12.2 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 19.6 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 24.4 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 15.0 FNMA 5.0 30 YR
    Jun 19 2009 Jul 13 2009 400.0 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 99.8 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 54.8 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 11.8 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 5.6 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 21.6 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 3.6 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 175.5 FNMA 4.5 30 YR
    Jun 19 2009 Jun 22 2009 27.3 FNMA 4.5 30 YR
    Jun 19 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 3.2 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 88.9 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.7 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.8 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.9 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.6 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.5 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.8 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.4 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.3 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 1.0 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.9 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.7 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.3 FNMA 5.0 30 YR
    Jun 19 2009 Jun 22 2009 0.1 FNMA 5.0 30 YR
    Jun 22 2009 Aug 18 2009 250.0 FNMA 4.0 15 YR
    Jun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 22 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 22 2009 Jun 24 2009 100.0 FNMA 5.0 30 YR
    Jun 22 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 22 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jun 22 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 22 2009 Jun 24 2009 100.0 FNMA 5.0 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 22 2009 Aug 18 2009 250.0 FNMA 4.0 15 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 23 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 23 2009 Aug 20 2009 250.0 GNMA 5.0 30 YR
    Jun 23 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 23 2009 Aug 20 2009 250.0 GNMA 5.0 30 YR
    Jun 23 2009 Jul 13 2009 200.0 FNMA 5.0 30 YR
    Jun 23 2009 Jun 26 2009 200.0 FNMA 5.0 30 YR
    Jun 23 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 23 2009 Jun 26 2009 100.0 FNMA 5.0 30 YR
    Jun 24 2009 Aug 18 2009 100.0 FNMA 4.0 15 YR
    Jun 24 2009 Aug 18 2009 100.0 FNMA 4.5 15 YR
    Jun 24 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jun 24 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 24 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 24 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 24 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 24 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 24 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YR
    Jun 24 2009 Jul 13 2009 100.0 FHLMC 5.0 30 YR
    Jun 24 2009 Jun 25 2009 100.0 FHLMC 4.0 15 YR
    Jun 24 2009 Jun 26 2009 100.0 FHLMC 5.0 30 YR
    Jun 24 2009 Jul 13 2009 100.0 FHLMC 5.0 30 YR
    Jun 24 2009 Jun 26 2009 100.0 FHLMC 5.0 30 YR
    Jun 24 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 24 2009 Jun 26 2009 100.0 FNMA 5.0 30 YR
    Jun 25 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 25 2009 Jun 29 2009 100.0 FNMA 5.0 30 YR
    Jun 25 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 25 2009 Jun 29 2009 100.0 FNMA 5.0 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FNMA 5.5 30 YR
    Jun 25 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 25 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 25 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 25 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jun 25 2009 Jul 13 2009 250.0 FNMA 5.5 30 YR
    Jun 25 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 26 2009 Jul 13 2009 100.0 FHLMC 5.0 30 YR
    Jun 26 2009 Jun 29 2009 100.0 FHLMC 5.0 30 YR
    Jun 26 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 26 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 26 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 2.7 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 18.6 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 2.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 15.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 9.8 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 1.1 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 1.1 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.5 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 16.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 14.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.3 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jun 26 2009 Jul 13 2009 100.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 7.7 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 17.3 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.8 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.4 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 10.1 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 1.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.6 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 17.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 3.3 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.9 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.1 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 21.8 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 15.0 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.2 FNMA 5.0 30 YR
    Jun 26 2009 Jun 26 2009 0.7 FNMA 5.0 30 YR
    Jun 26 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jun 26 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 26 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jun 26 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 26 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 26 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    Jun 26 2009 Jul 20 2009 100.0 GNMA 4.5 30 YR
    Jun 26 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jun 26 2009 Aug 13 2009 100.0 FHLMC 5.0 30 YR
    Jun 26 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Aug 13 2009 300.0 FNMA 5.0 30 YR
    Jun 29 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 29 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jun 29 2009 Sep 14 2009 300.0 FNMA 5.0 30 YR
    Jun 29 2009 Sep 14 2009 300.0 FNMA 5.0 30 YR
    Jun 29 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jun 29 2009 Sep 14 2009 250.0 FHLMC 4.5 30 YR
    Jun 29 2009 Sep 14 2009 250.0 FHLMC 4.5 30 YR
    Jun 30 2009 Aug 18 2009 100.0 FNMA 4.5 15 YR
    Jun 30 2009 Aug 13 2009 100.0 FNMA 4.5 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 30 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jun 30 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jun 30 2009 Aug 18 2009 100.0 FNMA 4.5 15 YR
    Jun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 30 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jun 30 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jun 30 2009 Aug 20 2009 200.0 GNMA 5.0 30 YR
    Jun 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 750.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jul 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jul 1 2009 Jul 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jul 1 2009 Jul 20 2009 200.0 GNMA 4.5 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FHLMC 5.0 30 YR
    Jul 1 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jul 1 2009 Jul 13 2009 100.0 FNMA 4.5 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 1 2009 Jul 13 2009 150.0 FNMA 4.5 20 YR
    Jul 1 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 1 2009 Jul 13 2009 250.0 FNMA 4.5 30 YR
    Jul 1 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 300.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 280.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YR
    Jul 1 2009 Jul 13 2009 450.0 FNMA 5.5 30 YR
    Jul 1 2009 Aug 13 2009 420.0 FNMA 5.5 30 YR
    Jul 2 2009 Jul 13 2009 200.0 FNMA 5.5 30 YR
    Jul 2 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Jul 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Aug 13 2009 500.0 FNMA 5.5 30 YR
    Jul 2 2009 Aug 18 2009 250.0 FNMA 4.0 15 YR
    Jul 2 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 2 2009 Aug 20 2009 250.0 GNMA 5.0 30 YR
    Jul 2 2009 Aug 20 2009 250.0 GNMA 5.0 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 2 2009 Sep 14 2009 300.0 FNMA 5.0 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 2 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 2 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 6 2009 Aug 18 2009 100.0 FNMA 4.5 15 YR
    Jul 6 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 6 2009 Aug 13 2009 100.0 FNMA 4.5 30 YR
    Jul 6 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 6 2009 Aug 18 2009 100.0 FNMA 4.5 15 YR
    Jul 6 2009 Aug 13 2009 100.0 FHLMC 4.5 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 6 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 6 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 6 2009 Aug 18 2009 100.0 FNMA 4.0 15 YR
    Jul 6 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 6 2009 Jul 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 6 2009 Aug 13 2009 1000.0 FNMA 5.5 30 YR
    Jul 7 2009 Aug 18 2009 250.0 FNMA 4.0 15 YR
    Jul 7 2009 Aug 20 2009 150.0 GNMA 5.0 30 YR
    Jul 7 2009 Aug 20 2009 250.0 GNMA 5.0 30 YR
    Jul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 7 2009 Aug 20 2009 250.0 GNMA 5.0 30 YR
    Jul 7 2009 Sep 21 2009 150.0 GNMA 5.0 30 YR
    Jul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 7 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jul 7 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 7 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 7 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 7 2009 Aug 18 2009 250.0 FNMA 4.0 15 YR
    Jul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 7 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 7 2009 Sep 21 2009 250.0 GNMA 5.0 30 YR
    Jul 7 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 7 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Jul 7 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    Jul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    Jul 8 2009 Jul 20 2009 150.0 GNMA 4.5 30 YR
    Jul 8 2009 Jul 13 2009 100.0 FNMA 4.5 20 YR
    Jul 8 2009 Aug 13 2009 100.0 FNMA 4.5 30 YR
    Jul 8 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    Jul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    Jul 8 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 8 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    Jul 8 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 8 2009 Jul 13 2009 100.0 FNMA 4.0 20 YR
    Jul 8 2009 Jul 13 2009 100.0 FNMA 4.5 20 YR
    Jul 8 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 8 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 8 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    Jul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    Jul 8 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    Jul 8 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YR
    Jul 8 2009 Jul 20 2009 250.0 GNMA 4.5 30 YR
    Jul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    Jul 8 2009 Jul 16 2009 100.0 FNMA 4.0 15 YR
    Jul 8 2009 Jul 13 2009 100.0 FNMA 4.0 20 YR
    Jul 8 2009 Jul 16 2009 100.0 FHLMC 4.0 15 YR
    Jul 8 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 8 2009 Jul 20 2009 150.0 GNMA 4.5 30 YR
    Jul 9 2009 Jul 20 2009 110.0 GNMA 5.0 30 YR
    Jul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Aug 20 2009 110.0 GNMA 5.0 30 YR
    Jul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Aug 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Jul 20 2009 100.0 GNMA 5.0 30 YR
    Jul 9 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 9 2009 Jul 13 2009 200.0 FNMA 6.0 30 YR
    Jul 9 2009 Aug 13 2009 190.0 FNMA 6.0 30 YR
    Jul 9 2009 Jul 13 2009 150.0 FNMA 5.5 30 YR
    Jul 9 2009 Sep 14 2009 250.0 FNMA 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 9 2009 Jul 13 2009 150.0 FNMA 5.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 9 2009 Sep 14 2009 250.0 FNMA 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jul 9 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 9 2009 Jul 13 2009 150.0 FNMA 5.5 30 YR
    Jul 9 2009 Jul 13 2009 160.0 FNMA 5.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jul 9 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 9 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 9 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 10 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 10 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 10 2009 Aug 20 2009 100.0 GNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 10 2009 Aug 20 2009 200.0 GNMA 5.0 30 YR
    Jul 10 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 10 2009 Aug 18 2009 100.0 FNMA 4.0 15 YR
    Jul 10 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 13 2009 Aug 18 2009 150.0 FNMA 4.0 20 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 13 2009 Jul 20 2009 150.0 GNMA 4.0 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 13 2009 Jul 20 2009 100.0 GNMA 4.0 30 YR
    Jul 13 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jul 13 2009 Jul 20 2009 150.0 GNMA 4.0 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 13 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 13 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 13 2009 Aug 13 2009 200.0 FNMA 4.5 20 YR
    Jul 13 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 13 2009 Jul 16 2009 10.0 FNMA 4.5 15 YR
    Jul 13 2009 Aug 18 2009 10.0 FNMA 4.5 15 YR
    Jul 14 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 14 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 14 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Jul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 14 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Jul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Jul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 14 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Jul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 14 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 14 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 14 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Jul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 14 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 15 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YR
    Jul 15 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 15 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 15 2009 Oct 14 2009 300.0 FNMA 5.0 30 YR
    Jul 15 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Jul 15 2009 Oct 14 2009 500.0 FNMA 4.5 30 YR
    Jul 15 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Jul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YR
    Jul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YR
    Jul 15 2009 Sep 14 2009 300.0 FHLMC 4.5 30 YR
    Jul 15 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 15 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 15 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YR
    Jul 15 2009 Oct 14 2009 500.0 FHLMC 4.5 30 YR
    Jul 15 2009 Oct 14 2009 500.0 FHLMC 4.5 30 YR
    Jul 15 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jul 16 2009 Oct 14 2009 100.0 FNMA 5.0 30 YR
    Jul 16 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YR
    Jul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 16 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 16 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 16 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 16 2009 Jul 20 2009 120.0 GNMA 6.0 30 YR
    Jul 16 2009 Aug 20 2009 120.0 GNMA 6.0 30 YR
    Jul 17 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 17 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Jul 17 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 17 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 17 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 17 2009 Aug 20 2009 250.0 GNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 17 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Jul 17 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 17 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 17 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 17 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 17 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 17 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 20 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Jul 20 2009 Sep 17 2009 100.0 FNMA 4.5 15 YR
    Jul 20 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YR
    Jul 20 2009 Sep 21 2009 200.0 GNMA 5.0 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 20 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 20 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR
    Jul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 20 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR
    Jul 20 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 20 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 21 2009 Sep 17 2009 150.0 FNMA 4.5 15 YR
    Jul 21 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 21 2009 Sep 17 2009 100.0 FNMA 4.5 15 YR
    Jul 21 2009 Aug 13 2009 100.0 FNMA 4.5 30 YR
    Jul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 21 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 21 2009 Sep 17 2009 100.0 FNMA 4.5 15 YR
    Jul 21 2009 Sep 17 2009 100.0 FNMA 4.5 15 YR
    Jul 21 2009 Sep 17 2009 150.0 FNMA 4.5 15 YR
    Jul 21 2009 Aug 13 2009 100.0 FNMA 4.5 30 YR
    Jul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 21 2009 Aug 13 2009 100.0 FNMA 5.5 30 YR
    Jul 21 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 21 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 21 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 21 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 21 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 21 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 21 2009 Aug 13 2009 100.0 FNMA 5.5 30 YR
    Jul 21 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 21 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 21 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 21 2009 Aug 20 2009 75.0 GNMA 4.0 30 YR
    Jul 21 2009 Aug 20 2009 150.0 GNMA 4.5 30 YR
    Jul 21 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 21 2009 Aug 13 2009 100.0 FNMA 4.5 30 YR
    Jul 21 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 21 2009 Sep 17 2009 150.0 FHLMC 4.0 15 YR
    Jul 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 22 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 22 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 22 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Jul 22 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 22 2009 Aug 20 2009 150.0 GNMA 4.0 30 YR
    Jul 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 22 2009 Aug 13 2009 250.0 FHLMC 4.5 30 YR
    Jul 22 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 22 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jul 22 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Jul 22 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 22 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 22 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 22 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 22 2009 Aug 20 2009 200.0 GNMA 4.5 30 YR
    Jul 22 2009 Aug 13 2009 250.0 FNMA 4.5 30 YR
    Jul 23 2009 Aug 18 2009 100.0 FNMA 4.0 15 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Jul 23 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Jul 23 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 23 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 23 2009 Oct 14 2009 500.0 FNMA 4.5 30 YR
    Jul 23 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 24 2009 Sep 14 2009 100.0 FHLMC 4.5 30 YR
    Jul 24 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 24 2009 Oct 14 2009 100.0 FNMA 5.0 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 24 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 24 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Jul 24 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Jul 24 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 27 2009 Aug 13 2009 150.0 FNMA 5.0 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 27 2009 Aug 13 2009 150.0 FHLMC 5.0 30 YR
    Jul 27 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FHLMC 5.0 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 27 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 27 2009 Aug 20 2009 18.0 GNMA 4.5 30 YR
    Jul 27 2009 Jul 28 2009 18.0 GNMA 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Jul 27 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 4.5 30 YR
    Jul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 28 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Jul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 28 2009 Aug 13 2009 100.0 FNMA 5.5 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Aug 20 2009 100.0 GNMA 4.0 30 YR
    Jul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 28 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Jul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 28 2009 Aug 13 2009 100.0 FNMA 4.5 30 YR
    Jul 28 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Aug 13 2009 100.0 FNMA 5.5 30 YR
    Jul 29 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 29 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 29 2009 Sep 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Jul 29 2009 Aug 13 2009 150.0 FNMA 5.5 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Jul 29 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 30 2009 Sep 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 30 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 30 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Jul 30 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Jul 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 31 2009 Oct 14 2009 100.0 FNMA 5.0 30 YR
    Jul 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 4.5 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Jul 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 31 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 31 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Jul 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Jul 31 2009 Oct 14 2009 250.0 FHLMC 4.5 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 3 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 3 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 4 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 4 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 4 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 4 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 5 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Aug 13 2009 250.0 FNMA 5.5 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Aug 5 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Aug 5 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 5 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 5 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 5 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Aug 6 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Aug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Aug 6 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 6 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 100.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 4.5 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 114.0 FNMA 3.5 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 100.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 56.0 FNMA 3.5 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 30.0 FNMA 3.5 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 7 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 100.0 FNMA 6.5 30 YR
    Aug 10 2009 Aug 13 2009 100.0 FNMA 6.5 30 YR
    Aug 10 2009 Sep 17 2009 200.0 FNMA 4.5 15 YR
    Aug 10 2009 Aug 18 2009 200.0 FNMA 4.5 15 YR
    Aug 10 2009 Sep 14 2009 100.0 FNMA 6.5 30 YR
    Aug 10 2009 Aug 13 2009 100.0 FNMA 6.5 30 YR
    Aug 10 2009 Sep 21 2009 100.0 GNMA 5.0 30 YR
    Aug 10 2009 Aug 20 2009 100.0 GNMA 5.0 30 YR
    Aug 10 2009 Sep 17 2009 200.0 FNMA 4.5 15 YR
    Aug 10 2009 Sep 21 2009 300.0 GNMA 5.0 30 YR
    Aug 10 2009 Aug 18 2009 200.0 FNMA 4.5 15 YR
    Aug 10 2009 Aug 20 2009 300.0 GNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Aug 10 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 10 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 10 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 4.5 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 10 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 10 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 10 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Aug 11 2009 Aug 13 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 11 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 100.0 FHLMC 5.5 30 YR
    Aug 11 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 100.0 FHLMC 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FHLMC 5.5 30 YR
    Aug 11 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 4.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 11 2009 Sep 14 2009 100.0 FNMA 4.5 20 YR
    Aug 11 2009 Aug 13 2009 100.0 FNMA 4.5 20 YR
    Aug 11 2009 Sep 14 2009 150.0 FHLMC 5.5 30 YR
    Aug 11 2009 Aug 13 2009 150.0 FHLMC 5.5 30 YR
    Aug 11 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 150.0 FHLMC 5.5 30 YR
    Aug 11 2009 Aug 13 2009 500.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 150.0 FHLMC 5.5 30 YR
    Aug 11 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 500.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 17 2009 150.0 FNMA 4.5 15 YR
    Aug 11 2009 Aug 18 2009 150.0 FNMA 4.5 15 YR
    Aug 11 2009 Sep 14 2009 125.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 125.0 FHLMC 4.5 30 YR
    Aug 11 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 269.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 400.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Aug 11 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Aug 11 2009 Sep 14 2009 300.0 FHLMC 4.5 30 YR
    Aug 11 2009 Sep 14 2009 300.0 FHLMC 4.5 30 YR
    Aug 11 2009 Sep 14 2009 500.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 400.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 300.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 300.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 500.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.8 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 2.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 10.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.8 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 8.1 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 1.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 25.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 3.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.8 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 2.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 84.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 7.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 3.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 1.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 7.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 6.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 10.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 11.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 24.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.3 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.2 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 6.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 1.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 2.2 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.1 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.9 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 8.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 2.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.5 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.4 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.6 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 3.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 5.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 0.7 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 1.7 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 11 2009 Aug 13 2009 100.0 FNMA 5.0 30 YR
    Aug 11 2009 Sep 14 2009 150.0 FHLMC 4.5 30 YR
    Aug 11 2009 Aug 13 2009 150.0 FHLMC 4.5 30 YR
    Aug 12 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 12 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 12 2009 Sep 14 2009 200.0 FHLMC 4.5 30 YR
    Aug 12 2009 Aug 13 2009 200.0 FHLMC 4.5 30 YR
    Aug 12 2009 Sep 14 2009 125.0 FNMA 5.0 30 YR
    Aug 12 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 12 2009 Aug 13 2009 125.0 FNMA 5.0 30 YR
    Aug 12 2009 Aug 13 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Aug 13 2009 250.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FHLMC 4.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 12 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 12 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 13 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 13 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 13 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 13 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 13 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Aug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 13 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 100.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Aug 13 2009 Sep 17 2009 140.0 FNMA 4.5 15 YR
    Aug 13 2009 Aug 18 2009 140.0 FNMA 4.5 15 YR
    Aug 13 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 13 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Aug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Aug 13 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 13 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 13 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 13 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 14 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Oct 14 2009 100.0 FNMA 5.5 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 14 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 14 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 14 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 14 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Aug 14 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 14 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 14 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 14 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 17 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 17 2009 Oct 14 2009 125.0 FNMA 5.5 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 17 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 17 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 17 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 17 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 17 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 17 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 17 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 17 2009 Sep 14 2009 450.0 FNMA 5.0 30 YR
    Aug 17 2009 Sep 14 2009 800.0 FNMA 5.0 30 YR
    Aug 17 2009 Aug 19 2009 250.0 FNMA 5.0 30 YR
    Aug 17 2009 Aug 19 2009 450.0 FNMA 5.0 30 YR
    Aug 17 2009 Aug 20 2009 800.0 FNMA 5.0 30 YR
    Aug 17 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 17 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 17 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 17 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 17 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 17 2009 Oct 14 2009 125.0 FNMA 5.0 30 YR
    Aug 17 2009 Oct 14 2009 125.0 FNMA 5.0 30 YR
    Aug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 17 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 17 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 18 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 100.0 FNMA 5.5 30 YR
    Aug 18 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 18 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 18 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 18 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 18 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 18 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 19 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 19 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 19 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 19 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 19 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 19 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 19 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 19 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 19 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 19 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 19 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 19 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 19 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 19 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 19 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 19 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 19 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 19 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 19 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 20 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 20 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 20 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 20 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 20 2009 Sep 21 2009 100.0 GNMA 4.0 30 YR
    Aug 20 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 20 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 20 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 20 2009 Sep 14 2009 250.0 FNMA 4.5 30 YR
    Aug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 20 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 20 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 20 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 21 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 21 2009 Sep 14 2009 425.0 FNMA 5.0 30 YR
    Aug 21 2009 Aug 25 2009 425.0 FNMA 5.0 30 YR
    Aug 21 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 21 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 21 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 21 2009 Sep 14 2009 100.0 FNMA 4.5 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 21 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 21 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 21 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 21 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 21 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 21 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Aug 24 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 24 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 24 2009 Sep 21 2009 150.0 GNMA 5.0 30 YR
    Aug 24 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 24 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 24 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 24 2009 Sep 21 2009 100.0 GNMA 5.0 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 24 2009 Sep 21 2009 150.0 GNMA 5.0 30 YR
    Aug 24 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 24 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 24 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 24 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 24 2009 Sep 21 2009 100.0 GNMA 5.0 30 YR
    Aug 24 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 24 2009 Sep 21 2009 125.0 GNMA 4.5 30 YR
    Aug 24 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 24 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 125.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 25 2009 Oct 14 2009 125.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Aug 25 2009 Sep 14 2009 125.0 FNMA 5.5 30 YR
    Aug 25 2009 Sep 21 2009 100.0 GNMA 4.0 30 YR
    Aug 25 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR
    Aug 25 2009 Sep 14 2009 100.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 125.0 FNMA 5.0 30 YR
    Aug 25 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 25 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 25 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YR
    Aug 25 2009 Oct 14 2009 100.0 FNMA 5.0 30 YR
    Aug 25 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 25 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 25 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YR
    Aug 25 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 25 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 25 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 25 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YR
    Aug 25 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 25 2009 Oct 14 2009 125.0 FNMA 5.5 30 YR
    Aug 25 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 25 2009 Sep 14 2009 100.0 FHLMC 5.0 30 YR
    Aug 25 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 25 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 125.0 FNMA 5.5 30 YR
    Aug 25 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 25 2009 Oct 14 2009 175.0 FNMA 5.5 30 YR
    Aug 25 2009 Sep 14 2009 175.0 FNMA 5.0 30 YR
    Aug 25 2009 Oct 14 2009 125.0 FNMA 5.0 30 YR
    Aug 25 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 26 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 26 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Aug 26 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 26 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 26 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 26 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 26 2009 Oct 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 26 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YR
    Aug 26 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 26 2009 Sep 21 2009 100.0 GNMA 4.5 30 YR
    Aug 26 2009 Sep 21 2009 100.0 GNMA 5.0 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 26 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FNMA 5.5 30 YR
    Aug 26 2009 Oct 14 2009 250.0 FNMA 5.5 30 YR
    Aug 26 2009 Sep 14 2009 250.0 FHLMC 5.0 30 YR
    Aug 26 2009 Oct 14 2009 100.0 FNMA 5.0 30 YR
    Aug 27 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 27 2009 Sep 14 2009 125.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 27 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 27 2009 Oct 14 2009 225.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YR
    Aug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 27 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR
    Aug 27 2009 Oct 14 2009 175.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 27 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YR
    Aug 27 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 27 2009 Sep 14 2009 100.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 175.0 FNMA 5.5 30 YR
    Aug 27 2009 Oct 14 2009 125.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 28 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 28 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 28 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 28 2009 Oct 14 2009 100.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 28 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 28 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 28 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 31 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 31 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Aug 31 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 31 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 31 2009 Sep 14 2009 125.0 FNMA 4.5 30 YR
    Aug 31 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Aug 31 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Aug 31 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Aug 31 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 1 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 1 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 1 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FNMA 5.5 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 125.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 2 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 2 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 125.0 FNMA 5.5 30 YR
    Sep 2 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 2 2009 Oct 14 2009 125.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 225.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 2 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Sep 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 2 2009 Oct 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YR
    Sep 2 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 2 2009 Sep 14 2009 150.0 FNMA 5.0 30 YR
    Sep 2 2009 Oct 14 2009 175.0 FHLMC 5.0 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 3 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Sep 14 2009 200.0 FNMA 5.5 30 YR
    Sep 3 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 3 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 3 2009 Sep 14 2009 150.0 FNMA 5.5 30 YR
    Sep 3 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 4 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 4 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 4 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Sep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 4 2009 Oct 21 2009 200.0 GNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 4 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 4 2009 Sep 21 2009 200.0 GNMA 4.5 30 YR
    Sep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 4 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 4 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 4 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Sep 4 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Sep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 4 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 4 2009 Sep 14 2009 150.0 FNMA 4.5 30 YR
    Sep 4 2009 Sep 14 2009 200.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 4 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 4 2009 Oct 21 2009 200.0 GNMA 5.0 30 YR
    Sep 4 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 8 2009 Oct 14 2009 100.0 FNMA 6.5 30 YR
    Sep 8 2009 Sep 14 2009 100.0 FNMA 6.5 30 YR
    Sep 8 2009 Sep 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 8 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 8 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 8 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 8 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 8 2009 Oct 14 2009 100.0 FNMA 6.5 30 YR
    Sep 8 2009 Sep 14 2009 100.0 FNMA 6.5 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.0 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 8 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Sep 8 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 8 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 8 2009 Nov 12 2009 250.0 FNMA 5.0 30 YR
    Sep 8 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 8 2009 Nov 12 2009 250.0 FNMA 5.0 30 YR
    Sep 8 2009 Sep 21 2009 150.0 GNMA 4.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 100.0 FNMA 6.0 30 YR
    Sep 9 2009 Sep 14 2009 100.0 FNMA 6.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 21 2009 150.0 GNMA 5.0 30 YR
    Sep 9 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 9 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 170.0 FHLMC 6.0 30 YR
    Sep 9 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 170.0 FHLMC 6.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FHLMC 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FHLMC 5.0 30 YR
    Sep 9 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 9 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 250.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 170.0 FHLMC 6.5 30 YR
    Sep 9 2009 Sep 14 2009 170.0 FHLMC 6.5 30 YR
    Sep 9 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Sep 14 2009 500.0 FNMA 5.0 30 YR
    Sep 9 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 9 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 10 2009 Oct 19 2009 150.0 FNMA 4.0 15 YR
    Sep 10 2009 Oct 19 2009 200.0 FNMA 4.0 15 YR
    Sep 10 2009 Oct 19 2009 100.0 FNMA 4.5 15 YR
    Sep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YR
    Sep 10 2009 Oct 19 2009 150.0 FNMA 4.0 15 YR
    Sep 10 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YR
    Sep 10 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 10 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YR
    Sep 10 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YR
    Sep 10 2009 Nov 12 2009 175.0 FNMA 5.0 30 YR
    Sep 10 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 10 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 10 2009 Oct 14 2009 150.0 FNMA 5.5 30 YR
    Sep 10 2009 Oct 14 2009 200.0 FNMA 5.5 30 YR
    Sep 10 2009 Oct 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 10 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 10 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 10 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Sep 10 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 10 2009 Nov 12 2009 175.0 FNMA 5.0 30 YR
    Sep 10 2009 Oct 19 2009 100.0 FNMA 4.5 15 YR
    Sep 10 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 10 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 10 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 10 2009 Oct 21 2009 175.0 GNMA 5.0 30 YR
    Sep 10 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YR
    Sep 10 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 10 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 11 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 11 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YR
    Sep 11 2009 Oct 19 2009 200.0 FHLMC 4.5 15 YR
    Sep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 11 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 11 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 11 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 11 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Sep 11 2009 Oct 21 2009 200.0 GNMA 4.5 30 YR
    Sep 11 2009 Oct 14 2009 1900.0 FNMA 5.0 30 YR
    Sep 11 2009 Sep 15 2009 1900.0 FNMA 5.0 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 11 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 11 2009 Sep 15 2009 500.0 FNMA 5.0 30 YR
    Sep 11 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 11 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 11 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 14 2009 Oct 19 2009 70.0 FHLMC 5.0 15 YR
    Sep 14 2009 Sep 17 2009 70.0 FHLMC 5.0 15 YR
    Sep 14 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 14 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 14 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 14 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 14 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Sep 14 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 14 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Sep 14 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 15 2009 Oct 19 2009 125.0 FNMA 4.0 15 YR
    Sep 15 2009 Oct 19 2009 150.0 FNMA 4.0 15 YR
    Sep 15 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 15 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 15 2009 Nov 12 2009 225.0 FNMA 5.5 30 YR
    Sep 15 2009 Oct 19 2009 150.0 FHLMC 4.0 15 YR
    Sep 15 2009 Oct 21 2009 350.0 GNMA 5.5 30 YR
    Sep 15 2009 Sep 21 2009 350.0 GNMA 5.5 30 YR
    Sep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 15 2009 Nov 12 2009 150.0 FNMA 5.0 30 YR
    Sep 15 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 15 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 15 2009 Nov 12 2009 225.0 FNMA 5.5 30 YR
    Sep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 15 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 15 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 15 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 15 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 15 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 15 2009 Oct 19 2009 125.0 FNMA 4.0 15 YR
    Sep 15 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 15 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 15 2009 Nov 12 2009 125.0 FNMA 5.5 30 YR
    Sep 15 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 15 2009 Oct 19 2009 100.0 FHLMC 4.0 15 YR
    Sep 16 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Sep 16 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 16 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 16 2009 Sep 18 2009 250.0 FNMA 5.0 30 YR
    Sep 16 2009 Sep 18 2009 500.0 FNMA 5.0 30 YR
    Sep 16 2009 Sep 18 2009 1000.0 FNMA 5.0 30 YR
    Sep 16 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Oct 14 2009 600.0 FNMA 5.0 30 YR
    Sep 16 2009 Sep 18 2009 600.0 FNMA 5.0 30 YR
    Sep 16 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 16 2009 Oct 14 2009 600.0 FNMA 5.0 30 YR
    Sep 16 2009 Sep 18 2009 600.0 FNMA 5.0 30 YR
    Sep 16 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 16 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Sep 16 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 16 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Sep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Sep 17 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Sep 17 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Oct 19 2009 150.0 FNMA 4.0 15 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Sep 17 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 17 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 18 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 18 2009 Nov 12 2009 125.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Sep 18 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 18 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Sep 18 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 18 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Sep 18 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Sep 18 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 18 2009 Nov 12 2009 125.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 18 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 21 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Oct 19 2009 100.0 FNMA 4.5 15 YR
    Sep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 22 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 22 2009 Nov 12 2009 125.0 FHLMC 5.0 30 YR
    Sep 22 2009 Oct 19 2009 125.0 FNMA 4.0 15 YR
    Sep 22 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 22 2009 Oct 21 2009 175.0 GNMA 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 22 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Sep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 22 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 22 2009 Nov 12 2009 175.0 FHLMC 5.0 30 YR
    Sep 22 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 22 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 22 2009 Sep 24 2009 150.0 FNMA 4.5 15 YR
    Sep 22 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 22 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 22 2009 Oct 21 2009 175.0 GNMA 5.0 30 YR
    Sep 23 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Sep 23 2009 Oct 19 2009 125.0 FNMA 4.5 15 YR
    Sep 23 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Sep 23 2009 Oct 19 2009 125.0 FHLMC 4.5 15 YR
    Sep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 23 2009 Oct 19 2009 125.0 FNMA 4.0 15 YR
    Sep 23 2009 Oct 19 2009 125.0 FNMA 4.0 15 YR
    Sep 23 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 23 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 23 2009 Oct 19 2009 125.0 FHLMC 4.5 15 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 23 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Sep 23 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Sep 24 2009 Sep 28 2009 500.0 FNMA 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 100.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 200.0 FHLMC 5.0 30 YR
    Sep 24 2009 Oct 14 2009 2300.0 FNMA 5.0 30 YR
    Sep 24 2009 Sep 28 2009 2300.0 FNMA 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 24 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 25 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 25 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 25 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 25 2009 Oct 19 2009 150.0 FHLMC 4.5 15 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 25 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 25 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 25 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Oct 19 2009 150.0 FNMA 4.0 15 YR
    Sep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 28 2009 Oct 19 2009 150.0 FNMA 4.0 15 YR
    Sep 28 2009 Oct 19 2009 150.0 FNMA 4.5 15 YR
    Sep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 28 2009 Oct 19 2009 25.0 FNMA 4.5 15 YR
    Sep 28 2009 Sep 30 2009 25.0 FNMA 4.5 15 YR
    Sep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 28 2009 Oct 19 2009 75.0 FNMA 4.5 15 YR
    Sep 28 2009 Sep 30 2009 75.0 FNMA 4.5 15 YR
    Sep 28 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 28 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 29 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 29 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Sep 29 2009 Sep 30 2009 200.0 FNMA 5.0 30 YR
    Sep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YR
    Sep 29 2009 Nov 19 2009 175.0 GNMA 5.0 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 29 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YR
    Sep 29 2009 Sep 30 2009 1500.0 FNMA 5.0 30 YR
    Sep 29 2009 Oct 14 2009 200.0 FNMA 4.5 30 YR
    Sep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 12 2009 200.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YR
    Sep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YR
    Sep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 29 2009 Oct 14 2009 175.0 FNMA 4.5 30 YR
    Sep 29 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Sep 29 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Sep 29 2009 Nov 19 2009 200.0 GNMA 5.0 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 29 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 29 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 12 2009 175.0 FNMA 5.5 30 YR
    Sep 29 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Sep 29 2009 Nov 19 2009 175.0 GNMA 5.0 30 YR
    Sep 29 2009 Nov 12 2009 150.0 FHLMC 5.0 30 YR
    Sep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Sep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Sep 30 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Sep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Sep 30 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 30 2009 Oct 19 2009 125.0 FHLMC 4.0 15 YR
    Sep 30 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 30 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Sep 30 2009 Dec 14 2009 200.0 FHLMC 5.0 30 YR
    Sep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Sep 30 2009 Dec 14 2009 100.0 FNMA 5.5 30 YR
    Sep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Sep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Sep 30 2009 Nov 12 2009 300.0 FHLMC 5.5 30 YR
    Sep 30 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Sep 30 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Sep 30 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Sep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Sep 30 2009 Oct 21 2009 150.0 GNMA 5.0 30 YR
    Sep 30 2009 Nov 12 2009 1500.0 FHLMC 5.0 30 YR
    Sep 30 2009 Nov 12 2009 1500.0 FHLMC 5.0 30 YR
    Sep 30 2009 Nov 12 2009 1500.0 FHLMC 5.0 30 YR
    Sep 30 2009 Oct 14 2009 1500.0 FHLMC 5.0 30 YR
    Sep 30 2009 Oct 14 2009 1500.0 FHLMC 5.0 30 YR
    Sep 30 2009 Oct 14 2009 1500.0 FHLMC 5.0 30 YR
    Sep 30 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Sep 30 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Sep 30 2009 Dec 14 2009 200.0 FNMA 5.5 30 YR
    Sep 30 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Sep 30 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 1 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 1 2009 Nov 17 2009 125.0 FNMA 4.0 15 YR
    Oct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 1 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 1 2009 Dec 14 2009 100.0 FNMA 5.5 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 1 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 1 2009 Nov 17 2009 125.0 FNMA 4.0 15 YR
    Oct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 1 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 1 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 2 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 5 2009 Dec 14 2009 200.0 FNMA 5.5 30 YR
    Oct 5 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Oct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 5 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 5 2009 Dec 14 2009 200.0 FNMA 5.5 30 YR
    Oct 5 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Oct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 5 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 5 2009 Nov 12 2009 200.0 FHLMC 5.5 30 YR
    Oct 5 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Oct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 5 2009 Dec 14 2009 200.0 FNMA 5.5 30 YR
    Oct 5 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 5 2009 Nov 12 2009 200.0 FHLMC 5.5 30 YR
    Oct 5 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Oct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 5 2009 Oct 14 2009 100.0 FNMA 4.5 30 YR
    Oct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 5 2009 Oct 21 2009 100.0 GNMA 4.5 30 YR
    Oct 5 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 5 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 5 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Oct 5 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 6 2009 Nov 17 2009 125.0 FNMA 4.5 15 YR
    Oct 6 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Nov 17 2009 125.0 FNMA 4.0 15 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YR
    Oct 6 2009 Nov 17 2009 125.0 FNMA 4.5 15 YR
    Oct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Dec 14 2009 100.0 FHLMC 5.5 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 6 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 6 2009 Nov 17 2009 125.0 FNMA 4.0 15 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 6 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 6 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 6 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 7 2009 Nov 17 2009 125.0 FNMA 4.0 15 YR
    Oct 7 2009 Nov 17 2009 150.0 FNMA 4.5 15 YR
    Oct 7 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YR
    Oct 7 2009 Oct 14 2009 150.0 FNMA 4.5 30 YR
    Oct 7 2009 Nov 12 2009 175.0 FNMA 4.5 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 100.0 FNMA 6.0 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 100.0 FNMA 6.0 30 YR
    Oct 7 2009 Oct 14 2009 100.0 FNMA 4.0 30 YR
    Oct 7 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 170.0 FHLMC 6.0 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 170.0 FHLMC 6.0 30 YR
    Oct 7 2009 Oct 14 2009 100.0 FNMA 4.0 30 YR
    Oct 7 2009 Nov 12 2009 175.0 FNMA 4.5 30 YR
    Oct 7 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YR
    Oct 7 2009 Nov 17 2009 150.0 FNMA 4.5 15 YR
    Oct 7 2009 Oct 14 2009 125.0 FNMA 4.5 30 YR
    Oct 7 2009 Oct 14 2009 175.0 FNMA 4.5 30 YR
    Oct 7 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YR
    Oct 7 2009 Dec 14 2009 125.0 FHLMC 5.0 30 YR
    Oct 7 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 7 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 7 2009 Dec 14 2009 175.0 FHLMC 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 2000.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 100.0 FNMA 6.5 30 YR
    Oct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 2000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 100.0 FNMA 6.5 30 YR
    Oct 7 2009 Dec 14 2009 175.0 FHLMC 5.0 30 YR
    Oct 7 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 100.0 FNMA 6.5 30 YR
    Oct 7 2009 Nov 12 2009 170.0 FHLMC 6.5 30 YR
    Oct 7 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1500.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 100.0 FNMA 6.5 30 YR
    Oct 7 2009 Oct 14 2009 170.0 FHLMC 6.5 30 YR
    Oct 7 2009 Oct 14 2009 100.0 FNMA 4.0 30 YR
    Oct 7 2009 Oct 21 2009 125.0 GNMA 4.5 30 YR
    Oct 7 2009 Nov 19 2009 125.0 GNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 7 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 7 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 7 2009 Dec 14 2009 175.0 FHLMC 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 7 2009 Nov 12 2009 200.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 200.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YR
    Oct 7 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Oct 7 2009 Oct 14 2009 1000.0 FNMA 5.5 30 YR
    Oct 7 2009 Oct 21 2009 150.0 GNMA 4.5 30 YR
    Oct 7 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 7 2009 Nov 12 2009 1500.0 FNMA 5.5 30 YR
    Oct 7 2009 Oct 14 2009 1500.0 FNMA 5.5 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 8 2009 Nov 17 2009 125.0 FHLMC 4.5 15 YR
    Oct 8 2009 Nov 17 2009 125.0 FNMA 4.0 15 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 8 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 8 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 8 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 8 2009 Nov 17 2009 125.0 FHLMC 4.5 15 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 8 2009 Nov 17 2009 125.0 FNMA 4.0 15 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 8 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Oct 9 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 9 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Oct 9 2009 Oct 14 2009 1000.0 FNMA 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 9 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Oct 9 2009 Oct 14 2009 500.0 FNMA 5.0 30 YR
    Oct 9 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 9 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Nov 17 2009 150.0 FNMA 4.5 15 YR
    Oct 9 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YR
    Oct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 750.0 FNMA 5.0 30 YR
    Oct 13 2009 Oct 14 2009 750.0 FNMA 5.0 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 250.0 FNMA 5.0 30 YR
    Oct 13 2009 Oct 14 2009 250.0 FNMA 5.0 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 750.0 FNMA 5.0 30 YR
    Oct 13 2009 Nov 17 2009 70.0 FHLMC 5.0 15 YR
    Oct 13 2009 Oct 14 2009 750.0 FNMA 5.0 30 YR
    Oct 13 2009 Oct 19 2009 70.0 FHLMC 5.0 15 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.0 30 YR
    Oct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.0 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.0 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YR
    Oct 13 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Oct 13 2009 Nov 17 2009 150.0 FNMA 4.0 15 YR
    Oct 13 2009 Jan 13 2010 100.0 FHLMC 5.0 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 13 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 14 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 14 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 14 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Nov 12 2009 125.0 FNMA 4.0 30 YR
    Oct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 14 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 14 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 14 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 14 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 14 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 14 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 14 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 14 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 14 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 14 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Nov 17 2009 250.0 FNMA 4.0 15 YR
    Oct 15 2009 Oct 19 2009 250.0 FNMA 4.0 15 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Nov 17 2009 100.0 FHLMC 4.0 15 YR
    Oct 15 2009 Oct 19 2009 100.0 FHLMC 4.0 15 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Oct 15 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Oct 15 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Oct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Oct 15 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 15 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 15 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Oct 15 2009 Oct 19 2009 100.0 FNMA 4.0 15 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 16 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 16 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 16 2009 Nov 17 2009 100.0 FNMA 4.5 15 YR
    Oct 16 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 16 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 19 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 19 2009 Nov 19 2009 125.0 GNMA 5.0 30 YR
    Oct 19 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 19 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 19 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 19 2009 Jan 13 2010 125.0 FNMA 5.5 30 YR
    Oct 19 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 19 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 19 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 19 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 19 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 20 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 20 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 20 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 20 2009 Dec 14 2009 150.0 FHLMC 5.0 30 YR
    Oct 20 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 20 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Oct 20 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 20 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 20 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 21 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 21 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 21 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 21 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 22 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 22 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 22 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 22 2009 Dec 14 2009 150.0 FNMA 5.5 30 YR
    Oct 22 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 22 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 22 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 22 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 22 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Oct 22 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 22 2009 Nov 19 2009 150.0 GNMA 4.5 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 22 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 22 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 23 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 23 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 23 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 23 2009 Nov 17 2009 125.0 FNMA 4.5 15 YR
    Oct 23 2009 Nov 12 2009 1000.0 FHLMC 4.5 30 YR
    Oct 23 2009 Oct 27 2009 125.0 FNMA 4.5 15 YR
    Oct 23 2009 Oct 27 2009 1000.0 FHLMC 4.5 30 YR
    Oct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 23 2009 Nov 12 2009 850.0 FNMA 5.0 30 YR
    Oct 23 2009 Oct 27 2009 850.0 FNMA 5.0 30 YR
    Oct 23 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 23 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Oct 23 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Nov 17 2009 125.0 FHLMC 4.0 15 YR
    Oct 26 2009 Oct 28 2009 125.0 FHLMC 4.0 15 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Nov 17 2009 75.0 FHLMC 4.0 15 YR
    Oct 26 2009 Oct 28 2009 75.0 FHLMC 4.0 15 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 26 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 26 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 27 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 27 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 27 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 27 2009 Nov 19 2009 150.0 GNMA 5.0 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 27 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 28 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Nov 12 2009 731.0 FNMA 5.0 30 YR
    Oct 28 2009 Oct 30 2009 731.0 FNMA 5.0 30 YR
    Oct 28 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Oct 28 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Oct 28 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Oct 28 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 28 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 28 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Oct 28 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Oct 28 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 28 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Oct 28 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Oct 28 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Oct 28 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Oct 28 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 29 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YR
    Oct 29 2009 Nov 12 2009 175.0 FNMA 4.5 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 29 2009 Jan 13 2010 175.0 FNMA 5.5 30 YR
    Oct 29 2009 Jan 13 2010 175.0 FNMA 5.5 30 YR
    Oct 29 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 29 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 29 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YR
    Oct 29 2009 Nov 12 2009 125.0 FNMA 4.5 30 YR
    Oct 29 2009 Jan 13 2010 125.0 FNMA 5.5 30 YR
    Oct 29 2009 Jan 13 2010 175.0 FNMA 5.5 30 YR
    Oct 29 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 29 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YR
    Oct 29 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Oct 29 2009 Nov 17 2009 125.0 FNMA 4.5 15 YR
    Oct 29 2009 Nov 17 2009 125.0 FNMA 4.5 15 YR
    Oct 29 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Oct 30 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Oct 30 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Oct 30 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 2 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 2 2009 Nov 12 2009 150.0 FNMA 4.5 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 2 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 2 2009 Nov 12 2009 100.0 FHLMC 4.5 30 YR
    Nov 2 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 2 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 2 2009 Nov 12 2009 100.0 FNMA 4.5 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 2 2009 Nov 12 2009 100.0 FHLMC 4.5 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 2 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 3 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Nov 3 2009 Jan 13 2010 100.0 FHLMC 5.0 30 YR
    Nov 3 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 3 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 3 2009 Nov 12 2009 150.0 FHLMC 4.5 30 YR
    Nov 3 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 3 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 3 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 3 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 3 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 3 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 3 2009 Dec 14 2009 150.0 FNMA 6.0 30 YR
    Nov 3 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 4 2009 Jan 13 2010 125.0 FNMA 5.0 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 4 2009 Dec 14 2009 125.0 FNMA 6.0 30 YR
    Nov 4 2009 Dec 14 2009 125.0 FNMA 6.0 30 YR
    Nov 4 2009 Nov 12 2009 125.0 FHLMC 4.5 30 YR
    Nov 4 2009 Nov 12 2009 100.0 FNMA 4.0 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 4 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 4 2009 Jan 13 2010 125.0 FNMA 5.5 30 YR
    Nov 4 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 4 2009 Jan 13 2010 175.0 FNMA 5.0 30 YR
    Nov 4 2009 Jan 13 2010 125.0 FNMA 5.5 30 YR
    Nov 4 2009 Jan 13 2010 125.0 FHLMC 5.0 30 YR
    Nov 4 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YR
    Nov 4 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 4 2009 Dec 21 2009 175.0 GNMA 4.5 30 YR
    Nov 5 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 5 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 170.0 FHLMC 6.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 170.0 FHLMC 6.0 30 YR
    Nov 5 2009 Dec 17 2009 150.0 FNMA 4.5 15 YR
    Nov 5 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 5 2009 Dec 17 2009 150.0 FNMA 4.5 15 YR
    Nov 5 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Nov 5 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 5 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 100.0 FNMA 6.5 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 100.0 FNMA 6.5 30 YR
    Nov 5 2009 Dec 14 2009 100.0 FNMA 6.5 30 YR
    Nov 5 2009 Dec 14 2009 170.0 FHLMC 6.5 30 YR
    Nov 5 2009 Nov 12 2009 100.0 FNMA 6.5 30 YR
    Nov 5 2009 Nov 12 2009 170.0 FHLMC 6.5 30 YR
    Nov 5 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Nov 5 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 5 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 5 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YR
    Nov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YR
    Nov 6 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 6 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 6 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 6 2009 Dec 14 2009 400.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 400.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 700.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 700.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 700.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 700.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YR
    Nov 6 2009 Dec 14 2009 125.0 FNMA 6.0 30 YR
    Nov 6 2009 Dec 14 2009 150.0 FNMA 6.0 30 YR
    Nov 6 2009 Jan 13 2010 175.0 FHLMC 5.0 30 YR
    Nov 6 2009 Dec 14 2009 675.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 2000.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 675.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 2000.0 FNMA 5.0 30 YR
    Nov 6 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 200.0 FNMA 4.5 30 YR
    Nov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YR
    Nov 6 2009 Dec 14 2009 100.0 FNMA 6.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 700.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 700.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 175.0 FHLMC 4.5 30 YR
    Nov 6 2009 Dec 14 2009 300.0 FHLMC 5.5 30 YR
    Nov 6 2009 Nov 12 2009 300.0 FHLMC 5.5 30 YR
    Nov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YR
    Nov 6 2009 Dec 14 2009 125.0 FNMA 6.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 6 2009 Dec 17 2009 125.0 FNMA 4.5 15 YR
    Nov 6 2009 Jan 13 2010 175.0 FNMA 5.5 30 YR
    Nov 6 2009 Dec 14 2009 175.0 FHLMC 4.5 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Nov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FHLMC 4.5 30 YR
    Nov 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Nov 9 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Nov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 1250.0 FNMA 5.5 30 YR
    Nov 9 2009 Nov 12 2009 1250.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FHLMC 4.5 30 YR
    Nov 9 2009 Dec 14 2009 750.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 1000.0 FNMA 5.5 30 YR
    Nov 9 2009 Nov 12 2009 750.0 FNMA 5.5 30 YR
    Nov 9 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 9 2009 Dec 14 2009 2000.0 FNMA 5.0 30 YR
    Nov 9 2009 Nov 12 2009 2000.0 FNMA 5.0 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 9 2009 Jan 13 2010 100.0 FNMA 5.5 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FHLMC 4.5 30 YR
    Nov 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Nov 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Nov 9 2009 Nov 12 2009 500.0 FNMA 5.0 30 YR
    Nov 9 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Nov 9 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YR
    Nov 9 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 1000.0 FNMA 5.5 30 YR
    Nov 9 2009 Dec 14 2009 300.0 FHLMC 5.5 30 YR
    Nov 9 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Nov 9 2009 Nov 12 2009 500.0 FNMA 5.5 30 YR
    Nov 9 2009 Nov 12 2009 1000.0 FNMA 5.5 30 YR
    Nov 9 2009 Nov 12 2009 300.0 FHLMC 5.5 30 YR
    Nov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 9 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 9 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FNMA 5.0 30 YR
    Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 9 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YR
    Nov 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Nov 9 2009 Nov 12 2009 1000.0 FNMA 5.0 30 YR
    Nov 9 2009 Nov 12 2009 150.0 FHLMC 5.5 30 YR
    Nov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 9 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 9 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 10 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 10 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 10 2009 Feb 11 2010 175.0 FNMA 5.5 30 YR
    Nov 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 10 2009 Dec 14 2009 390.0 FNMA 5.5 30 YR
    Nov 10 2009 Nov 13 2009 390.0 FNMA 5.5 30 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 10 2009 Dec 17 2009 70.0 FHLMC 5.0 15 YR
    Nov 10 2009 Nov 17 2009 70.0 FHLMC 5.0 15 YR
    Nov 10 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Nov 10 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 10 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 10 2009 Dec 21 2009 100.0 GNMA 4.5 30 YR
    Nov 10 2009 Dec 21 2009 100.0 GNMA 4.5 30 YR
    Nov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 10 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 10 2009 Dec 14 2009 100.0 FNMA 4.5 30 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 10 2009 Dec 14 2009 562.0 FHLMC 5.5 30 YR
    Nov 10 2009 Nov 13 2009 562.0 FHLMC 5.5 30 YR
    Nov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Nov 10 2009 Nov 13 2009 500.0 FNMA 5.5 30 YR
    Nov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 10 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 10 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 10 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 10 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 10 2009 Dec 17 2009 100.0 FNMA 4.5 15 YR
    Nov 10 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 10 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 12 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Nov 12 2009 Jan 13 2010 125.0 FNMA 6.0 30 YR
    Nov 12 2009 Jan 13 2010 125.0 FNMA 6.0 30 YR
    Nov 12 2009 Dec 21 2009 125.0 GNMA 4.5 30 YR
    Nov 12 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 12 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 12 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 12 2009 Jan 13 2010 150.0 FNMA 5.5 30 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 12 2009 Jan 13 2010 125.0 FNMA 6.0 30 YR
    Nov 12 2009 Dec 21 2009 175.0 GNMA 5.0 30 YR
    Nov 12 2009 Dec 17 2009 200.0 FNMA 4.0 15 YR
    Nov 12 2009 Nov 17 2009 200.0 FNMA 4.0 15 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 12 2009 Dec 21 2009 175.0 GNMA 5.0 30 YR
    Nov 12 2009 Dec 17 2009 125.0 FNMA 4.5 15 YR
    Nov 12 2009 Dec 21 2009 100.0 GNMA 4.5 30 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 12 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Nov 12 2009 Dec 21 2009 125.0 GNMA 4.5 30 YR
    Nov 12 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Nov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Nov 13 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Nov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Nov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Nov 13 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 13 2009 Dec 17 2009 200.0 FNMA 4.0 15 YR
    Nov 13 2009 Nov 17 2009 200.0 FNMA 4.0 15 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 13 2009 Jan 13 2010 150.0 FHLMC 5.0 30 YR
    Nov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Nov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 13 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 13 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 13 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 13 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 13 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 13 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 13 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Nov 13 2009 Nov 17 2009 100.0 FNMA 4.0 15 YR
    Nov 16 2009 Dec 17 2009 150.0 FNMA 4.5 15 YR
    Nov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 16 2009 Dec 17 2009 150.0 FNMA 4.5 15 YR
    Nov 16 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 16 2009 Dec 17 2009 150.0 FNMA 4.5 15 YR
    Nov 16 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 16 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 16 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 16 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 17 2009 Dec 21 2009 125.0 GNMA 5.5 30 YR
    Nov 17 2009 Nov 19 2009 125.0 GNMA 5.5 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Dec 21 2009 100.0 GNMA 5.5 30 YR
    Nov 17 2009 Nov 19 2009 100.0 GNMA 5.5 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 17 2009 Dec 21 2009 100.0 GNMA 5.5 30 YR
    Nov 17 2009 Dec 21 2009 100.0 GNMA 5.5 30 YR
    Nov 17 2009 Nov 19 2009 100.0 GNMA 5.5 30 YR
    Nov 17 2009 Nov 19 2009 100.0 GNMA 5.5 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 17 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 17 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 18 2009 Dec 14 2009 100.0 FHLMC 4.0 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 18 2009 Dec 14 2009 100.0 FHLMC 4.0 30 YR
    Nov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 18 2009 Dec 21 2009 100.0 GNMA 4.5 30 YR
    Nov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 18 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 18 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 18 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 19 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 19 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 19 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 19 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 19 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 20 2009 Jan 19 2010 100.0 FNMA 4.5 15 YR
    Nov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 20 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 20 2009 Jan 19 2010 100.0 FNMA 4.5 15 YR
    Nov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 20 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 20 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 20 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 23 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 23 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 23 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 23 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 23 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 23 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 23 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 24 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 24 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 24 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Nov 24 2009 Jan 19 2010 150.0 FNMA 4.5 15 YR
    Nov 24 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 24 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Nov 24 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 24 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Nov 24 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 25 2009 Dec 14 2009 125.0 FHLMC 4.0 30 YR
    Nov 25 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 25 2009 Jan 19 2010 125.0 FNMA 4.5 15 YR
    Nov 25 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 25 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Nov 25 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Nov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 25 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Nov 25 2009 Jan 19 2010 125.0 FNMA 4.5 15 YR
    Nov 25 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 25 2009 Dec 21 2009 175.0 GNMA 4.5 30 YR
    Nov 25 2009 Dec 21 2009 175.0 GNMA 4.5 30 YR
    Nov 25 2009 Jan 13 2010 100.0 FHLMC 4.5 30 YR
    Nov 27 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 27 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 27 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 27 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 27 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 27 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 6.0 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 6.0 30 YR
    Nov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 6.0 30 YR
    Nov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Nov 30 2009 Jan 19 2010 150.0 FNMA 4.0 15 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Nov 30 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Nov 30 2009 Jan 19 2010 150.0 FNMA 4.0 15 YR
    Nov 30 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Nov 30 2009 Dec 14 2009 150.0 FHLMC 4.5 30 YR
    Dec 1 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 1 2009 Dec 21 2009 125.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Dec 1 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Dec 1 2009 Jan 13 2010 175.0 FHLMC 5.5 30 YR
    Dec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 14 2009 125.0 FHLMC 4.0 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 21 2009 125.0 GNMA 4.5 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 1 2009 Jan 13 2010 175.0 FHLMC 5.5 30 YR
    Dec 1 2009 Feb 11 2010 175.0 FNMA 5.5 30 YR
    Dec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 21 2009 125.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Feb 11 2010 175.0 FHLMC 5.0 30 YR
    Dec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 14 2009 125.0 FHLMC 4.0 30 YR
    Dec 1 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Dec 1 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 1 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Dec 1 2009 Jan 21 2010 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Dec 14 2009 125.0 FNMA 4.0 30 YR
    Dec 1 2009 Dec 21 2009 150.0 GNMA 4.5 30 YR
    Dec 1 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 6.0 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 2 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Dec 14 2009 100.0 FNMA 4.0 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 2 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 2 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YR
    Dec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 3 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Dec 3 2009 Feb 11 2010 100.0 FNMA 5.5 30 YR
    Dec 3 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 3 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YR
    Dec 3 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 3 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 3 2009 Jan 13 2010 100.0 FHLMC 4.0 30 YR
    Dec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 4 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 4 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 4 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 4 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 19 2010 150.0 FNMA 4.0 15 YR
    Dec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 19 2010 150.0 FNMA 4.0 15 YR
    Dec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Dec 14 2009 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 7 2009 Jan 19 2010 150.0 FNMA 4.0 15 YR
    Dec 7 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 7 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 8 2009 Jan 19 2010 150.0 FNMA 4.0 15 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 8 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 8 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 8 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.0 30 YR
    Dec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 8 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 8 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 8 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 9 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Dec 9 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 9 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 150.0 FHLMC 5.5 30 YR
    Dec 9 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 9 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Dec 9 2009 Dec 14 2009 200.0 FHLMC 5.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 9 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 9 2009 Dec 21 2009 150.0 GNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Jan 13 2010 1000.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 500.0 FNMA 5.0 30 YR
    Dec 9 2009 Dec 14 2009 1000.0 FNMA 5.0 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 9 2009 Feb 11 2010 100.0 FHLMC 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 9 2009 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Dec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 10 2009 Jan 13 2010 450.0 FNMA 5.5 30 YR
    Dec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Dec 14 2009 450.0 FNMA 5.5 30 YR
    Dec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Jan 13 2010 150.0 FHLMC 5.5 30 YR
    Dec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 10 2009 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Dec 14 2009 500.0 FNMA 5.5 30 YR
    Dec 10 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 10 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 11 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Dec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Dec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 11 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 11 2009 Jan 13 2010 100.0 FNMA 6.0 30 YR
    Dec 11 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 11 2009 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Dec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 11 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 11 2009 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 14 2009 Jan 13 2010 100.0 FNMA 4.5 30 YR
    Dec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 14 2009 Feb 11 2010 100.0 FHLMC 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 14 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 14 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Jan 13 2010 350.0 FNMA 5.0 30 YR
    Dec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Dec 17 2009 350.0 FNMA 5.0 30 YR
    Dec 15 2009 Jan 13 2010 175.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Dec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 15 2009 Jan 13 2010 200.0 FNMA 5.0 30 YR
    Dec 15 2009 Dec 17 2009 200.0 FNMA 5.0 30 YR
    Dec 15 2009 Jan 13 2010 175.0 FHLMC 4.5 30 YR
    Dec 15 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 175.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YR
    Dec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Dec 15 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Dec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 15 2009 Jan 13 2010 343.0 FNMA 5.5 30 YR
    Dec 15 2009 Dec 17 2009 343.0 FNMA 5.5 30 YR
    Dec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Jan 13 2010 2155.0 FNMA 5.0 30 YR
    Dec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Dec 17 2009 2155.0 FNMA 5.0 30 YR
    Dec 15 2009 Jan 13 2010 295.0 FNMA 5.0 30 YR
    Dec 15 2009 Dec 17 2009 295.0 FNMA 5.0 30 YR
    Dec 15 2009 Jan 19 2010 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Jan 19 2010 150.0 FNMA 4.0 15 YR
    Dec 15 2009 Jan 13 2010 657.0 FNMA 5.5 30 YR
    Dec 15 2009 Dec 17 2009 100.0 FNMA 4.0 15 YR
    Dec 15 2009 Dec 17 2009 150.0 FNMA 4.0 15 YR
    Dec 15 2009 Dec 17 2009 657.0 FNMA 5.5 30 YR
    Dec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YR
    Dec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Dec 15 2009 Jan 13 2010 1000.0 FNMA 5.0 30 YR
    Dec 15 2009 Dec 17 2009 1000.0 FNMA 5.0 30 YR
    Dec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YR
    Dec 15 2009 Jan 13 2010 125.0 FNMA 4.0 30 YR
    Dec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 15 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 16 2009 Jan 19 2010 150.0 FNMA 4.5 15 YR
    Dec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 16 2009 Jan 21 2010 125.0 GNMA 4.5 30 YR
    Dec 16 2009 Jan 21 2010 25.0 GNMA 5.5 30 YR
    Dec 16 2009 Dec 21 2009 125.0 GNMA 4.5 30 YR
    Dec 16 2009 Dec 21 2009 25.0 GNMA 5.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 16 2009 Jan 21 2010 50.0 GNMA 5.5 30 YR
    Dec 16 2009 Dec 21 2009 50.0 GNMA 5.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YR
    Dec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YR
    Dec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YR
    Dec 16 2009 Feb 11 2010 100.0 FNMA 6.0 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 16 2009 Jan 13 2010 405.0 FNMA 5.5 30 YR
    Dec 16 2009 Dec 18 2009 405.0 FNMA 5.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 16 2009 Jan 13 2010 1800.0 FNMA 5.0 30 YR
    Dec 16 2009 Jan 13 2010 400.0 FNMA 5.5 30 YR
    Dec 16 2009 Dec 18 2009 1800.0 FNMA 5.0 30 YR
    Dec 16 2009 Dec 18 2009 400.0 FNMA 5.5 30 YR
    Dec 16 2009 Jan 13 2010 195.0 FNMA 5.5 30 YR
    Dec 16 2009 Dec 18 2009 195.0 FNMA 5.5 30 YR
    Dec 16 2009 Jan 19 2010 150.0 FNMA 4.5 15 YR
    Dec 16 2009 Jan 21 2010 125.0 GNMA 4.5 30 YR
    Dec 16 2009 Dec 21 2009 125.0 GNMA 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 16 2009 Jan 21 2010 750.0 GNMA 4.5 30 YR
    Dec 16 2009 Dec 21 2009 750.0 GNMA 4.5 30 YR
    Dec 16 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 16 2009 Jan 19 2010 150.0 FNMA 4.5 15 YR
    Dec 16 2009 Jan 21 2010 50.0 GNMA 5.5 30 YR
    Dec 16 2009 Dec 21 2009 50.0 GNMA 5.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 17 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 17 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 17 2009 Mar 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 17 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FNMA 6.0 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FNMA 6.0 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 17 2009 Mar 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 17 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 18 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 18 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 18 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 18 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 18 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 18 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Jan 21 2010 650.0 GNMA 4.5 30 YR
    Dec 21 2009 Dec 23 2009 650.0 GNMA 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 21 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 21 2009 Mar 11 2010 100.0 FHLMC 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 21 2009 Jan 13 2010 1750.0 FNMA 5.0 30 YR
    Dec 21 2009 Dec 23 2009 1750.0 FNMA 5.0 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Jan 21 2010 30.0 GNMA 4.5 30 YR
    Dec 21 2009 Dec 23 2009 30.0 GNMA 4.5 30 YR
    Dec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 21 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 21 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 21 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 22 2009 Mar 11 2010 250.0 FHLMC 4.5 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 22 2009 Mar 11 2010 250.0 FHLMC 4.5 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FHLMC 5.5 30 YR
    Dec 22 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 22 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 22 2009 Jan 13 2010 100.0 FNMA 4.0 30 YR
    Dec 22 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 22 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 23 2009 Jan 13 2010 150.0 FNMA 4.0 30 YR
    Dec 23 2009 Jan 13 2010 100.0 FNMA 4.5 30 YR
    Dec 23 2009 Jan 13 2010 150.0 FNMA 4.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Feb 11 2010 150.0 FNMA 6.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Jan 13 2010 150.0 FNMA 4.0 30 YR
    Dec 23 2009 Feb 11 2010 150.0 FNMA 4.0 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 23 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 23 2009 Feb 11 2010 150.0 FNMA 4.0 30 YR
    Dec 24 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 24 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 24 2009 Feb 11 2010 100.0 FNMA 6.0 30 YR
    Dec 24 2009 Feb 11 2010 150.0 FNMA 6.0 30 YR
    Dec 24 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 24 2009 Feb 11 2010 150.0 FNMA 4.0 30 YR
    Dec 24 2009 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Dec 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 24 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 24 2009 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Dec 28 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 28 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 28 2009 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Dec 28 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 28 2009 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Dec 29 2009 Mar 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Dec 29 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 29 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Jan 19 2010 100.0 FNMA 4.5 15 YR
    Dec 29 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 29 2009 Mar 11 2010 125.0 FNMA 4.5 30 YR
    Dec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 29 2009 Mar 11 2010 125.0 FNMA 4.5 30 YR
    Dec 29 2009 Mar 11 2010 125.0 FNMA 4.5 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Dec 30 2009 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Dec 30 2009 Feb 11 2010 125.0 FNMA 6.0 30 YR
    Dec 30 2009 Feb 11 2010 125.0 FNMA 6.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Feb 11 2010 125.0 FHLMC 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Dec 30 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 30 2009 Jan 19 2010 100.0 FNMA 4.5 15 YR
    Dec 31 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 31 2009 Mar 11 2010 125.0 FNMA 5.0 30 YR
    Dec 31 2009 Feb 11 2010 125.0 FNMA 6.0 30 YR
    Dec 31 2009 Feb 11 2010 125.0 FNMA 6.0 30 YR
    Jan 4 2010 Jan 19 2010 125.0 FNMA 4.5 15 YR
    Jan 4 2010 Feb 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Jan 19 2010 125.0 FNMA 4.5 15 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Mar 11 2010 175.0 FNMA 5.0 30 YR
    Jan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Feb 11 2010 125.0 FNMA 6.0 30 YR
    Jan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 4 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 5 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 5 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 5 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Mar 11 2010 100.0 FNMA 5.0 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Feb 11 2010 100.0 FNMA 4.5 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 6 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 6 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 6 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Feb 11 2010 100.0 FNMA 4.5 30 YR
    Jan 6 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 6 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 6 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 6 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 6 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 175.0 FNMA 4.5 30 YR
    Jan 7 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 7 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 7 2010 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Jan 7 2010 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Jan 7 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 7 2010 Feb 11 2010 125.0 FNMA 5.0 30 YR
    Jan 7 2010 Feb 11 2010 125.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 125.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 125.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 150.0 FNMA 4.5 30 YR
    Jan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Jan 7 2010 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Jan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Jan 7 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YR
    Jan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 7 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 100.0 FNMA 4.5 30 YR
    Jan 7 2010 Jan 13 2010 175.0 FNMA 4.5 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 7 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 250.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Jan 7 2010 Feb 11 2010 125.0 FNMA 4.5 30 YR
    Jan 7 2010 Jan 13 2010 125.0 FHLMC 4.5 30 YR
    Jan 7 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 7 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YR
    Jan 7 2010 Feb 11 2010 250.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 250.0 FNMA 5.0 30 YR
    Jan 7 2010 Jan 13 2010 125.0 FNMA 4.5 30 YR
    Jan 7 2010 Jan 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 7 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 7 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 8 2010 Feb 11 2010 100.0 FNMA 4.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 100.0 FHLMC 4.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 8 2010 Feb 11 2010 1000.0 FNMA 5.5 30 YR
    Jan 8 2010 Feb 11 2010 200.0 FHLMC 5.5 30 YR
    Jan 8 2010 Feb 11 2010 200.0 FHLMC 5.5 30 YR
    Jan 8 2010 Feb 11 2010 500.0 FHLMC 5.5 30 YR
    Jan 8 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 8 2010 Jan 13 2010 1000.0 FNMA 5.5 30 YR
    Jan 8 2010 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Jan 8 2010 Jan 13 2010 200.0 FHLMC 5.5 30 YR
    Jan 8 2010 Jan 13 2010 500.0 FHLMC 5.5 30 YR
    Jan 8 2010 Feb 11 2010 100.0 FNMA 4.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Feb 11 2010 1000.0 FNMA 5.0 30 YR
    Jan 8 2010 Feb 11 2010 750.0 FNMA 5.5 30 YR
    Jan 8 2010 Jan 13 2010 1000.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 750.0 FNMA 5.5 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 8 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Jan 8 2010 Jan 13 2010 500.0 FNMA 5.5 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Feb 11 2010 475.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 475.0 FNMA 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FNMA 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Feb 11 2010 225.0 FNMA 5.0 30 YR
    Jan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 225.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Feb 11 2010 300.0 FNMA 5.0 30 YR
    Jan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 300.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 8 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Jan 8 2010 Jan 13 2010 250.0 FNMA 5.5 30 YR
    Jan 11 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 11 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 11 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 11 2010 Feb 18 2010 100.0 GNMA 4.0 30 YR
    Jan 11 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Feb 18 2010 100.0 GNMA 4.0 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 11 2010 Jan 13 2010 500.0 FNMA 5.0 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 11 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 11 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 12 2010 Jan 21 2010 200.0 GNMA 5.0 30 YR
    Jan 12 2010 Mar 11 2010 125.0 FHLMC 4.5 30 YR
    Jan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 12 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 12 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 12 2010 Apr 13 2010 175.0 FHLMC 4.5 30 YR
    Jan 12 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 12 2010 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Jan 12 2010 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Jan 12 2010 Feb 11 2010 175.0 FHLMC 4.5 30 YR
    Jan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 12 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 12 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 12 2010 Apr 13 2010 175.0 FHLMC 4.5 30 YR
    Jan 12 2010 Apr 13 2010 175.0 FNMA 4.5 30 YR
    Jan 13 2010 Mar 11 2010 125.0 FNMA 4.5 30 YR
    Jan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Feb 11 2010 100.0 FNMA 4.0 30 YR
    Jan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 13 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Jan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Jan 21 2010 150.0 GNMA 5.0 30 YR
    Jan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Feb 11 2010 100.0 FNMA 4.0 30 YR
    Jan 13 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Jan 13 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 13 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 14 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Feb 11 2010 100.0 FNMA 4.0 30 YR
    Jan 14 2010 Feb 11 2010 100.0 FNMA 4.0 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Jan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Jan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 14 2010 Feb 11 2010 14.0 FNMA 5.0 30 YR
    Jan 14 2010 Jan 19 2010 14.0 FNMA 5.0 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Jan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 14 2010 Feb 11 2010 1000.0 FNMA 5.5 30 YR
    Jan 14 2010 Jan 19 2010 1000.0 FNMA 5.5 30 YR
    Jan 14 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 14 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Jan 14 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Jan 15 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 15 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 19 2010 Feb 11 2010 75.0 FNMA 5.5 30 YR
    Jan 19 2010 Jan 21 2010 75.0 FNMA 5.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 19 2010 Feb 11 2010 1000.0 FNMA 5.5 30 YR
    Jan 19 2010 Jan 21 2010 1000.0 FNMA 5.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 19 2010 Feb 17 2010 150.0 FNMA 4.5 15 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Mar 11 2010 150.0 FNMA 6.0 30 YR
    Jan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 19 2010 Feb 11 2010 270.0 FNMA 5.5 30 YR
    Jan 19 2010 Jan 21 2010 270.0 FNMA 5.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 19 2010 Feb 17 2010 150.0 FNMA 4.5 15 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 19 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 20 2010 Apr 13 2010 175.0 FNMA 4.5 30 YR
    Jan 20 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 20 2010 Mar 11 2010 125.0 FNMA 4.5 30 YR
    Jan 20 2010 Mar 11 2010 175.0 FNMA 4.5 30 YR
    Jan 20 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 20 2010 Mar 11 2010 175.0 FHLMC 4.5 30 YR
    Jan 20 2010 Feb 17 2010 100.0 FNMA 4.0 15 YR
    Jan 20 2010 Feb 17 2010 100.0 FNMA 4.0 15 YR
    Jan 20 2010 Mar 11 2010 175.0 FNMA 4.5 30 YR
    Jan 20 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 20 2010 Apr 13 2010 125.0 FNMA 6.0 30 YR
    Jan 20 2010 Mar 11 2010 150.0 FHLMC 5.0 30 YR
    Jan 20 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 20 2010 Mar 11 2010 125.0 FHLMC 4.5 30 YR
    Jan 20 2010 Feb 17 2010 100.0 FNMA 4.0 15 YR
    Jan 20 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 20 2010 Apr 13 2010 125.0 FNMA 4.5 30 YR
    Jan 20 2010 Apr 13 2010 175.0 FNMA 4.5 30 YR
    Jan 20 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 20 2010 Apr 13 2010 125.0 FNMA 4.5 30 YR
    Jan 20 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 21 2010 Feb 18 2010 500.0 FNMA 5.5 30 YR
    Jan 21 2010 Jan 25 2010 500.0 FNMA 5.5 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 21 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Jan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 22 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 22 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 22 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 22 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 22 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 25 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 25 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 25 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 25 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 25 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 25 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 26 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Feb 17 2010 150.0 FNMA 4.0 15 YR
    Jan 26 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 26 2010 Feb 17 2010 150.0 FHLMC 4.5 15 YR
    Jan 26 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Feb 17 2010 150.0 FHLMC 4.5 15 YR
    Jan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 26 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Feb 17 2010 150.0 FNMA 4.0 15 YR
    Jan 27 2010 Apr 13 2010 150.0 FNMA 6.0 30 YR
    Jan 27 2010 Apr 13 2010 150.0 FNMA 6.0 30 YR
    Jan 27 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 27 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Jan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 27 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 27 2010 Feb 17 2010 150.0 FNMA 4.0 15 YR
    Jan 27 2010 Apr 13 2010 150.0 FNMA 6.0 30 YR
    Jan 27 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 28 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Jan 28 2010 Mar 11 2010 125.0 FHLMC 4.5 30 YR
    Jan 28 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 28 2010 Feb 11 2010 125.0 FHLMC 4.0 30 YR
    Jan 28 2010 Feb 11 2010 125.0 FHLMC 4.0 30 YR
    Jan 28 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 28 2010 Apr 13 2010 125.0 FHLMC 4.5 30 YR
    Jan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 28 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 28 2010 Apr 13 2010 150.0 FNMA 4.5 30 YR
    Jan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 28 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 28 2010 Feb 18 2010 125.0 GNMA 5.0 30 YR
    Jan 28 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 28 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 28 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 29 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Feb 17 2010 150.0 FNMA 4.0 15 YR
    Jan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 29 2010 Feb 17 2010 150.0 FNMA 4.0 15 YR
    Jan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Jan 29 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Jan 29 2010 Feb 18 2010 150.0 GNMA 5.0 30 YR
    Feb 1 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 1 2010 Feb 17 2010 150.0 FNMA 4.5 15 YR
    Feb 1 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 1 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 1 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 1 2010 Feb 17 2010 150.0 FNMA 4.5 15 YR
    Feb 1 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 1 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 1 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 2 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 2 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Feb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Mar 11 2010 750.0 FNMA 5.5 30 YR
    Feb 2 2010 Feb 11 2010 750.0 FNMA 5.5 30 YR
    Feb 2 2010 Mar 11 2010 150.0 FNMA 6.0 30 YR
    Feb 2 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Feb 2 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 2 2010 Mar 11 2010 150.0 FNMA 6.0 30 YR
    Feb 2 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 2 2010 Feb 17 2010 150.0 FNMA 4.5 15 YR
    Feb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 2 2010 Mar 11 2010 225.0 FNMA 5.5 30 YR
    Feb 2 2010 Mar 11 2010 250.0 FNMA 5.5 30 YR
    Feb 2 2010 Feb 11 2010 225.0 FNMA 5.5 30 YR
    Feb 2 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Feb 2 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 2 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 2 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Mar 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Mar 11 2010 250.0 FNMA 5.5 30 YR
    Feb 2 2010 Feb 11 2010 250.0 FNMA 5.0 30 YR
    Feb 2 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Feb 2 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Feb 2 2010 Feb 11 2010 150.0 FNMA 5.5 30 YR
    Feb 2 2010 Mar 11 2010 150.0 FNMA 6.0 30 YR
    Feb 2 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 2 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 3 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 3 2010 Mar 11 2010 300.0 FNMA 5.5 30 YR
    Feb 3 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 300.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 3 2010 Mar 11 2010 150.0 GNMA 5.0 30 YR
    Feb 3 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 125.0 FNMA 6.0 30 YR
    Feb 3 2010 Feb 11 2010 150.0 GNMA 5.0 30 YR
    Feb 3 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 3 2010 Mar 11 2010 100.0 FNMA 6.0 30 YR
    Feb 3 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 3 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 3 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 3 2010 Mar 11 2010 300.0 FNMA 5.5 30 YR
    Feb 3 2010 Mar 11 2010 500.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 300.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 3 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 3 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 3 2010 Mar 11 2010 250.0 FNMA 5.5 30 YR
    Feb 3 2010 Mar 11 2010 250.0 FNMA 5.5 30 YR
    Feb 3 2010 Mar 11 2010 500.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 250.0 FNMA 5.5 30 YR
    Feb 3 2010 Feb 11 2010 500.0 FNMA 5.5 30 YR
    Feb 3 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 3 2010 Mar 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 3 2010 Feb 11 2010 150.0 GNMA 5.0 30 YR
    Feb 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 4 2010 Mar 11 2010 750.0 FNMA 5.0 30 YR
    Feb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR
    Feb 4 2010 Feb 11 2010 750.0 FNMA 5.0 30 YR
    Feb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Feb 11 2010 600.0 FNMA 5.5 30 YR
    Feb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 4 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Feb 17 2010 150.0 FNMA 4.5 15 YR
    Feb 4 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 4 2010 Mar 11 2010 450.0 FNMA 5.0 30 YR
    Feb 4 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR
    Feb 4 2010 Feb 11 2010 450.0 FNMA 5.0 30 YR
    Feb 4 2010 Feb 11 2010 600.0 FNMA 5.5 30 YR
    Feb 4 2010 Apr 13 2010 150.0 FNMA 6.0 30 YR
    Feb 4 2010 Mar 11 2010 750.0 FNMA 5.0 30 YR
    Feb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Feb 11 2010 750.0 FNMA 5.0 30 YR
    Feb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 4 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 4 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 5 2010 Feb 17 2010 125.0 FHLMC 4.5 15 YR
    Feb 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 5 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 5 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 5 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 5 2010 Feb 17 2010 125.0 FNMA 4.5 15 YR
    Feb 5 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 5 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YR
    Feb 5 2010 Feb 11 2010 125.0 FHLMC 4.5 30 YR
    Feb 5 2010 Mar 11 2010 300.0 FNMA 5.0 30 YR
    Feb 5 2010 Mar 11 2010 750.0 FNMA 5.5 30 YR
    Feb 5 2010 Feb 11 2010 300.0 FNMA 5.0 30 YR
    Feb 5 2010 Feb 11 2010 750.0 FNMA 5.5 30 YR
    Feb 5 2010 Feb 17 2010 125.0 FNMA 4.0 15 YR
    Feb 5 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 5 2010 Mar 11 2010 450.0 FNMA 5.0 30 YR
    Feb 5 2010 Mar 11 2010 450.0 FNMA 5.0 30 YR
    Feb 5 2010 Mar 11 2010 750.0 FNMA 5.5 30 YR
    Feb 5 2010 Feb 11 2010 450.0 FNMA 5.0 30 YR
    Feb 5 2010 Feb 11 2010 450.0 FNMA 5.0 30 YR
    Feb 5 2010 Feb 11 2010 750.0 FNMA 5.5 30 YR
    Feb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 5 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 5 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 5 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Feb 8 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Feb 8 2010 Feb 11 2010 500.0 FNMA 5.0 30 YR
    Feb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 8 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Feb 8 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 8 2010 Feb 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Feb 11 2010 100.0 FHLMC 4.0 30 YR
    Feb 8 2010 Feb 11 2010 150.0 FHLMC 4.5 30 YR
    Feb 8 2010 Mar 11 2010 300.0 FNMA 5.0 30 YR
    Feb 8 2010 Mar 11 2010 450.0 FNMA 5.0 30 YR
    Feb 8 2010 Feb 11 2010 300.0 FNMA 5.0 30 YR
    Feb 8 2010 Feb 11 2010 450.0 FNMA 5.0 30 YR
    Feb 8 2010 Mar 11 2010 450.0 FNMA 5.0 30 YR
    Feb 8 2010 Feb 11 2010 450.0 FNMA 5.0 30 YR
    Feb 8 2010 Mar 11 2010 300.0 FNMA 5.0 30 YR
    Feb 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 8 2010 Feb 11 2010 300.0 FNMA 5.0 30 YR
    Feb 8 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 8 2010 Mar 11 2010 150.0 FNMA 4.5 30 YR
    Feb 8 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 9 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 9 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Mar 11 2010 200.0 FNMA 5.5 30 YR
    Feb 9 2010 Mar 11 2010 850.0 FHLMC 5.5 30 YR
    Feb 9 2010 Feb 11 2010 200.0 FNMA 5.5 30 YR
    Feb 9 2010 Feb 11 2010 850.0 FHLMC 5.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR
    Feb 9 2010 Feb 11 2010 600.0 FNMA 5.5 30 YR
    Feb 9 2010 Mar 11 2010 100.0 FHLMC 4.0 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 9 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 9 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 9 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 9 2010 Mar 11 2010 300.0 FNMA 5.5 30 YR
    Feb 9 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Feb 9 2010 Feb 11 2010 300.0 FNMA 5.5 30 YR
    Feb 9 2010 Feb 11 2010 450.0 FNMA 5.5 30 YR
    Feb 9 2010 Mar 11 2010 100.0 FHLMC 4.0 30 YR
    Feb 9 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 10 2010 Mar 16 2010 125.0 FNMA 4.0 15 YR
    Feb 10 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 10 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 10 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 10 2010 Apr 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 10 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 10 2010 Apr 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 10 2010 Mar 16 2010 125.0 FNMA 4.0 15 YR
    Feb 10 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 10 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 10 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 10 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 10 2010 Mar 16 2010 125.0 FNMA 4.5 15 YR
    Feb 10 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 10 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 11 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 11 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 11 2010 Mar 16 2010 150.0 FNMA 4.0 15 YR
    Feb 11 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 11 2010 Mar 16 2010 150.0 FNMA 4.0 15 YR
    Feb 11 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 11 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 11 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 11 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 11 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 Mar 16 2010 125.0 FHLMC 4.5 15 YR
    Feb 12 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 12 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 12 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 12 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 12 2010 Mar 18 2010 300.0 GNMA 5.0 30 YR
    Feb 12 2010 Feb 18 2010 300.0 GNMA 5.0 30 YR
    Feb 12 2010 Mar 16 2010 125.0 FNMA 4.0 15 YR
    Feb 12 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 12 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 16 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 16 2010 Mar 18 2010 150.0 GNMA 4.5 30 YR
    Feb 16 2010 Mar 18 2010 150.0 GNMA 4.5 30 YR
    Feb 16 2010 Mar 18 2010 150.0 GNMA 4.5 30 YR
    Feb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 16 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 16 2010 Mar 18 2010 150.0 GNMA 5.0 30 YR
    Feb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 16 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 17 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 18 2010 Mar 11 2010 2000.0 FNMA 5.5 30 YR
    Feb 18 2010 Mar 11 2010 2500.0 FNMA 5.5 30 YR
    Feb 18 2010 Feb 22 2010 2000.0 FNMA 5.5 30 YR
    Feb 18 2010 Feb 22 2010 2500.0 FNMA 5.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 18 2010 Mar 18 2010 100.0 GNMA 4.5 30 YR
    Feb 18 2010 Mar 18 2010 100.0 GNMA 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 18 2010 Mar 18 2010 100.0 GNMA 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 18 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 18 2010 Apr 20 2010 150.0 GNMA 5.0 30 YR
    Feb 18 2010 Apr 20 2010 150.0 GNMA 5.0 30 YR
    Feb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 19 2010 Mar 11 2010 1800.0 FNMA 5.0 30 YR
    Feb 19 2010 Feb 23 2010 1800.0 FNMA 5.0 30 YR
    Feb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YR
    Feb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YR
    Feb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 19 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 19 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YR
    Feb 19 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 19 2010 Apr 20 2010 150.0 GNMA 5.0 30 YR
    Feb 22 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 22 2010 Mar 16 2010 150.0 FHLMC 4.5 15 YR
    Feb 22 2010 Mar 16 2010 150.0 FHLMC 4.5 15 YR
    Feb 22 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 22 2010 Mar 16 2010 150.0 FNMA 4.5 15 YR
    Feb 22 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 22 2010 Apr 20 2010 150.0 GNMA 5.0 30 YR
    Feb 22 2010 Mar 16 2010 150.0 FNMA 4.5 15 YR
    Feb 22 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 23 2010 Apr 13 2010 150.0 FHLMC 5.0 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 23 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 24 2010 Mar 16 2010 100.0 FNMA 4.5 15 YR
    Feb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 Mar 16 2010 100.0 FNMA 4.5 15 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 24 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FHLMC 4.5 30 YR
    Feb 24 2010 May 13 2010 125.0 FNMA 4.5 30 YR
    Feb 24 2010 May 13 2010 150.0 FHLMC 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Feb 25 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Feb 25 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Feb 25 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 25 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Feb 26 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 26 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Feb 26 2010 May 13 2010 150.0 FNMA 4.5 30 YR
    Mar 1 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 1 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 1 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 1 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 2 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 2 2010 Mar 18 2010 100.0 GNMA 5.0 30 YR
    Mar 2 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 2 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 2 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 2 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 2 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 2 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 2 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 2 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 2 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 2 2010 Mar 11 2010 100.0 FHLMC 4.0 30 YR
    Mar 2 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 2 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 3 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 3 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 3 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 3 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 3 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 3 2010 Mar 16 2010 100.0 FNMA 4.0 15 YR
    Mar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 3 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 3 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 4 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 4 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 4 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 4 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 4 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 4 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 4 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 4 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 300.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 300.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 5 2010 Apr 13 2010 200.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 300.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 200.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 300.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 300.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 300.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 5 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 5 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 5 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 5 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 8 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Mar 8 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 8 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 8 2010 Apr 13 2010 200.0 FNMA 5.5 30 YR
    Mar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 200.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Mar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 1.8 FNMA 4.0 30 YR
    Mar 8 2010 Mar 11 2010 1.8 FNMA 4.0 30 YR
    Mar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 8 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Apr 13 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 600.0 FNMA 5.5 30 YR
    Mar 8 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Apr 13 2010 0.4 FNMA 5.5 30 YR
    Mar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Apr 13 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Mar 8 2010 Mar 11 2010 0.4 FNMA 5.5 30 YR
    Mar 8 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 150.0 FNMA 5.5 30 YR
    Mar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 150.0 FNMA 5.5 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.5 30 YR
    Mar 9 2010 Apr 13 2010 200.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 400.0 FNMA 5.5 30 YR
    Mar 9 2010 Mar 11 2010 200.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 400.0 FNMA 5.5 30 YR
    Mar 9 2010 Apr 19 2010 100.0 FHLMC 4.5 15 YR
    Mar 9 2010 Apr 13 2010 300.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 300.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Mar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.5 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.5 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 450.0 FNMA 5.5 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 450.0 FNMA 5.5 30 YR
    Mar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 9 2010 Apr 13 2010 200.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 200.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 200.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 200.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 9 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 9 2010 Apr 13 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 750.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Mar 11 2010 500.0 FNMA 5.0 30 YR
    Mar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 9 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 9 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 9 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YR
    Mar 10 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 10 2010 Apr 13 2010 100.0 FNMA 4.0 30 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 10 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Mar 10 2010 Mar 12 2010 500.0 FNMA 5.5 30 YR
    Mar 10 2010 Apr 13 2010 50.0 FNMA 5.5 30 YR
    Mar 10 2010 Mar 12 2010 50.0 FNMA 5.5 30 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 10 2010 Apr 13 2010 675.0 FNMA 5.5 30 YR
    Mar 10 2010 Mar 12 2010 675.0 FNMA 5.5 30 YR
    Mar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 10 2010 Apr 19 2010 100.0 FNMA 4.5 15 YR
    Mar 10 2010 Apr 13 2010 100.0 FNMA 4.0 30 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 10 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 10 2010 Apr 13 2010 548.0 FNMA 5.5 30 YR
    Mar 10 2010 Mar 12 2010 548.0 FNMA 5.5 30 YR
    Mar 10 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 10 2010 Apr 19 2010 100.0 FNMA 4.0 15 YR
    Mar 10 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 11 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 11 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YR
    Mar 11 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 11 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 11 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 11 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 11 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 11 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 11 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 11 2010 Apr 19 2010 100.0 FNMA 4.5 15 YR
    Mar 11 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 11 2010 Apr 13 2010 100.0 FNMA 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 11 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 12 2010 Apr 13 2010 101.0 FNMA 5.0 30 YR
    Mar 12 2010 Mar 16 2010 101.0 FNMA 5.0 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Mar 12 2010 Mar 16 2010 500.0 FNMA 5.0 30 YR
    Mar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 12 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 12 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 12 2010 Apr 13 2010 100.0 FNMA 4.0 30 YR
    Mar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 12 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 12 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 12 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 15 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 15 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 15 2010 Apr 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 16 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 Apr 13 2010 100.0 FHLMC 4.0 30 YR
    Mar 16 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 May 13 2010 100.0 FHLMC 5.0 30 YR
    Mar 16 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 16 2010 May 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 16 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 May 13 2010 100.0 FNMA 4.5 30 YR
    Mar 16 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 16 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR
    Mar 17 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 17 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 17 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 17 2010 Apr 19 2010 100.0 FHLMC 4.5 15 YR
    Mar 17 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR
    Mar 18 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 18 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 18 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 18 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 18 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 18 2010 Apr 20 2010 100.0 GNMA 5.0 30 YR
    Mar 18 2010 Apr 20 2010 260.0 GNMA 5.0 30 YR
    Mar 18 2010 Mar 22 2010 260.0 GNMA 5.0 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 18 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 19 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 19 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 19 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 19 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 22 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 22 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 22 2010 May 18 2010 100.0 FNMA 4.5 15 YR
    Mar 22 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 23 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 23 2010 May 18 2010 100.0 FNMA 4.0 15 YR
    Mar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 23 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 24 2010 Jun 17 2010 100.0 FNMA 4.0 15 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 24 2010 Jun 17 2010 100.0 FNMA 4.0 15 YR
    Mar 24 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 24 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 25 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 26 2010 Jun 14 2010 100.0 FNMA 4.5 30 YR
    Mar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 29 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 29 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 30 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 30 2010 Apr 13 2010 100.0 FHLMC 4.5 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 30 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 31 2010 Jun 14 2010 73.7 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 4.5 30 YR
    Mar 31 2010 Jun 14 2010 100.0 FHLMC 5.0 30 YR
    Apr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 5 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 5 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 5 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 7 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 7 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 7 2010 Apr 13 2010 500.0 FNMA 5.5 30 YR
    Apr 8 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 8 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 8 2010 May 13 2010 500.0 FNMA 5.0 30 YR
    Apr 8 2010 Apr 13 2010 500.0 FNMA 5.0 30 YR
    Apr 12 2010 May 13 2010 150.0 FNMA 5.5 30 YR
    Apr 12 2010 Apr 14 2010 150.0 FNMA 5.5 30 YR
    Apr 13 2010 May 13 2010 425.0 FNMA 5.0 30 YR
    Apr 13 2010 Apr 15 2010 425.0 FNMA 5.0 30 YR
    Apr 13 2010 May 13 2010 93.0 FNMA 5.0 30 YR
    Apr 13 2010 Apr 15 2010 93.0 FNMA 5.0 30 YR
    Apr 14 2010 May 20 2010 200.0 GNMA 5.0 30 YR
    Apr 14 2010 Apr 20 2010 200.0 GNMA 5.0 30 YR
    Apr 19 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    Apr 19 2010 Apr 20 2010 500.0 FNMA 5.5 30 YR
    Apr 23 2010 May 13 2010 66.0 FNMA 5.0 30 YR
    Apr 23 2010 Apr 27 2010 66.0 FNMA 5.0 30 YR
    May 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 7 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 May 13 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 May 13 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 May 13 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 Jun 14 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    May 10 2010 May 13 2010 250.0 FNMA 5.0 30 YR
    May 10 2010 May 13 2010 500.0 FNMA 5.5 30 YR
    May 12 2010 Jun 14 2010 950.0 FNMA 5.5 30 YR
    May 12 2010 May 13 2010 950.0 FNMA 5.5 30 YR
    May 12 2010 Jun 14 2010 690.0 FNMA 5.5 30 YR
    May 12 2010 May 13 2010 690.0 FNMA 5.5 30 YR
    May 12 2010 Jun 14 2010 550.0 FNMA 5.5 30 YR
    May 12 2010 May 13 2010 550.0 FNMA 5.5 30 YR
    May 12 2010 Jun 14 2010 170.0 FNMA 5.5 30 YR
    May 12 2010 May 13 2010 170.0 FNMA 5.5 30 YR
    May 13 2010 Jun 14 2010 475.0 FNMA 5.5 30 YR
    May 13 2010 May 17 2010 475.0 FNMA 5.5 30 YR
    May 13 2010 Jun 14 2010 575.0 FNMA 5.0 30 YR
    May 13 2010 Jun 14 2010 650.0 FNMA 5.5 30 YR
    May 13 2010 May 17 2010 575.0 FNMA 5.0 30 YR
    May 13 2010 May 17 2010 650.0 FNMA 5.5 30 YR
    May 13 2010 Jun 14 2010 225.0 FNMA 5.5 30 YR
    May 13 2010 May 17 2010 225.0 FNMA 5.5 30 YR
    May 13 2010 Jun 14 2010 950.0 FNMA 5.5 30 YR
    May 13 2010 May 17 2010 950.0 FNMA 5.5 30 YR
    Jun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 2 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 3 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 3 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 3 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 3 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 3 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 3 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 3 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 3 2010 Jun 14 2010 250.0 FNMA 5.5 30 YR
    Jun 4 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 4 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 4 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 4 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 4 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 4 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 7 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 7 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 7 2010 Jul 14 2010 500.0 FNMA 5.5 30 YR
    Jun 7 2010 Jun 14 2010 500.0 FNMA 5.5 30 YR
    Jun 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YR
    Jun 8 2010 Jun 14 2010 200.0 FNMA 5.5 30 YR
    Jun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YR
    Jun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YR
    Jun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YR
    Jun 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YR
    Jun 8 2010 Jun 14 2010 200.0 FNMA 5.5 30 YR
    Jun 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 8 2010 Jun 14 2010 250.0 FNMA 5.5 30 YR
    Jun 9 2010 Jul 14 2010 300.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 300.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jul 14 2010 300.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 300.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jul 14 2010 300.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jul 14 2010 500.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 300.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 500.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jul 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 9 2010 Jun 14 2010 200.0 FHLMC 5.0 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jun 29 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jun 30 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 1 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 2 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 6 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FHLMC 4.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 7 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 8 2010 Jul 14 2010 200.0 FNMA 4.5 30 YR
    Jul 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YR
    Jul 8 2010 Jul 14 2010 250.0 FNMA 4.5 30 YR
    Jul 8 2010 Jul 14 2010 250.0 FNMA 5.5 30 YR
    Jul 8 2010 Jul 14 2010 200.0 FHLMC 4.5 30 YR
    Jul 8 2010 Jul 14 2010 200.0 FNMA 5.5 30 YR
    CUSIP Transaction category Price Primary dealer
    02R04063 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 Incorporated
    02R04063 Purchase 99.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04262 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) LLC
    02R04063 Purchase 98.73 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 101.59 Credit Suisse Securities (USA) LLC
    01F05043 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 LLC
    02R04263 Purchase 99.90 J.P. Morgan Securities LLC
    02R04263 Purchase 100.41 J.P. Morgan Securities LLC
    02R05263 Purchase 102.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05063 Purchase 101.61 Morgan Stanley & Co. Incorporated
    02R05062 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 Incorporated
    01N04263 Purchase 102.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05261 Purchase 103.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05261 Purchase 103.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R06061 Purchase 103.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05061 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 LLC
    02R04263 Purchase 101.88 J.P. Morgan Securities LLC
    02R04263 Purchase 100.88 J.P. Morgan Securities LLC
    02R04042 Purchase 101.36 Morgan Stanley & Co. Incorporated
    02R04043 Purchase 101.47 Morgan Stanley & Co. Incorporated
    02R04043 Purchase 101.57 Morgan Stanley & Co. Incorporated
    02R04242 Purchase 102.92 Morgan Stanley & Co. Incorporated
    02R05061 Purchase 102.63 Morgan Stanley & Co. Incorporated
    01F04043 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 Incorporated
    02R05261 Purchase 103.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04263 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.
    01F04052 Purchase 100.91 Credit Suisse Securities (USA) LLC
    02R04042 Purchase 101.98 Credit Suisse Securities (USA) LLC
    02R04063 Purchase 100.41 Credit Suisse Securities (USA) LLC
    31416BVE Purchase 103.73 Credit Suisse Securities (USA) LLC
    02R04063 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 LLC
    31402DP7 Purchase 103.73 J.P. Morgan Securities LLC
    31402RJV Purchase 103.35 J.P. Morgan Securities LLC
    02R04042 Purchase 101.91 Morgan Stanley & Co. Incorporated
    02R04242 Purchase 102.98 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 102.22 Morgan Stanley & Co. Incorporated
    02R05061 Purchase 103.19 Morgan Stanley & Co. Incorporated
    3128MB3H Purchase 103.33 Morgan Stanley & Co. Incorporated
    3128MBUJ Purchase 103.33 Morgan Stanley & Co. Incorporated
    312930GH 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 LLC
    01F04042 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 Incorporated
    01F04063 Purchase 100.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06061 Purchase 103.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04263 Purchase 102.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06061 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) LLC
    02R04261 Purchase 102.42 Credit Suisse Securities (USA) LLC
    02R04043 Purchase 101.44 Deutsche Bank Securities Inc.
    01F04063 Purchase 100.44 J.P. Morgan Securities LLC
    31402RJV Purchase 103.50 J.P. Morgan Securities LLC
    02R04043 Purchase 101.70 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 102.13 Morgan Stanley & Co. Incorporated
    01F04063 Purchase 100.64 Barclays Capital Inc.
    01N04263 Purchase 102.14 Barclays Capital Inc.
    02R04043 Purchase 101.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04261 Purchase 102.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04063 Purchase 100.44 Citigroup Global Markets Inc.
    01F04061 Purchase 101.28 Credit Suisse Securities (USA) LLC
    02R04043 Purchase 101.22 Credit Suisse Securities (USA) LLC
    02R04043 Purchase 101.30 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 102.16 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 103.75 Deutsche Bank Securities Inc.
    01F04062 Purchase 100.88 J.P. Morgan Securities LLC
    01F04043 Purchase 101.45 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 101.98 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 102.11 Morgan Stanley & Co. Incorporated
    02R05062 Purchase 102.93 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 102.16 UBS Securities LLC
    02R04043 Purchase 101.22 Barclays Capital Inc.
    02R04262 Purchase 102.08 Barclays Capital Inc.
    01F04062 Purchase 100.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04263 Purchase 101.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04062 Purchase 100.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04262 Purchase 101.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05062 Purchase 102.80 BNP Paribas Securities Corp.
    02R04043 Purchase 101.36 Citigroup Global Markets Inc.
    01F04062 Purchase 100.80 Credit Suisse Securities (USA) LLC
    01N04263 Purchase 101.95 Credit Suisse Securities (USA) LLC
    02R04043 Purchase 101.25 Credit Suisse Securities (USA) LLC
    02R04062 Purchase 100.78 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 101.92 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 102.06 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 102.08 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 102.90 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 102.91 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 102.88 Credit Suisse Securities (USA) LLC
    02R04062 Purchase 100.56 Deutsche Bank Securities Inc.
    02R04262 Purchase 102.07 J.P. Morgan Securities LLC
    02R04043 Purchase 101.34 Morgan Stanley & Co. Incorporated
    02R04043 Purchase 101.25 Morgan Stanley & Co. Incorporated
    02R04062 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) LLC
    02R04262 Purchase 101.98 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.83 Credit Suisse Securities (USA) LLC
    02R04062 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 LLC
    02R04063 Purchase 100.46 J.P. Morgan Securities LLC
    02R04262 Purchase 102.01 J.P. Morgan Securities LLC
    02R04263 Purchase 101.85 J.P. Morgan Securities LLC
    02R04042 Purchase 101.64 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 101.82 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 101.83 RBS Securities Inc.
    02R04262 Purchase 102.09 UBS Securities LLC
    01F04043 Purchase 101.44 Barclays Capital Inc.
    01F04064 Purchase 100.12 Barclays Capital Inc.
    01N04063 Purchase 100.67 Barclays Capital Inc.
    01N04263 Purchase 101.81 Barclays Capital Inc.
    01N04263 Purchase 101.88 Barclays Capital Inc.
    01N04263 Purchase 101.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05262 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) LLC
    01F04064 Purchase 100.28 Credit Suisse Securities (USA) LLC
    02R04043 Purchase 101.47 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 103.36 Credit Suisse Securities (USA) LLC
    01N04263 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 LLC
    01F06062 Purchase 103.96 J.P. Morgan Securities LLC
    01F06062 Purchase 103.82 J.P. Morgan Securities LLC
    02R04262 Purchase 102.21 J.P. Morgan Securities LLC
    02R06062 Purchase 104.05 J.P. Morgan Securities LLC
    01F04043 Purchase 101.45 UBS Securities LLC
    01F04063 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) LLC
    01F04263 Purchase 101.68 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.75 Credit Suisse Securities (USA) LLC
    01F05062 Purchase 102.92 Credit Suisse Securities (USA) LLC
    01F05062 Purchase 102.92 Credit Suisse Securities (USA) LLC
    01F05062 Purchase 102.91 Credit Suisse Securities (USA) LLC
    31416BVF Purchase 103.50 Credit Suisse Securities (USA) LLC
    01F04262 Purchase 102.03 Deutsche Bank Securities Inc.
    01F06062 Purchase 103.75 Deutsche Bank Securities Inc.
    01F04262 Purchase 102.01 J.P. Morgan Securities LLC
    01F05062 Purchase 102.93 J.P. Morgan Securities LLC
    02R04262 Purchase 101.95 J.P. Morgan Securities LLC
    01F04242 Purchase 102.52 Morgan Stanley & Co. Incorporated
    01F05262 Purchase 103.25 Morgan Stanley & Co. Incorporated
    01F05262 Purchase 103.26 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 102.13 UBS Securities LLC
    01N06061 Purchase 103.94 Barclays Capital Inc.
    31402C4G Purchase 103.50 Barclays Capital Inc.
    01F05262 Purchase 103.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04263 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 103.11 Citigroup Global Markets Inc.
    01F06062 Purchase 103.69 Citigroup Global Markets Inc.
    01F04044 Purchase 100.77 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 103.63 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.22 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 103.67 Deutsche Bank Securities Inc.
    01F05261 Purchase 103.74 J.P. Morgan Securities LLC
    01F05262 Purchase 103.18 J.P. Morgan Securities LLC
    01N04263 Purchase 101.44 J.P. Morgan Securities LLC
    01N04064 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 Incorporated
    02R05062 Purchase 102.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05242 Purchase 103.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 100.72 Citigroup Global Markets Inc.
    01N04264 Purchase 100.67 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.72 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 102.34 Deutsche Bank Securities Inc.
    01F05262 Purchase 103.17 J.P. Morgan Securities LLC
    01F05262 Purchase 103.09 J.P. Morgan Securities LLC
    02R04264 Purchase 100.70 J.P. Morgan Securities LLC
    02R04242 Purchase 102.15 Morgan Stanley & Co. Incorporated
    02R05242 Purchase 103.28 Morgan Stanley & Co. Incorporated
    01N04264 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 Incorporated
    01F05062 Purchase 102.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05262 Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05262 Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04063 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) LLC
    02R04263 Purchase 100.97 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.62 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 102.16 Credit Suisse Securities (USA) LLC
    01F04063 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 LLC
    01F05262 Purchase 102.76 J.P. Morgan Securities LLC
    01F05262 Purchase 102.86 J.P. Morgan Securities LLC
    02R05262 Purchase 102.79 J.P. Morgan Securities LLC
    01F04242 Purchase 101.98 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.73 Morgan Stanley & Co. Incorporated
    01F05062 Purchase 102.34 Morgan Stanley & Co. Incorporated
    02R05262 Purchase 102.73 Morgan Stanley & Co. Incorporated
    02R05262 Purchase 102.73 RBS Securities Inc.
    31416BL6 Purchase 103.04 UBS Securities LLC
    01F05262 Purchase 102.81 Barclays Capital Inc.
    01F05062 Purchase 102.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128K5WY Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128LXH7 Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128LXJN Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128M47B Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128M4BY Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128MJBE Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128MJBW Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128MJDE Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    312930GE Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297L4R Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297L7M Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297LSM Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297MUQ Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297NQB Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297QNT Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297QRJ Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297QRV Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297QSQ Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297RAN Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297RRT Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31297V3L Purchase 102.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31371L4Q Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31371L6G Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31371MMG Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31376KL5 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31376KMJ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402RR9 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31403CXQ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31403CY7 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31403DDX Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405AHF Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406EDM Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406EV4 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406GYX Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406J2L Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406LYC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406M4Z Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406NYG Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406XR6 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406XTH Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407AW2 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407CRE Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407EJQ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407FLC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407K4B Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407NYK Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407SEG Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407SPQ Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407UAL Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407XNC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31407YXT Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31408BQL Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31410F2H Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31410FYE Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31410GRN Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31410GZC Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31410KHL Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    36241KVC Purchase 102.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 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) LLC
    02R05262 Purchase 102.59 Credit Suisse Securities (USA) LLC
    31371KWH Purchase 103.22 Credit Suisse Securities (USA) LLC
    31371L2M Purchase 103.22 Credit Suisse Securities (USA) LLC
    31371L4Q Purchase 103.22 Credit Suisse Securities (USA) LLC
    31371LJS Purchase 103.22 Credit Suisse Securities (USA) LLC
    31371MAF Purchase 103.22 Credit Suisse Securities (USA) LLC
    31371MAF Purchase 103.22 Credit Suisse Securities (USA) LLC
    31371MGG Purchase 103.22 Credit Suisse Securities (USA) LLC
    31376KL5 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31376KNN Purchase 103.22 Credit Suisse Securities (USA) LLC
    31391DGM Purchase 103.22 Credit Suisse Securities (USA) LLC
    31391XRR Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402C4H Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402CVN Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402CVQ Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402DDT Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402QYV Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402RAM Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402RR9 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31402RRP Purchase 103.22 Credit Suisse Securities (USA) LLC
    31403DD9 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31403DUK Purchase 103.22 Credit Suisse Securities (USA) LLC
    31403DUK Purchase 103.22 Credit Suisse Securities (USA) LLC
    31403DYQ Purchase 103.22 Credit Suisse Securities (USA) LLC
    31405E5N Purchase 103.22 Credit Suisse Securities (USA) LLC
    31405SAL Purchase 103.22 Credit Suisse Securities (USA) LLC
    31405SCN Purchase 103.22 Credit Suisse Securities (USA) LLC
    31405SK2 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31405XVM Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406ABU Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406FCX Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406J2G Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406LCB Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406MCD Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406MYY Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406N4B Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406NFE Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406PY2 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406PZ9 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406TQU Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406UJK Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406VRD Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406YNT Purchase 103.22 Credit Suisse Securities (USA) LLC
    31406YV9 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407AA8 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407AE5 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407BGT Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407BUX Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407CKC Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407CUX Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407CVY Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407CWW Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407EKJ Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407EZV Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407F5M Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407FD6 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407FG9 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407G3M Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407HFS Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407J5T Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407L6R Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407LH4 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407MJA Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407MZ4 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407PN6 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407PS3 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407SMV Purchase 103.22 Credit Suisse Securities (USA) LLC
    31407VLB Purchase 103.22 Credit Suisse Securities (USA) LLC
    31408DQB Purchase 103.22 Credit Suisse Securities (USA) LLC
    31410FSL Purchase 103.22 Credit Suisse Securities (USA) LLC
    31410FUQ Purchase 103.22 Credit Suisse Securities (USA) LLC
    31410FX6 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31410GCS Purchase 103.22 Credit Suisse Securities (USA) LLC
    31410GHL Purchase 103.22 Credit Suisse Securities (USA) LLC
    31410GQ6 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31410KK9 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31415P6P Purchase 103.22 Credit Suisse Securities (USA) LLC
    31416BLC Purchase 103.22 Credit Suisse Securities (USA) LLC
    31416BLD Purchase 103.22 Credit Suisse Securities (USA) LLC
    31416BN6 Purchase 103.22 Credit Suisse Securities (USA) LLC
    31416BVD Purchase 103.22 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 101.93 Deutsche Bank Securities Inc.
    31371LCE Purchase 103.04 J.P. Morgan Securities LLC
    31376J7L Purchase 103.04 J.P. Morgan Securities LLC
    31376KHQ Purchase 103.04 J.P. Morgan Securities LLC
    31385XJ5 Purchase 103.04 J.P. Morgan Securities LLC
    31385XJL Purchase 103.04 J.P. Morgan Securities LLC
    31389MYT Purchase 103.04 J.P. Morgan Securities LLC
    31390WNV Purchase 103.04 J.P. Morgan Securities LLC
    31400CQP Purchase 103.04 J.P. Morgan Securities LLC
    31400G2W Purchase 103.04 J.P. Morgan Securities LLC
    31400G2Y Purchase 103.04 J.P. Morgan Securities LLC
    31400JLR Purchase 103.04 J.P. Morgan Securities LLC
    31400JP8 Purchase 103.04 J.P. Morgan Securities LLC
    31400KA7 Purchase 103.04 J.P. Morgan Securities LLC
    31400KJW Purchase 103.04 J.P. Morgan Securities LLC
    31400LB8 Purchase 103.04 J.P. Morgan Securities LLC
    31400VZR Purchase 103.04 J.P. Morgan Securities LLC
    31400WLL Purchase 103.04 J.P. Morgan Securities LLC
    31401ARY Purchase 103.04 J.P. Morgan Securities LLC
    31401ASM Purchase 103.04 J.P. Morgan Securities LLC
    31401CKR Purchase 103.04 J.P. Morgan Securities LLC
    31401CYG Purchase 103.04 J.P. Morgan Securities LLC
    31401H2H Purchase 103.04 J.P. Morgan Securities LLC
    31401HES Purchase 103.04 J.P. Morgan Securities LLC
    31401HFB Purchase 103.04 J.P. Morgan Securities LLC
    31401HFT Purchase 103.04 J.P. Morgan Securities LLC
    31401HGG Purchase 103.04 J.P. Morgan Securities LLC
    31401HGV Purchase 103.04 J.P. Morgan Securities LLC
    31401HLP Purchase 103.04 J.P. Morgan Securities LLC
    31401HQ7 Purchase 103.04 J.P. Morgan Securities LLC
    31401HSY Purchase 103.04 J.P. Morgan Securities LLC
    31401HTV Purchase 103.04 J.P. Morgan Securities LLC
    31401HUX Purchase 103.04 J.P. Morgan Securities LLC
    31401HV4 Purchase 103.04 J.P. Morgan Securities LLC
    31401J5B Purchase 103.04 J.P. Morgan Securities LLC
    31401J5W Purchase 103.04 J.P. Morgan Securities LLC
    31401J6X Purchase 103.04 J.P. Morgan Securities LLC
    31401JND Purchase 103.04 J.P. Morgan Securities LLC
    31401JNR Purchase 103.04 J.P. Morgan Securities LLC
    31401JNS Purchase 103.04 J.P. Morgan Securities LLC
    31401JNZ Purchase 103.04 J.P. Morgan Securities LLC
    31401JPZ Purchase 103.04 J.P. Morgan Securities LLC
    31401JQF Purchase 103.04 J.P. Morgan Securities LLC
    31401JQU Purchase 103.04 J.P. Morgan Securities LLC
    31401JRB Purchase 103.04 J.P. Morgan Securities LLC
    31401JRW Purchase 103.04 J.P. Morgan Securities LLC
    31401K2B Purchase 103.04 J.P. Morgan Securities LLC
    31401KA3 Purchase 103.04 J.P. Morgan Securities LLC
    31401LDR Purchase 103.04 J.P. Morgan Securities LLC
    31401LDV Purchase 103.04 J.P. Morgan Securities LLC
    31401LGZ Purchase 103.04 J.P. Morgan Securities LLC
    31401LPW Purchase 103.04 J.P. Morgan Securities LLC
    31401LSC Purchase 103.04 J.P. Morgan Securities LLC
    31401MGD Purchase 103.04 J.P. Morgan Securities LLC
    31401MHK Purchase 103.04 J.P. Morgan Securities LLC
    31401MUY Purchase 103.04 J.P. Morgan Securities LLC
    31401NZ3 Purchase 103.04 J.P. Morgan Securities LLC
    31401PDK Purchase 103.04 J.P. Morgan Securities LLC
    31401PFC Purchase 103.04 J.P. Morgan Securities LLC
    31401PFL Purchase 103.04 J.P. Morgan Securities LLC
    31401PFQ Purchase 103.04 J.P. Morgan Securities LLC
    31401V5T Purchase 103.04 J.P. Morgan Securities LLC
    31401WC5 Purchase 103.04 J.P. Morgan Securities LLC
    31401WCG Purchase 103.04 J.P. Morgan Securities LLC
    31401WCR Purchase 103.04 J.P. Morgan Securities LLC
    31401WPU Purchase 103.04 J.P. Morgan Securities LLC
    31401WRJ Purchase 103.04 J.P. Morgan Securities LLC
    31401WRK Purchase 103.04 J.P. Morgan Securities LLC
    31401Y2Q Purchase 103.04 J.P. Morgan Securities LLC
    31402AQW Purchase 103.04 J.P. Morgan Securities LLC
    31402BEH Purchase 103.04 J.P. Morgan Securities LLC
    31402BEJ Purchase 103.04 J.P. Morgan Securities LLC
    31402C4H Purchase 103.04 J.P. Morgan Securities LLC
    31402C4H Purchase 103.04 J.P. Morgan Securities LLC
    31402C5H Purchase 103.04 J.P. Morgan Securities LLC
    31402CGN Purchase 103.04 J.P. Morgan Securities LLC
    31402DDR Purchase 103.04 J.P. Morgan Securities LLC
    31402DV9 Purchase 103.04 J.P. Morgan Securities LLC
    31402DXM Purchase 103.04 J.P. Morgan Securities LLC
    31402E2E Purchase 103.04 J.P. Morgan Securities LLC
    31402HQ6 Purchase 103.04 J.P. Morgan Securities LLC
    31402HQZ Purchase 103.04 J.P. Morgan Securities LLC
    31402KMC Purchase 103.04 J.P. Morgan Securities LLC
    31402R4S Purchase 103.04 J.P. Morgan Securities LLC
    31402V4F Purchase 103.04 J.P. Morgan Securities LLC
    31402VM6 Purchase 103.04 J.P. Morgan Securities LLC
    31402XLA Purchase 103.04 J.P. Morgan Securities LLC
    31403KX5 Purchase 103.04 J.P. Morgan Securities LLC
    31404EUF Purchase 103.04 J.P. Morgan Securities LLC
    31404NCG Purchase 103.04 J.P. Morgan Securities LLC
    31404XTS Purchase 103.04 J.P. Morgan Securities LLC
    31405AX3 Purchase 103.04 J.P. Morgan Securities LLC
    31405QUP Purchase 103.04 J.P. Morgan Securities LLC
    31405XRC Purchase 103.04 J.P. Morgan Securities LLC
    31405YTY Purchase 103.04 J.P. Morgan Securities LLC
    31406AB2 Purchase 103.04 J.P. Morgan Securities LLC
    31406ABY Purchase 103.04 J.P. Morgan Securities LLC
    31406BWH Purchase 103.04 J.P. Morgan Securities LLC
    31406ET8 Purchase 103.04 J.P. Morgan Securities LLC
    31406EVK Purchase 103.04 J.P. Morgan Securities LLC
    31406EZT Purchase 103.04 J.P. Morgan Securities LLC
    31406FU3 Purchase 103.04 J.P. Morgan Securities LLC
    31406FX3 Purchase 103.04 J.P. Morgan Securities LLC
    31406GCU Purchase 103.04 J.P. Morgan Securities LLC
    31406GPT Purchase 103.04 J.P. Morgan Securities LLC
    31406HMV Purchase 103.04 J.P. Morgan Securities LLC
    31406K4D Purchase 103.04 J.P. Morgan Securities LLC
    31406LCB Purchase 103.04 J.P. Morgan Securities LLC
    31410GPA Purchase 103.04 J.P. Morgan Securities LLC
    31410GQ6 Purchase 103.04 J.P. Morgan Securities LLC
    31410GQ6 Purchase 103.04 J.P. Morgan Securities LLC
    31410KX7 Purchase 103.04 J.P. Morgan Securities LLC
    31410VPY Purchase 103.04 J.P. Morgan Securities LLC
    31416BN5 Purchase 103.04 J.P. Morgan Securities LLC
    31416JF2 Purchase 103.04 J.P. Morgan Securities LLC
    31416JNQ Purchase 103.04 J.P. Morgan Securities LLC
    31416JNR Purchase 103.04 J.P. Morgan Securities LLC
    02R05062 Purchase 101.98 Morgan Stanley & Co. Incorporated
    01F04243 Purchase 101.77 Barclays Capital Inc.
    01F05262 Purchase 102.75 Barclays Capital Inc.
    01N05062 Purchase 102.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04243 Purchase 101.61 Citigroup Global Markets Inc.
    01F06062 Purchase 103.35 Citigroup Global Markets Inc.
    01N05062 Purchase 102.43 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 102.02 Deutsche Bank Securities Inc.
    01F06062 Purchase 103.36 J.P. Morgan Securities LLC
    01F05262 Purchase 102.73 Morgan Stanley & Co. Incorporated
    02R05262 Purchase 102.53 UBS Securities LLC
    01N05064 Purchase 101.48 Barclays Capital Inc.
    02R05062 Purchase 102.02 Barclays Capital Inc.
    21H05064 Purchase 101.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H05064 Purchase 101.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128M6YJ 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) LLC
    01N05064 Purchase 101.52 Deutsche Bank Securities Inc.
    01F06264 Purchase 103.59 J.P. Morgan Securities LLC
    01F06264 Purchase 103.59 J.P. Morgan Securities LLC
    3128K82A Purchase 102.23 Barclays Capital Inc.
    01F05262 Purchase 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04264 Purchase 100.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05262 Purchase 102.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128M6YJ Purchase 102.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402RFT Purchase 102.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    36202EVP Purchase 103.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 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) LLC
    01F05262 Purchase 102.80 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 102.78 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 102.70 Credit Suisse Securities (USA) LLC
    01N04264 Purchase 100.64 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 102.69 Deutsche Bank Securities Inc.
    01F05062 Purchase 102.28 Goldman, Sachs & Co.
    01N04264 Purchase 100.64 J.P. Morgan Securities LLC
    02R04062 Purchase 99.86 J.P. Morgan Securities LLC
    01F05062 Purchase 102.23 Morgan Stanley & Co. Incorporated
    01F05262 Purchase 102.77 Morgan Stanley & Co. Incorporated
    01F05062 Purchase 102.28 UBS Securities LLC
    01F04054 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 Incorporated
    02R04264 Purchase 100.75 BNP Paribas Securities Corp.
    02R04264 Purchase 100.47 Citigroup Global Markets Inc.
    01N04264 Purchase 100.43 Credit Suisse Securities (USA) LLC
    01N04264 Purchase 100.46 Credit Suisse Securities (USA) LLC
    01N04264 Purchase 100.48 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.50 Credit Suisse Securities (USA) LLC
    02R04264 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 LLC
    02R04264 Purchase 100.46 RBS Securities Inc.
    02R04264 Purchase 100.72 UBS Securities LLC
    01N06062 Purchase 102.98 Barclays Capital Inc.
    01F05062 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06062 Purchase 103.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31371HEZ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31371LWT Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31381BD8 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31381BDQ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31385XTY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31388WXC Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31390XPY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31390YXS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31391JAN Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31391JWJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31391TWW Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31391UPQ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31400BRJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402BEJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402C4G Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402C4H Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402DJS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402DP7 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402QSZ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402QWA Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31403DDR Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31404M2D Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31404R4Q Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31404TRU Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31404YC8 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405AYA Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405BFZ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405DXS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405ESD Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405EVY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405G6B Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405KQK Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405MCJ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405MDY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405PNR Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405QLQ Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405QRS Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405QTM Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31405WUU Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406BCY Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406ELL Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406H4C Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31406TFW Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31410GQ6 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31412NP4 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31416BLD Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31416BN5 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 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) LLC
    01F05262 Purchase 102.59 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 102.50 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 103.22 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 103.22 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 103.26 Credit Suisse Securities (USA) LLC
    01F05262 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. Incorporated
    01F05262 Purchase 102.52 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.02 Barclays Capital Inc.
    02R04264 Purchase 99.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 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) LLC
    02R04264 Purchase 99.86 J.P. Morgan Securities LLC
    02R04264 Purchase 99.85 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.00 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 99.88 UBS Securities LLC
    02R04264 Purchase 99.94 UBS Securities LLC
    3128M6YJ Purchase 101.67 Barclays Capital Inc.
    31403DDX Purchase 102.66 Barclays Capital Inc.
    01F04243 Purchase 101.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04243 Purchase 101.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31403DBD Purchase 101.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 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) LLC
    01N04264 Purchase 100.09 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.43 Credit Suisse Securities (USA) LLC
    02R04263 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 LLC
    01F04243 Purchase 101.34 Morgan Stanley & Co. Incorporated
    3128M7D7 Purchase 102.52 RBS Securities Inc.
    01F06062 Purchase 103.15 UBS Securities LLC
    02R04064 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 Incorporated
    01N04264 Purchase 100.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04044 Purchase 99.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04264 Purchase 99.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04264 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) LLC
    02R04043 Purchase 99.95 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.84 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.50 Deutsche Bank Securities Inc.
    01F06062 Purchase 103.07 J.P. Morgan Securities LLC
    02R04262 Purchase 100.56 J.P. Morgan Securities LLC
    02R06062 Purchase 103.38 J.P. Morgan Securities LLC
    31371NLF Purchase 104.24 J.P. Morgan Securities LLC
    01F06062 Purchase 103.17 Morgan Stanley & Co. Incorporated
    01F06062 Purchase 103.06 Morgan Stanley & Co. Incorporated
    01F06062 Purchase 103.11 Morgan Stanley & Co. Incorporated
    02R04242 Purchase 101.44 Morgan Stanley & Co. Incorporated
    02R06062 Purchase 103.46 Morgan Stanley & Co. Incorporated
    02R06062 Purchase 103.46 Morgan Stanley & Co. Incorporated
    02R05262 Purchase 102.29 RBS Securities Inc.
    02R04044 Purchase 99.74 UBS Securities LLC
    02R04262 Purchase 100.36 Barclays Capital Inc.
    02R04262 Purchase 100.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05262 Purchase 102.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128M6YJ Purchase 101.44 Citigroup Global Markets Inc.
    02R05262 Purchase 102.13 Cantor Fitzgerald & Co.
    01F06262 Purchase 104.39 Credit Suisse Securities (USA) LLC
    01F06262 Purchase 104.49 Credit Suisse Securities (USA) LLC
    01F06262 Purchase 103.14 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.34 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.32 Credit Suisse Securities (USA) LLC
    31410FZ9 Purchase 103.11 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.48 Deutsche Bank Securities Inc.
    02R04262 Purchase 100.45 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 100.43 UBS Securities LLC
    01F05262 Purchase 102.26 Barclays Capital Inc.
    01F06062 Purchase 102.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402RAB Purchase 101.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 102.25 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 102.30 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 103.02 Goldman, Sachs & Co.
    01F05262 Purchase 102.25 Morgan Stanley & Co. Incorporated
    01F05262 Purchase 102.34 Morgan Stanley & Co. Incorporated
    31410KFG Purchase 102.43 Morgan Stanley & Co. Incorporated
    31415PZJ Purchase 102.43 Morgan Stanley & Co. Incorporated
    31415PZK Purchase 102.43 Morgan Stanley & Co. Incorporated
    31297T3S Purchase 101.59 RBS Securities Inc.
    31297TBJ Purchase 101.59 RBS Securities Inc.
    01F05262 Purchase 102.22 UBS Securities LLC
    02R04063 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 Incorporated
    02R04263 Purchase 100.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04063 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) LLC
    02R04263 Purchase 100.19 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.24 Credit Suisse Securities (USA) LLC
    02R04063 Purchase 98.34 Deutsche Bank Securities Inc.
    02R04063 Purchase 98.52 Deutsche Bank Securities Inc.
    02R04263 Purchase 100.07 J.P. Morgan Securities LLC
    02R04263 Purchase 100.14 J.P. Morgan Securities LLC
    02R04263 Purchase 100.13 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.20 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.21 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.17 RBS Securities Inc.
    02R04263 Purchase 100.18 RBS Securities Inc.
    02R04263 Purchase 100.13 UBS Securities LLC
    01F05262 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 Incorporated
    01F05062 Purchase 101.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 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) LLC
    02R05062 Purchase 101.63 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 102.34 Deutsche Bank Securities Inc.
    01F05262 Purchase 102.27 Morgan Stanley & Co. Incorporated
    01F05062 Purchase 101.63 UBS Securities LLC
    02R04063 Purchase 99.09 Barclays Capital Inc.
    02R04063 Purchase 99.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04063 Purchase 99.12 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04063 Purchase 99.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04063 Purchase 99.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05263 Purchase 102.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 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) LLC
    02R04263 Purchase 100.76 Credit Suisse Securities (USA) LLC
    02R04263 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 LLC
    02R04063 Purchase 99.22 J.P. Morgan Securities LLC
    02R04263 Purchase 100.74 J.P. Morgan Securities LLC
    02R04263 Purchase 100.73 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 101.70 Morgan Stanley & Co. Incorporated
    02R05263 Purchase 102.30 Morgan Stanley & Co. Incorporated
    02R04063 Purchase 99.13 RBS Securities Inc.
    02R04263 Purchase 100.83 RBS Securities Inc.
    02R04063 Purchase 99.50 UBS Securities LLC
    02R05063 Purchase 101.63 UBS Securities LLC
    02R04263 Purchase 100.88 Barclays Capital Inc.
    02R04263 Purchase 101.09 Barclays Capital Inc.
    02R04063 Purchase 99.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 101.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04264 Purchase 100.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 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) LLC
    01F04263 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 LLC
    02R04263 Purchase 101.03 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 101.10 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 101.02 UBS Securities LLC
    02R04263 Purchase 101.03 UBS Securities LLC
    02R04263 Purchase 101.09 UBS Securities LLC
    02R04063 Purchase 99.66 Barclays Capital Inc.
    02R04263 Purchase 101.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04063 Purchase 99.65 BNP Paribas Securities Corp.
    01F04063 Purchase 99.71 BNP Paribas Securities Corp.
    01F04263 Purchase 101.19 BNP Paribas Securities Corp.
    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) LLC
    01F04263 Purchase 101.18 Credit Suisse Securities (USA) LLC
    02R04043 Purchase 100.62 Credit Suisse Securities (USA) LLC
    02R04063 Purchase 99.69 Credit Suisse Securities (USA) LLC
    02R04063 Purchase 99.53 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.02 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.05 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.05 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.10 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.97 Credit Suisse Securities (USA) LLC
    01F04263 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. Incorporated
    02R04263 Purchase 101.02 Morgan Stanley & Co. Incorporated
    01F04244 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 Incorporated
    01F04264 Purchase 100.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05063 Purchase 101.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04264 Purchase 100.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    01F04263 Purchase 100.73 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 100.80 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 100.92 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.43 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.43 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.59 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.55 Deutsche Bank Securities Inc.
    01N05063 Purchase 102.13 J.P. Morgan Securities LLC
    31416BXR Purchase 102.66 J.P. Morgan Securities LLC
    01F04263 Purchase 100.77 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.84 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.86 UBS Securities LLC
    01F05263 Purchase 102.59 UBS Securities LLC
    02R04264 Purchase 100.36 UBS Securities LLC
    01F04243 Purchase 102.00 Barclays Capital Inc.
    01F04243 Purchase 102.02 Barclays Capital Inc.
    02R04263 Purchase 101.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04264 Purchase 100.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    3128M5KV Purchase 103.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 101.06 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.06 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.00 Deutsche Bank Securities Inc.
    02R04263 Purchase 101.09 Deutsche Bank Securities Inc.
    01F05063 Purchase 102.30 J.P. Morgan Securities LLC
    02R04263 Purchase 100.82 Morgan Stanley & Co. Incorporated
    01F04243 Purchase 102.01 UBS Securities LLC
    02R05063 Purchase 102.09 UBS Securities LLC
    01F04263 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 Incorporated
    01F04263 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 LLC
    01F04263 Purchase 101.21 J.P. Morgan Securities LLC
    01F04263 Purchase 101.02 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.84 Morgan Stanley & Co. Incorporated
    31416BLC 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 Incorporated
    01F04263 Purchase 100.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    3128M6UR Purchase 104.17 Credit Suisse Securities (USA) LLC
    01F06264 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
    02R05063 Purchase 101.84 J.P. Morgan Securities LLC
    02R05063 Purchase 101.86 J.P. Morgan Securities LLC
    01F04263 Purchase 100.75 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.88 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.78 UBS Securities LLC
    01F04263 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 Incorporated
    01F04263 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) LLC
    3128M7GD Purchase 103.56 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.02 Deutsche Bank Securities Inc.
    01F04263 Purchase 101.12 J.P. Morgan Securities LLC
    01F04263 Purchase 100.93 J.P. Morgan Securities LLC
    3128LXBE Purchase 102.20 J.P. Morgan Securities LLC
    31402RJL Purchase 102.27 J.P. Morgan Securities LLC
    02R04263 Purchase 101.00 Morgan Stanley & Co. Incorporated
    01F04263 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 Incorporated
    02R04263 Purchase 100.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    01F04263 Purchase 100.88 Deutsche Bank Securities Inc.
    02R04263 Purchase 100.87 Deutsche Bank Securities Inc.
    02R05063 Purchase 101.88 J.P. Morgan Securities LLC
    31403C6L Purchase 102.13 J.P. Morgan Securities LLC
    31410FSK Purchase 102.22 J.P. Morgan Securities LLC
    01F04263 Purchase 100.91 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 101.83 Morgan Stanley & Co. Incorporated
    31410FSK Purchase 102.22 RBS Securities Inc.
    02R04043 Purchase 100.65 UBS Securities LLC
    02R04263 Purchase 100.86 UBS Securities LLC
    01N04265 Purchase 100.16 Barclays Capital Inc.
    01N05065 Purchase 101.42 Barclays Capital Inc.
    01F04263 Purchase 100.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 100.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 100.97 BNP Paribas Securities Corp.
    01F04263 Purchase 100.96 Citigroup Global Markets Inc.
    3128LXBF Purchase 102.06 Citigroup Global Markets Inc.
    01F04263 Purchase 100.98 Cantor Fitzgerald & Co.
    01F04263 Purchase 100.95 Credit Suisse Securities (USA) LLC
    01N05065 Purchase 101.41 Credit Suisse Securities (USA) LLC
    02R06264 Purchase 104.11 Credit Suisse Securities (USA) LLC
    01F04263 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 LLC
    02R04263 Purchase 100.88 Morgan Stanley & Co. Incorporated
    02R04263 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 Incorporated
    01F04263 Purchase 100.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 100.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    01F04263 Purchase 100.59 Credit Suisse Securities (USA) LLC
    02R04063 Purchase 98.16 Credit Suisse Securities (USA) LLC
    02R04063 Purchase 98.25 Credit Suisse Securities (USA) LLC
    01F04063 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. Incorporated
    02R04063 Purchase 98.20 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 101.83 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.75 UBS Securities LLC
    01F04064 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 Incorporated
    02R04264 Purchase 99.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 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.
    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) LLC
    01F04064 Purchase 97.98 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 99.94 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.07 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 99.88 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 99.89 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.06 Deutsche Bank Securities Inc.
    02R05064 Purchase 101.27 Deutsche Bank Securities Inc.
    01F04264 Purchase 99.99 J.P. Morgan Securities LLC
    31410G2W Purchase 101.87 J.P. Morgan Securities LLC
    31410KHA Purchase 101.88 J.P. Morgan Securities LLC
    31410KQJ Purchase 101.88 J.P. Morgan Securities LLC
    01F04064 Purchase 98.05 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.07 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.01 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 99.93 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 99.92 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 99.98 UBS Securities LLC
    01F04264 Purchase 100.06 UBS Securities LLC
    01F04264 Purchase 100.00 UBS Securities LLC
    01F04264 Purchase 100.01 UBS Securities LLC
    02R04264 Purchase 99.93 UBS Securities LLC
    02R04263 Purchase 100.17 Barclays Capital Inc.
    02R05063 Purchase 101.54 Barclays Capital Inc.
    02R04063 Purchase 98.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 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) LLC
    02R04063 Purchase 98.37 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.14 Credit Suisse Securities (USA) LLC
    02R04263 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 LLC
    3128LXAT Purchase 101.79 J.P. Morgan Securities LLC
    02R04063 Purchase 98.05 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.20 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.34 UBS Securities LLC
    02R04263 Purchase 100.12 UBS Securities LLC
    02R04263 Purchase 100.19 UBS Securities LLC
    01F04043 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) LLC
    02R04263 Purchase 100.29 Credit Suisse Securities (USA) LLC
    01F04263 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 LLC
    02R04063 Purchase 98.28 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.31 Morgan Stanley & Co. Incorporated
    02R04063 Purchase 98.29 RBS Securities Inc.
    02R05063 Purchase 101.84 RBS Securities Inc.
    01F04263 Purchase 100.50 UBS Securities LLC
    31402RAB Purchase 101.97 UBS Securities LLC
    31402RF8 Purchase 101.97 UBS Securities LLC
    01F05263 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 Incorporated
    01F06064 Sale 103.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 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) LLC
    01F05063 Purchase 101.81 Credit Suisse Securities (USA) LLC
    01F06063 Purchase 103.41 Credit Suisse Securities (USA) LLC
    02R05263 Purchase 102.65 Credit Suisse Securities (USA) LLC
    01F04244 Sale 101.61 Credit Suisse Securities (USA) LLC
    01F05064 Sale 101.47 Credit Suisse Securities (USA) LLC
    01F06064 Sale 103.14 Credit Suisse Securities (USA) LLC
    02R05264 Sale 102.34 Credit Suisse Securities (USA) LLC
    01F05263 Purchase 102.66 Deutsche Bank Securities Inc.
    01F05263 Purchase 102.67 Deutsche Bank Securities Inc.
    01F06063 Purchase 103.48 Deutsche Bank Securities Inc.
    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 LLC
    01F05263 Purchase 102.64 J.P. Morgan Securities LLC
    01F05264 Sale 102.34 J.P. Morgan Securities LLC
    01F05264 Sale 102.28 J.P. Morgan Securities LLC
    01F05263 Purchase 102.67 Morgan Stanley & Co. Incorporated
    01F05264 Sale 102.38 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 102.65 RBS Securities Inc.
    01F05264 Sale 102.36 RBS Securities Inc.
    01F05263 Purchase 102.54 UBS Securities LLC
    01F06063 Purchase 103.40 UBS Securities LLC
    01F05264 Sale 102.28 UBS Securities LLC
    01F06064 Sale 103.13 UBS Securities LLC
    01F05263 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 Incorporated
    02R05063 Purchase 101.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Sale 103.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05064 Sale 101.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06063 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) LLC
    01F05263 Purchase 102.81 Credit Suisse Securities (USA) LLC
    01F05263 Purchase 102.79 Credit Suisse Securities (USA) LLC
    01F06063 Purchase 103.55 Credit Suisse Securities (USA) LLC
    01F05264 Sale 102.42 Credit Suisse Securities (USA) LLC
    01F05264 Sale 102.52 Credit Suisse Securities (USA) LLC
    01F05264 Sale 102.49 Credit Suisse Securities (USA) LLC
    01F06064 Sale 103.27 Credit Suisse Securities (USA) LLC
    01F05263 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.
    01F05263 Purchase 102.80 J.P. Morgan Securities LLC
    01F05264 Sale 102.50 J.P. Morgan Securities LLC
    01F05263 Purchase 102.83 Morgan Stanley & Co. Incorporated
    01F06063 Purchase 103.56 Morgan Stanley & Co. Incorporated
    01F05264 Sale 102.53 Morgan Stanley & Co. Incorporated
    01F06064 Sale 103.29 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 101.90 RBS Securities Inc.
    02R05064 Sale 101.56 RBS Securities Inc.
    01F04263 Purchase 100.69 UBS Securities LLC
    01F05263 Purchase 102.77 UBS Securities LLC
    02R05063 Purchase 101.91 UBS Securities LLC
    01F04264 Sale 100.36 UBS Securities LLC
    01F05264 Sale 102.47 UBS Securities LLC
    02R05064 Sale 101.58 UBS Securities LLC
    01F04063 Purchase 98.71 Barclays Capital Inc.
    01F04263 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    02R04063 Purchase 98.56 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.69 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 100.67 Deutsche Bank Securities Inc.
    01F04263 Purchase 100.67 Goldman, Sachs & Co.
    01F04063 Purchase 98.67 J.P. Morgan Securities LLC
    01F05263 Purchase 102.84 J.P. Morgan Securities LLC
    31368HMH Purchase 101.98 J.P. Morgan Securities LLC
    31371M7H Purchase 101.98 J.P. Morgan Securities LLC
    31371MDS Purchase 101.98 J.P. Morgan Securities LLC
    31371MEP Purchase 101.98 J.P. Morgan Securities LLC
    31371MGF Purchase 101.98 J.P. Morgan Securities LLC
    31371MRQ Purchase 101.98 J.P. Morgan Securities LLC
    31371MRQ Purchase 101.98 J.P. Morgan Securities LLC
    31371MUX Purchase 101.98 J.P. Morgan Securities LLC
    31402RAF Purchase 101.98 J.P. Morgan Securities LLC
    31402RRN Purchase 101.98 J.P. Morgan Securities LLC
    31402RSN Purchase 101.98 J.P. Morgan Securities LLC
    31403CZD Purchase 101.98 J.P. Morgan Securities LLC
    31403CZM Purchase 101.98 J.P. Morgan Securities LLC
    31403DBD Purchase 101.98 J.P. Morgan Securities LLC
    31403DGU Purchase 101.98 J.P. Morgan Securities LLC
    31403DGU Purchase 101.98 J.P. Morgan Securities LLC
    31403DJ2 Purchase 101.98 J.P. Morgan Securities LLC
    31403DJ2 Purchase 101.98 J.P. Morgan Securities LLC
    31403DJS Purchase 101.98 J.P. Morgan Securities LLC
    31403DMH Purchase 101.98 J.P. Morgan Securities LLC
    31403DQH Purchase 101.98 J.P. Morgan Securities LLC
    31405SEQ Purchase 101.98 J.P. Morgan Securities LLC
    31405SKV Purchase 101.98 J.P. Morgan Securities LLC
    31406B4S Purchase 101.98 J.P. Morgan Securities LLC
    31406NM6 Purchase 101.98 J.P. Morgan Securities LLC
    31406RD3 Purchase 101.98 J.P. Morgan Securities LLC
    31406UJG Purchase 101.98 J.P. Morgan Securities LLC
    31406UJV Purchase 101.98 J.P. Morgan Securities LLC
    31406UL3 Purchase 101.98 J.P. Morgan Securities LLC
    31406ULW Purchase 101.98 J.P. Morgan Securities LLC
    31407ABT Purchase 101.98 J.P. Morgan Securities LLC
    31407AEQ Purchase 101.98 J.P. Morgan Securities LLC
    31407AYW Purchase 101.98 J.P. Morgan Securities LLC
    31407B3J Purchase 101.98 J.P. Morgan Securities LLC
    31407CAE Purchase 101.98 J.P. Morgan Securities LLC
    31407CBT Purchase 101.98 J.P. Morgan Securities LLC
    31407CU6 Purchase 101.98 J.P. Morgan Securities LLC
    31407DZG Purchase 101.98 J.P. Morgan Securities LLC
    31407EAH Purchase 101.98 J.P. Morgan Securities LLC
    31407EEV Purchase 101.98 J.P. Morgan Securities LLC
    31407EH3 Purchase 101.98 J.P. Morgan Securities LLC
    31407EHN Purchase 101.98 J.P. Morgan Securities LLC
    31407F5N Purchase 101.98 J.P. Morgan Securities LLC
    31407F6F Purchase 101.98 J.P. Morgan Securities LLC
    31407F6H Purchase 101.98 J.P. Morgan Securities LLC
    31407FET Purchase 101.98 J.P. Morgan Securities LLC
    31407FET Purchase 101.98 J.P. Morgan Securities LLC
    31407FGK Purchase 101.98 J.P. Morgan Securities LLC
    31407FHU Purchase 101.98 J.P. Morgan Securities LLC
    31407FLB Purchase 101.98 J.P. Morgan Securities LLC
    31407G6E Purchase 101.98 J.P. Morgan Securities LLC
    31407G6K Purchase 101.98 J.P. Morgan Securities LLC
    31407GBP Purchase 101.98 J.P. Morgan Securities LLC
    31407HHT Purchase 101.98 J.P. Morgan Securities LLC
    31407J3L Purchase 101.98 J.P. Morgan Securities LLC
    31407JWH Purchase 101.98 J.P. Morgan Securities LLC
    31407JXD Purchase 101.98 J.P. Morgan Securities LLC
    31407JZG Purchase 101.98 J.P. Morgan Securities LLC
    31407KDU Purchase 101.98 J.P. Morgan Securities LLC
    31407KEZ Purchase 101.98 J.P. Morgan Securities LLC
    31407KGG Purchase 101.98 J.P. Morgan Securities LLC
    31407KH5 Purchase 101.98 J.P. Morgan Securities LLC
    31407KL6 Purchase 101.98 J.P. Morgan Securities LLC
    31407KRH Purchase 101.98 J.P. Morgan Securities LLC
    31407KYB Purchase 101.98 J.P. Morgan Securities LLC
    31407LLB Purchase 101.98 J.P. Morgan Securities LLC
    31407LQK Purchase 101.98 J.P. Morgan Securities LLC
    31407MG7 Purchase 101.98 J.P. Morgan Securities LLC
    31407MHT Purchase 101.98 J.P. Morgan Securities LLC
    31407MY4 Purchase 101.98 J.P. Morgan Securities LLC
    31407MZH Purchase 101.98 J.P. Morgan Securities LLC
    31407MZH Purchase 101.98 J.P. Morgan Securities LLC
    31407N5H Purchase 101.98 J.P. Morgan Securities LLC
    31407NP5 Purchase 101.98 J.P. Morgan Securities LLC
    31407NRC Purchase 101.98 J.P. Morgan Securities LLC
    31407PBC Purchase 101.98 J.P. Morgan Securities LLC
    31407PBC Purchase 101.98 J.P. Morgan Securities LLC
    31407PCU Purchase 101.98 J.P. Morgan Securities LLC
    31407PKH Purchase 101.98 J.P. Morgan Securities LLC
    31407PM8 Purchase 101.98 J.P. Morgan Securities LLC
    31407PW9 Purchase 101.98 J.P. Morgan Securities LLC
    31407Q3W Purchase 101.98 J.P. Morgan Securities LLC
    31407RU5 Purchase 101.98 J.P. Morgan Securities LLC
    31407RZG Purchase 101.98 J.P. Morgan Securities LLC
    31407SJR Purchase 101.98 J.P. Morgan Securities LLC
    31407SJW Purchase 101.98 J.P. Morgan Securities LLC
    31407SL6 Purchase 101.98 J.P. Morgan Securities LLC
    31407SMA Purchase 101.98 J.P. Morgan Securities LLC
    31407U2C Purchase 101.98 J.P. Morgan Securities LLC
    31407VY4 Purchase 101.98 J.P. Morgan Securities LLC
    31407XPS Purchase 101.98 J.P. Morgan Securities LLC
    31407XRX Purchase 101.98 J.P. Morgan Securities LLC
    31407XTH Purchase 101.98 J.P. Morgan Securities LLC
    31407XXN Purchase 101.98 J.P. Morgan Securities LLC
    31407Y3Q Purchase 101.98 J.P. Morgan Securities LLC
    31408AAL Purchase 101.98 J.P. Morgan Securities LLC
    31408AAN Purchase 101.98 J.P. Morgan Securities LLC
    31408APB Purchase 101.98 J.P. Morgan Securities LLC
    31408AUR Purchase 101.98 J.P. Morgan Securities LLC
    31408CP7 Purchase 101.98 J.P. Morgan Securities LLC
    31408CV9 Purchase 101.98 J.P. Morgan Securities LLC
    31408DN5 Purchase 101.98 J.P. Morgan Securities LLC
    31408DQG Purchase 101.98 J.P. Morgan Securities LLC
    31408F6B Purchase 101.98 J.P. Morgan Securities LLC
    31408GJ5 Purchase 101.98 J.P. Morgan Securities LLC
    31408JD3 Purchase 101.98 J.P. Morgan Securities LLC
    31408JDV Purchase 101.98 J.P. Morgan Securities LLC
    31408JK7 Purchase 101.98 J.P. Morgan Securities LLC
    31408JK7 Purchase 101.98 J.P. Morgan Securities LLC
    31409A3A Purchase 101.98 J.P. Morgan Securities LLC
    31409AF3 Purchase 101.98 J.P. Morgan Securities LLC
    31409AQX Purchase 101.98 J.P. Morgan Securities LLC
    31409C3T Purchase 101.98 J.P. Morgan Securities LLC
    31409CD9 Purchase 101.98 J.P. Morgan Securities LLC
    31409CV8 Purchase 101.98 J.P. Morgan Securities LLC
    31409DEZ Purchase 101.98 J.P. Morgan Securities LLC
    31409DS8 Purchase 101.98 J.P. Morgan Securities LLC
    31409DUQ Purchase 101.98 J.P. Morgan Securities LLC
    31409DYM Purchase 101.98 J.P. Morgan Securities LLC
    31409ELP Purchase 101.98 J.P. Morgan Securities LLC
    31409FWR Purchase 101.98 J.P. Morgan Securities LLC
    31409G7E Purchase 101.98 J.P. Morgan Securities LLC
    31409GMH Purchase 101.98 J.P. Morgan Securities LLC
    31409GMQ Purchase 101.98 J.P. Morgan Securities LLC
    31409GX9 Purchase 101.98 J.P. Morgan Securities LLC
    31409JF2 Purchase 101.98 J.P. Morgan Securities LLC
    31409JYQ Purchase 101.98 J.P. Morgan Securities LLC
    31409JZW Purchase 101.98 J.P. Morgan Securities LLC
    31409TRY Purchase 101.98 J.P. Morgan Securities LLC
    31409TSW Purchase 101.98 J.P. Morgan Securities LLC
    31409U5Z Purchase 101.98 J.P. Morgan Securities LLC
    31409VPQ Purchase 101.98 J.P. Morgan Securities LLC
    31409WKX Purchase 101.98 J.P. Morgan Securities LLC
    31409WLA Purchase 101.98 J.P. Morgan Securities LLC
    31409WLA Purchase 101.98 J.P. Morgan Securities LLC
    31409XQ8 Purchase 101.98 J.P. Morgan Securities LLC
    31410AT8 Purchase 101.98 J.P. Morgan Securities LLC
    31410BBJ Purchase 101.98 J.P. Morgan Securities LLC
    31410CUX Purchase 101.98 J.P. Morgan Securities LLC
    31410DVP Purchase 101.98 J.P. Morgan Securities LLC
    31410F4U Purchase 101.98 J.P. Morgan Securities LLC
    31410FFF Purchase 101.98 J.P. Morgan Securities LLC
    31410FV3 Purchase 101.98 J.P. Morgan Securities LLC
    31410FVM Purchase 101.98 J.P. Morgan Securities LLC
    31410FY6 Purchase 101.98 J.P. Morgan Securities LLC
    31410FYJ Purchase 101.98 J.P. Morgan Securities LLC
    31410FYJ Purchase 101.98 J.P. Morgan Securities LLC
    31410GAE Purchase 101.98 J.P. Morgan Securities LLC
    31410GAQ Purchase 101.98 J.P. Morgan Securities LLC
    31410GJX Purchase 101.98 J.P. Morgan Securities LLC
    31410MRQ Purchase 101.98 J.P. Morgan Securities LLC
    31410MRQ Purchase 101.98 J.P. Morgan Securities LLC
    31410Q4L Purchase 101.98 J.P. Morgan Securities LLC
    31410QBJ Purchase 101.98 J.P. Morgan Securities LLC
    31410QT8 Purchase 101.98 J.P. Morgan Securities LLC
    31410TEX Purchase 101.98 J.P. Morgan Securities LLC
    31411BGR Purchase 101.98 J.P. Morgan Securities LLC
    31411EEJ Purchase 101.98 J.P. Morgan Securities LLC
    31411HT6 Purchase 101.98 J.P. Morgan Securities LLC
    31411UH4 Purchase 101.98 J.P. Morgan Securities LLC
    31412BEW Purchase 101.98 J.P. Morgan Securities LLC
    31412DXT Purchase 101.98 J.P. Morgan Securities LLC
    31412LLX Purchase 101.98 J.P. Morgan Securities LLC
    31412NPZ Purchase 101.98 J.P. Morgan Securities LLC
    31413YDF Purchase 101.98 J.P. Morgan Securities LLC
    01F04063 Purchase 98.79 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 102.83 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.65 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.57 UBS Securities LLC
    01F06063 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.
    01F06064 Sale 103.30 Deutsche Bank Securities Inc.
    01F05263 Purchase 102.69 Morgan Stanley & Co. Incorporated
    01F06063 Purchase 103.39 Morgan Stanley & Co. Incorporated
    01F05264 Sale 102.38 Morgan Stanley & Co. Incorporated
    01F06064 Sale 103.10 Morgan Stanley & Co. Incorporated
    01F06063 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 Incorporated
    02R04264 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    02R04064 Purchase 98.09 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.16 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.23 Credit Suisse Securities (USA) LLC
    01N04264 Purchase 100.44 Deutsche Bank Securities Inc.
    02R04264 Purchase 100.23 J.P. Morgan Securities LLC
    01F04263 Purchase 100.60 Morgan Stanley & Co. Incorporated
    01N04264 Purchase 100.38 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.21 Morgan Stanley & Co. Incorporated
    31416BL6 Purchase 102.83 RBS Securities Inc.
    02R04064 Purchase 98.17 UBS Securities LLC
    02R04264 Purchase 100.11 UBS Securities LLC
    02R04264 Purchase 100.86 Barclays Capital Inc.
    02R04264 Purchase 100.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 100.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 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) LLC
    01F06063 Purchase 103.40 Credit Suisse Securities (USA) LLC
    02R06264 Purchase 104.12 Credit Suisse Securities (USA) LLC
    02R06264 Purchase 104.13 Credit Suisse Securities (USA) LLC
    01F06063 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 LLC
    02R04264 Purchase 100.66 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.83 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.59 RBS Securities Inc.
    02R04264 Purchase 100.59 RBS Securities Inc.
    02R04264 Purchase 100.48 UBS Securities LLC
    02R04264 Purchase 100.60 UBS Securities LLC
    01F04063 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 Incorporated
    01F05263 Purchase 102.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04063 Purchase 98.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Sale 98.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Sale 102.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Sale 102.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 98.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04063 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) LLC
    01F04063 Purchase 99.20 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.22 Credit Suisse Securities (USA) LLC
    01F05263 Purchase 102.77 Credit Suisse Securities (USA) LLC
    01F05263 Purchase 102.85 Credit Suisse Securities (USA) LLC
    01F04064 Sale 98.83 Credit Suisse Securities (USA) LLC
    01F04064 Sale 98.91 Credit Suisse Securities (USA) LLC
    01F04264 Sale 100.89 Credit Suisse Securities (USA) LLC
    01F05264 Sale 102.47 Credit Suisse Securities (USA) LLC
    01F05264 Sale 102.55 Credit Suisse Securities (USA) LLC
    01F04063 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
    01F05263 Purchase 102.82 J.P. Morgan Securities LLC
    01F04264 Sale 100.84 J.P. Morgan Securities LLC
    01F05264 Sale 102.52 J.P. Morgan Securities LLC
    01F04063 Purchase 99.37 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 102.86 Morgan Stanley & Co. Incorporated
    01F04064 Sale 99.08 Morgan Stanley & Co. Incorporated
    01F05264 Sale 102.56 Morgan Stanley & Co. Incorporated
    01F04263 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 Incorporated
    01F04263 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 101.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 101.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    01F04063 Purchase 99.13 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.11 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.14 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.21 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.23 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.26 Credit Suisse Securities (USA) LLC
    01F04263 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 LLC
    01F04263 Purchase 101.23 J.P. Morgan Securities LLC
    02R04263 Purchase 101.17 J.P. Morgan Securities LLC
    3128M6AR Purchase 102.94 J.P. Morgan Securities LLC
    31403DGY Purchase 102.48 J.P. Morgan Securities LLC
    01F04063 Purchase 99.07 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.11 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.15 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.33 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.23 UBS Securities LLC
    01F05263 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) LLC
    01F06063 Purchase 103.36 Credit Suisse Securities (USA) LLC
    01F04264 Sale 100.84 Credit Suisse Securities (USA) LLC
    01F06064 Sale 103.06 Credit Suisse Securities (USA) LLC
    01F04063 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 LLC
    02R05064 Sale 101.86 J.P. Morgan Securities LLC
    01F06063 Purchase 103.38 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 102.20 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 102.21 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 102.22 Morgan Stanley & Co. Incorporated
    01F06064 Sale 103.08 Morgan Stanley & Co. Incorporated
    02R05064 Sale 101.89 Morgan Stanley & Co. Incorporated
    02R05064 Sale 101.89 Morgan Stanley & Co. Incorporated
    02R05064 Sale 101.90 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05063 Purchase 102.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Sale 102.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05064 Sale 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 102.86 Citigroup Global Markets Inc.
    01F05264 Sale 102.56 Citigroup Global Markets Inc.
    01F04063 Purchase 98.97 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.11 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.18 Credit Suisse Securities (USA) LLC
    01F04064 Sale 98.69 Credit Suisse Securities (USA) LLC
    02R05064 Sale 101.80 Credit Suisse Securities (USA) LLC
    02R05064 Sale 101.88 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.13 Deutsche Bank Securities Inc.
    02R05064 Sale 101.81 Deutsche Bank Securities Inc.
    01F06063 Purchase 103.42 J.P. Morgan Securities LLC
    02R04064 Purchase 98.84 J.P. Morgan Securities LLC
    01F06064 Sale 103.13 J.P. Morgan Securities LLC
    02R04063 Sale 99.25 J.P. Morgan Securities LLC
    01F05263 Purchase 102.89 Morgan Stanley & Co. Incorporated
    02R04064 Purchase 98.80 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 102.16 Morgan Stanley & Co. Incorporated
    01F05264 Sale 102.60 Morgan Stanley & Co. Incorporated
    02R04063 Sale 99.20 Morgan Stanley & Co. Incorporated
    02R05064 Sale 101.85 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04265 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402Q6U Purchase 102.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31402QVN Purchase 102.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04063 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) LLC
    02R04263 Purchase 100.98 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 101.01 Credit Suisse Securities (USA) LLC
    01F04063 Purchase 99.20 Deutsche Bank Securities Inc.
    02R04063 Purchase 98.88 J.P. Morgan Securities LLC
    02R04263 Purchase 100.95 J.P. Morgan Securities LLC
    01F04063 Purchase 99.02 Morgan Stanley & Co. Incorporated
    01F04063 Purchase 99.02 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.95 Morgan Stanley & Co. Incorporated
    02R05063 Purchase 102.26 RBS Securities Inc.
    31402RCV Purchase 102.48 RBS Securities Inc.
    02R04063 Purchase 98.81 UBS Securities LLC
    02R06063 Purchase 103.60 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R06064 Sale 103.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06063 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) LLC
    02R04064 Purchase 98.56 Credit Suisse Securities (USA) LLC
    02R06063 Purchase 103.59 Credit Suisse Securities (USA) LLC
    01F04264 Sale 100.69 Credit Suisse Securities (USA) LLC
    02R04063 Sale 98.92 Credit Suisse Securities (USA) LLC
    02R06064 Sale 103.34 Credit Suisse Securities (USA) LLC
    01F04063 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 LLC
    01F05264 Sale 102.66 J.P. Morgan Securities LLC
    01F05263 Purchase 102.93 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 102.98 Morgan Stanley & Co. Incorporated
    01F05264 Sale 102.66 Morgan Stanley & Co. Incorporated
    01F05264 Sale 102.71 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 102.87 Barclays Capital Inc.
    01F05064 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04063 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) LLC
    01F05063 Purchase 102.40 Credit Suisse Securities (USA) LLC
    01F05064 Purchase 102.06 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 98.50 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.58 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.59 Credit Suisse Securities (USA) LLC
    02R05064 Purchase 101.82 Credit Suisse Securities (USA) LLC
    01F04064 Purchase 98.64 Deutsche Bank Securities Inc.
    01F04264 Purchase 100.67 Deutsche Bank Securities Inc.
    01F04263 Purchase 101.02 J.P. Morgan Securities LLC
    31371MDS Purchase 102.44 J.P. Morgan Securities LLC
    31371MDS Purchase 102.44 J.P. Morgan Securities LLC
    31407SJ9 Purchase 102.44 J.P. Morgan Securities LLC
    31407Y2K Purchase 102.44 J.P. Morgan Securities LLC
    31407YR6 Purchase 102.44 J.P. Morgan Securities LLC
    31407YR6 Purchase 102.44 J.P. Morgan Securities LLC
    31408F6B Purchase 102.44 J.P. Morgan Securities LLC
    31408F6B Purchase 102.44 J.P. Morgan Securities LLC
    31408JD3 Purchase 102.44 J.P. Morgan Securities LLC
    31409GGX Purchase 102.44 J.P. Morgan Securities LLC
    31409TRY Purchase 102.44 J.P. Morgan Securities LLC
    31410CUX Purchase 102.44 J.P. Morgan Securities LLC
    31410GPB Purchase 102.44 J.P. Morgan Securities LLC
    31410GPB Purchase 102.44 J.P. Morgan Securities LLC
    31410KMG Purchase 102.44 J.P. Morgan Securities LLC
    01F04264 Purchase 100.67 Morgan Stanley & Co. Incorporated
    01F05064 Purchase 102.01 Barclays Capital Inc.
    01F05064 Purchase 102.02 Barclays Capital Inc.
    01F04064 Purchase 98.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 100.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 100.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 100.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 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) LLC
    01F04264 Purchase 100.73 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.82 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.70 Credit Suisse Securities (USA) LLC
    01F04064 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 LLC
    01F04264 Purchase 100.69 J.P. Morgan Securities LLC
    02R04244 Purchase 101.88 J.P. Morgan Securities LLC
    01F04243 Purchase 102.16 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.68 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.94 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.45 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.94 UBS Securities LLC
    01N06063 Purchase 103.73 Credit Suisse Securities (USA) LLC
    01N06064 Sale 103.47 Credit Suisse Securities (USA) LLC
    01N06063 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 Incorporated
    01F05264 Purchase 102.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Purchase 103.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Purchase 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 102.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 Sale 103.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 Sale 103.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 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) LLC
    01F05043 Purchase 103.34 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 103.52 Credit Suisse Securities (USA) LLC
    01F04244 Sale 102.06 Credit Suisse Securities (USA) LLC
    01F05044 Sale 103.08 Credit Suisse Securities (USA) LLC
    01F06065 Sale 103.27 Credit Suisse Securities (USA) LLC
    01F04243 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 LLC
    01F05265 Sale 102.72 J.P. Morgan Securities LLC
    01F05264 Purchase 103.02 Morgan Stanley & Co. Incorporated
    01F06064 Purchase 103.55 Morgan Stanley & Co. Incorporated
    01F05265 Sale 102.75 Morgan Stanley & Co. Incorporated
    01F06065 Sale 103.30 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 99.13 Barclays Capital Inc.
    01N04265 Purchase 100.99 Barclays Capital Inc.
    01F04064 Purchase 99.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 101.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04265 Purchase 100.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04265 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) LLC
    02R04264 Purchase 100.98 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 100.45 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 100.50 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 98.76 Deutsche Bank Securities Inc.
    02R04066 Purchase 98.64 Deutsche Bank Securities Inc.
    01N04265 Purchase 100.86 J.P. Morgan Securities LLC
    02R04066 Purchase 98.47 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 100.41 UBS Securities LLC
    02R04044 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.
    02R04043 Sale 101.09 Barclays Capital Inc.
    02R04044 Purchase 100.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04043 Sale 101.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N05263 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) LLC
    02R04044 Purchase 100.69 Credit Suisse Securities (USA) LLC
    02R04044 Purchase 100.72 Credit Suisse Securities (USA) LLC
    02R04044 Purchase 100.72 Credit Suisse Securities (USA) LLC
    01N06064 Sale 103.69 Credit Suisse Securities (USA) LLC
    02R04043 Sale 101.03 Credit Suisse Securities (USA) LLC
    02R04043 Sale 101.05 Credit Suisse Securities (USA) LLC
    02R04043 Sale 101.05 Credit Suisse Securities (USA) LLC
    02R04044 Purchase 100.73 J.P. Morgan Securities LLC
    02R04043 Sale 101.08 J.P. Morgan Securities LLC
    01N06063 Purchase 104.01 Morgan Stanley & Co. Incorporated
    02R04044 Purchase 100.67 Morgan Stanley & Co. Incorporated
    01N06064 Sale 103.74 Morgan Stanley & Co. Incorporated
    02R04043 Sale 101.02 Morgan Stanley & Co. Incorporated
    01N06063 Purchase 104.00 UBS Securities LLC
    01N06064 Sale 103.72 UBS Securities LLC
    02R04064 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 Incorporated
    02R04064 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) LLC
    02R04064 Purchase 99.16 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 101.02 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 101.07 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 101.17 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 101.10 J.P. Morgan Securities LLC
    02R04064 Purchase 99.09 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 101.14 Morgan Stanley & Co. Incorporated
    02R04064 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 LLC
    02R04064 Purchase 99.17 UBS Securities LLC
    02R04264 Purchase 100.97 UBS Securities LLC
    01F04264 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 Incorporated
    02R04265 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    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) LLC
    01F04265 Purchase 100.72 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 98.64 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 98.66 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.66 Credit Suisse Securities (USA) LLC
    21H04264 Purchase 100.92 Credit Suisse Securities (USA) LLC
    21H04264 Purchase 101.06 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.97 Deutsche Bank Securities Inc.
    01F04264 Purchase 101.05 J.P. Morgan Securities LLC
    01F04265 Purchase 100.69 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.74 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.69 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.67 RBS Securities Inc.
    01F04265 Purchase 100.69 UBS Securities LLC
    01F06064 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 Sale 103.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Purchase 102.97 Credit Suisse Securities (USA) LLC
    01F05265 Sale 102.70 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 102.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Purchase 103.60 Credit Suisse Securities (USA) LLC
    01F06065 Sale 103.34 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.06 Morgan Stanley & Co. Incorporated
    01F06064 Purchase 103.63 Morgan Stanley & Co. Incorporated
    01F05265 Sale 102.79 Morgan Stanley & Co. Incorporated
    01F06065 Sale 103.37 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 99.16 Barclays Capital Inc.
    02R04264 Purchase 100.99 Barclays Capital Inc.
    01F04264 Purchase 101.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Purchase 98.98 Citigroup Global Markets Inc.
    02R04264 Purchase 101.12 Credit Suisse Securities (USA) LLC
    01F04064 Purchase 99.06 Deutsche Bank Securities Inc.
    01F04064 Purchase 99.12 Deutsche Bank Securities Inc.
    01N04064 Purchase 99.09 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 103.05 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.59 Credit Suisse Securities (USA) LLC
    01F05265 Sale 102.78 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.33 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 103.65 Deutsche Bank Securities Inc.
    01F06065 Sale 103.39 Deutsche Bank Securities Inc.
    01F06064 Purchase 103.70 Morgan Stanley & Co. Incorporated
    01F06065 Sale 103.44 Morgan Stanley & Co. Incorporated
    02R04064 Purchase 100.32 Barclays Capital Inc.
    02R04264 Purchase 102.14 Barclays Capital Inc.
    02R04064 Purchase 99.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Purchase 100.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 102.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 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) LLC
    02R04264 Purchase 102.27 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 98.96 Deutsche Bank Securities Inc.
    02R04264 Purchase 102.17 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 102.26 RBS Securities Inc.
    02R04064 Purchase 99.16 UBS Securities LLC
    02R04064 Purchase 100.61 UBS Securities LLC
    02R04264 Purchase 102.16 UBS Securities LLC
    01F04065 Purchase 100.30 Barclays Capital Inc.
    01F04065 Purchase 100.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 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) LLC
    01F04066 Purchase 100.28 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.91 Credit Suisse Securities (USA) LLC
    02R04066 Purchase 100.00 Credit Suisse Securities (USA) LLC
    02R04066 Purchase 99.98 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.95 Deutsche Bank Securities Inc.
    02R04065 Purchase 100.17 Deutsche Bank Securities Inc.
    01F04045 Purchase 101.26 J.P. Morgan Securities LLC
    01F04065 Purchase 100.36 J.P. Morgan Securities LLC
    01F04265 Purchase 101.89 J.P. Morgan Securities LLC
    01F04045 Purchase 101.26 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 100.38 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 100.48 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 99.91 Morgan Stanley & Co. Incorporated
    01F05264 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 Incorporated
    01F06065 Sale 103.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 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) LLC
    01F05064 Purchase 102.97 Credit Suisse Securities (USA) LLC
    01F05064 Purchase 102.99 Credit Suisse Securities (USA) LLC
    01F05064 Purchase 103.04 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.55 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.57 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.57 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 104.07 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 104.07 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 104.08 Credit Suisse Securities (USA) LLC
    01F05065 Sale 102.77 Credit Suisse Securities (USA) LLC
    01F05065 Sale 102.69 Credit Suisse Securities (USA) LLC
    01F05065 Sale 102.70 Credit Suisse Securities (USA) LLC
    01F05065 Sale 102.75 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.30 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.31 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.31 Credit Suisse Securities (USA) LLC
    01F06065 Sale 103.81 Credit Suisse Securities (USA) LLC
    01F06065 Sale 103.81 Credit Suisse Securities (USA) LLC
    01F06065 Sale 103.83 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 104.14 Deutsche Bank Securities Inc.
    01F06065 Sale 103.89 Deutsche Bank Securities Inc.
    01F05264 Purchase 103.60 Morgan Stanley & Co. Incorporated
    01F05265 Sale 103.34 Morgan Stanley & Co. Incorporated
    02R04064 Purchase 100.41 Barclays Capital Inc.
    02R04064 Purchase 100.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 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) LLC
    01F04264 Purchase 101.98 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.38 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.46 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.30 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.35 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.44 Credit Suisse Securities (USA) LLC
    01F04064 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 LLC
    02R04064 Purchase 100.38 Morgan Stanley & Co. Incorporated
    01F06064 Purchase 104.14 Barclays Capital Inc.
    01F06065 Sale 103.88 Barclays Capital Inc.
    01F05264 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 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) LLC
    01F05265 Sale 103.30 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.56 Goldman, Sachs & Co.
    01F05265 Sale 103.30 Goldman, Sachs & Co.
    01F06064 Purchase 104.16 Morgan Stanley & Co. Incorporated
    01F06065 Sale 103.89 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 103.57 RBS Securities Inc.
    01F06064 Purchase 104.14 RBS Securities Inc.
    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 Incorporated
    01F04265 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 100.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 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) LLC
    01F04265 Purchase 101.69 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 99.90 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 100.01 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 99.90 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 101.82 Credit Suisse Securities (USA) LLC
    01F04065 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 LLC
    01F04265 Purchase 101.63 J.P. Morgan Securities LLC
    02R04264 Purchase 101.96 J.P. Morgan Securities LLC
    02R04264 Purchase 101.83 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 99.97 RBS Securities Inc.
    01F04045 Purchase 100.90 UBS Securities LLC
    01F04265 Purchase 101.61 UBS Securities LLC
    02R04065 Purchase 99.91 UBS Securities LLC
    01F04045 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 Incorporated
    01F04265 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 99.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04265 Purchase 101.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 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) LLC
    02R04065 Purchase 99.84 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.38 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.43 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 99.76 Deutsche Bank Securities Inc.
    01F04065 Purchase 99.79 Deutsche Bank Securities Inc.
    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 LLC
    01F04065 Purchase 99.72 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 101.37 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 101.39 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 101.46 Morgan Stanley & Co. Incorporated
    01F04045 Purchase 100.77 UBS Securities LLC
    01F04065 Purchase 99.76 UBS Securities LLC
    01F05264 Purchase 103.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 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. Incorporated
    01F05265 Sale 103.23 Morgan Stanley & Co. Incorporated
    01F05264 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 Incorporated
    01F05265 Sale 103.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Purchase 104.19 Credit Suisse Securities (USA) LLC
    01F06065 Sale 103.92 Credit Suisse Securities (USA) LLC
    01F05264 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. Incorporated
    01F05064 Purchase 102.86 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 103.44 Morgan Stanley & Co. Incorporated
    01F05065 Sale 102.54 Morgan Stanley & Co. Incorporated
    01F05065 Sale 102.57 Morgan Stanley & Co. Incorporated
    01F05265 Sale 103.17 Morgan Stanley & Co. Incorporated
    01F06064 Purchase 104.16 UBS Securities LLC
    01F06065 Sale 103.89 UBS Securities LLC
    01F04264 Purchase 101.74 Barclays Capital Inc.
    01F04264 Purchase 101.74 Barclays Capital Inc.
    01F04064 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Purchase 100.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04264 Purchase 101.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 101.84 BNP Paribas Securities Corp.
    01F04064 Purchase 100.27 Citigroup Global Markets Inc.
    01F04264 Purchase 101.71 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 101.73 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 101.83 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 101.86 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 101.72 Credit Suisse Securities (USA) LLC
    01N04065 Purchase 99.96 Credit Suisse Securities (USA) LLC
    01N04264 Purchase 101.84 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 102.00 Credit Suisse Securities (USA) LLC
    31416HQY Purchase 100.34 Credit Suisse Securities (USA) LLC
    01F04064 Purchase 100.20 Deutsche Bank Securities Inc.
    01F04264 Purchase 101.84 Goldman, Sachs & Co.
    01N04264 Purchase 101.95 J.P. Morgan Securities LLC
    01N04264 Purchase 101.95 Morgan Stanley & Co. Incorporated
    01F05264 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 LLC
    01F05264 Purchase 103.52 J.P. Morgan Securities LLC
    01F05265 Sale 103.31 J.P. Morgan Securities LLC
    01F05265 Sale 103.25 J.P. Morgan Securities LLC
    01N04265 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 Incorporated
    01N04265 Purchase 101.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 101.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04265 Purchase 101.35 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 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) LLC
    02R04265 Purchase 101.45 Credit Suisse Securities (USA) LLC
    01F04065 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 LLC
    01F04065 Purchase 100.00 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 101.83 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 101.89 RBS Securities Inc.
    02R04064 Purchase 100.23 UBS Securities LLC
    02R04265 Purchase 101.39 UBS Securities LLC
    02R04265 Purchase 101.39 UBS Securities LLC
    01F04044 Purchase 101.37 Barclays Capital Inc.
    01N04265 Purchase 101.72 Barclays Capital Inc.
    01F04064 Purchase 100.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 102.10 BNP Paribas Securities Corp.
    02R04064 Purchase 100.34 Citigroup Global Markets Inc.
    01F04264 Purchase 102.05 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 100.36 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 100.10 Credit Suisse Securities (USA) LLC
    01F04264 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. Incorporated
    01F04264 Purchase 102.11 Morgan Stanley & Co. Incorporated
    01N04065 Purchase 100.13 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 101.91 Morgan Stanley & Co. Incorporated
    02R05264 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) LLC
    02R05264 Purchase 103.74 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.44 Credit Suisse Securities (USA) LLC
    02R05265 Sale 103.47 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.75 Deutsche Bank Securities Inc.
    01F05265 Sale 103.48 Deutsche Bank Securities Inc.
    01F05264 Purchase 103.71 J.P. Morgan Securities LLC
    01F05265 Sale 103.44 J.P. Morgan Securities LLC
    01F05264 Purchase 103.71 UBS Securities LLC
    01F05265 Sale 103.44 UBS Securities LLC
    01F04064 Purchase 100.58 Barclays Capital Inc.
    02R04264 Purchase 102.02 Barclays Capital Inc.
    02R04065 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 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) LLC
    01F04064 Purchase 100.59 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.48 Credit Suisse Securities (USA) LLC
    01N04266 Purchase 101.56 Credit Suisse Securities (USA) LLC
    02R04065 Purchase 100.31 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 102.03 Credit Suisse Securities (USA) LLC
    02R04264 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 LLC
    02R04065 Purchase 100.21 J.P. Morgan Securities LLC
    02R04065 Purchase 100.21 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 102.00 Morgan Stanley & Co. Incorporated
    02R04065 Purchase 100.22 UBS Securities LLC
    02R04065 Purchase 100.28 UBS Securities LLC
    02R04065 Purchase 100.30 UBS Securities LLC
    02R04065 Purchase 100.30 UBS Securities LLC
    01F05264 Purchase 103.65 Barclays Capital Inc.
    01F05265 Sale 103.38 Barclays Capital Inc.
    01F05264 Purchase 103.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Purchase 103.64 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.66 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.70 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 104.36 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 104.39 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.38 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.39 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.42 Credit Suisse Securities (USA) LLC
    01F06065 Sale 104.09 Credit Suisse Securities (USA) LLC
    01F06065 Sale 104.13 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.73 Deutsche Bank Securities Inc.
    01F05265 Sale 103.45 Deutsche Bank Securities Inc.
    01F05264 Purchase 103.67 Morgan Stanley & Co. Incorporated
    01F06064 Purchase 104.39 Morgan Stanley & Co. Incorporated
    01F05265 Sale 103.40 Morgan Stanley & Co. Incorporated
    01F06065 Sale 104.13 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 100.25 Barclays Capital Inc.
    01F04064 Purchase 100.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Purchase 100.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Purchase 100.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Purchase 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04066 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 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) LLC
    01F04065 Purchase 100.26 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 100.29 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 100.29 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 100.32 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 100.34 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 100.30 Credit Suisse Securities (USA) LLC
    01F04064 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
    01F04065 Purchase 100.30 J.P. Morgan Securities LLC
    01F04065 Purchase 100.32 J.P. Morgan Securities LLC
    01F04265 Purchase 101.82 J.P. Morgan Securities LLC
    01N04265 Purchase 101.94 J.P. Morgan Securities LLC
    01F04065 Purchase 100.27 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 100.29 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 100.33 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 100.00 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 100.33 UBS Securities LLC
    01F04065 Purchase 100.28 UBS Securities LLC
    01F04065 Purchase 100.30 UBS Securities LLC
    01F04065 Purchase 100.27 UBS Securities LLC
    01F05264 Purchase 103.80 Barclays Capital Inc.
    01F05265 Sale 103.52 Barclays Capital Inc.
    01F04064 Purchase 100.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Purchase 100.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Purchase 100.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Purchase 103.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Purchase 103.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Sale 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Sale 100.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Sale 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 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) LLC
    01F05264 Purchase 103.82 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.53 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.55 Credit Suisse Securities (USA) LLC
    01F04064 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 LLC
    01F05265 Sale 103.52 J.P. Morgan Securities LLC
    02R04042 Sale 101.76 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.58 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 103.79 Morgan Stanley & Co. Incorporated
    01F04065 Sale 100.30 Morgan Stanley & Co. Incorporated
    01F05265 Sale 103.52 Morgan Stanley & Co. Incorporated
    01F05264 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 Incorporated
    01F06064 Purchase 104.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Purchase 104.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 Sale 104.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 Sale 104.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 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) LLC
    01F05264 Purchase 103.82 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.48 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.55 Credit Suisse Securities (USA) LLC
    01F06064 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 LLC
    01F05265 Sale 103.55 J.P. Morgan Securities LLC
    01F05064 Purchase 103.20 Morgan Stanley & Co. Incorporated
    01F05065 Sale 102.91 Morgan Stanley & Co. Incorporated
    01F05264 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 Incorporated
    01F04064 Purchase 100.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 102.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 102.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 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) LLC
    01F04064 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 LLC
    02R04264 Purchase 102.03 J.P. Morgan Securities LLC
    01F04064 Purchase 100.56 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.53 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.50 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.48 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 102.01 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.56 UBS Securities LLC
    02R04065 Purchase 100.15 UBS Securities LLC
    01F04064 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 Incorporated
    01F04064 Purchase 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Purchase 100.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Purchase 100.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Purchase 100.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04066 Purchase 99.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 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 LLC
    01F04064 Purchase 100.18 J.P. Morgan Securities LLC
    01F04064 Purchase 100.31 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.18 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.19 Morgan Stanley & Co. Incorporated
    01F04064 Purchase 100.17 UBS Securities LLC
    01F04064 Purchase 100.26 Barclays Capital Inc.
    01F04065 Sale 99.98 Barclays Capital Inc.
    01F04064 Purchase 100.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 Purchase 100.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Sale 99.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Sale 99.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 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) LLC
    01F04064 Purchase 100.25 Credit Suisse Securities (USA) LLC
    01F04244 Purchase 102.88 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 101.95 Credit Suisse Securities (USA) LLC
    01F05064 Purchase 103.14 Credit Suisse Securities (USA) LLC
    01F05264 Purchase 103.79 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 104.46 Credit Suisse Securities (USA) LLC
    01F04065 Sale 99.97 Credit Suisse Securities (USA) LLC
    01F04065 Sale 99.97 Credit Suisse Securities (USA) LLC
    01F04245 Sale 102.58 Credit Suisse Securities (USA) LLC
    01F04265 Sale 101.64 Credit Suisse Securities (USA) LLC
    01F05065 Sale 102.84 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.52 Credit Suisse Securities (USA) LLC
    01F06065 Sale 104.20 Credit Suisse Securities (USA) LLC
    01F05264 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.
    01F06065 Sale 104.20 Goldman, Sachs & Co.
    01F04264 Purchase 101.99 J.P. Morgan Securities LLC
    01F05264 Purchase 103.79 J.P. Morgan Securities LLC
    01F04265 Sale 101.69 J.P. Morgan Securities LLC
    01F05265 Sale 103.52 J.P. Morgan Securities LLC
    01F04064 Purchase 100.28 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 103.81 Morgan Stanley & Co. Incorporated
    01F04065 Sale 100.00 Morgan Stanley & Co. Incorporated
    01F05265 Sale 103.54 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 103.79 UBS Securities LLC
    01F06064 Purchase 104.48 UBS Securities LLC
    01F05265 Sale 103.52 UBS Securities LLC
    01F06065 Sale 104.22 UBS Securities LLC
    01F04064 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 Incorporated
    02R04265 Purchase 101.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04266 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) LLC
    01F04064 Purchase 100.02 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.12 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.14 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.16 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.34 Credit Suisse Securities (USA) LLC
    01F04064 Purchase 100.12 Deutsche Bank Securities Inc.
    02R04265 Purchase 101.27 Deutsche Bank Securities Inc.
    02R04265 Purchase 101.12 J.P. Morgan Securities LLC
    02R04265 Purchase 101.26 J.P. Morgan Securities LLC
    02R04265 Purchase 101.25 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 101.38 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 101.43 RBS Securities Inc.
    01F05064 Purchase 103.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05065 Sale 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Purchase 104.48 BNP Paribas Securities Corp.
    01F06065 Sale 104.22 BNP Paribas Securities Corp.
    01F05064 Purchase 102.98 Credit Suisse Securities (USA) LLC
    01F05065 Sale 102.69 Credit Suisse Securities (USA) LLC
    01F05264 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 LLC
    01F05265 Sale 103.45 J.P. Morgan Securities LLC
    02R05064 Purchase 102.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05065 Sale 102.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06064 Purchase 104.55 BNP Paribas Securities Corp.
    01F06065 Sale 104.30 BNP Paribas Securities Corp.
    01F04264 Purchase 101.65 Citigroup Global Markets Inc.
    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) LLC
    02R05064 Purchase 102.88 Credit Suisse Securities (USA) LLC
    01F06065 Sale 104.36 Credit Suisse Securities (USA) LLC
    02R05065 Sale 102.58 Credit Suisse Securities (USA) LLC
    01F04264 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 LLC
    02R05064 Purchase 102.84 J.P. Morgan Securities LLC
    02R05065 Sale 102.52 J.P. Morgan Securities LLC
    02R05065 Sale 102.55 J.P. Morgan Securities LLC
    02R05064 Purchase 102.86 Morgan Stanley & Co. Incorporated
    02R05064 Purchase 102.87 Morgan Stanley & Co. Incorporated
    02R05064 Purchase 102.88 Morgan Stanley & Co. Incorporated
    02R05064 Purchase 102.92 Morgan Stanley & Co. Incorporated
    02R05065 Sale 102.56 Morgan Stanley & Co. Incorporated
    02R05065 Sale 102.57 Morgan Stanley & Co. Incorporated
    02R05065 Sale 102.57 Morgan Stanley & Co. Incorporated
    02R05065 Sale 102.63 Morgan Stanley & Co. Incorporated
    02R05064 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 Incorporated
    01F04064 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) LLC
    01F04264 Purchase 101.61 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 101.64 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 101.64 Credit Suisse Securities (USA) LLC
    01F04064 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 LLC
    01F04064 Purchase 99.93 J.P. Morgan Securities LLC
    01F04064 Purchase 100.01 J.P. Morgan Securities LLC
    01F04064 Purchase 99.88 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 101.62 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 103.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05064 Purchase 103.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R06064 Purchase 104.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05065 Sale 102.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R06065 Sale 104.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 101.78 Citigroup Global Markets Inc.
    01F04265 Sale 101.47 Citigroup Global Markets Inc.
    01F05264 Purchase 103.93 Credit Suisse Securities (USA) LLC
    02R05064 Purchase 103.00 Credit Suisse Securities (USA) LLC
    02R05064 Purchase 103.05 Credit Suisse Securities (USA) LLC
    02R05264 Purchase 103.79 Credit Suisse Securities (USA) LLC
    02R05264 Purchase 103.78 Credit Suisse Securities (USA) LLC
    02R06064 Purchase 104.76 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.68 Credit Suisse Securities (USA) LLC
    02R05065 Sale 102.70 Credit Suisse Securities (USA) LLC
    02R05065 Sale 102.75 Credit Suisse Securities (USA) LLC
    02R05265 Sale 103.54 Credit Suisse Securities (USA) LLC
    02R05265 Sale 103.54 Credit Suisse Securities (USA) LLC
    02R06065 Sale 104.56 Credit Suisse Securities (USA) LLC
    01F05064 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 LLC
    01F05265 Sale 103.56 J.P. Morgan Securities LLC
    02R05064 Purchase 103.02 Morgan Stanley & Co. Incorporated
    02R05264 Purchase 103.78 Morgan Stanley & Co. Incorporated
    02R05065 Sale 102.72 Morgan Stanley & Co. Incorporated
    02R05265 Sale 103.53 Morgan Stanley & Co. Incorporated
    01F05264 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 Incorporated
    01F04065 Purchase 99.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 101.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04265 Purchase 101.42 BNP Paribas Securities Corp.
    01F04065 Purchase 99.88 Cantor Fitzgerald & Co.
    01F04065 Purchase 99.88 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 99.93 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 101.58 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.40 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.41 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.50 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 101.49 Deutsche Bank Securities Inc.
    01F04265 Purchase 101.58 Deutsche Bank Securities Inc.
    02R04265 Purchase 101.32 Deutsche Bank Securities Inc.
    02R04265 Purchase 101.42 Deutsche Bank Securities Inc.
    01F04065 Purchase 99.91 J.P. Morgan Securities LLC
    01F04265 Purchase 101.41 J.P. Morgan Securities LLC
    02R04265 Purchase 101.36 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 99.78 RBS Securities Inc.
    01F04065 Purchase 99.84 RBS Securities Inc.
    01F04265 Purchase 101.57 UBS Securities LLC
    01F04265 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 Incorporated
    01F04065 Purchase 100.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Purchase 100.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04265 Purchase 101.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 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) LLC
    01F04265 Purchase 101.80 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.66 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 101.65 Credit Suisse Securities (USA) LLC
    01F04065 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 LLC
    01F04265 Purchase 101.97 J.P. Morgan Securities LLC
    01F04265 Purchase 101.77 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 101.57 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 101.77 UBS Securities LLC
    01F06265 Purchase 105.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06264 Sale 105.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06265 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. Incorporated
    01F06265 Purchase 105.35 Morgan Stanley & Co. Incorporated
    01F06264 Sale 105.79 Morgan Stanley & Co. Incorporated
    01F06264 Sale 105.79 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 99.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 99.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04065 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05264 Purchase 103.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 100.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 100.33 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 100.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 100.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Sale 100.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05265 Sale 103.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Purchase 104.00 Credit Suisse Securities (USA) LLC
    01F05265 Sale 103.75 Credit Suisse Securities (USA) LLC
    02R04065 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 LLC
    02R04065 Purchase 100.02 J.P. Morgan Securities LLC
    02R05264 Purchase 103.95 J.P. Morgan Securities LLC
    02R04064 Sale 100.34 J.P. Morgan Securities LLC
    02R04064 Sale 100.35 J.P. Morgan Securities LLC
    02R05265 Sale 103.70 J.P. Morgan Securities LLC
    01N06064 Purchase 104.92 Morgan Stanley & Co. Incorporated
    01N06065 Sale 104.73 Morgan Stanley & Co. Incorporated
    01F04065 Purchase 99.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Purchase 99.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 101.79 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 101.63 Citigroup Global Markets Inc.
    01F04065 Purchase 99.96 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 99.78 Credit Suisse Securities (USA) LLC
    01F04065 Purchase 100.01 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 101.75 Credit Suisse Securities (USA) LLC
    01F04265 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 LLC
    01F04265 Purchase 101.75 J.P. Morgan Securities LLC
    01F04265 Purchase 101.63 Morgan Stanley & Co. Incorporated
    02R06065 Purchase 104.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R06066 Sale 104.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N06064 Purchase 104.79 Credit Suisse Securities (USA) LLC
    01N06064 Purchase 104.88 Credit Suisse Securities (USA) LLC
    01N06065 Sale 104.59 Credit Suisse Securities (USA) LLC
    01N06065 Sale 104.69 Credit Suisse Securities (USA) LLC
    01N06064 Purchase 104.93 Deutsche Bank Securities Inc.
    01N06065 Sale 104.73 Deutsche Bank Securities Inc.
    01N06064 Purchase 104.85 J.P. Morgan Securities LLC
    01N06065 Sale 104.66 J.P. Morgan Securities LLC
    01N06064 Purchase 104.94 UBS Securities LLC
    01N06065 Sale 104.75 UBS Securities LLC
    01F04266 Purchase 101.50 Barclays Capital Inc.
    01F04066 Purchase 99.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04066 Purchase 99.67 BNP Paribas Securities Corp.
    01F04266 Purchase 101.55 Citigroup Global Markets Inc.
    01F04066 Purchase 99.41 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.61 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.66 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.72 Credit Suisse Securities (USA) LLC
    01F04266 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. Incorporated
    01F04266 Purchase 101.52 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 99.69 RBS Securities Inc.
    01F04266 Purchase 101.51 UBS Securities LLC
    01F04266 Purchase 101.52 UBS Securities LLC
    01F04066 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 Incorporated
    01F04266 Purchase 101.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04066 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 LLC
    01F04266 Purchase 101.65 J.P. Morgan Securities LLC
    01F04066 Purchase 99.77 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.49 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.75 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.64 UBS Securities LLC
    01F05265 Purchase 104.07 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 104.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 Purchase 104.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06066 Sale 104.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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 Incorporated
    01F05266 Sale 103.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N06064 Purchase 105.00 Citigroup Global Markets Inc.
    01N06065 Sale 104.81 Citigroup Global Markets Inc.
    01F06065 Purchase 104.86 Credit Suisse Securities (USA) LLC
    01F06066 Sale 104.63 Credit Suisse Securities (USA) LLC
    01F05065 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. Incorporated
    01F05065 Purchase 103.28 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 104.07 Morgan Stanley & Co. Incorporated
    01F05066 Sale 103.02 Morgan Stanley & Co. Incorporated
    01F05066 Sale 103.02 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.84 Morgan Stanley & Co. Incorporated
    01F05265 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 Incorporated
    01F04066 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 102.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 101.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 101.64 BNP Paribas Securities Corp.
    01F04066 Purchase 99.93 Citigroup Global Markets Inc.
    01F04066 Purchase 99.94 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 101.63 Deutsche Bank Securities Inc.
    01F04265 Purchase 102.06 J.P. Morgan Securities LLC
    01N04266 Purchase 101.95 J.P. Morgan Securities LLC
    01F04066 Purchase 99.93 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 99.98 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 102.01 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 102.07 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 99.88 UBS Securities LLC
    01F04066 Purchase 99.95 UBS Securities LLC
    01F04066 Purchase 99.96 UBS Securities LLC
    01F04066 Purchase 99.98 UBS Securities LLC
    01F04265 Purchase 102.05 UBS Securities LLC
    01F04265 Purchase 102.08 UBS Securities LLC
    01F05065 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 Incorporated
    21H04265 Purchase 102.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04264 Sale 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04264 Sale 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04265 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) LLC
    21H04265 Purchase 102.09 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.84 Credit Suisse Securities (USA) LLC
    21H04264 Sale 102.54 Credit Suisse Securities (USA) LLC
    01F05065 Purchase 103.11 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 104.09 Morgan Stanley & Co. Incorporated
    01N05264 Purchase 104.61 Morgan Stanley & Co. Incorporated
    01F05066 Sale 102.84 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.86 Morgan Stanley & Co. Incorporated
    01N05265 Sale 104.38 Morgan Stanley & Co. Incorporated
    01N06064 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 Incorporated
    01F04266 Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.73 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.76 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 101.45 Credit Suisse Securities (USA) LLC
    01F04266 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 LLC
    01F04266 Purchase 101.73 J.P. Morgan Securities LLC
    01F04266 Purchase 101.57 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 101.45 Morgan Stanley & Co. Incorporated
    01F05065 Purchase 102.85 Citigroup Global Markets Inc.
    01F05066 Sale 102.58 Citigroup Global Markets Inc.
    01F05065 Purchase 102.88 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.75 Credit Suisse Securities (USA) LLC
    01F05066 Sale 102.61 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.52 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.38 BNP Paribas Securities Corp.
    01F04266 Purchase 101.49 BNP Paribas Securities Corp.
    01F04066 Purchase 99.43 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.64 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.33 Credit Suisse Securities (USA) LLC
    01F04066 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 LLC
    01F04266 Purchase 101.45 J.P. Morgan Securities LLC
    01F04066 Purchase 99.48 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.37 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.49 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 99.52 UBS Securities LLC
    02R04066 Purchase 99.67 Citigroup Global Markets Inc.
    01F04066 Purchase 99.64 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.69 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 99.70 Credit Suisse Securities (USA) LLC
    02R04066 Purchase 99.64 Credit Suisse Securities (USA) LLC
    01F04066 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 LLC
    01F04065 Purchase 99.97 Morgan Stanley & Co. Incorporated
    02R04066 Purchase 99.67 Morgan Stanley & Co. Incorporated
    02R04066 Purchase 99.66 Morgan Stanley & Co. Incorporated
    01F05065 Purchase 102.98 Barclays Capital Inc.
    01F05066 Sale 102.72 Barclays Capital Inc.
    01F05065 Purchase 102.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 102.72 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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) LLC
    01F05066 Sale 102.72 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.72 J.P. Morgan Securities LLC
    01F05266 Sale 103.48 J.P. Morgan Securities LLC
    01F05265 Purchase 103.69 UBS Securities LLC
    01F05266 Sale 103.45 UBS Securities LLC
    01N04265 Purchase 102.16 Barclays Capital Inc.
    01F04266 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04066 Purchase 99.89 BNP Paribas Securities Corp.
    01F04266 Purchase 101.50 BNP Paribas Securities Corp.
    02R04266 Purchase 101.56 BNP Paribas Securities Corp.
    01F04266 Purchase 101.54 Citigroup Global Markets Inc.
    01F04266 Purchase 101.50 Cantor Fitzgerald & Co.
    01F04266 Purchase 101.54 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.62 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 101.55 Credit Suisse Securities (USA) LLC
    01F04266 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 LLC
    01F04266 Purchase 101.54 J.P. Morgan Securities LLC
    01F04266 Purchase 101.49 J.P. Morgan Securities LLC
    01F04267 Purchase 101.15 Morgan Stanley & Co. Incorporated
    01N04265 Purchase 102.16 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.66 UBS Securities LLC
    02R06065 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) LLC
    02R05266 Sale 103.31 Credit Suisse Securities (USA) LLC
    02R05265 Purchase 103.53 Deutsche Bank Securities Inc.
    02R05266 Sale 103.31 Deutsche Bank Securities Inc.
    01F05065 Purchase 102.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 103.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 102.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 103.64 Credit Suisse Securities (USA) LLC
    02R05265 Purchase 103.49 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.41 Credit Suisse Securities (USA) LLC
    02R05266 Sale 103.27 Credit Suisse Securities (USA) LLC
    02R05265 Purchase 103.51 Deutsche Bank Securities Inc.
    02R05266 Sale 103.28 Deutsche Bank Securities Inc.
    01F05065 Purchase 102.89 UBS Securities LLC
    01F05066 Sale 102.63 UBS Securities LLC
    01F04067 Purchase 99.32 Barclays Capital Inc.
    02R04266 Purchase 101.26 Barclays Capital Inc.
    01F04067 Purchase 99.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04266 Purchase 101.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04266 Purchase 101.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04067 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 LLC
    02R04266 Purchase 101.37 J.P. Morgan Securities LLC
    02R04266 Purchase 101.37 J.P. Morgan Securities LLC
    01F04067 Purchase 99.30 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.32 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.43 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.23 UBS Securities LLC
    01F04266 Purchase 101.47 UBS Securities LLC
    02R04266 Purchase 101.28 UBS Securities LLC
    02R04266 Purchase 101.29 UBS Securities LLC
    02R04266 Purchase 101.30 UBS Securities LLC
    01F05265 Purchase 103.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 103.68 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 103.68 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.68 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.44 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.44 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.66 J.P. Morgan Securities LLC
    01F05266 Sale 103.42 J.P. Morgan Securities LLC
    01F05265 Purchase 103.68 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.44 Morgan Stanley & Co. Incorporated
    02R04066 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) LLC
    02R04066 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 LLC
    01F04066 Purchase 99.69 J.P. Morgan Securities LLC
    01F04066 Purchase 99.68 J.P. Morgan Securities LLC
    01F04266 Purchase 101.52 J.P. Morgan Securities LLC
    01F05065 Purchase 102.98 J.P. Morgan Securities LLC
    02R04066 Purchase 99.67 J.P. Morgan Securities LLC
    01F04066 Purchase 99.71 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 101.72 Citigroup Global Markets Inc.
    02R04264 Sale 101.92 Citigroup Global Markets Inc.
    02R04265 Purchase 101.72 Morgan Stanley & Co. Incorporated
    02R04264 Sale 101.92 Morgan Stanley & Co. Incorporated
    02R06065 Purchase 104.37 Citigroup Global Markets Inc.
    02R06066 Sale 104.14 Citigroup Global Markets Inc.
    02R06065 Purchase 104.38 Credit Suisse Securities (USA) LLC
    02R06066 Sale 104.16 Credit Suisse Securities (USA) LLC
    01F04065 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 LLC
    02R05265 Purchase 103.54 J.P. Morgan Securities LLC
    02R05265 Purchase 103.59 J.P. Morgan Securities LLC
    02R04064 Sale 100.16 J.P. Morgan Securities LLC
    02R05266 Sale 103.31 J.P. Morgan Securities LLC
    02R05266 Sale 103.36 J.P. Morgan Securities LLC
    01F03267 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) LLC
    01F04066 Purchase 99.71 Deutsche Bank Securities Inc.
    01F04066 Purchase 99.72 Goldman, Sachs & Co.
    01F04266 Purchase 101.48 Goldman, Sachs & Co.
    01F04266 Purchase 101.54 Goldman, Sachs & Co.
    01F04046 Purchase 101.08 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 99.74 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 99.76 Morgan Stanley & Co. Incorporated
    01F04046 Purchase 101.03 UBS Securities LLC
    01F04266 Purchase 101.47 UBS Securities LLC
    01F04266 Purchase 101.52 UBS Securities LLC
    01F04067 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) LLC
    02R04066 Purchase 99.87 Goldman, Sachs & Co.
    01F04067 Purchase 99.86 J.P. Morgan Securities LLC
    02R04066 Purchase 99.83 J.P. Morgan Securities LLC
    02R04266 Purchase 101.51 J.P. Morgan Securities LLC
    02R04066 Purchase 99.94 UBS Securities LLC
    02R04266 Purchase 101.70 UBS Securities LLC
    01F05265 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 Incorporated
    02R05265 Purchase 103.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05265 Purchase 103.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05265 Purchase 103.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05266 Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05266 Sale 103.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05266 Sale 103.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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) LLC
    01F05265 Purchase 103.87 Credit Suisse Securities (USA) LLC
    02R05265 Purchase 103.67 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.59 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.63 Credit Suisse Securities (USA) LLC
    02R05266 Sale 103.44 Credit Suisse Securities (USA) LLC
    01F05265 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 LLC
    02R05265 Purchase 103.67 J.P. Morgan Securities LLC
    01F05266 Sale 103.53 J.P. Morgan Securities LLC
    02R05266 Sale 103.44 J.P. Morgan Securities LLC
    01F05265 Purchase 103.81 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.57 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 103.77 RBS Securities Inc.
    01F05266 Sale 103.53 RBS Securities Inc.
    01F05265 Purchase 103.86 UBS Securities LLC
    01F05266 Sale 103.63 UBS Securities LLC
    01F04066 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 Incorporated
    02R04266 Purchase 101.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04066 Purchase 100.39 Citigroup Global Markets Inc.
    01F04066 Purchase 100.39 Credit Suisse Securities (USA) LLC
    01F04066 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 LLC
    01F04066 Purchase 100.25 J.P. Morgan Securities LLC
    01F04066 Purchase 100.30 J.P. Morgan Securities LLC
    01F04066 Purchase 100.42 J.P. Morgan Securities LLC
    02R04066 Purchase 99.95 J.P. Morgan Securities LLC
    02R04066 Purchase 99.95 J.P. Morgan Securities LLC
    02R04266 Purchase 101.81 J.P. Morgan Securities LLC
    01F04066 Purchase 100.01 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 100.21 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 100.32 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.73 Morgan Stanley & Co. Incorporated
    02R04067 Purchase 99.75 Morgan Stanley & Co. Incorporated
    01F04066 Purchase 100.38 UBS Securities LLC
    01F05265 Purchase 103.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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) LLC
    01F05265 Purchase 103.88 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.64 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.64 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.77 J.P. Morgan Securities LLC
    02R05265 Purchase 103.71 J.P. Morgan Securities LLC
    02R05265 Purchase 103.72 J.P. Morgan Securities LLC
    01F05266 Sale 103.53 J.P. Morgan Securities LLC
    02R05266 Sale 103.47 J.P. Morgan Securities LLC
    02R05266 Sale 103.48 J.P. Morgan Securities LLC
    01F05265 Purchase 103.88 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.64 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 103.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 103.79 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05065 Purchase 103.09 Credit Suisse Securities (USA) LLC
    01F05065 Purchase 103.10 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.79 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.82 Credit Suisse Securities (USA) LLC
    01F05066 Sale 102.81 Credit Suisse Securities (USA) LLC
    01F05066 Sale 102.83 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.55 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.58 Credit Suisse Securities (USA) LLC
    01F05265 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 LLC
    01F05265 Purchase 103.77 J.P. Morgan Securities LLC
    01F05266 Sale 103.52 J.P. Morgan Securities LLC
    01F05266 Sale 103.53 J.P. Morgan Securities LLC
    01F05065 Purchase 103.10 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 103.79 Morgan Stanley & Co. Incorporated
    01F05066 Sale 102.83 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.55 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.72 Barclays Capital Inc.
    02R04266 Purchase 101.59 Barclays Capital Inc.
    01F04067 Purchase 99.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04266 Purchase 101.69 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04266 Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.59 BNP Paribas Securities Corp.
    02R04266 Purchase 101.63 Citigroup Global Markets Inc.
    01F04067 Purchase 99.40 Credit Suisse Securities (USA) LLC
    01F04067 Purchase 99.48 Credit Suisse Securities (USA) LLC
    01F04067 Purchase 99.72 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 101.59 Credit Suisse Securities (USA) LLC
    01F04067 Purchase 99.65 Deutsche Bank Securities Inc.
    01F04067 Purchase 99.65 J.P. Morgan Securities LLC
    01F04067 Purchase 99.75 J.P. Morgan Securities LLC
    01F04266 Purchase 101.58 J.P. Morgan Securities LLC
    02R04266 Purchase 101.56 J.P. Morgan Securities LLC
    01F04067 Purchase 99.66 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.69 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.43 UBS Securities LLC
    01F04067 Purchase 99.48 UBS Securities LLC
    01F04266 Purchase 101.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 101.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04067 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) LLC
    01F04266 Purchase 101.34 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.41 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.44 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 101.30 Credit Suisse Securities (USA) LLC
    01F04066 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 LLC
    02R04266 Purchase 101.27 J.P. Morgan Securities LLC
    02R04266 Purchase 101.28 J.P. Morgan Securities LLC
    01F04066 Purchase 99.69 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.42 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.44 UBS Securities LLC
    01N04266 Purchase 101.66 UBS Securities LLC
    01F05065 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) LLC
    01F05265 Purchase 103.56 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.59 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.59 Credit Suisse Securities (USA) LLC
    01F05066 Sale 102.56 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.31 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.34 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.34 Credit Suisse Securities (USA) LLC
    01F05265 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 LLC
    01F05265 Purchase 103.59 J.P. Morgan Securities LLC
    01F05265 Purchase 103.61 J.P. Morgan Securities LLC
    01F05265 Purchase 103.61 J.P. Morgan Securities LLC
    01F05066 Sale 102.58 J.P. Morgan Securities LLC
    01F05266 Sale 103.34 J.P. Morgan Securities LLC
    01F05266 Sale 103.36 J.P. Morgan Securities LLC
    01F05266 Sale 103.36 J.P. Morgan Securities LLC
    01F05065 Purchase 102.83 Morgan Stanley & Co. Incorporated
    01F05065 Purchase 102.84 Morgan Stanley & Co. Incorporated
    01F05065 Purchase 102.88 Morgan Stanley & Co. Incorporated
    01F05066 Sale 102.55 Morgan Stanley & Co. Incorporated
    01F05066 Sale 102.57 Morgan Stanley & Co. Incorporated
    01F05066 Sale 102.60 Morgan Stanley & Co. Incorporated
    02R04265 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 Incorporated
    01F05265 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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) LLC
    01F05265 Purchase 103.48 Credit Suisse Securities (USA) LLC
    01F05066 Sale 102.22 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.23 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.48 Goldman, Sachs & Co.
    01F05266 Sale 103.23 Goldman, Sachs & Co.
    01F05265 Purchase 103.42 J.P. Morgan Securities LLC
    01F05266 Sale 103.16 J.P. Morgan Securities LLC
    01F05265 Purchase 103.46 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.21 Morgan Stanley & Co. Incorporated
    01N04067 Purchase 99.03 Barclays Capital Inc.
    01F04067 Purchase 99.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 Purchase 100.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04267 Purchase 101.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 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) LLC
    01F05065 Purchase 102.61 Credit Suisse Securities (USA) LLC
    01F04067 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 LLC
    01F04067 Purchase 99.09 J.P. Morgan Securities LLC
    01F04067 Purchase 99.04 UBS Securities LLC
    01F04266 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.
    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 LLC
    01F04067 Purchase 99.35 J.P. Morgan Securities LLC
    01F04266 Purchase 101.34 J.P. Morgan Securities LLC
    01F04266 Purchase 101.41 J.P. Morgan Securities LLC
    01F04266 Purchase 101.44 J.P. Morgan Securities LLC
    01F04266 Purchase 101.30 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.29 RBS Securities Inc.
    01F04067 Purchase 99.32 UBS Securities LLC
    21H04266 Purchase 101.38 UBS Securities LLC
    21H04266 Purchase 101.46 UBS Securities LLC
    01F05265 Purchase 103.52 Barclays Capital Inc.
    01F05266 Sale 103.26 Barclays Capital Inc.
    01F05265 Purchase 103.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 Purchase 104.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05265 Purchase 103.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05265 Purchase 103.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06066 Sale 104.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05266 Sale 103.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05266 Sale 103.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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) LLC
    01F05265 Purchase 103.51 Credit Suisse Securities (USA) LLC
    01F06065 Purchase 104.49 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.25 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.25 Credit Suisse Securities (USA) LLC
    01F06066 Sale 104.23 Credit Suisse Securities (USA) LLC
    01F05265 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 LLC
    01F06065 Purchase 104.53 J.P. Morgan Securities LLC
    02R05265 Purchase 103.38 J.P. Morgan Securities LLC
    01F05266 Sale 103.23 J.P. Morgan Securities LLC
    01F06066 Sale 104.27 J.P. Morgan Securities LLC
    02R05266 Sale 103.12 J.P. Morgan Securities LLC
    01F05265 Purchase 103.51 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 103.51 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.25 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.25 Morgan Stanley & Co. Incorporated
    02R05265 Purchase 103.38 RBS Securities Inc.
    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 Incorporated
    01F05065 Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05065 Purchase 102.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 103.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06266 Purchase 105.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 102.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 102.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 103.33 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06265 Sale 106.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06065 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) LLC
    01F05265 Purchase 103.61 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.62 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.62 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 103.64 Credit Suisse Securities (USA) LLC
    01F06065 Purchase 104.59 Credit Suisse Securities (USA) LLC
    01F05066 Sale 102.56 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.34 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.36 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.36 Credit Suisse Securities (USA) LLC
    01F05266 Sale 103.38 Credit Suisse Securities (USA) LLC
    01F06066 Sale 104.33 Credit Suisse Securities (USA) LLC
    01F05065 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 LLC
    01F05065 Purchase 102.87 J.P. Morgan Securities LLC
    01F05265 Purchase 103.61 J.P. Morgan Securities LLC
    01F05066 Sale 102.58 J.P. Morgan Securities LLC
    01F05066 Sale 102.58 J.P. Morgan Securities LLC
    01F05266 Sale 103.34 J.P. Morgan Securities LLC
    01F05065 Purchase 102.86 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 103.59 Morgan Stanley & Co. Incorporated
    01F06266 Purchase 105.63 Morgan Stanley & Co. Incorporated
    01F05066 Sale 102.57 Morgan Stanley & Co. Incorporated
    01F05266 Sale 103.34 Morgan Stanley & Co. Incorporated
    01F06265 Sale 106.02 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.55 BNP Paribas Securities Corp.
    02R05266 Purchase 103.18 Citigroup Global Markets Inc.
    02R05266 Purchase 103.20 Citigroup Global Markets Inc.
    01F05066 Purchase 102.60 Credit Suisse Securities (USA) LLC
    01N04067 Purchase 99.53 Credit Suisse Securities (USA) LLC
    02R04066 Purchase 99.74 Credit Suisse Securities (USA) LLC
    02R04067 Purchase 99.41 Credit Suisse Securities (USA) LLC
    01F05066 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 LLC
    01N04067 Purchase 99.50 J.P. Morgan Securities LLC
    01N04266 Purchase 101.72 J.P. Morgan Securities LLC
    02R04067 Purchase 99.38 J.P. Morgan Securities LLC
    01F04266 Purchase 101.57 Morgan Stanley & Co. Incorporated
    01N04266 Purchase 101.77 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.57 RBS Securities Inc.
    01F04067 Purchase 99.70 Barclays Capital Inc.
    01F04066 Purchase 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 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) LLC
    01F04266 Purchase 101.55 Credit Suisse Securities (USA) LLC
    01N04266 Purchase 101.87 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 101.22 Credit Suisse Securities (USA) LLC
    01F04066 Purchase 100.02 Goldman, Sachs & Co.
    01F04267 Purchase 101.23 Goldman, Sachs & Co.
    01F04067 Purchase 99.64 J.P. Morgan Securities LLC
    01F04266 Purchase 101.64 J.P. Morgan Securities LLC
    01F04267 Purchase 101.23 J.P. Morgan Securities LLC
    01F04267 Purchase 101.42 J.P. Morgan Securities LLC
    02R04267 Purchase 101.19 J.P. Morgan Securities LLC
    01F04266 Purchase 101.73 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 101.62 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.73 UBS Securities LLC
    01F05065 Purchase 102.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 102.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05065 Purchase 102.93 Credit Suisse Securities (USA) LLC
    01F06065 Purchase 104.64 Credit Suisse Securities (USA) LLC
    01F05066 Sale 102.64 Credit Suisse Securities (USA) LLC
    01F06066 Sale 104.38 Credit Suisse Securities (USA) LLC
    01F05265 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 LLC
    02R05265 Purchase 103.47 J.P. Morgan Securities LLC
    01F05066 Sale 102.64 J.P. Morgan Securities LLC
    02R05266 Sale 103.20 J.P. Morgan Securities LLC
    01F04066 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.
    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. Incorporated
    01F05065 Purchase 102.86 Morgan Stanley & Co. Incorporated
    01F04065 Sale 100.19 Morgan Stanley & Co. Incorporated
    01F05066 Sale 102.56 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.20 Barclays Capital Inc.
    01N04267 Purchase 101.47 Barclays Capital Inc.
    01F04267 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 Purchase 101.14 Citigroup Global Markets Inc.
    01F04267 Purchase 100.91 Credit Suisse Securities (USA) LLC
    01F04267 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 LLC
    01F04267 Purchase 100.97 J.P. Morgan Securities LLC
    01F04267 Purchase 101.18 J.P. Morgan Securities LLC
    01F04267 Purchase 101.27 J.P. Morgan Securities LLC
    01F04267 Purchase 101.24 Morgan Stanley & Co. Incorporated
    01N04267 Purchase 101.32 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.05 UBS Securities LLC
    01F04266 Purchase 101.21 Barclays Capital Inc.
    01F04266 Purchase 101.27 Barclays Capital Inc.
    01F04067 Purchase 99.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 101.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04067 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) LLC
    01F04067 Purchase 98.94 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.20 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.20 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 101.13 Credit Suisse Securities (USA) LLC
    01F04067 Purchase 98.93 Deutsche Bank Securities Inc.
    01F04067 Purchase 99.01 Deutsche Bank Securities Inc.
    01F04067 Purchase 98.97 J.P. Morgan Securities LLC
    01F04067 Purchase 99.05 J.P. Morgan Securities LLC
    01F04067 Purchase 99.17 J.P. Morgan Securities LLC
    01F04266 Purchase 101.22 J.P. Morgan Securities LLC
    01F04266 Purchase 101.36 J.P. Morgan Securities LLC
    01F04067 Purchase 98.99 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.05 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.22 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.17 RBS Securities Inc.
    02R04266 Purchase 101.09 RBS Securities Inc.
    01F04067 Purchase 99.08 UBS Securities LLC
    02R04266 Purchase 101.13 UBS Securities LLC
    01F04066 Purchase 99.26 Barclays Capital Inc.
    01F04065 Sale 99.61 Barclays Capital Inc.
    01F04066 Purchase 99.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 101.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04065 Sale 99.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04265 Sale 101.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04265 Sale 101.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04066 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) LLC
    01F04066 Purchase 99.27 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 101.13 Credit Suisse Securities (USA) LLC
    01F04065 Sale 99.85 Credit Suisse Securities (USA) LLC
    01F04065 Sale 99.61 Credit Suisse Securities (USA) LLC
    02R04265 Sale 101.51 Credit Suisse Securities (USA) LLC
    01F05266 Purchase 103.11 Deutsche Bank Securities Inc.
    01F05265 Sale 103.47 Deutsche Bank Securities Inc.
    01F04066 Purchase 99.27 J.P. Morgan Securities LLC
    01F05266 Purchase 103.13 J.P. Morgan Securities LLC
    02R04266 Purchase 101.09 J.P. Morgan Securities LLC
    01F04065 Sale 99.61 J.P. Morgan Securities LLC
    01F05265 Sale 103.47 J.P. Morgan Securities LLC
    02R04265 Sale 101.48 J.P. Morgan Securities LLC
    01F04066 Purchase 99.37 Morgan Stanley & Co. Incorporated
    01F04065 Sale 99.72 Morgan Stanley & Co. Incorporated
    02R04046 Purchase 101.02 Credit Suisse Securities (USA) LLC
    02R04046 Purchase 101.02 Credit Suisse Securities (USA) LLC
    02R04046 Purchase 101.03 Credit Suisse Securities (USA) LLC
    02R04045 Sale 101.38 Credit Suisse Securities (USA) LLC
    02R04045 Sale 101.38 Credit Suisse Securities (USA) LLC
    02R04045 Sale 101.38 Credit Suisse Securities (USA) LLC
    21H04266 Purchase 101.48 Morgan Stanley & Co. Incorporated
    21H04265 Sale 101.88 Morgan Stanley & Co. Incorporated
    01F05067 Purchase 102.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 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) LLC
    02R04268 Purchase 100.75 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 100.85 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 100.62 Credit Suisse Securities (USA) LLC
    02R04068 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 LLC
    01N04266 Purchase 101.74 RBS Securities Inc.
    01F04046 Purchase 101.30 UBS Securities LLC
    01F04068 Purchase 99.37 Barclays Capital Inc.
    01N04267 Purchase 101.55 Barclays Capital Inc.
    01F04068 Purchase 99.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04067 Purchase 99.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04268 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) LLC
    01F04268 Purchase 101.05 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 102.96 Credit Suisse Securities (USA) LLC
    01F04268 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 LLC
    01F04268 Purchase 101.07 J.P. Morgan Securities LLC
    01F05068 Purchase 102.04 J.P. Morgan Securities LLC
    01N04067 Purchase 99.50 J.P. Morgan Securities LLC
    02R04268 Purchase 100.88 J.P. Morgan Securities LLC
    01F04047 Purchase 100.96 UBS Securities LLC
    01F04068 Purchase 99.39 UBS Securities LLC
    01N04267 Purchase 101.57 UBS Securities LLC
    01F04046 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) LLC
    01N04266 Purchase 102.14 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 101.50 Credit Suisse Securities (USA) LLC
    01F04067 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 LLC
    01F04267 Purchase 101.60 J.P. Morgan Securities LLC
    01N04266 Purchase 102.06 J.P. Morgan Securities LLC
    01F04067 Purchase 99.89 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.93 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.63 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 102.37 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.63 UBS Securities LLC
    02R04046 Purchase 101.41 Barclays Capital Inc.
    02R04046 Purchase 101.43 Barclays Capital Inc.
    02R04246 Purchase 102.66 Barclays Capital Inc.
    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 Incorporated
    21H04266 Purchase 101.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 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) LLC
    01F04047 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 LLC
    01F05266 Purchase 103.74 J.P. Morgan Securities LLC
    01F04068 Purchase 99.47 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 101.73 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 101.84 Morgan Stanley & Co. Incorporated
    01F04068 Purchase 99.42 RBS Securities Inc.
    01F04047 Purchase 101.12 UBS Securities LLC
    01F04047 Purchase 101.23 UBS Securities LLC
    01F04266 Purchase 101.92 UBS Securities LLC
    01F04266 Purchase 102.02 UBS Securities LLC
    02R04068 Purchase 99.30 UBS Securities LLC
    01F04267 Purchase 101.57 Barclays Capital Inc.
    01F05068 Purchase 102.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04266 Purchase 102.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 Purchase 101.52 BNP Paribas Securities Corp.
    01F05068 Purchase 102.25 BNP Paribas Securities Corp.
    01F04267 Purchase 101.56 Credit Suisse Securities (USA) LLC
    01F04267 Purchase 101.59 Credit Suisse Securities (USA) LLC
    01N04266 Purchase 102.03 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 101.45 Credit Suisse Securities (USA) LLC
    01F04067 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 LLC
    01F04047 Purchase 101.19 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.80 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.82 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.56 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.57 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.68 Morgan Stanley & Co. Incorporated
    01N04266 Purchase 102.05 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 101.42 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 101.45 UBS Securities LLC
    01N05066 Purchase 103.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N05065 Sale 104.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N06065 Purchase 104.73 J.P. Morgan Securities LLC
    01N06066 Sale 104.61 J.P. Morgan Securities LLC
    01F04068 Purchase 99.31 Barclays Capital Inc.
    01F04047 Purchase 101.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04047 Purchase 101.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04268 Purchase 101.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04268 Purchase 101.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04268 Purchase 101.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04268 Purchase 100.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04268 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) LLC
    01F04047 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 LLC
    02R04268 Purchase 100.86 J.P. Morgan Securities LLC
    01F04068 Purchase 99.21 Morgan Stanley & Co. Incorporated
    01N04268 Purchase 101.07 Morgan Stanley & Co. Incorporated
    01F04047 Purchase 101.04 UBS Securities LLC
    02R04267 Purchase 101.26 UBS Securities LLC
    02R04268 Purchase 100.81 UBS Securities LLC
    01N04268 Purchase 101.08 Barclays Capital Inc.
    02R04268 Purchase 100.88 Barclays Capital Inc.
    01F05067 Purchase 102.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04068 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 LLC
    02R04268 Purchase 100.88 J.P. Morgan Securities LLC
    02R04068 Purchase 99.06 Morgan Stanley & Co. Incorporated
    01N04268 Purchase 101.05 RBS Securities Inc.
    02R04068 Purchase 99.11 RBS Securities Inc.
    01F04268 Purchase 101.00 UBS Securities LLC
    01F04267 Purchase 101.46 Barclays Capital Inc.
    01N04267 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 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 LLC
    01F04267 Purchase 101.46 J.P. Morgan Securities LLC
    01F04067 Purchase 99.67 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 99.86 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 101.46 Morgan Stanley & Co. Incorporated
    01F04047 Purchase 101.19 UBS Securities LLC
    01F04267 Purchase 101.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04068 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) LLC
    02R04068 Purchase 98.77 Credit Suisse Securities (USA) LLC
    02R04068 Purchase 98.88 Credit Suisse Securities (USA) LLC
    02R04068 Purchase 99.14 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 101.05 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 101.50 Credit Suisse Securities (USA) LLC
    21H04267 Purchase 101.09 Credit Suisse Securities (USA) LLC
    01F04267 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 LLC
    01F04267 Purchase 101.66 J.P. Morgan Securities LLC
    01F05067 Purchase 102.38 J.P. Morgan Securities LLC
    21H04267 Purchase 101.54 Morgan Stanley & Co. Incorporated
    02R04267 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) LLC
    01F04266 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 LLC
    01F04266 Purchase 101.72 Morgan Stanley & Co. Incorporated
    01F05066 Purchase 102.74 Morgan Stanley & Co. Incorporated
    01N04267 Purchase 101.38 Morgan Stanley & Co. Incorporated
    02R04066 Purchase 99.43 Morgan Stanley & Co. Incorporated
    01N04067 Purchase 99.22 UBS Securities LLC
    01F05267 Purchase 103.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04268 Purchase 100.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 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) LLC
    02R04068 Purchase 98.56 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 100.52 Credit Suisse Securities (USA) LLC
    01F04266 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 LLC
    02R04268 Purchase 100.50 J.P. Morgan Securities LLC
    02R04268 Purchase 100.25 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 101.13 RBS Securities Inc.
    02R04068 Purchase 98.57 RBS Securities Inc.
    01F04266 Purchase 101.31 UBS Securities LLC
    01N05266 Purchase 103.94 Deutsche Bank Securities Inc.
    01N05267 Sale 103.69 Deutsche Bank Securities Inc.
    01N05266 Purchase 103.93 UBS Securities LLC
    01N05267 Sale 103.69 UBS Securities LLC
    01F04067 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 Incorporated
    01F04267 Purchase 100.71 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05068 Purchase 101.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04267 Purchase 100.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04068 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) LLC
    01F04266 Purchase 100.98 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 101.04 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 100.93 Credit Suisse Securities (USA) LLC
    01F05068 Purchase 101.52 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.12 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.84 Credit Suisse Securities (USA) LLC
    01F04067 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.
    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 LLC
    01F04267 Purchase 99.70 J.P. Morgan Securities LLC
    01F04067 Purchase 98.59 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.11 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.77 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.89 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 100.64 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 100.40 UBS Securities LLC
    01F05266 Purchase 102.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Sale 102.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Purchase 101.55 Credit Suisse Securities (USA) LLC
    01F05066 Purchase 101.61 Credit Suisse Securities (USA) LLC
    01F05066 Purchase 101.50 Credit Suisse Securities (USA) LLC
    01F05266 Purchase 102.50 Credit Suisse Securities (USA) LLC
    01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC
    01F05067 Sale 101.25 Credit Suisse Securities (USA) LLC
    01F05067 Sale 101.14 Credit Suisse Securities (USA) LLC
    01F05267 Sale 102.17 Credit Suisse Securities (USA) LLC
    01F05066 Purchase 101.23 Morgan Stanley & Co. Incorporated
    01F05067 Sale 100.86 Morgan Stanley & Co. Incorporated
    01N05266 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 Incorporated
    01F04267 Purchase 98.77 BNP Paribas Securities Corp.
    01F04267 Purchase 99.30 Citigroup Global Markets Inc.
    01F04267 Purchase 98.95 Credit Suisse Securities (USA) LLC
    01F04267 Purchase 99.22 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 99.04 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 99.20 Credit Suisse Securities (USA) LLC
    01F04067 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. Incorporated
    01F04267 Purchase 98.89 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 98.99 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 99.14 Morgan Stanley & Co. Incorporated
    01F04067 Purchase 96.34 UBS Securities LLC
    02R04267 Purchase 99.07 UBS Securities LLC
    02R04267 Purchase 99.13 UBS Securities LLC
    01F04266 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 Incorporated
    01F04267 Purchase 100.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 100.02 Credit Suisse Securities (USA) LLC
    01F04267 Purchase 100.15 Credit Suisse Securities (USA) LLC
    01N04267 Purchase 100.24 Credit Suisse Securities (USA) LLC
    02R04067 Purchase 97.70 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 100.00 Credit Suisse Securities (USA) LLC
    01N04267 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 LLC
    01F04266 Purchase 100.47 J.P. Morgan Securities LLC
    01F04267 Purchase 100.14 J.P. Morgan Securities LLC
    01F05068 Purchase 101.55 J.P. Morgan Securities LLC
    01N04267 Purchase 99.72 J.P. Morgan Securities LLC
    02R04067 Purchase 97.16 J.P. Morgan Securities LLC
    01F04266 Purchase 99.97 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 100.04 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 100.16 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.53 RBS Securities Inc.
    01F04266 Purchase 100.01 UBS Securities LLC
    01F04266 Purchase 100.45 UBS Securities LLC
    01F04266 Purchase 100.46 UBS Securities LLC
    01F04267 Purchase 100.16 UBS Securities LLC
    02R04267 Purchase 99.80 UBS Securities LLC
    01F04067 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 Incorporated
    01F04266 Purchase 99.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Purchase 101.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 Purchase 99.07 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 Purchase 99.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04067 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) LLC
    01F05066 Purchase 101.70 Credit Suisse Securities (USA) LLC
    01F04266 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
    01F04266 Purchase 99.61 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 99.97 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 99.60 UBS Securities LLC
    02R04267 Purchase 98.98 UBS Securities LLC
    01N05266 Purchase 103.23 Barclays Capital Inc.
    01N05267 Sale 102.93 Barclays Capital Inc.
    01F05066 Purchase 101.56 Credit Suisse Securities (USA) LLC
    01F05066 Purchase 101.56 Credit Suisse Securities (USA) LLC
    01F05066 Purchase 101.56 Credit Suisse Securities (USA) LLC
    01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC
    01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC
    01F05067 Sale 101.19 Credit Suisse Securities (USA) LLC
    01N05266 Purchase 103.16 J.P. Morgan Securities LLC
    01N05267 Sale 102.88 J.P. Morgan Securities LLC
    01N05266 Purchase 103.22 Morgan Stanley & Co. Incorporated
    01N05267 Sale 102.92 Morgan Stanley & Co. Incorporated
    01N05266 Purchase 103.21 RBS Securities Inc.
    01N05267 Sale 102.92 RBS Securities Inc.
    01N05266 Purchase 103.22 UBS Securities LLC
    01N05267 Sale 102.93 UBS Securities LLC
    01F04266 Purchase 99.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04268 Purchase 98.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 Purchase 99.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 101.48 Citigroup Global Markets Inc.
    01F04266 Purchase 99.59 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 99.89 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 99.78 Credit Suisse Securities (USA) LLC
    01F05067 Purchase 101.54 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 102.70 Credit Suisse Securities (USA) LLC
    01N04268 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 LLC
    01F04266 Purchase 99.79 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 99.45 Morgan Stanley & Co. Incorporated
    01F05067 Purchase 101.25 RBS Securities Inc.
    01F05067 Purchase 101.31 RBS Securities Inc.
    01F04047 Purchase 99.48 UBS Securities LLC
    01F05068 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) LLC
    01F04266 Purchase 100.09 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 99.48 Credit Suisse Securities (USA) LLC
    01F04266 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.
    01F04047 Purchase 99.70 J.P. Morgan Securities LLC
    01F04268 Purchase 99.29 J.P. Morgan Securities LLC
    02R04267 Purchase 99.45 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 99.48 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 99.86 Barclays Capital Inc.
    01F04267 Purchase 99.25 Barclays Capital Inc.
    01F04266 Purchase 99.86 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 99.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 Purchase 99.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04066 Purchase 96.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04067 Purchase 95.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04067 Purchase 96.35 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 Purchase 99.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 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) LLC
    01F05068 Purchase 100.96 Credit Suisse Securities (USA) LLC
    02R04066 Purchase 96.59 Credit Suisse Securities (USA) LLC
    02R04066 Purchase 96.59 Credit Suisse Securities (USA) LLC
    02R04067 Purchase 95.77 Credit Suisse Securities (USA) LLC
    01F04266 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 LLC
    01F05068 Purchase 100.63 J.P. Morgan Securities LLC
    01F05068 Purchase 101.00 J.P. Morgan Securities LLC
    02R04267 Purchase 98.69 J.P. Morgan Securities LLC
    02R04267 Purchase 99.11 J.P. Morgan Securities LLC
    01F04267 Purchase 99.26 Morgan Stanley & Co. Incorporated
    02R04067 Purchase 95.86 Morgan Stanley & Co. Incorporated
    02R04067 Purchase 96.34 UBS Securities LLC
    02R04267 Purchase 99.06 UBS Securities LLC
    01F05266 Purchase 102.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Purchase 102.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Sale 102.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Sale 102.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Purchase 102.60 Citigroup Global Markets Inc.
    01F05267 Sale 102.23 Citigroup Global Markets Inc.
    01F05266 Purchase 102.54 Credit Suisse Securities (USA) LLC
    01F05267 Sale 102.17 Credit Suisse Securities (USA) LLC
    01F05266 Purchase 102.61 Deutsche Bank Securities Inc.
    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. Incorporated
    01F05266 Purchase 102.59 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.18 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.22 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 98.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 98.48 Citigroup Global Markets Inc.
    01F04266 Purchase 98.38 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 98.63 Credit Suisse Securities (USA) LLC
    01F04266 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 LLC
    01F04067 Purchase 94.83 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 98.35 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 98.36 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 98.17 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 98.33 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 97.97 Morgan Stanley & Co. Incorporated
    01F04266 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 Incorporated
    02R05266 Purchase 102.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06067 Sale 104.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05267 Sale 102.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 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.
    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 LLC
    01F05267 Sale 102.27 J.P. Morgan Securities LLC
    01F05266 Purchase 102.63 UBS Securities LLC
    01F05267 Sale 102.28 UBS Securities LLC
    01F05266 Purchase 102.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Sale 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 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 Incorporated
    02R04266 Purchase 97.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 Purchase 97.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 Purchase 96.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 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) LLC
    02R04267 Purchase 97.39 Credit Suisse Securities (USA) LLC
    01F05067 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 LLC
    02R04266 Purchase 97.74 J.P. Morgan Securities LLC
    02R05266 Purchase 102.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05267 Sale 101.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 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) LLC
    02R05266 Purchase 102.10 Credit Suisse Securities (USA) LLC
    02R05266 Purchase 102.17 Credit Suisse Securities (USA) LLC
    01F05267 Sale 102.13 Credit Suisse Securities (USA) LLC
    02R05267 Sale 101.72 Credit Suisse Securities (USA) LLC
    02R05267 Sale 101.80 Credit Suisse Securities (USA) LLC
    01F05266 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
    01F05267 Sale 102.13 J.P. Morgan Securities LLC
    01F05266 Purchase 102.50 Morgan Stanley & Co. Incorporated
    01F05266 Purchase 102.53 Morgan Stanley & Co. Incorporated
    01F05266 Purchase 102.58 Morgan Stanley & Co. Incorporated
    01F05266 Purchase 102.56 Morgan Stanley & Co. Incorporated
    01F05266 Purchase 102.59 Morgan Stanley & Co. Incorporated
    02R05266 Purchase 102.50 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.13 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.16 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.21 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.19 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.22 Morgan Stanley & Co. Incorporated
    02R05267 Sale 102.13 Morgan Stanley & Co. Incorporated
    02R05266 Purchase 102.12 RBS Securities Inc.
    02R05267 Sale 101.73 RBS Securities Inc.
    01F04246 Purchase 100.66 UBS Securities LLC
    02R05266 Purchase 102.44 UBS Securities LLC
    01F04247 Sale 100.33 UBS Securities LLC
    02R05267 Sale 102.06 UBS Securities LLC
    01F05068 Purchase 99.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 Purchase 97.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04247 Purchase 100.20 Citigroup Global Markets Inc.
    02R04267 Purchase 97.08 Cantor Fitzgerald & Co.
    01F04267 Purchase 97.07 Credit Suisse Securities (USA) LLC
    01N04267 Purchase 97.32 Credit Suisse Securities (USA) LLC
    01F04047 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 LLC
    02R04267 Purchase 96.94 J.P. Morgan Securities LLC
    01F04267 Purchase 97.30 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 96.94 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 99.71 UBS Securities LLC
    01F05266 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. Incorporated
    01F06267 Purchase 106.53 Morgan Stanley & Co. Incorporated
    01F05267 Sale 102.07 Morgan Stanley & Co. Incorporated
    01F06266 Sale 106.98 Morgan Stanley & Co. Incorporated
    01N06066 Purchase 103.44 J.P. Morgan Securities LLC
    01N06067 Sale 103.19 J.P. Morgan Securities LLC
    01N06066 Purchase 103.45 Morgan Stanley & Co. Incorporated
    01N06067 Sale 103.20 Morgan Stanley & Co. Incorporated
    01N06066 Purchase 103.29 UBS Securities LLC
    01N06067 Sale 103.02 UBS Securities LLC
    01F04267 Purchase 96.95 Barclays Capital Inc.
    01F04267 Purchase 96.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 Purchase 96.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 99.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 99.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 99.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05068 Purchase 99.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05068 Purchase 99.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 99.64 BNP Paribas Securities Corp.
    01F05068 Purchase 99.18 Citigroup Global Markets Inc.
    02R04267 Purchase 96.72 Credit Suisse Securities (USA) LLC
    01F04246 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 LLC
    02R04267 Purchase 96.68 J.P. Morgan Securities LLC
    02R04267 Purchase 96.78 J.P. Morgan Securities LLC
    01F04267 Purchase 96.89 Morgan Stanley & Co. Incorporated
    01F05067 Purchase 99.71 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 96.59 RBS Securities Inc.
    02R04267 Purchase 96.44 RBS Securities Inc.
    01F04046 Purchase 97.90 UBS Securities LLC
    01F04246 Purchase 100.41 UBS Securities LLC
    01F05067 Purchase 99.55 UBS Securities LLC
    02R04267 Purchase 96.38 UBS Securities LLC
    02R04267 Purchase 96.45 UBS Securities LLC
    02R04267 Purchase 96.52 UBS Securities LLC
    01F05068 Purchase 99.29 Citigroup Global Markets Inc.
    01F05268 Purchase 101.32 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 101.57 RBS Securities Inc.
    01F05046 Purchase 102.24 UBS Securities LLC
    01F05047 Sale 101.94 UBS Securities LLC
    02R04047 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 LLC
    01F05267 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
    01F05066 Sale 100.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 100.50 J.P. Morgan Securities LLC
    01F05066 Sale 100.89 J.P. Morgan Securities LLC
    02R04047 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) LLC
    02R04046 Sale 98.72 Credit Suisse Securities (USA) LLC
    02R04047 Purchase 98.31 UBS Securities LLC
    02R04046 Sale 98.70 UBS Securities LLC
    01F05069 Purchase 100.34 Barclays Capital Inc.
    01F04248 Purchase 100.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Purchase 100.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Purchase 100.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 Purchase 98.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04268 Purchase 98.22 Citigroup Global Markets Inc.
    21H04267 Purchase 98.73 Citigroup Global Markets Inc.
    01F05069 Purchase 100.34 Credit Suisse Securities (USA) LLC
    01F05069 Purchase 100.30 Credit Suisse Securities (USA) LLC
    01N04267 Purchase 99.05 Credit Suisse Securities (USA) LLC
    21H04267 Purchase 98.73 Credit Suisse Securities (USA) LLC
    21H04267 Purchase 98.71 Credit Suisse Securities (USA) LLC
    01F04268 Purchase 98.55 Deutsche Bank Securities Inc.
    02R04268 Purchase 98.22 Deutsche Bank Securities Inc.
    01F04268 Purchase 98.65 J.P. Morgan Securities LLC
    01F05069 Purchase 100.36 J.P. Morgan Securities LLC
    01F05069 Purchase 100.41 J.P. Morgan Securities LLC
    01F05069 Purchase 100.38 Morgan Stanley & Co. Incorporated
    01N04267 Purchase 99.16 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 98.06 UBS Securities LLC
    01F05069 Purchase 100.38 UBS Securities LLC
    01N06066 Purchase 104.02 Credit Suisse Securities (USA) LLC
    01N06067 Sale 103.75 Credit Suisse Securities (USA) LLC
    02R05067 Purchase 101.25 Barclays Capital Inc.
    02R05066 Sale 101.63 Barclays Capital Inc.
    02R05067 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Sale 101.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04047 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 Incorporated
    01F04267 Purchase 98.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04067 Purchase 96.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 Purchase 98.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 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) LLC
    01F04267 Purchase 98.57 Credit Suisse Securities (USA) LLC
    01F04267 Purchase 98.88 Credit Suisse Securities (USA) LLC
    02R04068 Purchase 96.39 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 98.39 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 98.40 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 98.66 Credit Suisse Securities (USA) LLC
    21H04267 Purchase 98.65 Credit Suisse Securities (USA) LLC
    21H04267 Purchase 98.97 Credit Suisse Securities (USA) LLC
    01F04047 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 LLC
    01F04267 Purchase 99.23 J.P. Morgan Securities LLC
    02R04068 Purchase 96.41 J.P. Morgan Securities LLC
    02R04267 Purchase 98.66 J.P. Morgan Securities LLC
    01F04267 Purchase 98.80 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 99.18 Morgan Stanley & Co. Incorporated
    02R04067 Purchase 95.96 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 98.80 Morgan Stanley & Co. Incorporated
    01F04267 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 LLC
    01F05067 Purchase 101.16 UBS Securities LLC
    01F04047 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 Incorporated
    21H04267 Purchase 99.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 Purchase 99.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05268 Purchase 102.91 Citigroup Global Markets Inc.
    01F04268 Purchase 99.16 Credit Suisse Securities (USA) LLC
    01F04268 Purchase 99.48 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 103.02 Credit Suisse Securities (USA) LLC
    02R04068 Purchase 96.63 Credit Suisse Securities (USA) LLC
    02R04068 Purchase 96.70 Credit Suisse Securities (USA) LLC
    02R04068 Purchase 96.88 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.42 Credit Suisse Securities (USA) LLC
    21H04267 Purchase 99.94 Credit Suisse Securities (USA) LLC
    01F04268 Purchase 99.70 Deutsche Bank Securities Inc.
    01F05068 Purchase 101.36 J.P. Morgan Securities LLC
    01F04268 Purchase 99.05 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 99.43 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 99.70 Morgan Stanley & Co. Incorporated
    02R04068 Purchase 97.11 Morgan Stanley & Co. Incorporated
    21H04267 Purchase 99.25 Morgan Stanley & Co. Incorporated
    01F03247 Purchase 97.17 UBS Securities LLC
    01F05068 Purchase 101.44 UBS Securities LLC
    01F05068 Purchase 101.47 UBS Securities LLC
    01F05068 Purchase 101.64 UBS Securities LLC
    02R04268 Purchase 99.22 UBS Securities LLC
    01F05067 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 Incorporated
    01F05068 Purchase 100.58 Citigroup Global Markets Inc.
    01F04268 Purchase 98.44 Credit Suisse Securities (USA) LLC
    01F05068 Purchase 100.23 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 98.38 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 98.30 Credit Suisse Securities (USA) LLC
    02R05068 Purchase 100.21 Credit Suisse Securities (USA) LLC
    02R05068 Purchase 100.23 Credit Suisse Securities (USA) LLC
    01F04268 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. Incorporated
    01F05068 Purchase 100.05 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 100.77 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 100.23 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 100.32 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 98.17 Morgan Stanley & Co. Incorporated
    02R05068 Purchase 100.13 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 100.73 RBS Securities Inc.
    01F04268 Purchase 98.19 UBS Securities LLC
    01F05068 Purchase 100.16 UBS Securities LLC
    01F05068 Purchase 100.36 UBS Securities LLC
    02R04268 Purchase 98.50 UBS Securities LLC
    01F04048 Purchase 98.25 Barclays Capital Inc.
    01F04268 Purchase 97.99 Barclays Capital Inc.
    01F05069 Purchase 99.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04268 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) LLC
    01F04268 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 LLC
    02R04268 Purchase 97.91 J.P. Morgan Securities LLC
    01F04248 Purchase 100.45 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 98.20 Morgan Stanley & Co. Incorporated
    01N04268 Purchase 98.11 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 99.99 RBS Securities Inc.
    01F05069 Purchase 100.06 UBS Securities LLC
    01F05067 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 LLC
    31371PCH Sale 100.84 J.P. Morgan Securities LLC
    31412N4U Sale 100.84 J.P. Morgan Securities LLC
    31412NWQ Sale 100.84 J.P. Morgan Securities LLC
    31412NXU Sale 100.84 J.P. Morgan Securities LLC
    31416HEL Sale 100.84 J.P. Morgan Securities LLC
    31416HG4 Sale 100.84 J.P. Morgan Securities LLC
    31416HH2 Sale 100.84 J.P. Morgan Securities LLC
    31416HH2 Sale 100.84 J.P. Morgan Securities LLC
    31416HM7 Sale 100.84 J.P. Morgan Securities LLC
    31416HQN Sale 100.84 J.P. Morgan Securities LLC
    31416HS6 Sale 100.84 J.P. Morgan Securities LLC
    31416HYJ Sale 100.84 J.P. Morgan Securities LLC
    31416KGW Sale 100.84 J.P. Morgan Securities LLC
    31416KHW Sale 100.84 J.P. Morgan Securities LLC
    31416LAA Sale 100.84 J.P. Morgan Securities LLC
    01F04048 Purchase 99.13 Barclays Capital Inc.
    01N04268 Purchase 98.76 Barclays Capital Inc.
    01F05268 Purchase 102.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04268 Purchase 98.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04268 Purchase 98.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 101.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Purchase 100.43 BNP Paribas Securities Corp.
    01F05068 Purchase 100.87 Citigroup Global Markets Inc.
    02R04268 Purchase 98.47 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 98.49 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 98.50 Credit Suisse Securities (USA) LLC
    01N04268 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 LLC
    01N04268 Purchase 98.69 J.P. Morgan Securities LLC
    01F05067 Purchase 101.25 J.P. Morgan Securities LLC
    01F05066 Sale 101.52 J.P. Morgan Securities LLC
    02R04268 Purchase 98.41 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 98.61 Morgan Stanley & Co. Incorporated
    01F04048 Purchase 99.13 UBS Securities LLC
    02R04267 Purchase 98.58 Barclays Capital Inc.
    21H04267 Purchase 98.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 Purchase 98.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04267 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) LLC
    02R04267 Purchase 98.75 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 98.89 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 98.77 Deutsche Bank Securities Inc.
    01F04267 Purchase 99.05 J.P. Morgan Securities LLC
    01F04267 Purchase 99.13 J.P. Morgan Securities LLC
    01F04267 Purchase 99.08 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 98.84 Morgan Stanley & Co. Incorporated
    21H05068 Purchase 100.68 Morgan Stanley & Co. Incorporated
    21H04267 Purchase 98.70 RBS Securities Inc.
    21H05068 Purchase 100.61 UBS Securities LLC
    01F05067 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 101.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05067 Purchase 101.28 J.P. Morgan Securities LLC
    01F05066 Sale 101.52 J.P. Morgan Securities LLC
    01F04048 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 Incorporated
    02R04268 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) LLC
    02R04268 Purchase 98.39 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 98.45 Credit Suisse Securities (USA) LLC
    01F05069 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 LLC
    02R04268 Purchase 98.29 J.P. Morgan Securities LLC
    01F04268 Purchase 98.47 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 98.42 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 98.49 RBS Securities Inc.
    01F04268 Purchase 98.63 UBS Securities LLC
    02R04047 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 LLC
    02R05066 Sale 101.24 J.P. Morgan Securities LLC
    01F05067 Purchase 101.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 Sale 101.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    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 Incorporated
    21H04267 Purchase 99.60 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04267 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) LLC
    01F04267 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 LLC
    01F05068 Purchase 101.64 J.P. Morgan Securities LLC
    02R04267 Purchase 98.95 J.P. Morgan Securities LLC
    01F04267 Purchase 99.58 Morgan Stanley & Co. Incorporated
    01F05267 Purchase 103.25 UBS Securities LLC
    21H04267 Purchase 99.69 UBS Securities LLC
    02R05067 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Sale 101.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05068 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.
    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 Incorporated
    01F05067 Purchase 101.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31412UH9 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31413QDU Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414CFA Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414CYB Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414KN3 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414ND4 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414P4X Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414SKS Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414SL4 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31414TR6 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415A2N Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415A6B Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415ARS Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415AUU Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415BC2 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415LK2 Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415XJJ Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31415YBS Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31416HRU Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31416HTP Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31416JUE Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    31416JYV Sale 101.99 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04268 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.
    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) LLC
    02R04268 Purchase 99.13 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.18 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.22 Credit Suisse Securities (USA) LLC
    02R05068 Purchase 101.43 Credit Suisse Securities (USA) LLC
    02R05068 Purchase 101.45 Credit Suisse Securities (USA) LLC
    01F05068 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 LLC
    21H04267 Purchase 99.54 J.P. Morgan Securities LLC
    21H04267 Purchase 99.61 J.P. Morgan Securities LLC
    01F05068 Purchase 101.56 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 99.34 Morgan Stanley & Co. Incorporated
    02R05068 Purchase 101.36 UBS Securities LLC
    02R05068 Purchase 101.45 UBS Securities LLC
    01F05068 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 LLC
    01F05069 Purchase 101.18 J.P. Morgan Securities LLC
    01F05268 Purchase 103.03 J.P. Morgan Securities LLC
    01N04068 Purchase 96.63 J.P. Morgan Securities LLC
    01F05068 Purchase 101.60 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 101.64 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.23 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.25 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.05 Morgan Stanley & Co. Incorporated
    02R04269 Purchase 99.04 RBS Securities Inc.
    02R04269 Purchase 98.95 UBS Securities LLC
    01F04248 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 Incorporated
    02R04268 Purchase 99.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 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.
    02R04268 Purchase 99.14 Goldman, Sachs & Co.
    02R04268 Purchase 99.31 Goldman, Sachs & Co.
    01F04248 Purchase 101.69 J.P. Morgan Securities LLC
    01F05069 Purchase 100.97 J.P. Morgan Securities LLC
    01F05069 Purchase 101.15 J.P. Morgan Securities LLC
    01F04268 Purchase 99.55 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 99.57 Morgan Stanley & Co. Incorporated
    01N04268 Purchase 99.59 Morgan Stanley & Co. Incorporated
    01N05068 Purchase 101.52 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.02 UBS Securities LLC
    01F05267 Purchase 103.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05268 Sale 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Purchase 103.14 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 103.16 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 103.16 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 103.25 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.81 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.83 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.83 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.92 Credit Suisse Securities (USA) LLC
    01F05267 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. Incorporated
    01F05267 Purchase 103.19 Morgan Stanley & Co. Incorporated
    01F05267 Purchase 103.19 Morgan Stanley & Co. Incorporated
    01F05267 Purchase 103.28 Morgan Stanley & Co. Incorporated
    01F05268 Sale 102.79 Morgan Stanley & Co. Incorporated
    01F05268 Sale 102.86 Morgan Stanley & Co. Incorporated
    01F05268 Sale 102.86 Morgan Stanley & Co. Incorporated
    01F05268 Sale 102.95 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 101.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05068 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) LLC
    21H04267 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 LLC
    01F05068 Purchase 101.29 J.P. Morgan Securities LLC
    01F05068 Purchase 101.37 J.P. Morgan Securities LLC
    01F04257 Purchase 100.52 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 99.17 Morgan Stanley & Co. Incorporated
    01F04267 Purchase 99.70 RBS Securities Inc.
    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) LLC
    01F05267 Purchase 103.07 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 103.08 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 103.08 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.78 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.73 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.75 Credit Suisse Securities (USA) LLC
    01F05268 Sale 102.75 Credit Suisse Securities (USA) LLC
    01F05267 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) LLC
    01F05268 Sale 103.00 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 103.34 Morgan Stanley & Co. Incorporated
    01F05267 Purchase 103.34 Morgan Stanley & Co. Incorporated
    01F05267 Purchase 103.35 Morgan Stanley & Co. Incorporated
    01F05268 Sale 103.01 Morgan Stanley & Co. Incorporated
    01F05268 Sale 103.01 Morgan Stanley & Co. Incorporated
    01F05268 Sale 103.02 Morgan Stanley & Co. Incorporated
    01F04048 Purchase 99.94 Barclays Capital Inc.
    01N04068 Purchase 96.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N05068 Purchase 101.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N05068 Purchase 101.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 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) LLC
    01F05069 Purchase 101.38 Deutsche Bank Securities Inc.
    01F05069 Purchase 101.29 J.P. Morgan Securities LLC
    01F05069 Purchase 101.29 J.P. Morgan Securities LLC
    01N04068 Purchase 96.78 J.P. Morgan Securities LLC
    02R04268 Purchase 99.53 J.P. Morgan Securities LLC
    01F05069 Purchase 101.31 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.39 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.30 RBS Securities Inc.
    01F05069 Purchase 101.31 UBS Securities LLC
    21H04268 Purchase 99.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04268 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) LLC
    01F05069 Purchase 101.34 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.45 Credit Suisse Securities (USA) LLC
    01F04248 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 LLC
    02R04268 Purchase 99.41 J.P. Morgan Securities LLC
    01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.29 Morgan Stanley & Co. Incorporated
    01N04268 Purchase 99.82 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 99.75 RBS Securities Inc.
    01F04048 Purchase 99.88 UBS Securities LLC
    01F05069 Purchase 101.28 UBS Securities LLC
    01F05267 Purchase 103.43 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05268 Sale 103.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Purchase 103.35 Credit Suisse Securities (USA) LLC
    01F05268 Sale 103.02 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 103.31 Morgan Stanley & Co. Incorporated
    01F05268 Sale 102.98 Morgan Stanley & Co. Incorporated
    01F05267 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 Incorporated
    21H05068 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H05069 Purchase 101.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Purchase 101.55 Citigroup Global Markets Inc.
    01F05268 Purchase 103.09 Credit Suisse Securities (USA) LLC
    01N04068 Purchase 96.84 Credit Suisse Securities (USA) LLC
    01N04068 Purchase 96.95 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.78 Credit Suisse Securities (USA) LLC
    01F05069 Purchase 101.54 Goldman, Sachs & Co.
    01F04048 Purchase 100.02 J.P. Morgan Securities LLC
    01F05069 Purchase 101.57 J.P. Morgan Securities LLC
    02R04268 Purchase 99.75 J.P. Morgan Securities LLC
    21H05069 Purchase 101.23 J.P. Morgan Securities LLC
    01F05069 Purchase 101.53 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.21 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 99.68 Morgan Stanley & Co. Incorporated
    01F04047 Purchase 100.51 Barclays Capital Inc.
    21H04267 Purchase 100.63 Barclays Capital Inc.
    01F04257 Purchase 100.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04268 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) LLC
    02R04268 Purchase 100.45 Credit Suisse Securities (USA) LLC
    21H04267 Purchase 100.21 Credit Suisse Securities (USA) LLC
    01F04047 Purchase 101.04 Deutsche Bank Securities Inc.
    02R04268 Purchase 99.81 Deutsche Bank Securities Inc.
    01F04057 Purchase 99.01 J.P. Morgan Securities LLC
    01F04257 Purchase 101.47 J.P. Morgan Securities LLC
    01F04268 Purchase 100.55 J.P. Morgan Securities LLC
    01F04268 Purchase 100.07 J.P. Morgan Securities LLC
    01F04268 Purchase 100.45 J.P. Morgan Securities LLC
    01N04067 Purchase 97.73 J.P. Morgan Securities LLC
    01N04067 Purchase 98.13 J.P. Morgan Securities LLC
    01N04067 Purchase 98.31 J.P. Morgan Securities LLC
    02R04047 Purchase 100.77 Morgan Stanley & Co. Incorporated
    21H04267 Purchase 100.10 Morgan Stanley & Co. Incorporated
    01F04047 Purchase 101.03 UBS Securities LLC
    01F04047 Purchase 101.05 UBS Securities LLC
    01F04057 Purchase 98.28 UBS Securities LLC
    02R04047 Purchase 100.56 UBS Securities LLC
    02R04268 Purchase 100.41 UBS Securities LLC
    21H04267 Purchase 100.65 UBS Securities LLC
    21H05067 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 LLC
    21H05067 Sale 102.42 UBS Securities LLC
    02R04268 Purchase 100.08 Barclays Capital Inc.
    02R05068 Purchase 102.20 Barclays Capital Inc.
    02R05068 Purchase 102.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04268 Purchase 100.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04268 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04268 Purchase 100.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06067 Purchase 105.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06068 Sale 104.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 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.
    01F05267 Purchase 103.84 J.P. Morgan Securities LLC
    01F05267 Purchase 103.87 J.P. Morgan Securities LLC
    02R04268 Purchase 100.14 J.P. Morgan Securities LLC
    01F05068 Purchase 102.30 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 100.28 Morgan Stanley & Co. Incorporated
    21H04268 Purchase 100.14 UBS Securities LLC
    21H04268 Purchase 99.84 UBS Securities LLC
    01F04269 Purchase 100.39 Barclays Capital Inc.
    01F05069 Purchase 102.04 Barclays Capital Inc.
    01N04268 Purchase 100.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04269 Purchase 100.18 Citigroup Global Markets Inc.
    02R04269 Purchase 99.98 Citigroup Global Markets Inc.
    01F04269 Purchase 100.27 Credit Suisse Securities (USA) LLC
    01F05069 Purchase 102.07 Credit Suisse Securities (USA) LLC
    01F05069 Purchase 102.08 Credit Suisse Securities (USA) LLC
    01N04268 Purchase 100.52 Credit Suisse Securities (USA) LLC
    01F05069 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 LLC
    01N05068 Purchase 102.69 J.P. Morgan Securities LLC
    01F04269 Purchase 100.27 Morgan Stanley & Co. Incorporated
    01F04269 Purchase 100.20 Morgan Stanley & Co. Incorporated
    01F04269 Purchase 100.27 Morgan Stanley & Co. Incorporated
    01F04048 Purchase 100.70 UBS Securities LLC
    01F05069 Purchase 102.00 UBS Securities LLC
    01F04268 Purchase 100.48 Barclays Capital Inc.
    01F05068 Purchase 102.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04058 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) LLC
    02R04268 Purchase 100.15 Credit Suisse Securities (USA) LLC
    21H04268 Purchase 100.28 Credit Suisse Securities (USA) LLC
    01F04268 Purchase 100.53 Deutsche Bank Securities Inc.
    01F04268 Purchase 100.31 J.P. Morgan Securities LLC
    01F05068 Purchase 102.35 J.P. Morgan Securities LLC
    01F04258 Purchase 101.14 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 100.34 Morgan Stanley & Co. Incorporated
    01F04247 Purchase 102.88 UBS Securities LLC
    01F04248 Sale 102.55 UBS Securities LLC
    21H04268 Purchase 99.75 Barclays Capital Inc.
    21H04268 Purchase 99.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04268 Purchase 99.91 BNP Paribas Securities Corp.
    01F05069 Purchase 101.57 BNP Paribas Securities Corp.
    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 LLC
    01F04268 Purchase 100.13 J.P. Morgan Securities LLC
    21H04268 Purchase 99.78 J.P. Morgan Securities LLC
    21H04268 Purchase 99.83 J.P. Morgan Securities LLC
    01F04268 Purchase 99.90 Morgan Stanley & Co. Incorporated
    02R04269 Purchase 99.41 RBC Capital Markets, LLC
    21H04268 Purchase 99.82 RBS Securities Inc.
    21H04268 Purchase 99.81 UBS Securities LLC
    01N04068 Purchase 96.64 Barclays Capital Inc.
    02R0426A Purchase 98.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04068 Purchase 96.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Purchase 101.44 Citigroup Global Markets Inc.
    01F0506A Purchase 100.92 Citigroup Global Markets Inc.
    01F0506A Purchase 100.99 Credit Suisse Securities (USA) LLC
    01F0426A 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 LLC
    01F0426A Purchase 98.33 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 98.36 Morgan Stanley & Co. Incorporated
    02R0426A Purchase 98.34 Morgan Stanley & Co. Incorporated
    02R0426A Purchase 98.28 Morgan Stanley & Co. Incorporated
    02R0426A Purchase 98.33 Morgan Stanley & Co. Incorporated
    21H04268 Purchase 99.31 RBC Capital Markets, LLC
    01F0506A Purchase 101.07 Barclays Capital Inc.
    02R04269 Purchase 99.09 Barclays Capital Inc.
    01N04268 Purchase 99.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04268 Purchase 99.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04269 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) LLC
    01N04268 Purchase 99.73 Credit Suisse Securities (USA) LLC
    02R04269 Purchase 99.05 Credit Suisse Securities (USA) LLC
    01F04269 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.
    02R04269 Purchase 99.01 Goldman, Sachs & Co.
    01F04269 Purchase 99.26 J.P. Morgan Securities LLC
    01F0506A Purchase 101.07 J.P. Morgan Securities LLC
    01F04269 Purchase 98.91 Morgan Stanley & Co. Incorporated
    21H04268 Purchase 99.27 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 101.04 RBS Securities Inc.
    02R04269 Purchase 99.09 UBS Securities LLC
    01N06067 Purchase 104.82 Credit Suisse Securities (USA) LLC
    01N06068 Sale 104.52 Credit Suisse Securities (USA) LLC
    01F04268 Purchase 99.42 Barclays Capital Inc.
    01F04268 Purchase 99.66 Barclays Capital Inc.
    01F05269 Purchase 102.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04068 Purchase 95.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04268 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) LLC
    02R04268 Purchase 99.33 Credit Suisse Securities (USA) LLC
    01F04268 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 LLC
    01F04268 Purchase 99.41 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 99.42 Morgan Stanley & Co. Incorporated
    02R04268 Purchase 99.25 Morgan Stanley & Co. Incorporated
    21H04068 Purchase 95.94 RBC Capital Markets, LLC
    02R04268 Purchase 99.20 RBS Securities Inc.
    01F04268 Purchase 99.38 UBS Securities LLC
    01F05269 Purchase 103.02 Barclays Capital Inc.
    01F04249 Purchase 101.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04269 Purchase 99.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H05069 Purchase 101.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04269 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) LLC
    01F05269 Purchase 102.83 Credit Suisse Securities (USA) LLC
    01F05269 Purchase 103.02 Credit Suisse Securities (USA) LLC
    02R04269 Purchase 99.14 Credit Suisse Securities (USA) LLC
    21H04269 Purchase 99.09 Credit Suisse Securities (USA) LLC
    02R04269 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.
    01F0506A Purchase 100.86 J.P. Morgan Securities LLC
    21H04269 Purchase 99.23 J.P. Morgan Securities LLC
    01F0506A Purchase 101.03 RBS Securities Inc.
    01F04269 Purchase 98.89 UBS Securities LLC
    01F04249 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) LLC
    01F04249 Purchase 102.14 Credit Suisse Securities (USA) LLC
    01F04249 Purchase 102.18 Credit Suisse Securities (USA) LLC
    01F04268 Purchase 99.44 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 101.27 Credit Suisse Securities (USA) LLC
    01F05268 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 LLC
    01F05268 Purchase 103.65 J.P. Morgan Securities LLC
    02R0506A Purchase 101.30 J.P. Morgan Securities LLC
    02R04268 Purchase 99.66 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.43 Morgan Stanley & Co. Incorporated
    21H04068 Purchase 97.23 RBC Capital Markets, LLC
    21H04268 Purchase 99.72 RBC Capital Markets, LLC
    01F0506A Purchase 101.47 RBS Securities Inc.
    01F04268 Purchase 100.06 UBS Securities LLC
    01F0506A Purchase 101.53 UBS Securities LLC
    02R04049 Purchase 100.13 UBS Securities LLC
    02R04268 Purchase 100.01 Citigroup Global Markets Inc.
    01F05068 Purchase 102.13 Credit Suisse Securities (USA) LLC
    01F05069 Purchase 101.80 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 101.73 Credit Suisse Securities (USA) LLC
    01F04268 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 LLC
    01F05069 Purchase 101.84 J.P. Morgan Securities LLC
    01F04268 Purchase 100.11 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.58 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.58 Morgan Stanley & Co. Incorporated
    02R05068 Purchase 102.09 Morgan Stanley & Co. Incorporated
    21H04268 Purchase 100.05 RBC Capital Markets, LLC
    01F04268 Purchase 100.23 RBS Securities Inc.
    01F04048 Purchase 100.08 Barclays Capital Inc.
    01F0506A Purchase 101.02 BNP Paribas Securities Corp.
    01F0506A Purchase 100.84 Citigroup Global Markets Inc.
    01F0426A Purchase 98.58 Credit Suisse Securities (USA) LLC
    01F0426A Purchase 98.94 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 101.05 Credit Suisse Securities (USA) LLC
    01F05269 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 LLC
    01F0506A Purchase 101.03 J.P. Morgan Securities LLC
    01F0426A Purchase 99.01 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 98.70 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 99.03 UBS Securities LLC
    02R04269 Purchase 99.05 Barclays Capital Inc.
    21H04269 Purchase 99.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04269 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) LLC
    01F0506A Purchase 100.88 Credit Suisse Securities (USA) LLC
    01F0426A 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 LLC
    01F04269 Purchase 99.17 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.30 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 100.82 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 100.87 Morgan Stanley & Co. Incorporated
    02R04269 Purchase 99.05 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 98.68 RBC Capital Markets, LLC
    01F04269 Purchase 99.13 UBS Securities LLC
    01F05268 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) LLC
    01F05068 Purchase 101.61 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 103.20 Credit Suisse Securities (USA) LLC
    02R05068 Purchase 101.50 Credit Suisse Securities (USA) LLC
    01F04268 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 LLC
    02R04268 Purchase 99.28 J.P. Morgan Securities LLC
    01F04268 Purchase 99.34 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.19 Morgan Stanley & Co. Incorporated
    21H04268 Purchase 99.34 Morgan Stanley & Co. Incorporated
    21H04267 Sale 99.65 Morgan Stanley & Co. Incorporated
    01F04268 Purchase 99.42 RBS Securities Inc.
    01F05268 Purchase 103.17 RBS Securities Inc.
    01F05068 Purchase 101.57 UBS Securities LLC
    01F04268 Purchase 99.70 Barclays Capital Inc.
    02R0506A Purchase 101.01 Barclays Capital Inc.
    01F05069 Purchase 101.40 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Purchase 101.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05268 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) LLC
    01F05069 Purchase 101.44 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 103.40 Credit Suisse Securities (USA) LLC
    21H04068 Purchase 96.66 Credit Suisse Securities (USA) LLC
    02R0506A 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 LLC
    02R0506A Purchase 101.06 J.P. Morgan Securities LLC
    01F04268 Purchase 99.72 RBC Capital Markets, LLC
    01F05268 Purchase 103.26 UBS Securities LLC
    02R0506A Purchase 100.89 UBS Securities LLC
    01F05069 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 Incorporated
    02R0506A 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) LLC
    02R05069 Purchase 101.39 Credit Suisse Securities (USA) LLC
    01F05069 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.
    01F0526A Purchase 102.69 J.P. Morgan Securities LLC
    02R05069 Purchase 101.31 J.P. Morgan Securities LLC
    01F05268 Purchase 103.43 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.56 RBS Securities Inc.
    01F0506A Purchase 101.03 RBS Securities Inc.
    01F05069 Purchase 101.55 UBS Securities LLC
    01F0506A Purchase 100.95 UBS Securities LLC
    01F05069 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 Incorporated
    01F05069 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) LLC
    01F05069 Purchase 101.38 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 101.20 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 101.28 Credit Suisse Securities (USA) LLC
    01F05069 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 LLC
    01F05069 Purchase 101.43 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 102.78 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 102.88 Morgan Stanley & Co. Incorporated
    01F05069 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) LLC
    01F0526A Purchase 102.77 Credit Suisse Securities (USA) LLC
    01F0526A Purchase 102.88 Credit Suisse Securities (USA) LLC
    01F0506A 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 LLC
    01F0526A Purchase 102.71 J.P. Morgan Securities LLC
    01F0526A Purchase 102.83 J.P. Morgan Securities LLC
    01F0506A Purchase 101.52 UBS Securities LLC
    02R0426A Purchase 99.66 UBS Securities LLC
    01F05069 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) LLC
    01F05069 Purchase 101.82 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 103.34 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 103.47 Credit Suisse Securities (USA) LLC
    02R04268 Purchase 99.78 Credit Suisse Securities (USA) LLC
    02R04269 Purchase 99.54 Credit Suisse Securities (USA) LLC
    01F05268 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 LLC
    01F05268 Purchase 103.32 J.P. Morgan Securities LLC
    01F05268 Purchase 103.33 J.P. Morgan Securities LLC
    01F05069 Purchase 101.81 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.37 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.38 Morgan Stanley & Co. Incorporated
    02R05069 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) LLC
    02R0506A Purchase 100.95 Credit Suisse Securities (USA) LLC
    01F05269 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 LLC
    01F05269 Purchase 102.93 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 100.99 Morgan Stanley & Co. Incorporated
    01F04269 Purchase 98.95 Barclays Capital Inc.
    01F05069 Purchase 101.38 Barclays Capital Inc.
    01F05069 Purchase 101.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04269 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) LLC
    01F05268 Purchase 103.27 Credit Suisse Securities (USA) LLC
    01F04269 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 LLC
    01F05069 Purchase 101.02 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.31 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.47 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 103.08 Morgan Stanley & Co. Incorporated
    01F04269 Purchase 98.95 RBC Capital Markets, LLC
    01F0506A Purchase 100.69 Barclays Capital Inc.
    01F05269 Purchase 102.67 Barclays Capital Inc.
    01F05069 Purchase 101.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 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) LLC
    01F05269 Purchase 102.62 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 101.00 Credit Suisse Securities (USA) LLC
    01F05069 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. Incorporated
    01F05269 Purchase 102.67 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04268 Purchase 98.58 BNP Paribas Securities Corp.
    01F05068 Purchase 100.84 Citigroup Global Markets Inc.
    01F03268 Purchase 91.50 Credit Suisse Securities (USA) LLC
    01F05068 Purchase 100.88 Credit Suisse Securities (USA) LLC
    01F05068 Purchase 100.97 Credit Suisse Securities (USA) LLC
    01F05068 Purchase 101.12 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 102.81 Credit Suisse Securities (USA) LLC
    01F05268 Purchase 102.65 Credit Suisse Securities (USA) LLC
    01F05068 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 LLC
    01F05068 Purchase 100.90 J.P. Morgan Securities LLC
    01F03268 Purchase 91.44 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 101.03 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 102.70 Morgan Stanley & Co. Incorporated
    01F05268 Purchase 102.86 Morgan Stanley & Co. Incorporated
    01F05068 Purchase 100.92 RBS Securities Inc.
    01F05068 Purchase 100.94 UBS Securities LLC
    01F06269 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
    21H05068 Sale 101.50 Morgan Stanley & Co. Incorporated
    01F04249 Purchase 101.78 UBS Securities LLC
    21H05069 Purchase 101.03 UBS Securities LLC
    01F04248 Sale 102.16 UBS Securities LLC
    21H05068 Sale 101.52 UBS Securities LLC
    01F04269 Purchase 98.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04269 Purchase 98.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A 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) LLC
    01F05269 Purchase 102.73 Credit Suisse Securities (USA) LLC
    01F05269 Purchase 102.75 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 100.48 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 100.56 Credit Suisse Securities (USA) LLC
    01F04269 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 LLC
    02R0506A Purchase 100.55 J.P. Morgan Securities LLC
    01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 100.92 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.21 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 100.84 Morgan Stanley & Co. Incorporated
    01F04269 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) LLC
    01F05268 Purchase 103.27 Credit Suisse Securities (USA) LLC
    01F05269 Purchase 102.90 Credit Suisse Securities (USA) LLC
    01F05269 Purchase 102.92 Credit Suisse Securities (USA) LLC
    01F05269 Purchase 102.93 Credit Suisse Securities (USA) LLC
    01F05269 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
    01F05269 Purchase 102.93 J.P. Morgan Securities LLC
    01F05269 Purchase 102.95 Morgan Stanley & Co. Incorporated
    01F04269 Purchase 99.12 RBS Securities Inc.
    01F05269 Purchase 102.95 UBS Securities LLC
    01F04259 Purchase 100.63 Barclays Capital Inc.
    01F04258 Sale 101.08 Barclays Capital Inc.
    02R05269 Purchase 102.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05268 Sale 103.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 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.
    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.
    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 LLC
    02R04268 Sale 99.55 J.P. Morgan Securities LLC
    01F05069 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 Incorporated
    01F05269 Purchase 102.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426A 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) LLC
    01F0506A Purchase 100.94 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 100.97 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 101.08 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 101.14 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 101.22 Credit Suisse Securities (USA) LLC
    02R0426A Purchase 98.77 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 100.87 Deutsche Bank Securities Inc.
    01F0506A Purchase 101.11 Deutsche Bank Securities Inc.
    01F0506A Purchase 101.07 J.P. Morgan Securities LLC
    01F05269 Purchase 103.03 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 103.04 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 98.75 RBC Capital Markets, LLC
    01F0506A Purchase 100.96 RBS Securities Inc.
    01F0506A Purchase 100.95 UBS Securities LLC
    02R0506A 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) LLC
    01F0506A Purchase 101.25 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 101.86 Credit Suisse Securities (USA) LLC
    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 LLC
    01F0526A Purchase 102.80 J.P. Morgan Securities LLC
    01F0426A Purchase 99.37 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.58 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.65 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 101.44 RBC Capital Markets, LLC
    01F0426A 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 LLC
    02R0506A Purchase 101.23 UBS Securities LLC
    01F0526A Purchase 103.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 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) LLC
    01F05069 Purchase 102.01 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 101.60 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 101.64 Credit Suisse Securities (USA) LLC
    01F0506A Purchase 101.80 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 101.94 Credit Suisse Securities (USA) LLC
    21H04269 Purchase 99.92 Credit Suisse Securities (USA) LLC
    02R05069 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 LLC
    01F0526A Purchase 103.12 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 103.52 RBS Securities Inc.
    01F0526A Purchase 103.13 RBS Securities Inc.
    02R05069 Purchase 102.14 UBS Securities LLC
    01F05069 Purchase 102.13 Barclays Capital Inc.
    01F0526A Purchase 103.23 Barclays Capital Inc.
    02R0506A Purchase 101.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05069 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) LLC
    01F0506A Purchase 101.82 Credit Suisse Securities (USA) LLC
    01F0526A Purchase 103.18 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 102.17 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 101.82 Credit Suisse Securities (USA) LLC
    01F05069 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 LLC
    01F05069 Purchase 102.13 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.20 Morgan Stanley & Co. Incorporated
    01N04269 Purchase 100.42 Morgan Stanley & Co. Incorporated
    01F0506A 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 LLC
    02R05069 Purchase 102.20 UBS Securities LLC
    01F05069 Purchase 101.99 Barclays Capital Inc.
    01F05269 Purchase 103.55 Barclays Capital Inc.
    01F0526A Purchase 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526A Purchase 103.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05269 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) LLC
    01F0526A Purchase 103.07 Credit Suisse Securities (USA) LLC
    01F0506A 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. Incorporated
    01F0506A Purchase 101.63 Morgan Stanley & Co. Incorporated
    01N04269 Purchase 100.34 Morgan Stanley & Co. Incorporated
    02R05069 Purchase 102.05 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.06 RBC Capital Markets, LLC
    01F05069 Purchase 102.14 RBS Securities Inc.
    01F0526A Purchase 103.18 UBS Securities LLC
    01F0506A Purchase 101.67 Barclays Capital Inc.
    02R05069 Purchase 102.21 Barclays Capital Inc.
    01F0506A Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05269 Purchase 103.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H04269 Purchase 100.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Purchase 102.17 Citigroup Global Markets Inc.
    21H04269 Purchase 100.12 Citigroup Global Markets Inc.
    01F0506A Purchase 101.84 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 102.16 Credit Suisse Securities (USA) LLC
    01F05269 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 LLC
    01F05069 Purchase 102.27 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.22 Morgan Stanley & Co. Incorporated
    21H04269 Purchase 100.12 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.70 RBS Securities Inc.
    01F05069 Purchase 102.11 UBS Securities LLC
    01F05269 Purchase 103.50 UBS Securities LLC
    01F05069 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) LLC
    02R0506A Purchase 101.83 Credit Suisse Securities (USA) LLC
    21H04269 Purchase 100.25 Credit Suisse Securities (USA) LLC
    01F05069 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. Incorporated
    01F05069 Purchase 102.25 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 102.32 Morgan Stanley & Co. Incorporated
    02R05069 Purchase 102.28 Morgan Stanley & Co. Incorporated
    21H04269 Purchase 100.16 Morgan Stanley & Co. Incorporated
    21H04269 Purchase 100.17 UBS Securities LLC
    01F05269 Purchase 103.56 Barclays Capital Inc.
    02R05069 Purchase 102.02 BNP Paribas Securities Corp.
    01F05069 Purchase 102.35 Citigroup Global Markets Inc.
    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) LLC
    01F05269 Purchase 103.54 Credit Suisse Securities (USA) LLC
    02R05069 Purchase 102.01 Credit Suisse Securities (USA) LLC
    01F05069 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. Incorporated
    01F05069 Purchase 102.22 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 102.20 Morgan Stanley & Co. Incorporated
    02R05069 Purchase 102.13 Morgan Stanley & Co. Incorporated
    02R05069 Purchase 102.20 Morgan Stanley & Co. Incorporated
    01F05069 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 LLC
    01F05269 Purchase 103.73 Barclays Capital Inc.
    01N04269 Purchase 100.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526A 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) LLC
    01N04269 Purchase 100.36 Credit Suisse Securities (USA) LLC
    01N04269 Purchase 99.83 Credit Suisse Securities (USA) LLC
    01N05069 Purchase 102.41 Credit Suisse Securities (USA) LLC
    01F0526A 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 LLC
    01F0506A Purchase 101.41 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 101.86 Morgan Stanley & Co. Incorporated
    01N04269 Purchase 99.84 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.80 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 101.77 UBS Securities LLC
    01F05069 Purchase 102.29 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 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) LLC
    01F0506A Purchase 101.77 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 101.94 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 101.96 Credit Suisse Securities (USA) LLC
    01F0506A 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 LLC
    01F05269 Purchase 103.67 J.P. Morgan Securities LLC
    01F0526A Purchase 103.30 J.P. Morgan Securities LLC
    01N04269 Purchase 100.32 J.P. Morgan Securities LLC
    02R05069 Purchase 102.19 J.P. Morgan Securities LLC
    01F0506A Purchase 101.77 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 101.78 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 103.63 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 103.68 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.28 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 102.35 UBS Securities LLC
    01F0506A Purchase 101.74 UBS Securities LLC
    01F05269 Purchase 103.68 UBS Securities LLC
    01F0506A Purchase 101.99 Barclays Capital Inc.
    01F0506A Purchase 102.05 Barclays Capital Inc.
    01F0526A Purchase 103.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A 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) LLC
    01N04269 Purchase 100.56 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 102.03 Credit Suisse Securities (USA) LLC
    01F05069 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.
    01N05069 Purchase 102.57 Goldman, Sachs & Co.
    02R05069 Purchase 102.40 Goldman, Sachs & Co.
    02R0506A Purchase 102.03 J.P. Morgan Securities LLC
    01F05269 Purchase 103.81 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.51 Morgan Stanley & Co. Incorporated
    02R05069 Purchase 102.36 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 102.00 RBC Capital Markets, LLC
    01F0506A Purchase 102.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526A Purchase 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05269 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) LLC
    01F0506A Purchase 101.98 Credit Suisse Securities (USA) LLC
    01F0526A 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 LLC
    01F0526A Purchase 103.39 J.P. Morgan Securities LLC
    02R0506A Purchase 101.93 J.P. Morgan Securities LLC
    01F0526A Purchase 103.45 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.48 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.46 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.99 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.86 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 103.80 RBC Capital Markets, LLC
    01F0526A Purchase 103.48 RBS Securities Inc.
    01F0526A Purchase 103.39 UBS Securities LLC
    02R0506A Purchase 101.99 UBS Securities LLC
    01F0506A Purchase 101.99 Barclays Capital Inc.
    02R0506A Purchase 102.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04269 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) LLC
    02R05069 Purchase 102.38 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 101.96 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 102.00 Credit Suisse Securities (USA) LLC
    01F04269 Purchase 100.06 Deutsche Bank Securities Inc.
    01F0506A Purchase 101.95 Deutsche Bank Securities Inc.
    01F0526A Purchase 103.42 Deutsche Bank Securities Inc.
    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 LLC
    01F0506A Purchase 101.95 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.49 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 102.05 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.77 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.89 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.92 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 102.02 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 101.84 RBC Capital Markets, LLC
    01F0506A 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 LLC
    02R05069 Purchase 102.37 UBS Securities LLC
    01F0506A 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 Incorporated
    01F0506A 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) LLC
    01F0506A Purchase 102.17 Credit Suisse Securities (USA) LLC
    01F0526A Purchase 103.57 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 102.32 Credit Suisse Securities (USA) LLC
    01F0506A 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 LLC
    01F05269 Purchase 104.04 J.P. Morgan Securities LLC
    01F0506A Purchase 102.04 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 104.02 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.73 Morgan Stanley & Co. Incorporated
    02R05069 Purchase 102.48 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 102.05 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.59 UBS Securities LLC
    01F0506A 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
    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) LLC
    02R0506A Purchase 102.44 Credit Suisse Securities (USA) LLC
    01F0506A 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 LLC
    02R0506A Purchase 102.39 J.P. Morgan Securities LLC
    01F0526A Purchase 103.76 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.77 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 102.13 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 102.39 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.76 RBS Securities Inc.
    02R0506A Purchase 102.43 RBS Securities Inc.
    02R0506A Purchase 102.28 UBS Securities LLC
    01F0506A 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 Incorporated
    01F0426A 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) LLC
    01F0506A Purchase 102.44 Credit Suisse Securities (USA) LLC
    01F0526A Purchase 103.87 Credit Suisse Securities (USA) LLC
    01F0526A Purchase 103.90 Credit Suisse Securities (USA) LLC
    01F0426A 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.
    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 LLC
    01F0506A Purchase 102.59 J.P. Morgan Securities LLC
    01F0506A Purchase 102.61 J.P. Morgan Securities LLC
    02R05069 Purchase 102.93 J.P. Morgan Securities LLC
    02R0506A Purchase 102.52 J.P. Morgan Securities LLC
    02R0506A Purchase 102.49 J.P. Morgan Securities LLC
    01F0426A Purchase 100.48 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 102.96 UBS Securities LLC
    02R0506A Purchase 102.57 UBS Securities LLC
    01F0506A Purchase 102.37 Barclays Capital Inc.
    01F05269 Purchase 104.20 Barclays Capital Inc.
    02R0506A Purchase 102.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05269 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 LLC
    01F0506B Purchase 102.08 J.P. Morgan Securities LLC
    01F05269 Purchase 104.27 J.P. Morgan Securities LLC
    01F0526A Purchase 103.87 J.P. Morgan Securities LLC
    01F0506A Purchase 102.48 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 102.48 Morgan Stanley & Co. Incorporated
    01F0506B Purchase 102.13 Morgan Stanley & Co. Incorporated
    01F05269 Purchase 104.20 Morgan Stanley & Co. Incorporated
    01F0506B Purchase 102.08 RBS Securities Inc.
    02R0506B Purchase 102.11 RBS Securities Inc.
    01F05269 Purchase 104.20 UBS Securities LLC
    01F0526A Purchase 103.84 UBS Securities LLC
    01F05069 Purchase 102.86 Barclays Capital Inc.
    01F0506A Purchase 102.49 Barclays Capital Inc.
    01F0506A Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526A Purchase 103.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506B Purchase 101.94 BNP Paribas Securities Corp.
    01N04269 Purchase 100.98 Credit Suisse Securities (USA) LLC
    01N0506A Purchase 102.61 Credit Suisse Securities (USA) LLC
    01N0506A Purchase 102.65 Credit Suisse Securities (USA) LLC
    01F0506A 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.
    01N0506A Purchase 102.61 Goldman, Sachs & Co.
    01F05069 Purchase 102.86 J.P. Morgan Securities LLC
    01F0506A Purchase 102.47 J.P. Morgan Securities LLC
    01F0506B Purchase 102.10 J.P. Morgan Securities LLC
    01N04269 Purchase 100.97 J.P. Morgan Securities LLC
    01N04269 Purchase 100.97 J.P. Morgan Securities LLC
    01N0506A Purchase 102.58 J.P. Morgan Securities LLC
    01N0506A Purchase 102.63 J.P. Morgan Securities LLC
    01F04269 Purchase 100.53 Morgan Stanley & Co. Incorporated
    01F05069 Purchase 102.86 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 102.26 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.95 Morgan Stanley & Co. Incorporated
    01N0506A Purchase 102.62 Morgan Stanley & Co. Incorporated
    01F0506B 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) LLC
    01N0506A Purchase 102.66 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 102.38 Credit Suisse Securities (USA) LLC
    01F0506A 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 LLC
    01F0526A Purchase 103.96 J.P. Morgan Securities LLC
    01F0506B Purchase 101.96 Morgan Stanley & Co. Incorporated
    01N0506A Purchase 102.55 Morgan Stanley & Co. Incorporated
    01F0506B Purchase 101.94 RBS Securities Inc.
    01N04269 Purchase 100.81 UBS Securities LLC
    02R0506A 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 Incorporated
    01F0506A Purchase 102.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Sale 102.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0606A 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.
    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) LLC
    01F0526A Purchase 103.91 Credit Suisse Securities (USA) LLC
    01F0526A Purchase 103.93 Credit Suisse Securities (USA) LLC
    02R0506A Purchase 102.48 Credit Suisse Securities (USA) LLC
    02R05069 Sale 102.90 Credit Suisse Securities (USA) LLC
    01F0426A 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. Incorporated
    01F0526A Purchase 103.92 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.94 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.97 Morgan Stanley & Co. Incorporated
    01N0506A Purchase 102.54 Morgan Stanley & Co. Incorporated
    02R0506A Purchase 102.49 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 102.35 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 102.41 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 102.44 Morgan Stanley & Co. Incorporated
    01F05069 Sale 102.77 Morgan Stanley & Co. Incorporated
    01F05069 Sale 102.83 Morgan Stanley & Co. Incorporated
    01F05069 Sale 102.86 Morgan Stanley & Co. Incorporated
    01F0526A Purchase 103.92 RBS Securities Inc.
    01F0506A Purchase 102.34 RBS Securities Inc.
    01F05069 Sale 102.76 RBS Securities Inc.
    01F0526A Purchase 103.92 UBS Securities LLC
    01F0526A Purchase 104.00 UBS Securities LLC
    01F0404A 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 Incorporated
    01N0426A Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0506A Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426A 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) LLC
    01N0506A Purchase 102.76 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.42 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.39 Credit Suisse Securities (USA) LLC
    01F0506B 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 LLC
    01F0424A Purchase 102.80 J.P. Morgan Securities LLC
    01F0426A Purchase 100.70 J.P. Morgan Securities LLC
    02R0506B Purchase 102.43 J.P. Morgan Securities LLC
    01N0506A Purchase 102.91 Morgan Stanley & Co. Incorporated
    02R0424A Purchase 102.77 Morgan Stanley & Co. Incorporated
    01F0506B Purchase 102.39 UBS Securities LLC
    02R0506B Purchase 102.31 UBS Securities LLC
    01F0506B Purchase 102.56 Barclays Capital Inc.
    01F0526B Purchase 103.95 Barclays Capital Inc.
    01F0526B Purchase 103.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526B Purchase 103.98 Citigroup Global Markets Inc.
    01N0426A Purchase 101.07 Citigroup Global Markets Inc.
    02R0424A Purchase 102.97 Credit Suisse Securities (USA) LLC
    02R0424A Purchase 103.00 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.45 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.48 Credit Suisse Securities (USA) LLC
    01F0426A 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.
    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 LLC
    01N0506A Purchase 103.11 J.P. Morgan Securities LLC
    01F0426A Purchase 100.81 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 101.00 Morgan Stanley & Co. Incorporated
    01N0426A Purchase 101.14 Morgan Stanley & Co. Incorporated
    01F0506A Purchase 102.78 Morgan Stanley & Co. Incorporated
    01F05069 Sale 103.19 Morgan Stanley & Co. Incorporated
    01F0526B 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 LLC
    01F0506B Purchase 102.45 UBS Securities LLC
    01F0526B Purchase 103.91 UBS Securities LLC
    01F0526B Purchase 104.02 UBS Securities LLC
    02R0506B Purchase 102.48 UBS Securities LLC
    01F0526B Purchase 103.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0426A Purchase 100.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506B 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) LLC
    01F0526B 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 LLC
    01F0526B Purchase 103.84 J.P. Morgan Securities LLC
    01F0426A Purchase 100.71 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.84 Morgan Stanley & Co. Incorporated
    01N0426A Purchase 100.73 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.89 RBS Securities Inc.
    01F0506B Purchase 102.36 UBS Securities LLC
    01F0506B Purchase 102.44 UBS Securities LLC
    02R0506B Purchase 102.38 UBS Securities LLC
    01F0404A 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) LLC
    01F0426A Purchase 100.32 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.73 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.80 Credit Suisse Securities (USA) LLC
    02R0404A Purchase 100.92 Credit Suisse Securities (USA) LLC
    01N0526A Purchase 104.38 Credit Suisse Securities (USA) LLC
    01N05269 Sale 104.77 Credit Suisse Securities (USA) LLC
    01F0426A 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 LLC
    01F0526B Purchase 103.73 J.P. Morgan Securities LLC
    01F0526B Purchase 103.80 J.P. Morgan Securities LLC
    01N0426A Purchase 100.63 J.P. Morgan Securities LLC
    01F0404A Purchase 100.85 Morgan Stanley & Co. Incorporated
    01N0506A Purchase 102.82 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 100.32 UBS Securities LLC
    01F0426A Purchase 100.41 UBS Securities LLC
    01F0526B Purchase 103.77 UBS Securities LLC
    01F0526B Purchase 103.74 UBS Securities LLC
    02R0404A Purchase 100.78 UBS Securities LLC
    01F0506A Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A Purchase 102.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A Purchase 102.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Sale 103.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Sale 103.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Sale 103.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426A 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) LLC
    01F0526B Purchase 103.84 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.84 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.84 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.85 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.88 Credit Suisse Securities (USA) LLC
    01F0526B 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.
    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 LLC
    01F0526B Purchase 103.90 J.P. Morgan Securities LLC
    01F0426A Purchase 100.46 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.84 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.82 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.83 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.84 UBS Securities LLC
    01F0404A Purchase 101.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0404A Purchase 101.23 Citigroup Global Markets Inc.
    02R0506B Purchase 102.35 Citigroup Global Markets Inc.
    01F0404A Purchase 101.26 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.92 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.00 Credit Suisse Securities (USA) LLC
    01F0426A 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 LLC
    01F0404A Purchase 101.26 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.92 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 104.00 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 104.02 Morgan Stanley & Co. Incorporated
    01F0404A Purchase 100.95 UBS Securities LLC
    01F0404A Purchase 101.23 UBS Securities LLC
    01F0526B Purchase 103.93 UBS Securities LLC
    01F0526B Purchase 104.02 UBS Securities LLC
    01F0526B Purchase 104.02 UBS Securities LLC
    01F0526B 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) LLC
    01F0426A 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.
    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 LLC
    01F0506B Purchase 102.56 J.P. Morgan Securities LLC
    01F0506A Sale 102.95 J.P. Morgan Securities LLC
    01F0426A Purchase 100.74 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.95 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.88 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.90 Morgan Stanley & Co. Incorporated
    01F0506B Purchase 102.58 Morgan Stanley & Co. Incorporated
    01F0506A Sale 102.96 Morgan Stanley & Co. Incorporated
    01F0506B Purchase 102.56 RBS Securities Inc.
    01F0506A Sale 102.95 RBS Securities Inc.
    01F0426A Purchase 100.77 UBS Securities LLC
    01F0526B Purchase 103.93 UBS Securities LLC
    01F0526B Purchase 103.90 UBS Securities LLC
    01F0526B Purchase 103.94 UBS Securities LLC
    01F0526B Purchase 103.98 Citigroup Global Markets Inc.
    01F0526B Purchase 103.98 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.89 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 103.98 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.00 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.01 Credit Suisse Securities (USA) LLC
    01F0426A 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 LLC
    01F0526B Purchase 103.90 J.P. Morgan Securities LLC
    01F0526B Purchase 103.99 J.P. Morgan Securities LLC
    01F0426A Purchase 100.52 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.88 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.97 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 104.00 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.88 Morgan Stanley & Co. Incorporated
    01F0526B Purchase 103.97 UBS Securities LLC
    02R0506B Purchase 102.47 UBS Securities LLC
    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) LLC
    01F0526B Purchase 103.86 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.52 Credit Suisse Securities (USA) LLC
    01F0404A 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 LLC
    01N0506A Purchase 103.00 J.P. Morgan Securities LLC
    01F0526B Purchase 103.87 Morgan Stanley & Co. Incorporated
    01N0506A Purchase 103.00 Morgan Stanley & Co. Incorporated
    01N0506A Purchase 103.09 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.46 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.55 Morgan Stanley & Co. Incorporated
    01F0424A Purchase 103.03 Morgan Stanley & Co. Incorporated
    01F04249 Sale 103.35 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 100.39 UBS Securities LLC
    01N0506A Purchase 103.04 UBS Securities LLC
    01N0506A Purchase 103.09 UBS Securities LLC
    01F0426B Purchase 100.25 Barclays Capital Inc.
    01F0424A Purchase 103.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426B Purchase 100.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0424A Purchase 103.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506B Purchase 102.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506B Purchase 102.48 Citigroup Global Markets Inc.
    01F0526B Purchase 103.93 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.50 Credit Suisse Securities (USA) LLC
    01F0526B 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
    01F0404A Purchase 101.30 J.P. Morgan Securities LLC
    01F0526B Purchase 104.04 J.P. Morgan Securities LLC
    02R0506B Purchase 102.47 J.P. Morgan Securities LLC
    02R0506B Purchase 102.51 J.P. Morgan Securities LLC
    02R0424A Purchase 103.04 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.47 Morgan Stanley & Co. Incorporated
    01F0426B Purchase 100.26 RBS Securities Inc.
    02R0506B Purchase 102.44 UBS Securities LLC
    02R0506B Purchase 102.70 Barclays Capital Inc.
    01F0526B Purchase 104.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526B Purchase 104.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526B Purchase 104.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A Purchase 103.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Sale 103.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506B Purchase 102.81 Citigroup Global Markets Inc.
    01F0526B Purchase 104.10 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.16 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.20 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.74 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.78 Credit Suisse Securities (USA) LLC
    02R0506B Purchase 102.82 Credit Suisse Securities (USA) LLC
    01F0526B 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 LLC
    02R0506B Purchase 102.83 UBS Securities LLC
    01F0426A Purchase 100.96 Barclays Capital Inc.
    01F0426A Purchase 101.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0424A 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) LLC
    01F0526B Purchase 104.26 Credit Suisse Securities (USA) LLC
    01F0424A 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.
    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 LLC
    02R0506B Purchase 102.85 J.P. Morgan Securities LLC
    01F0426A Purchase 100.90 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 100.98 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 101.09 UBS Securities LLC
    01F0526B Purchase 104.25 UBS Securities LLC
    02R0506B Purchase 102.73 UBS Securities LLC
    01F0404A Purchase 101.71 Barclays Capital Inc.
    01F0426A Purchase 101.17 Barclays Capital Inc.
    02R0506B Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506B 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) LLC
    01F0424A Purchase 103.45 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.33 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.36 Credit Suisse Securities (USA) LLC
    01F0424A Purchase 103.42 Credit Suisse Securities (USA) LLC
    01F04249 Sale 103.65 Credit Suisse Securities (USA) LLC
    01F0526B 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 LLC
    01F0526B Purchase 104.32 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.90 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.96 Morgan Stanley & Co. Incorporated
    01F0424A Purchase 103.42 Morgan Stanley & Co. Incorporated
    01F04249 Sale 103.66 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 101.32 RBC Capital Markets, LLC
    01F0526B Purchase 104.29 UBS Securities LLC
    01F0526B Purchase 104.39 UBS Securities LLC
    01F0526B Purchase 104.36 Barclays Capital Inc.
    01F0526B Purchase 104.36 Barclays Capital Inc.
    01F0426A Purchase 101.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526B Purchase 104.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A Purchase 103.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05069 Sale 103.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426A 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) LLC
    01F05069 Sale 103.57 Credit Suisse Securities (USA) LLC
    01F0426A Purchase 101.32 Deutsche Bank Securities Inc.
    01F0526B Purchase 104.33 Deutsche Bank Securities Inc.
    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 LLC
    01N0506B Purchase 103.13 J.P. Morgan Securities LLC
    01N0506B Purchase 103.21 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.19 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 103.00 Morgan Stanley & Co. Incorporated
    01F0426A 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 LLC
    01N0506B Purchase 103.13 UBS Securities LLC
    01N0506B Purchase 103.20 UBS Securities LLC
    02R0506B Purchase 103.03 UBS Securities LLC
    01F0526C 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 Incorporated
    01N0506A Purchase 103.43 Credit Suisse Securities (USA) LLC
    02R0404A 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 LLC
    01F0426A Purchase 101.32 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 101.27 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 103.88 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 103.89 Morgan Stanley & Co. Incorporated
    01N0506A Purchase 103.48 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.90 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.92 Morgan Stanley & Co. Incorporated
    02R0506B Purchase 102.92 Morgan Stanley & Co. Incorporated
    02R0506A Sale 103.28 Morgan Stanley & Co. Incorporated
    02R0506A Sale 103.30 Morgan Stanley & Co. Incorporated
    02R0506A Sale 103.30 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.09 RBC Capital Markets, LLC
    01F0426A Purchase 101.28 RBS Securities Inc.
    01F0526C Purchase 103.87 RBS Securities Inc.
    01F0526C Purchase 103.87 UBS Securities LLC
    01N0426A Purchase 101.49 UBS Securities LLC
    01F0526C Purchase 104.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506C Purchase 102.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506C Purchase 102.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0404B Purchase 101.78 Citigroup Global Markets Inc.
    01F0426A Purchase 101.35 Citigroup Global Markets Inc.
    01F0526C Purchase 104.12 Credit Suisse Securities (USA) LLC
    01F0526C 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 LLC
    01F0404B Purchase 101.80 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 103.98 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 104.15 Morgan Stanley & Co. Incorporated
    01F0426A Purchase 101.46 Nomura Securities International, Inc.
    01F0426A Purchase 101.79 RBS Securities Inc.
    01F0426A Purchase 101.70 UBS Securities LLC
    01F0426A Purchase 101.80 Barclays Capital Inc.
    01F0526C Purchase 104.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506C Purchase 102.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506C Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426A 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) LLC
    01F0526C 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 LLC
    02R0506C Purchase 103.01 J.P. Morgan Securities LLC
    02R0526B Purchase 104.55 J.P. Morgan Securities LLC
    01F0426A Purchase 101.91 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 104.13 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 104.14 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.48 Morgan Stanley & Co. Incorporated
    02R0526B Purchase 104.57 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 104.14 RBS Securities Inc.
    01F0426A Purchase 101.73 UBS Securities LLC
    01F0526C Purchase 104.16 UBS Securities LLC
    01F0526C Purchase 104.17 UBS Securities LLC
    02R0526B Purchase 104.53 UBS Securities LLC
    01F0526C Purchase 104.16 Barclays Capital Inc.
    01F0404B Purchase 101.85 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0526B Purchase 104.61 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0526C Purchase 104.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526C Purchase 104.19 BNP Paribas Securities Corp.
    01F0404A Purchase 102.16 Citigroup Global Markets Inc.
    02R0526B Purchase 104.61 Citigroup Global Markets Inc.
    02R0526C Purchase 104.23 Citigroup Global Markets Inc.
    02R0506C Purchase 102.96 Credit Suisse Securities (USA) LLC
    02R0526B Purchase 104.62 Credit Suisse Securities (USA) LLC
    01F0404A 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 LLC
    02R0526B Purchase 104.62 Morgan Stanley & Co. Incorporated
    02R0506C Purchase 102.95 Nomura Securities International, Inc.
    01F0404A Purchase 102.14 RBC Capital Markets, LLC
    01F0526C Purchase 104.19 UBS Securities LLC
    01N0506B Purchase 103.55 Barclays Capital Inc.
    02R0526C Purchase 104.20 Barclays Capital Inc.
    01F0424B Purchase 103.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426A Purchase 101.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0506B Purchase 103.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506C 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) LLC
    01N0506B Purchase 103.53 Credit Suisse Securities (USA) LLC
    01F0404B 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.
    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 LLC
    01F0404B Purchase 101.83 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.53 Morgan Stanley & Co. Incorporated
    21H0426A Purchase 101.61 Morgan Stanley & Co. Incorporated
    01N0506B 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 LLC
    01N0506B Purchase 103.55 UBS Securities LLC
    02R0526C Purchase 104.22 UBS Securities LLC
    01F0404B 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 Incorporated
    01F0426B Purchase 101.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506B 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) LLC
    01F0426B Purchase 101.57 Credit Suisse Securities (USA) LLC
    01N0506B Purchase 103.71 Credit Suisse Securities (USA) LLC
    01F0526B Purchase 104.67 Credit Suisse Securities (USA) LLC
    01F0526A Sale 105.01 Credit Suisse Securities (USA) LLC
    01F0424B 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.
    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 LLC
    01N0426A Purchase 102.00 J.P. Morgan Securities LLC
    01N0506B Purchase 103.64 J.P. Morgan Securities LLC
    01F0506B Purchase 103.47 J.P. Morgan Securities LLC
    01F0506A Sale 103.84 J.P. Morgan Securities LLC
    01F0426B Purchase 101.54 Morgan Stanley & Co. Incorporated
    01N0426A Purchase 102.00 Morgan Stanley & Co. Incorporated
    01F0426B 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, LLC
    01F0506B Purchase 103.47 RBC Capital Markets, LLC
    01F0506A Sale 103.84 RBC Capital Markets, LLC
    01N0506B 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 LLC
    01N0506B Purchase 103.66 UBS Securities LLC
    01F0526B Purchase 104.72 UBS Securities LLC
    01F0526A Sale 105.06 UBS Securities LLC
    02R0506C Purchase 103.18 Barclays Capital Inc.
    02R0526B Purchase 104.85 Barclays Capital Inc.
    02R0506C Purchase 103.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0526B Purchase 104.91 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426B Purchase 101.70 Citigroup Global Markets Inc.
    02R0424B Purchase 103.77 Citigroup Global Markets Inc.
    01F0404B Purchase 102.04 Credit Suisse Securities (USA) LLC
    02R0506C Purchase 103.21 Credit Suisse Securities (USA) LLC
    01F0506B Purchase 103.66 Credit Suisse Securities (USA) LLC
    01F0506A Sale 104.03 Credit Suisse Securities (USA) LLC
    01F0426B 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 LLC
    02R0506C Purchase 103.15 J.P. Morgan Securities LLC
    02R0506C Purchase 103.16 Morgan Stanley & Co. Incorporated
    02R0506C Purchase 103.23 Morgan Stanley & Co. Incorporated
    01F0526C 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 LLC
    01F0406B 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 Incorporated
    01F0526C Purchase 104.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0506C Purchase 102.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426B 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) LLC
    02R0526C Purchase 104.53 Credit Suisse Securities (USA) LLC
    01F0426B 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.
    01F0426B Purchase 101.30 Goldman, Sachs & Co.
    02R0506C Purchase 103.00 Goldman, Sachs & Co.
    01F0526C Purchase 104.34 J.P. Morgan Securities LLC
    02R0526C Purchase 104.48 Morgan Stanley & Co. Incorporated
    02R0526C Purchase 104.54 Morgan Stanley & Co. Incorporated
    02R0506C 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 LLC
    01F0526C Purchase 104.43 UBS Securities LLC
    02R0506C Purchase 102.70 UBS Securities LLC
    02R0506C Purchase 102.75 UBS Securities LLC
    02R0526C Purchase 104.50 UBS Securities LLC
    01F0404B 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 Incorporated
    01F0426B Purchase 101.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426B Purchase 101.18 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506B Purchase 103.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A Sale 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426B 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) LLC
    01F0426B Purchase 101.25 Credit Suisse Securities (USA) LLC
    01F0404B 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 LLC
    01F05261 Purchase 104.08 J.P. Morgan Securities LLC
    01F0404B Purchase 101.73 Morgan Stanley & Co. Incorporated
    02R05061 Purchase 102.59 Morgan Stanley & Co. Incorporated
    01F0426B 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 Incorporated
    01F0606C Purchase 105.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0606C Purchase 105.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.66 Citigroup Global Markets Inc.
    02R0506C Purchase 102.98 Citigroup Global Markets Inc.
    02R05061 Purchase 102.65 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.66 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.68 Credit Suisse Securities (USA) LLC
    01F0406B 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 LLC
    01F0406B Purchase 98.46 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.59 Morgan Stanley & Co. Incorporated
    01F0426B Purchase 100.96 UBS Securities LLC
    01N0506B Purchase 103.59 UBS Securities LLC
    02R05061 Purchase 102.64 UBS Securities LLC
    01F0426B 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 Incorporated
    02R05061 Purchase 102.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426B Purchase 100.58 Credit Suisse Securities (USA) LLC
    01F0426B Purchase 100.63 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 104.18 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.50 Credit Suisse Securities (USA) LLC
    02R0404B Purchase 101.23 Credit Suisse Securities (USA) LLC
    02R0404A Sale 101.59 Credit Suisse Securities (USA) LLC
    01F0426B 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 LLC
    01F0404B Purchase 101.13 Morgan Stanley & Co. Incorporated
    01F0404B Purchase 101.13 Morgan Stanley & Co. Incorporated
    01F0406B Purchase 97.91 Morgan Stanley & Co. Incorporated
    01F0426B Purchase 100.54 Morgan Stanley & Co. Incorporated
    01F05261 Purchase 104.20 RBS Securities Inc.
    02R05061 Purchase 102.48 RBS Securities Inc.
    02R05061 Purchase 102.53 UBS Securities LLC
    01F0404B Purchase 101.22 UBS Securities LLC
    01F0404A Sale 101.56 UBS Securities LLC
    01F05261 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 Incorporated
    01F05261 Purchase 104.11 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0606C Purchase 105.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.13 BNP Paribas Securities Corp.
    01F05261 Purchase 104.05 Credit Suisse Securities (USA) LLC
    01F0606C Purchase 105.52 Credit Suisse Securities (USA) LLC
    01F05261 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 LLC
    02R05061 Purchase 102.38 J.P. Morgan Securities LLC
    01F0424B Purchase 103.41 Morgan Stanley & Co. Incorporated
    01N0426B Purchase 100.70 Morgan Stanley & Co. Incorporated
    01F05261 Purchase 104.14 RBS Securities Inc.
    01F0406B Purchase 97.86 UBS Securities LLC
    01F05261 Purchase 104.12 UBS Securities LLC
    02R05061 Purchase 102.35 UBS Securities LLC
    01F0606C 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) LLC
    01F0606C Purchase 105.49 Credit Suisse Securities (USA) LLC
    01F0606C Purchase 105.52 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.30 Credit Suisse Securities (USA) LLC
    02R0526C Purchase 104.51 Credit Suisse Securities (USA) LLC
    02R0526C Purchase 104.53 Credit Suisse Securities (USA) LLC
    01F05261 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 LLC
    01F0606C Purchase 105.46 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.39 Morgan Stanley & Co. Incorporated
    02R0526C Purchase 104.51 Morgan Stanley & Co. Incorporated
    02R0526C Purchase 104.51 Morgan Stanley & Co. Incorporated
    02R0506C Purchase 102.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0506B 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) LLC
    02R0526C Purchase 104.52 Credit Suisse Securities (USA) LLC
    01F0606C 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 LLC
    02R05261 Purchase 104.14 Morgan Stanley & Co. Incorporated
    02R05061 Purchase 102.55 Nomura Securities International, Inc.
    01F0426B Purchase 101.00 RBC Capital Markets, LLC
    01F0426B Purchase 101.03 RBS Securities Inc.
    01F0606C Purchase 105.36 Barclays Capital Inc.
    01F05261 Purchase 103.90 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0426B Purchase 100.85 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0506B Purchase 103.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 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) LLC
    01F05261 Purchase 103.95 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 104.00 Credit Suisse Securities (USA) LLC
    01F0606C Purchase 105.34 Credit Suisse Securities (USA) LLC
    01N0426B Purchase 100.77 Credit Suisse Securities (USA) LLC
    01F0606C 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 LLC
    01N0426B Purchase 100.84 J.P. Morgan Securities LLC
    01N0506B Purchase 103.37 J.P. Morgan Securities LLC
    01F05261 Purchase 104.00 Morgan Stanley & Co. Incorporated
    01N0426B Purchase 100.79 Morgan Stanley & Co. Incorporated
    01N0426B Purchase 100.86 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.46 Barclays Capital Inc.
    02R05061 Purchase 102.45 Barclays Capital Inc.
    01F0606C Purchase 105.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.41 Citigroup Global Markets Inc.
    01F05261 Purchase 103.97 Credit Suisse Securities (USA) LLC
    01N0426B Purchase 100.93 Credit Suisse Securities (USA) LLC
    01F05261 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 LLC
    01F0606C Purchase 105.45 J.P. Morgan Securities LLC
    01F0404C Purchase 101.09 Morgan Stanley & Co. Incorporated
    01F0406B Purchase 98.26 Morgan Stanley & Co. Incorporated
    01F05261 Purchase 103.97 Morgan Stanley & Co. Incorporated
    01N0426B Purchase 100.95 Morgan Stanley & Co. Incorporated
    01F05261 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 LLC
    02R05061 Purchase 102.48 UBS Securities LLC
    01F0406B Purchase 98.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0506B Purchase 103.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.42 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 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) LLC
    01F05261 Purchase 104.08 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.37 Credit Suisse Securities (USA) LLC
    01F05261 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 LLC
    01F0606C Purchase 105.50 J.P. Morgan Securities LLC
    01F0426B Purchase 100.69 Morgan Stanley & Co. Incorporated
    01F0424B Purchase 103.41 Morgan Stanley & Co. Incorporated
    02R0426B Purchase 100.42 Morgan Stanley & Co. Incorporated
    01F0424A Sale 103.66 Morgan Stanley & Co. Incorporated
    02R0426A Sale 100.63 Morgan Stanley & Co. Incorporated
    01N0506B Purchase 103.39 RBS Securities Inc.
    01F0506B Purchase 103.19 RBS Securities Inc.
    01F0506A Sale 103.38 RBS Securities Inc.
    01F0426B Purchase 100.71 UBS Securities LLC
    01F0426B Purchase 100.62 UBS Securities LLC
    01N0506B Purchase 103.40 UBS Securities LLC
    01F05261 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 Incorporated
    01F0426B Purchase 100.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0606C Purchase 105.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 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) LLC
    02R05061 Purchase 102.25 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.26 Credit Suisse Securities (USA) LLC
    01F0426B 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 LLC
    01F05261 Purchase 103.94 J.P. Morgan Securities LLC
    01F05261 Purchase 103.98 J.P. Morgan Securities LLC
    01F0426B Purchase 100.27 Morgan Stanley & Co. Incorporated
    01F0606C Purchase 105.46 Nomura Securities International, Inc.
    01F0426B Purchase 100.40 RBS Securities Inc.
    01F0426B Purchase 100.40 UBS Securities LLC
    01F0426C Purchase 100.04 Barclays Capital Inc.
    01F0426C Purchase 100.25 Barclays Capital Inc.
    02R05061 Purchase 102.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 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) LLC
    01F05261 Purchase 104.07 Credit Suisse Securities (USA) LLC
    01F0426C 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 LLC
    01F05261 Purchase 104.09 J.P. Morgan Securities LLC
    02R05061 Purchase 102.09 J.P. Morgan Securities LLC
    01N0506B Purchase 103.18 Morgan Stanley & Co. Incorporated
    02R05061 Purchase 102.25 Nomura Securities International, Inc.
    02R05061 Purchase 102.37 RBC Capital Markets, LLC
    01F0426C Purchase 100.04 UBS Securities LLC
    01F0426C Purchase 100.05 UBS Securities LLC
    01F0426C Purchase 100.31 UBS Securities LLC
    01F05261 Purchase 104.09 UBS Securities LLC
    01F0426C Purchase 100.60 Barclays Capital Inc.
    01F0426C Purchase 100.54 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506B Purchase 103.28 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506A Sale 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0606C 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) LLC
    01F0506C Purchase 102.81 Credit Suisse Securities (USA) LLC
    01F0506B Sale 103.25 Credit Suisse Securities (USA) LLC
    01F0426C 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 LLC
    01F0426C Purchase 100.59 J.P. Morgan Securities LLC
    01F0404C Purchase 101.38 Morgan Stanley & Co. Incorporated
    01F0606C Purchase 105.64 Nomura Securities International, Inc.
    02R05061 Purchase 102.60 RBS Securities Inc.
    01F0404C Purchase 101.39 UBS Securities LLC
    01F0426B Purchase 101.17 UBS Securities LLC
    01F0426C Purchase 100.52 UBS Securities LLC
    01F0426C Purchase 100.73 UBS Securities LLC
    01F05261 Purchase 104.31 UBS Securities LLC
    01F05261 Purchase 104.30 Barclays Capital Inc.
    01F05261 Purchase 104.30 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.30 Citigroup Global Markets Inc.
    02R05061 Purchase 102.53 Citigroup Global Markets Inc.
    01F0426B Purchase 100.90 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 104.32 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.52 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 104.28 Deutsche Bank Securities Inc.
    01F05261 Purchase 104.29 Deutsche Bank Securities Inc.
    01F0606C Purchase 105.71 Deutsche Bank Securities Inc.
    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 LLC
    01F0424B Purchase 103.63 Morgan Stanley & Co. Incorporated
    01F0424B Purchase 103.63 Morgan Stanley & Co. Incorporated
    02R05061 Purchase 102.55 Morgan Stanley & Co. Incorporated
    01F0426C Purchase 100.68 Barclays Capital Inc.
    01F05061 Purchase 102.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426C 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) LLC
    01F05061 Purchase 102.77 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 104.36 Credit Suisse Securities (USA) LLC
    01F0426C 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 LLC
    01F0426C Purchase 100.54 Morgan Stanley & Co. Incorporated
    01F0426C Purchase 100.69 Morgan Stanley & Co. Incorporated
    01F0426C 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 LLC
    01F0426C Purchase 100.59 UBS Securities LLC
    01F0426C Purchase 100.79 UBS Securities LLC
    01F0426B 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) LLC
    01F05261 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.
    01F05261 Purchase 104.48 Goldman, Sachs & Co.
    01F0606C Purchase 105.86 Goldman, Sachs & Co.
    01F05061 Purchase 102.76 J.P. Morgan Securities LLC
    01F05261 Purchase 104.45 J.P. Morgan Securities LLC
    01F05261 Purchase 104.48 J.P. Morgan Securities LLC
    01F05261 Purchase 104.48 J.P. Morgan Securities LLC
    01F0426B 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 LLC
    01F05261 Purchase 104.39 Barclays Capital Inc.
    02R05061 Purchase 102.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426C 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) LLC
    01F05061 Purchase 102.60 Credit Suisse Securities (USA) LLC
    01F05061 Purchase 102.73 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.58 Credit Suisse Securities (USA) LLC
    01F05061 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 LLC
    01F05261 Purchase 104.41 J.P. Morgan Securities LLC
    01F05261 Purchase 104.42 J.P. Morgan Securities LLC
    01F05261 Purchase 104.48 J.P. Morgan Securities LLC
    01F05261 Purchase 104.48 J.P. Morgan Securities LLC
    01F0426C 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 LLC
    01F05061 Purchase 102.60 Barclays Capital Inc.
    01F05261 Purchase 104.33 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05061 Purchase 102.62 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.31 Citigroup Global Markets Inc.
    01F05061 Purchase 102.58 Credit Suisse Securities (USA) LLC
    01F05261 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 LLC
    01F0426C Purchase 100.44 Nomura Securities International, Inc.
    01F05061 Purchase 102.63 Nomura Securities International, Inc.
    01F05261 Purchase 104.37 Nomura Securities International, Inc.
    02R05061 Purchase 102.56 Nomura Securities International, Inc.
    02R05061 Purchase 102.64 Nomura Securities International, Inc.
    01F0426C Purchase 100.48 UBS Securities LLC
    01N0426C Purchase 100.54 UBS Securities LLC
    02R05061 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) LLC
    01N0426C Purchase 100.79 Credit Suisse Securities (USA) LLC
    01F0424C 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 LLC
    01F0506C Purchase 103.21 Morgan Stanley & Co. Incorporated
    01F0506C Purchase 103.21 Morgan Stanley & Co. Incorporated
    01F0506B Sale 103.64 Morgan Stanley & Co. Incorporated
    01F0506B Sale 103.64 Morgan Stanley & Co. Incorporated
    01F0406C 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 LLC
    01F0424C Purchase 103.61 Barclays Capital Inc.
    01F0424C Purchase 103.65 Barclays Capital Inc.
    01F0426C Purchase 100.84 Barclays Capital Inc.
    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 Incorporated
    01F0506B Sale 103.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 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) LLC
    01F0606C Purchase 105.93 Credit Suisse Securities (USA) LLC
    02R05061 Purchase 102.95 Credit Suisse Securities (USA) LLC
    01F0506C Purchase 103.36 Credit Suisse Securities (USA) LLC
    01F0506C Purchase 103.34 Credit Suisse Securities (USA) LLC
    01F0506B Sale 103.79 Credit Suisse Securities (USA) LLC
    01F0506B Sale 103.77 Credit Suisse Securities (USA) LLC
    02R05061 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. Incorporated
    02R0526C Purchase 105.02 Morgan Stanley & Co. Incorporated
    02R0526B Sale 105.42 Morgan Stanley & Co. Incorporated
    01F05261 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.
    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 LLC
    01F05261 Purchase 104.56 UBS Securities LLC
    02R0426C Purchase 100.73 UBS Securities LLC
    01F0406C 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 Incorporated
    01F0424C Purchase 103.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05061 Purchase 103.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 104.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426C 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) LLC
    01F05061 Purchase 103.15 Credit Suisse Securities (USA) LLC
    02R0426C Purchase 100.91 Credit Suisse Securities (USA) LLC
    01F0526C Purchase 105.03 Credit Suisse Securities (USA) LLC
    01F0526C Purchase 105.03 Credit Suisse Securities (USA) LLC
    01F0526B Sale 105.43 Credit Suisse Securities (USA) LLC
    01F0526B Sale 105.43 Credit Suisse Securities (USA) LLC
    01F05261 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 LLC
    01F0526C Purchase 105.03 J.P. Morgan Securities LLC
    01F0526C Purchase 105.03 J.P. Morgan Securities LLC
    02R0526C Purchase 105.14 J.P. Morgan Securities LLC
    01F0506B Sale 103.91 J.P. Morgan Securities LLC
    01F0526B Sale 105.43 J.P. Morgan Securities LLC
    01F0526B Sale 105.43 J.P. Morgan Securities LLC
    02R0526B Sale 105.55 J.P. Morgan Securities LLC
    01F0424C Purchase 103.77 Morgan Stanley & Co. Incorporated
    02R05061 Purchase 103.12 Morgan Stanley & Co. Incorporated
    01F0426C Purchase 101.06 Nomura Securities International, Inc.
    02R05061 Purchase 103.27 Nomura Securities International, Inc.
    02R0426C Purchase 100.88 RBC Capital Markets, LLC
    01F05061 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 LLC
    01F0424C Purchase 103.71 UBS Securities LLC
    02R05061 Purchase 103.19 UBS Securities LLC
    01F0424C 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 Incorporated
    01F06061 Purchase 105.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526C Purchase 105.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526B Sale 105.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 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) LLC
    01F0426C Purchase 101.19 Credit Suisse Securities (USA) LLC
    01F06061 Purchase 105.86 Credit Suisse Securities (USA) LLC
    01F05062 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 LLC
    01F0426C Purchase 101.18 J.P. Morgan Securities LLC
    01F05262 Purchase 104.57 J.P. Morgan Securities LLC
    02R0526C Purchase 105.34 J.P. Morgan Securities LLC
    02R0526B Sale 105.74 J.P. Morgan Securities LLC
    01F0426C Purchase 101.30 Morgan Stanley & Co. Incorporated
    01F05062 Purchase 103.09 Morgan Stanley & Co. Incorporated
    01F0526C Purchase 105.38 Morgan Stanley & Co. Incorporated
    01F0526B Sale 105.75 Morgan Stanley & Co. Incorporated
    01F0424C 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 LLC
    01F0426C Purchase 101.30 UBS Securities LLC
    02R05061 Purchase 103.33 UBS Securities LLC
    01N0506C Purchase 103.98 Barclays Capital Inc.
    01F0406C Purchase 98.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06061 Purchase 105.90 Citigroup Global Markets Inc.
    01F06061 Purchase 105.91 Credit Suisse Securities (USA) LLC
    01N0426C Purchase 101.46 Credit Suisse Securities (USA) LLC
    01F05261 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 LLC
    01N0506C Purchase 103.95 J.P. Morgan Securities LLC
    01F0404C Purchase 101.77 J.P. Morgan Securities LLC
    01F0404B Sale 102.13 J.P. Morgan Securities LLC
    01N0426C Purchase 101.36 Morgan Stanley & Co. Incorporated
    01N0506C Purchase 104.03 Morgan Stanley & Co. Incorporated
    01N0506C Purchase 104.02 Morgan Stanley & Co. Incorporated
    01F0424C 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 LLC
    01N0426C Purchase 101.39 UBS Securities LLC
    01N0506C Purchase 104.02 UBS Securities LLC
    01N0426C 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 Incorporated
    01F0404C Purchase 102.05 Credit Suisse Securities (USA) LLC
    01F0404B Sale 102.41 Credit Suisse Securities (USA) LLC
    01F05062 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 LLC
    02R05062 Purchase 103.36 J.P. Morgan Securities LLC
    01N0426C Purchase 101.77 Morgan Stanley & Co. Incorporated
    01N0506C Purchase 104.24 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 101.65 Nomura Securities International, Inc.
    02R0426C Purchase 101.48 Nomura Securities International, Inc.
    02R05062 Purchase 103.38 RBC Capital Markets, LLC
    01F05062 Purchase 103.40 UBS Securities LLC
    02R05062 Purchase 103.40 UBS Securities LLC
    01F0404C Purchase 102.03 UBS Securities LLC
    01F0404B Sale 102.39 UBS Securities LLC
    01F0424C Purchase 104.39 Barclays Capital Inc.
    02R0426C Purchase 101.74 Barclays Capital Inc.
    02R0426C Purchase 101.93 Barclays Capital Inc.
    01F05262 Purchase 105.07 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0506C 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) LLC
    01F05262 Purchase 105.25 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 103.47 Credit Suisse Securities (USA) LLC
    02R0426C 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 LLC
    01N0426C Purchase 102.00 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 102.09 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 102.24 Morgan Stanley & Co. Incorporated
    01N0506C Purchase 104.53 Morgan Stanley & Co. Incorporated
    01F0424C 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 LLC
    21H0426C Purchase 101.80 Barclays Capital Inc.
    02R05062 Purchase 103.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0526C 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) LLC
    02R0426C Purchase 101.72 Credit Suisse Securities (USA) LLC
    21H0426C Purchase 101.83 Credit Suisse Securities (USA) LLC
    02R0426C 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 LLC
    02R0426C Purchase 101.73 J.P. Morgan Securities LLC
    02R05062 Purchase 103.43 J.P. Morgan Securities LLC
    01N0426C Purchase 102.04 Morgan Stanley & Co. Incorporated
    01F06061 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.
    01F05262 Purchase 105.13 UBS Securities LLC
    01N0426C Purchase 102.04 UBS Securities LLC
    02R05062 Purchase 103.48 UBS Securities LLC
    02R05062 Purchase 103.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 105.11 Citigroup Global Markets Inc.
    02R05062 Purchase 103.34 Citigroup Global Markets Inc.
    01N0426C Purchase 101.86 Credit Suisse Securities (USA) LLC
    02R0406C Purchase 99.22 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 103.43 Credit Suisse Securities (USA) LLC
    01F05262 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 LLC
    01F05262 Purchase 105.11 J.P. Morgan Securities LLC
    02R0426C Purchase 101.67 J.P. Morgan Securities LLC
    21H0426C Purchase 101.78 J.P. Morgan Securities LLC
    01N0426C 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 LLC
    21H0426C Purchase 101.78 UBS Securities LLC
    01N04261 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 Incorporated
    01F06061 Purchase 106.41 Citigroup Global Markets Inc.
    01F05062 Purchase 103.54 Credit Suisse Securities (USA) LLC
    01N04261 Purchase 101.56 Credit Suisse Securities (USA) LLC
    02R0426C Purchase 101.57 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 103.41 Credit Suisse Securities (USA) LLC
    02R0426C 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 LLC
    01F05262 Purchase 105.20 Morgan Stanley & Co. Incorporated
    01N04261 Purchase 101.59 Morgan Stanley & Co. Incorporated
    02R05062 Purchase 103.47 Morgan Stanley & Co. Incorporated
    21H0426C Purchase 101.63 Morgan Stanley & Co. Incorporated
    02R05062 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 LLC
    02R0426C Purchase 101.61 UBS Securities LLC
    02R0426C Purchase 101.62 UBS Securities LLC
    01F04241 Purchase 103.91 Barclays Capital Inc.
    01F05062 Purchase 103.53 Barclays Capital Inc.
    01N0426C Purchase 101.91 Barclays Capital Inc.
    01F05062 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06061 Purchase 106.43 Citigroup Global Markets Inc.
    21H0426C Purchase 101.80 Citigroup Global Markets Inc.
    02R05062 Purchase 103.46 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 103.53 Credit Suisse Securities (USA) LLC
    01F05062 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 LLC
    02R05062 Purchase 103.46 J.P. Morgan Securities LLC
    21H0426C Purchase 101.72 J.P. Morgan Securities LLC
    02R04261 Purchase 101.35 Morgan Stanley & Co. Incorporated
    01F05062 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, LLC
    02R04261 Purchase 101.34 RBS Securities Inc.
    02R04261 Purchase 101.25 UBS Securities LLC
    02R04261 Purchase 101.36 UBS Securities LLC
    02R05062 Purchase 103.50 UBS Securities LLC
    01F0404C 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 LLC
    01F05062 Purchase 103.57 J.P. Morgan Securities LLC
    01F05062 Purchase 103.63 Morgan Stanley & Co. Incorporated
    21H0426C Purchase 101.72 Morgan Stanley & Co. Incorporated
    02R0426C 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 LLC
    01F05062 Purchase 103.62 UBS Securities LLC
    01F05062 Purchase 103.63 UBS Securities LLC
    01F05262 Purchase 105.53 Barclays Capital Inc.
    01N04261 Purchase 102.05 Barclays Capital Inc.
    02R04261 Purchase 101.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04261 Purchase 101.88 Citigroup Global Markets Inc.
    01F0404C Purchase 102.34 Credit Suisse Securities (USA) LLC
    01F04241 Purchase 104.21 Credit Suisse Securities (USA) LLC
    01N04261 Purchase 101.88 Credit Suisse Securities (USA) LLC
    01F05062 Purchase 103.79 Deutsche Bank Securities Inc.
    01F05262 Purchase 105.39 Deutsche Bank Securities Inc.
    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 LLC
    01F05262 Purchase 105.40 J.P. Morgan Securities LLC
    01F0404C 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) LLC
    01F04241 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 LLC
    01N0426C Purchase 102.47 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 102.50 Morgan Stanley & Co. Incorporated
    02R04261 Purchase 101.77 Morgan Stanley & Co. Incorporated
    01F04241 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 LLC
    02R04261 Purchase 101.77 UBS Securities LLC
    01F04261 Purchase 102.07 Citigroup Global Markets Inc.
    02R05062 Purchase 104.05 Citigroup Global Markets Inc.
    01F05262 Purchase 105.68 Credit Suisse Securities (USA) LLC
    01N0426C Purchase 102.62 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 104.02 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 105.59 Goldman, Sachs & Co.
    01F05262 Purchase 105.63 Goldman, Sachs & Co.
    01F04261 Purchase 102.07 J.P. Morgan Securities LLC
    02R05062 Purchase 104.01 Morgan Stanley & Co. Incorporated
    01F04261 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 Incorporated
    01F05262 Purchase 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 105.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 105.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0606C Purchase 107.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 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) LLC
    01F05262 Purchase 105.74 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 105.74 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 105.74 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 105.75 Credit Suisse Securities (USA) LLC
    01F0426C 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. Incorporated
    01N04261 Purchase 102.34 Morgan Stanley & Co. Incorporated
    02R0426C Purchase 102.49 Morgan Stanley & Co. Incorporated
    01F04041 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 LLC
    01N04261 Purchase 102.35 UBS Securities LLC
    02R0426C Purchase 102.43 UBS Securities LLC
    01F05262 Purchase 105.75 Barclays Capital Inc.
    01N0426C Purchase 102.67 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0426C 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) LLC
    01N04261 Purchase 102.06 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 103.95 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 104.03 Credit Suisse Securities (USA) LLC
    02R05261 Purchase 106.02 Credit Suisse Securities (USA) LLC
    02R05261 Purchase 106.07 Credit Suisse Securities (USA) LLC
    02R05261 Purchase 106.08 Credit Suisse Securities (USA) LLC
    01N04261 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 LLC
    02R05261 Purchase 106.05 J.P. Morgan Securities LLC
    01F05262 Purchase 105.74 Morgan Stanley & Co. Incorporated
    01N04261 Purchase 102.04 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 102.64 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 102.66 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 102.73 Morgan Stanley & Co. Incorporated
    02R05062 Purchase 104.04 Morgan Stanley & Co. Incorporated
    01N0426C Purchase 102.57 Nomura Securities International, Inc.
    02R0406C Purchase 100.03 Nomura Securities International, Inc.
    02R04261 Purchase 101.68 Nomura Securities International, Inc.
    02R04261 Purchase 101.98 Nomura Securities International, Inc.
    01F0406C Purchase 99.65 RBC Capital Markets, LLC
    01N04261 Purchase 102.07 RBS Securities Inc.
    01F0406C Purchase 100.17 UBS Securities LLC
    01N0426C Purchase 102.72 UBS Securities LLC
    02R05062 Purchase 104.10 UBS Securities LLC
    01F04261 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) LLC
    02R04261 Purchase 101.59 Credit Suisse Securities (USA) LLC
    01F04261 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 LLC
    01F06061 Purchase 106.72 J.P. Morgan Securities LLC
    01F06061 Purchase 106.72 J.P. Morgan Securities LLC
    02R04261 Purchase 101.66 Morgan Stanley & Co. Incorporated
    02R04261 Purchase 101.63 Nomura Securities International, Inc.
    01F04261 Purchase 101.68 RBC Capital Markets, LLC
    01F04261 Purchase 101.74 UBS Securities LLC
    01F04261 Purchase 101.75 UBS Securities LLC
    02R04261 Purchase 101.60 UBS Securities LLC
    01F05262 Purchase 105.37 Barclays Capital Inc.
    01F04261 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04261 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 105.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F06061 Purchase 106.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04061 Purchase 98.83 Citigroup Global Markets Inc.
    02R04061 Purchase 98.84 Citigroup Global Markets Inc.
    01F04261 Purchase 101.53 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 105.39 Credit Suisse Securities (USA) LLC
    02R04261 Purchase 101.37 Credit Suisse Securities (USA) LLC
    01F05062 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 LLC
    01F06061 Purchase 106.57 Morgan Stanley & Co. Incorporated
    01F06061 Purchase 106.58 Morgan Stanley & Co. Incorporated
    02R04061 Purchase 98.78 Morgan Stanley & Co. Incorporated
    02R04261 Purchase 101.34 Morgan Stanley & Co. Incorporated
    01F04261 Purchase 101.55 UBS Securities LLC
    02R04061 Purchase 98.83 UBS Securities LLC
    01F05262 Purchase 105.15 Barclays Capital Inc.
    02R04261 Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 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) LLC
    01F04261 Purchase 101.07 Credit Suisse Securities (USA) LLC
    01F05262 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. Incorporated
    01F04261 Purchase 101.06 Nomura Securities International, Inc.
    02R04261 Purchase 101.02 UBS Securities LLC
    01F04041 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 Incorporated
    01F04261 Purchase 101.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0426C 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) LLC
    02R04261 Purchase 101.25 Credit Suisse Securities (USA) LLC
    02R04261 Purchase 101.26 Credit Suisse Securities (USA) LLC
    02R04261 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. Incorporated
    01F04261 Purchase 101.49 Nomura Securities International, Inc.
    02R04261 Purchase 101.35 RBC Capital Markets, LLC
    01F04041 Purchase 101.78 UBS Securities LLC
    01F04261 Purchase 101.52 UBS Securities LLC
    02R04261 Purchase 101.27 UBS Securities LLC
    01N0506C Purchase 104.93 Barclays Capital Inc.
    02R05261 Purchase 106.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R0526C Sale 106.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04261 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) LLC
    01F05262 Purchase 105.62 Credit Suisse Securities (USA) LLC
    01F06061 Purchase 106.94 Credit Suisse Securities (USA) LLC
    02R04261 Purchase 101.78 Credit Suisse Securities (USA) LLC
    02R05261 Purchase 106.03 Credit Suisse Securities (USA) LLC
    02R0526C Sale 106.38 Credit Suisse Securities (USA) LLC
    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 LLC
    01F05262 Purchase 105.66 J.P. Morgan Securities LLC
    02R05261 Purchase 106.03 J.P. Morgan Securities LLC
    02R0526C Sale 106.38 J.P. Morgan Securities LLC
    01F05062 Purchase 103.86 Morgan Stanley & Co. Incorporated
    01N0506C Purchase 104.77 Morgan Stanley & Co. Incorporated
    01N0506C Purchase 104.95 Morgan Stanley & Co. Incorporated
    02R04261 Purchase 101.57 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.21 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.22 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.59 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.60 Morgan Stanley & Co. Incorporated
    01F04261 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 Incorporated
    01F05061 Purchase 104.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05061 Purchase 104.19 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506C Sale 104.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506C Sale 104.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04262 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) LLC
    01F06061 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.
    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 LLC
    01N0506C Purchase 104.68 J.P. Morgan Securities LLC
    02R05261 Purchase 105.95 J.P. Morgan Securities LLC
    02R0526C Sale 106.31 J.P. Morgan Securities LLC
    01F04262 Purchase 101.16 Morgan Stanley & Co. Incorporated
    01F05262 Purchase 105.61 Morgan Stanley & Co. Incorporated
    01F06061 Purchase 106.85 Morgan Stanley & Co. Incorporated
    01N0506C Purchase 104.73 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 103.99 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.15 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 104.20 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.38 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.53 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated
    01F0506C Sale 104.58 Morgan Stanley & Co. Incorporated
    01F04262 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 LLC
    01F06061 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 Incorporated
    01F05261 Purchase 105.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Purchase 105.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526C Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0526C Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04262 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
    02R04262 Purchase 100.79 Credit Suisse Securities (USA) LLC
    02R04262 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 LLC
    01N05061 Purchase 104.11 J.P. Morgan Securities LLC
    01N05061 Purchase 104.10 Morgan Stanley & Co. Incorporated
    01N05061 Purchase 104.22 Morgan Stanley & Co. Incorporated
    01F05261 Purchase 105.84 Morgan Stanley & Co. Incorporated
    01F0526C Sale 106.19 Morgan Stanley & Co. Incorporated
    01N05061 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 LLC
    01F04262 Purchase 100.74 Barclays Capital Inc.
    01F06061 Purchase 106.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04262 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) LLC
    01F05063 Purchase 103.16 Credit Suisse Securities (USA) LLC
    01F05063 Purchase 103.17 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.53 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.79 Credit Suisse Securities (USA) LLC
    01F04061 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 LLC
    01N05061 Purchase 103.92 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 100.75 Morgan Stanley & Co. Incorporated
    01F04262 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 LLC
    02R05262 Purchase 105.57 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04261 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) LLC
    01F04262 Purchase 100.79 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.73 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.80 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.80 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.81 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 105.52 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.68 Deutsche Bank Securities Inc.
    02R04262 Purchase 100.68 J.P. Morgan Securities LLC
    01F04261 Purchase 101.20 Morgan Stanley & Co. Incorporated
    01F04261 Purchase 101.30 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 100.82 Morgan Stanley & Co. Incorporated
    01F04261 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 LLC
    01F04262 Purchase 100.78 UBS Securities LLC
    02R04261 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 Incorporated
    02R04261 Purchase 100.70 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05262 Purchase 105.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05061 Purchase 103.44 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F0506C Sale 103.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04261 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) LLC
    01F04261 Purchase 100.86 Credit Suisse Securities (USA) LLC
    02R04261 Purchase 100.70 Credit Suisse Securities (USA) LLC
    02R04261 Purchase 100.70 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 105.32 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 105.32 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 105.36 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 105.47 Credit Suisse Securities (USA) LLC
    01F0526C Sale 105.80 Credit Suisse Securities (USA) LLC
    01F04261 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 LLC
    01F04041 Purchase 101.39 J.P. Morgan Securities LLC
    01F05261 Purchase 105.47 J.P. Morgan Securities LLC
    01F0404C Sale 101.85 J.P. Morgan Securities LLC
    01F0404C Sale 101.77 J.P. Morgan Securities LLC
    01F0526C Sale 105.80 J.P. Morgan Securities LLC
    01F04061 Purchase 98.03 Morgan Stanley & Co. Incorporated
    01F04261 Purchase 100.79 Morgan Stanley & Co. Incorporated
    01F04261 Purchase 100.87 Morgan Stanley & Co. Incorporated
    01F05061 Purchase 103.44 Morgan Stanley & Co. Incorporated
    01F0506C Sale 103.80 Morgan Stanley & Co. Incorporated
    01F04061 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 LLC
    01F04241 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 Incorporated
    02R05262 Purchase 105.35 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N05261 Purchase 105.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0526C Sale 105.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04262 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) LLC
    01F06062 Purchase 106.37 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 106.37 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 106.38 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.49 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 105.35 Credit Suisse Securities (USA) LLC
    01F05261 Purchase 105.56 Credit Suisse Securities (USA) LLC
    01F0526C Sale 105.87 Credit Suisse Securities (USA) LLC
    02R04262 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 LLC
    01N04261 Purchase 101.20 J.P. Morgan Securities LLC
    01N0426C Sale 101.61 J.P. Morgan Securities LLC
    01F04262 Purchase 100.59 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 100.51 Morgan Stanley & Co. Incorporated
    01N04261 Purchase 101.20 Morgan Stanley & Co. Incorporated
    01N0426C Sale 101.61 Morgan Stanley & Co. Incorporated
    01F04262 Purchase 100.60 Nomura Securities International, Inc.
    01F04241 Purchase 103.73 UBS Securities LLC
    01N05261 Purchase 105.56 UBS Securities LLC
    01N0526C Sale 105.92 UBS Securities LLC
    01F04262 Purchase 101.23 Barclays Capital Inc.
    02R04262 Purchase 101.01 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.70 BNP Paribas Securities Corp.
    02R04262 Purchase 100.89 Citigroup Global Markets Inc.
    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) LLC
    01F04263 Purchase 100.53 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 106.48 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 106.55 Credit Suisse Securities (USA) LLC
    02R05062 Purchase 103.49 Deutsche Bank Securities Inc.
    02R05263 Purchase 105.08 J.P. Morgan Securities LLC
    01F04262 Purchase 100.90 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 100.81 Morgan Stanley & Co. Incorporated
    01F04262 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 LLC
    02R04262 Purchase 101.02 UBS Securities LLC
    02R04262 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) LLC
    01F04262 Purchase 100.92 Credit Suisse Securities (USA) LLC
    01F04262 Purchase 101.17 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.91 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 101.07 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 103.15 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 103.16 Credit Suisse Securities (USA) LLC
    01F04061 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 LLC
    02R05063 Purchase 102.98 J.P. Morgan Securities LLC
    01F04061 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 LLC
    01F04061 Purchase 97.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 100.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N04261 Purchase 101.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N0426C Sale 101.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.09 BNP Paribas Securities Corp.
    02R05063 Purchase 102.56 BNP Paribas Securities Corp.
    01F04061 Purchase 97.74 Credit Suisse Securities (USA) LLC
    01F04262 Purchase 100.68 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 99.91 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 100.13 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 99.80 Credit Suisse Securities (USA) LLC
    02R04263 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.
    01F04263 Purchase 99.87 J.P. Morgan Securities LLC
    01N04261 Purchase 101.25 J.P. Morgan Securities LLC
    01N0426C Sale 101.64 J.P. Morgan Securities LLC
    01F04061 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 LLC
    01F04263 Purchase 99.88 UBS Securities LLC
    02R05063 Purchase 102.58 UBS Securities LLC
    01F04262 Purchase 99.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 99.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 99.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 99.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04262 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) LLC
    02R04263 Purchase 99.17 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 99.53 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 99.30 Credit Suisse Securities (USA) LLC
    02R05262 Purchase 104.80 Credit Suisse Securities (USA) LLC
    01F04262 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 LLC
    01F04262 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 LLC
    01F04061 Purchase 97.15 Barclays Capital Inc.
    01F04261 Purchase 100.11 Barclays Capital Inc.
    01F04061 Purchase 97.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05063 Purchase 102.15 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05063 Purchase 102.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05063 Purchase 102.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 99.47 Citigroup Global Markets Inc.
    02R05063 Purchase 102.18 Citigroup Global Markets Inc.
    01F06062 Purchase 106.07 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.19 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.20 Credit Suisse Securities (USA) LLC
    02R05063 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 LLC
    01F04263 Purchase 99.26 Barclays Capital Inc.
    01F04263 Purchase 99.31 Citigroup Global Markets Inc.
    01F06062 Purchase 105.96 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 105.95 Credit Suisse Securities (USA) LLC
    01F04263 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 LLC
    01F04263 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 Incorporated
    02R04261 Purchase 99.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05062 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04261 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) LLC
    01F04261 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 LLC
    01F04262 Purchase 99.25 J.P. Morgan Securities LLC
    01F04261 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 Incorporated
    01F05063 Purchase 101.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05062 Purchase 102.06 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05062 Purchase 102.08 Citigroup Global Markets Inc.
    02R05062 Purchase 102.03 Credit Suisse Securities (USA) LLC
    01F04241 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 LLC
    01F04263 Purchase 98.79 Nomura Securities International, Inc.
    02R05062 Purchase 102.02 Nomura Securities International, Inc.
    02R05062 Purchase 102.04 RBC Capital Markets, LLC
    02R05062 Purchase 102.06 RBC Capital Markets, LLC
    01F04263 Purchase 98.84 RBS Securities Inc.
    01F04263 Purchase 98.85 UBS Securities LLC
    01F05063 Purchase 101.93 Barclays Capital Inc.
    01F05063 Purchase 102.01 Barclays Capital Inc.
    01F05063 Purchase 102.03 Barclays Capital Inc.
    02R05062 Purchase 102.25 Barclays Capital Inc.
    01F05063 Purchase 102.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04262 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) LLC
    01F06062 Purchase 105.77 Credit Suisse Securities (USA) LLC
    01F06062 Purchase 105.80 Credit Suisse Securities (USA) LLC
    01F05063 Purchase 101.89 Deutsche Bank Securities Inc.
    01F05063 Purchase 101.93 Deutsche Bank Securities Inc.
    02R05062 Purchase 102.36 J.P. Morgan Securities LLC
    01F05063 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 LLC
    01F05063 Purchase 101.86 Credit Suisse Securities (USA) LLC
    01F05063 Purchase 101.87 Deutsche Bank Securities Inc.
    01F06062 Purchase 105.61 Deutsche Bank Securities Inc.
    01F06062 Purchase 105.61 J.P. Morgan Securities LLC
    01F04241 Purchase 103.07 Barclays Capital Inc.
    02R05062 Purchase 102.38 Barclays Capital Inc.
    01F05063 Purchase 102.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05063 Purchase 102.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04241 Purchase 102.98 Citigroup Global Markets Inc.
    01F05063 Purchase 102.07 Citigroup Global Markets Inc.
    01F04261 Purchase 100.03 Credit Suisse Securities (USA) LLC
    01F05063 Purchase 102.02 Credit Suisse Securities (USA) LLC
    01F04262 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 LLC
    01F04262 Purchase 99.70 J.P. Morgan Securities LLC
    01F05063 Purchase 102.05 J.P. Morgan Securities LLC
    01F04261 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 LLC
    01F05063 Purchase 102.09 UBS Securities LLC
    01F05063 Purchase 102.38 Barclays Capital Inc.
    02R04262 Purchase 100.21 Barclays Capital Inc.
    01F04262 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04262 Purchase 100.09 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05063 Purchase 102.34 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04261 Purchase 100.53 Citigroup Global Markets Inc.
    01F04262 Purchase 100.04 Citigroup Global Markets Inc.
    01F04262 Purchase 100.23 Citigroup Global Markets Inc.
    01F05063 Purchase 102.37 Citigroup Global Markets Inc.
    01F04261 Purchase 100.52 Credit Suisse Securities (USA) LLC
    01F04262 Purchase 100.21 Credit Suisse Securities (USA) LLC
    01F04262 Purchase 100.27 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.45 Credit Suisse Securities (USA) LLC
    02R04262 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 LLC
    02R04262 Purchase 100.20 J.P. Morgan Securities LLC
    02R05063 Purchase 102.45 J.P. Morgan Securities LLC
    01F04262 Purchase 100.08 RBS Securities Inc.
    02R04262 Purchase 100.03 UBS Securities LLC
    01F04262 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 Incorporated
    01F04262 Purchase 100.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05063 Purchase 102.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04262 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) LLC
    01F04262 Purchase 100.02 Credit Suisse Securities (USA) LLC
    01F04262 Purchase 99.92 Credit Suisse Securities (USA) LLC
    01F05063 Purchase 102.37 Credit Suisse Securities (USA) LLC
    01F05062 Purchase 102.70 Credit Suisse Securities (USA) LLC
    01F05061 Sale 103.09 Credit Suisse Securities (USA) LLC
    01F05063 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 LLC
    01F05063 Purchase 102.31 J.P. Morgan Securities LLC
    01F04262 Purchase 100.20 Morgan Stanley & Co. Incorporated
    01F04262 Purchase 100.20 Morgan Stanley & Co. Incorporated
    01F05063 Purchase 102.31 Morgan Stanley & Co. Incorporated
    01F05063 Purchase 102.31 Morgan Stanley & Co. Incorporated
    01F04262 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.
    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 Incorporated
    02R04261 Purchase 100.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04261 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) LLC
    02R05063 Purchase 102.34 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 104.69 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 104.72 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 104.73 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 104.75 Credit Suisse Securities (USA) LLC
    01F05261 Sale 105.05 Credit Suisse Securities (USA) LLC
    01F05261 Sale 105.08 Credit Suisse Securities (USA) LLC
    01F05261 Sale 105.09 Credit Suisse Securities (USA) LLC
    01F05261 Sale 105.11 Credit Suisse Securities (USA) LLC
    01F04262 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 LLC
    01F04261 Purchase 100.41 J.P. Morgan Securities LLC
    01F05062 Purchase 102.67 J.P. Morgan Securities LLC
    01F05061 Sale 103.06 J.P. Morgan Securities LLC
    01F05062 Purchase 102.68 Morgan Stanley & Co. Incorporated
    01F05262 Purchase 104.75 Morgan Stanley & Co. Incorporated
    01F05262 Purchase 104.81 Morgan Stanley & Co. Incorporated
    01F05061 Sale 103.06 Morgan Stanley & Co. Incorporated
    01F05261 Sale 105.11 Morgan Stanley & Co. Incorporated
    01F05261 Sale 105.17 Morgan Stanley & Co. Incorporated
    01F04261 Purchase 100.27 Nomura Securities International, Inc.
    01F04262 Purchase 99.91 Nomura Securities International, Inc.
    02R04261 Purchase 100.18 Nomura Securities International, Inc.
    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 LLC
    01F05261 Sale 105.13 UBS Securities LLC
    01F04062 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 Incorporated
    02R05063 Purchase 102.21 Citigroup Global Markets Inc.
    01F05063 Purchase 102.20 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.23 Credit Suisse Securities (USA) LLC
    02R05063 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 LLC
    01F05262 Purchase 104.83 J.P. Morgan Securities LLC
    01F05261 Sale 105.19 J.P. Morgan Securities LLC
    02R05063 Purchase 102.21 Morgan Stanley & Co. Incorporated
    01F05062 Purchase 102.69 Morgan Stanley & Co. Incorporated
    01F05061 Sale 103.08 Morgan Stanley & Co. Incorporated
    01F05063 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, LLC
    01F05062 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.
    01F05061 Sale 103.17 RBS Securities Inc.
    01F05061 Sale 103.17 RBS Securities Inc.
    02R05063 Purchase 102.20 UBS Securities LLC
    02R05063 Purchase 102.21 UBS Securities LLC
    01F05262 Purchase 104.81 UBS Securities LLC
    01F05261 Sale 105.17 UBS Securities LLC
    02R04062 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 Incorporated
    02R04263 Purchase 99.55 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.34 Credit Suisse Securities (USA) LLC
    01N04062 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. Incorporated
    02R04263 Purchase 99.57 Morgan Stanley & Co. Incorporated
    01F05062 Purchase 102.70 Morgan Stanley & Co. Incorporated
    01F05061 Sale 103.09 Morgan Stanley & Co. Incorporated
    02R04263 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 LLC
    02R04263 Purchase 99.51 UBS Securities LLC
    02R04263 Purchase 99.56 UBS Securities LLC
    02R05063 Purchase 102.34 UBS Securities LLC
    01N05061 Purchase 103.77 Barclays Capital Inc.
    02R04263 Purchase 100.15 Barclays Capital Inc.
    02R04263 Purchase 100.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.00 Citigroup Global Markets Inc.
    01F04264 Purchase 99.73 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 99.99 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 99.64 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 99.71 Deutsche Bank Securities Inc.
    02R04262 Purchase 100.40 Goldman, Sachs & Co.
    01N05061 Purchase 103.71 Morgan Stanley & Co. Incorporated
    01N05061 Purchase 103.77 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 100.50 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.13 Nomura Securities International, Inc.
    02R04263 Purchase 100.01 RBC Capital Markets, LLC
    02R05063 Purchase 102.70 RBC Capital Markets, LLC
    02R04264 Purchase 99.72 RBS Securities Inc.
    01F04264 Purchase 99.78 UBS Securities LLC
    01F04263 Purchase 99.91 Barclays Capital Inc.
    02R04263 Purchase 99.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.03 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 99.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04062 Purchase 97.47 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.02 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.05 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 99.67 Credit Suisse Securities (USA) LLC
    02R05063 Purchase 102.88 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 99.90 Goldman, Sachs & Co.
    02R04264 Purchase 99.49 Goldman, Sachs & Co.
    02R04264 Purchase 99.68 J.P. Morgan Securities LLC
    01N05061 Purchase 103.77 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 99.73 Morgan Stanley & Co. Incorporated
    01F04062 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 LLC
    01F04263 Purchase 99.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 99.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 100.17 Citigroup Global Markets Inc.
    01F04062 Purchase 97.37 Credit Suisse Securities (USA) LLC
    01F04062 Purchase 97.41 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 99.57 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 99.65 Credit Suisse Securities (USA) LLC
    01F05063 Purchase 102.80 Credit Suisse Securities (USA) LLC
    01F05062 Sale 103.23 Credit Suisse Securities (USA) LLC
    01F04264 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 LLC
    01N05062 Purchase 103.47 Morgan Stanley & Co. Incorporated
    01F05062 Purchase 103.28 Morgan Stanley & Co. Incorporated
    01F05061 Sale 103.59 Morgan Stanley & Co. Incorporated
    01F04264 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 LLC
    01F04264 Purchase 99.68 UBS Securities LLC
    01F05063 Purchase 102.80 UBS Securities LLC
    01F05062 Sale 103.23 UBS Securities LLC
    01F04263 Purchase 100.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01N05062 Purchase 103.84 BNP Paribas Securities Corp.
    01N05062 Purchase 103.73 Citigroup Global Markets Inc.
    01F04264 Purchase 100.01 Credit Suisse Securities (USA) LLC
    01N05062 Purchase 103.81 Credit Suisse Securities (USA) LLC
    01N05062 Purchase 103.82 Credit Suisse Securities (USA) LLC
    01N05062 Purchase 103.82 Credit Suisse Securities (USA) LLC
    01N05062 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
    01F04264 Purchase 99.96 J.P. Morgan Securities LLC
    01F04263 Purchase 100.40 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.01 Morgan Stanley & Co. Incorporated
    01N05062 Purchase 103.67 Morgan Stanley & Co. Incorporated
    01N05062 Purchase 103.81 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.02 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.00 UBS Securities LLC
    02R04264 Purchase 99.98 UBS Securities LLC
    01F05262 Purchase 105.53 Barclays Capital Inc.
    01F05261 Sale 105.79 Barclays Capital Inc.
    01F04264 Purchase 99.93 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04062 Purchase 97.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Purchase 105.53 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05261 Sale 105.77 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 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) LLC
    01F04264 Purchase 99.87 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 99.88 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 99.91 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 99.91 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 99.96 Credit Suisse Securities (USA) LLC
    01F06063 Purchase 106.26 Credit Suisse Securities (USA) LLC
    01N05062 Purchase 103.76 Credit Suisse Securities (USA) LLC
    01F05262 Purchase 105.53 Credit Suisse Securities (USA) LLC
    01F05261 Sale 105.77 Credit Suisse Securities (USA) LLC
    01F04264 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 LLC
    01F04264 Purchase 99.87 Morgan Stanley & Co. Incorporated
    01N05062 Purchase 103.77 Morgan Stanley & Co. Incorporated
    01F04242 Purchase 103.76 UBS Securities LLC
    01F04264 Purchase 99.88 UBS Securities LLC
    01F04264 Purchase 99.89 UBS Securities LLC
    01F04264 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) LLC
    01F04042 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 LLC
    01F04263 Purchase 100.48 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.09 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.15 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.57 RBC Capital Markets, LLC
    01F04264 Purchase 100.08 UBS Securities LLC
    02R04263 Purchase 100.49 UBS Securities LLC
    01F04263 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 Incorporated
    01F05261 Sale 105.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 100.45 Credit Suisse Securities (USA) LLC
    01F04263 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 LLC
    01F04263 Purchase 100.57 J.P. Morgan Securities LLC
    01F04263 Purchase 100.68 J.P. Morgan Securities LLC
    01N05062 Purchase 103.93 J.P. Morgan Securities LLC
    01F04263 Purchase 100.69 UBS Securities LLC
    01F04263 Purchase 100.70 UBS Securities LLC
    01N05062 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 Incorporated
    02R04062 Purchase 97.80 Citigroup Global Markets Inc.
    01F04264 Purchase 100.25 Cantor Fitzgerald & Co.
    01F04264 Purchase 100.26 Credit Suisse Securities (USA) LLC
    01N05062 Purchase 104.05 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.53 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.54 Credit Suisse Securities (USA) LLC
    01F04264 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 LLC
    01N05062 Purchase 103.96 UBS Securities LLC
    02R04263 Purchase 100.62 UBS Securities LLC
    02R04263 Purchase 100.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 Purchase 100.46 BNP Paribas Securities Corp.
    02R04263 Purchase 100.45 Citigroup Global Markets Inc.
    01F04264 Purchase 100.08 Credit Suisse Securities (USA) LLC
    02R04062 Purchase 97.67 Credit Suisse Securities (USA) LLC
    01N05062 Purchase 103.92 Deutsche Bank Securities Inc.
    01F04264 Purchase 100.06 Goldman, Sachs & Co.
    01F04264 Purchase 100.07 J.P. Morgan Securities LLC
    01N05062 Purchase 103.84 J.P. Morgan Securities LLC
    01N05062 Purchase 103.84 Morgan Stanley & Co. Incorporated
    01N05062 Purchase 103.91 Morgan Stanley & Co. Incorporated
    01N05062 Purchase 103.92 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.47 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.47 Morgan Stanley & Co. Incorporated
    01N05062 Purchase 103.93 UBS Securities LLC
    02R04264 Purchase 100.13 BNP Paribas Securities Corp.
    02R04263 Purchase 100.50 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.55 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.16 Credit Suisse Securities (USA) LLC
    01F04042 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 LLC
    02R04263 Purchase 100.67 J.P. Morgan Securities LLC
    21H05062 Purchase 103.95 J.P. Morgan Securities LLC
    02R04263 Purchase 100.55 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.55 UBS Securities LLC
    02R04264 Purchase 100.13 UBS Securities LLC
    02R04264 Purchase 100.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 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) LLC
    01F06064 Purchase 106.17 Credit Suisse Securities (USA) LLC
    01F06064 Purchase 106.20 Credit Suisse Securities (USA) LLC
    02R04062 Purchase 97.85 Credit Suisse Securities (USA) LLC
    02R04062 Purchase 97.86 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.55 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.68 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.04 Goldman, Sachs & Co.
    02R04264 Purchase 100.27 Goldman, Sachs & Co.
    01F04042 Purchase 101.80 J.P. Morgan Securities LLC
    01F06064 Purchase 106.16 Morgan Stanley & Co. Incorporated
    02R04263 Purchase 100.68 UBS Securities LLC
    01N05063 Purchase 103.59 Barclays Capital Inc.
    02R04263 Purchase 100.27 Citigroup Global Markets Inc.
    01F04264 Purchase 99.97 Credit Suisse Securities (USA) LLC
    02R04062 Purchase 97.36 Credit Suisse Securities (USA) LLC
    02R04062 Purchase 97.42 Credit Suisse Securities (USA) LLC
    02R04263 Purchase 100.27 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 99.88 Credit Suisse Securities (USA) LLC
    02R04264 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. Incorporated
    21H05062 Purchase 103.82 Morgan Stanley & Co. Incorporated
    21H05062 Purchase 103.80 Morgan Stanley & Co. Incorporated
    21H05062 Purchase 103.86 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 99.87 UBS Securities LLC
    21H05062 Purchase 103.84 Barclays Capital Inc.
    21H05062 Purchase 104.06 Barclays Capital Inc.
    02R04262 Purchase 100.78 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04263 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) LLC
    02R04264 Purchase 100.23 Credit Suisse Securities (USA) LLC
    01F04042 Purchase 101.75 Deutsche Bank Securities Inc.
    21H05062 Purchase 103.89 Deutsche Bank Securities Inc.
    01F04042 Purchase 101.73 J.P. Morgan Securities LLC
    02R04264 Purchase 99.90 Morgan Stanley & Co. Incorporated
    21H05062 Purchase 104.05 Morgan Stanley & Co. Incorporated
    02R04262 Purchase 100.84 UBS Securities LLC
    02R04264 Purchase 99.89 UBS Securities LLC
    21H05062 Purchase 104.01 UBS Securities LLC
    01F04263 Purchase 100.51 Barclays Capital Inc.
    02R04264 Purchase 100.07 Citigroup Global Markets Inc.
    01F04242 Purchase 103.98 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 100.86 Credit Suisse Securities (USA) LLC
    21H05063 Purchase 103.53 Credit Suisse Securities (USA) LLC
    02R04264 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 LLC
    01F04263 Purchase 100.59 J.P. Morgan Securities LLC
    01N05063 Purchase 103.73 J.P. Morgan Securities LLC
    01N05063 Purchase 103.75 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 100.56 RBC Capital Markets, LLC
    01F04263 Purchase 100.61 Barclays Capital Inc.
    02R04062 Purchase 97.90 Barclays Capital Inc.
    01F05063 Purchase 103.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 Sale 103.93 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 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) LLC
    01F06063 Purchase 106.70 Credit Suisse Securities (USA) LLC
    02R04262 Purchase 101.03 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.26 Credit Suisse Securities (USA) LLC
    01F04242 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.
    01N05063 Purchase 103.80 Goldman, Sachs & Co.
    01N05063 Purchase 103.78 J.P. Morgan Securities LLC
    02R04264 Purchase 100.20 J.P. Morgan Securities LLC
    01F05063 Purchase 103.50 J.P. Morgan Securities LLC
    01F05062 Sale 103.93 J.P. Morgan Securities LLC
    01F05063 Purchase 103.50 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 105.60 Morgan Stanley & Co. Incorporated
    01F05062 Sale 103.93 Morgan Stanley & Co. Incorporated
    01F05262 Sale 106.00 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 105.60 Mizuho Securities USA Inc.
    01F05262 Sale 106.00 Mizuho Securities USA Inc.
    01F06063 Purchase 106.73 UBS Securities LLC
    02R04262 Purchase 101.05 UBS Securities LLC
    02R04264 Purchase 100.22 UBS Securities LLC
    01F04264 Purchase 100.13 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 105.58 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 105.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Sale 105.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Sale 106.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 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) LLC
    21H05063 Purchase 103.62 Credit Suisse Securities (USA) LLC
    01F04264 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 LLC
    02R04263 Purchase 100.57 UBS Securities LLC
    21H05063 Purchase 103.63 UBS Securities LLC
    01F04262 Purchase 101.28 Barclays Capital Inc.
    01F04263 Purchase 100.77 Barclays Capital Inc.
    01F04262 Purchase 101.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 100.98 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05063 Purchase 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 Sale 104.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Sale 106.14 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    01F04263 Purchase 100.91 Credit Suisse Securities (USA) LLC
    01F05063 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 LLC
    01N05063 Purchase 103.95 Morgan Stanley & Co. Incorporated
    01N05063 Purchase 103.98 Morgan Stanley & Co. Incorporated
    01N05063 Purchase 104.04 Morgan Stanley & Co. Incorporated
    01F04262 Purchase 101.25 UBS Securities LLC
    01N05063 Purchase 104.01 UBS Securities LLC
    01N05063 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) LLC
    01F04263 Purchase 101.06 Credit Suisse Securities (USA) LLC
    01F04242 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. Incorporated
    01N05063 Purchase 104.20 UBS Securities LLC
    01F05263 Purchase 105.91 UBS Securities LLC
    01F05262 Sale 106.30 UBS Securities LLC
    01F04263 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 Incorporated
    21H05063 Purchase 103.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 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) LLC
    02R04062 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 LLC
    01F05063 Purchase 103.84 Morgan Stanley & Co. Incorporated
    01F05063 Purchase 103.82 Morgan Stanley & Co. Incorporated
    01F05062 Sale 104.24 Morgan Stanley & Co. Incorporated
    01F05062 Sale 104.23 Morgan Stanley & Co. Incorporated
    01F05063 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 LLC
    21H05063 Purchase 104.02 UBS Securities LLC
    01F05263 Purchase 105.94 Barclays Capital Inc.
    01F05262 Sale 106.31 Barclays Capital Inc.
    02R04264 Purchase 100.34 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.35 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.47 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.51 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.52 Credit Suisse Securities (USA) LLC
    01F05263 Purchase 106.03 Credit Suisse Securities (USA) LLC
    02R05263 Purchase 105.98 Credit Suisse Securities (USA) LLC
    01F05262 Sale 106.40 Credit Suisse Securities (USA) LLC
    02R05262 Sale 106.38 Credit Suisse Securities (USA) LLC
    02R04264 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 LLC
    21H05063 Purchase 103.83 Morgan Stanley & Co. Incorporated
    21H05063 Purchase 103.89 Morgan Stanley & Co. Incorporated
    01F05263 Purchase 106.00 RBS Securities Inc.
    01F05263 Purchase 105.97 RBS Securities Inc.
    01F05262 Sale 106.37 RBS Securities Inc.
    01F05262 Sale 106.34 RBS Securities Inc.
    02R04063 Purchase 97.70 UBS Securities LLC
    02R04264 Purchase 100.47 UBS Securities LLC
    01F04043 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 Incorporated
    02R04264 Purchase 100.11 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.40 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.43 Credit Suisse Securities (USA) LLC
    01F04043 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 LLC
    02R04265 Purchase 100.00 Morgan Stanley & Co. Incorporated
    01F04243 Purchase 103.84 UBS Securities LLC
    01F04265 Purchase 99.78 UBS Securities LLC
    01N05063 Purchase 104.06 UBS Securities LLC
    21H05063 Purchase 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H05063 Purchase 103.70 Citigroup Global Markets Inc.
    01F04043 Purchase 101.48 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 99.86 Credit Suisse Securities (USA) LLC
    02R05064 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. Incorporated
    01F04265 Purchase 99.84 UBS Securities LLC
    01F04265 Purchase 99.87 UBS Securities LLC
    02R05064 Purchase 103.19 UBS Securities LLC
    02R05064 Purchase 103.22 UBS Securities LLC
    21H05063 Purchase 103.75 UBS Securities LLC
    02R04243 Purchase 103.81 Barclays Capital Inc.
    02R05064 Purchase 103.34 Barclays Capital Inc.
    21H05063 Purchase 103.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H05063 Purchase 103.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.07 Citigroup Global Markets Inc.
    01F04265 Purchase 100.15 Citigroup Global Markets Inc.
    02R04265 Purchase 100.15 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.22 Credit Suisse Securities (USA) LLC
    02R05064 Purchase 103.32 Credit Suisse Securities (USA) LLC
    02R05064 Purchase 103.33 Credit Suisse Securities (USA) LLC
    01N05063 Purchase 104.00 Deutsche Bank Securities Inc.
    01N05062 Sale 104.42 Deutsche Bank Securities Inc.
    01F04043 Purchase 101.73 J.P. Morgan Securities LLC
    01F04265 Purchase 100.06 J.P. Morgan Securities LLC
    02R04265 Purchase 100.16 J.P. Morgan Securities LLC
    21H05063 Purchase 103.84 Morgan Stanley & Co. Incorporated
    21H05063 Purchase 103.85 Morgan Stanley & Co. Incorporated
    21H05063 Purchase 103.94 Morgan Stanley & Co. Incorporated
    21H05063 Purchase 103.94 Morgan Stanley & Co. Incorporated
    21H05063 Purchase 103.96 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.21 RBS Securities Inc.
    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) LLC
    02R04265 Purchase 100.33 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.38 Credit Suisse Securities (USA) LLC
    02R05064 Purchase 103.25 Credit Suisse Securities (USA) LLC
    21H05063 Purchase 103.82 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.27 Goldman, Sachs & Co.
    01F04265 Purchase 100.34 Goldman, Sachs & Co.
    21H05063 Purchase 103.80 J.P. Morgan Securities LLC
    01F04265 Purchase 100.35 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.36 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.38 Morgan Stanley & Co. Incorporated
    21H05063 Purchase 103.82 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.29 UBS Securities LLC
    01F04265 Purchase 100.33 UBS Securities LLC
    02R04265 Purchase 100.34 UBS Securities LLC
    02R04265 Purchase 100.38 UBS Securities LLC
    01F04265 Purchase 100.21 Barclays Capital Inc.
    02R04265 Purchase 100.01 Barclays Capital Inc.
    01F04265 Purchase 100.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 99.95 Citigroup Global Markets Inc.
    01F04265 Purchase 100.19 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.21 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.22 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.23 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.26 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.08 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.23 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.06 J.P. Morgan Securities LLC
    01F04265 Purchase 100.21 J.P. Morgan Securities LLC
    02R04265 Purchase 100.01 J.P. Morgan Securities LLC
    02R04265 Purchase 99.98 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.05 UBS Securities LLC
    01F04265 Purchase 100.20 UBS Securities LLC
    01F04265 Purchase 100.23 UBS Securities LLC
    02R04265 Purchase 99.98 UBS Securities LLC
    02R04265 Purchase 99.88 Barclays Capital Inc.
    01F05263 Purchase 105.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Purchase 105.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Sale 105.73 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05262 Sale 105.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 99.73 Citigroup Global Markets Inc.
    02R04265 Purchase 99.54 Citigroup Global Markets Inc.
    01F04265 Purchase 99.98 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.05 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 99.52 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 99.60 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 99.61 Credit Suisse Securities (USA) LLC
    21H04263 Purchase 100.42 Credit Suisse Securities (USA) LLC
    21H04263 Purchase 100.43 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 99.60 Goldman, Sachs & Co.
    01F04265 Purchase 100.02 J.P. Morgan Securities LLC
    21H04263 Purchase 100.34 J.P. Morgan Securities LLC
    01F04265 Purchase 99.52 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 99.66 Morgan Stanley & Co. Incorporated
    21H05064 Purchase 103.06 Morgan Stanley & Co. Incorporated
    21H05064 Purchase 103.04 UBS Securities LLC
    02R05064 Purchase 102.73 Barclays Capital Inc.
    01F05063 Purchase 103.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05062 Sale 103.41 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05064 Purchase 102.71 Credit Suisse Securities (USA) LLC
    01F04265 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 LLC
    01F04265 Purchase 99.44 RBS Securities Inc.
    21H05064 Purchase 102.92 RBS Securities Inc.
    02R04265 Purchase 99.45 UBS Securities LLC
    21H05064 Purchase 102.84 UBS Securities LLC
    01F04265 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 LLC
    01F04265 Purchase 99.57 Morgan Stanley & Co. Incorporated
    21H05064 Purchase 103.14 RBS Securities Inc.
    01F04243 Purchase 103.62 UBS Securities LLC
    02R04265 Purchase 99.59 UBS Securities LLC
    02R04265 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 Incorporated
    01F04265 Purchase 99.80 Citigroup Global Markets Inc.
    02R04265 Purchase 100.02 Citigroup Global Markets Inc.
    01F04265 Purchase 99.79 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.08 Credit Suisse Securities (USA) LLC
    01F04265 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
    01F04265 Purchase 100.05 UBS Securities LLC
    02R04265 Purchase 100.11 UBS Securities LLC
    01F04243 Purchase 103.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.07 Citigroup Global Markets Inc.
    02R04265 Purchase 99.97 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.01 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.03 Credit Suisse Securities (USA) LLC
    01F04243 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 LLC
    01F04265 Purchase 100.00 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.09 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.05 RBS Securities Inc.
    01F04265 Purchase 100.08 UBS Securities LLC
    02R04265 Purchase 100.06 UBS Securities LLC
    01F04265 Purchase 100.21 Barclays Capital Inc.
    01F04265 Purchase 100.23 Barclays Capital Inc.
    01F04265 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04265 Purchase 100.21 BNP Paribas Securities Corp.
    01F04264 Purchase 100.59 Credit Suisse Securities (USA) LLC
    01F04264 Purchase 100.59 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.19 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.20 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.21 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.16 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.20 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.25 Credit Suisse Securities (USA) LLC
    01F04264 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. Incorporated
    02R04265 Purchase 100.27 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.16 UBS Securities LLC
    02R04264 Purchase 100.57 UBS Securities LLC
    01F04264 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) LLC
    01F04265 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 LLC
    01F04265 Purchase 100.39 J.P. Morgan Securities LLC
    01F04265 Purchase 100.51 J.P. Morgan Securities LLC
    01F04265 Purchase 100.52 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.34 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.34 UBS Securities LLC
    01F04043 Purchase 102.08 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05065 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) LLC
    02R05065 Purchase 103.06 Credit Suisse Securities (USA) LLC
    02R05065 Purchase 103.12 Credit Suisse Securities (USA) LLC
    01F04043 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 LLC
    01F04263 Purchase 101.13 J.P. Morgan Securities LLC
    01F04263 Purchase 101.21 J.P. Morgan Securities LLC
    01F04043 Purchase 101.98 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.08 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.14 RBS Securities Inc.
    02R05065 Purchase 103.03 UBS Securities LLC
    02R05065 Purchase 103.14 UBS Securities LLC
    01F04043 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 Incorporated
    01F04263 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 LLC
    01F04265 Purchase 100.28 J.P. Morgan Securities LLC
    01F04264 Purchase 100.54 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.78 Morgan Stanley & Co. Incorporated
    02R04063 Purchase 97.94 Nomura Securities International, Inc.
    01F04043 Purchase 101.99 UBS Securities LLC
    01F04264 Purchase 100.73 UBS Securities LLC
    02R05065 Purchase 103.36 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04263 Purchase 101.13 Citigroup Global Markets Inc.
    01F04263 Purchase 101.19 Citigroup Global Markets Inc.
    02R04264 Purchase 100.78 Credit Suisse Securities (USA) LLC
    02R05065 Purchase 103.23 Credit Suisse Securities (USA) LLC
    02R05065 Purchase 103.23 Credit Suisse Securities (USA) LLC
    02R05065 Purchase 103.27 Credit Suisse Securities (USA) LLC
    01F04263 Purchase 101.06 Deutsche Bank Securities Inc.
    02R04264 Purchase 100.78 Goldman, Sachs & Co.
    02R05065 Purchase 103.15 Goldman, Sachs & Co.
    02R05065 Purchase 103.18 J.P. Morgan Securities LLC
    01F04043 Purchase 101.94 Morgan Stanley & Co. Incorporated
    01F04043 Purchase 101.98 Morgan Stanley & Co. Incorporated
    01F04263 Purchase 101.02 Morgan Stanley & Co. Incorporated
    02R04264 Purchase 100.78 Morgan Stanley & Co. Incorporated
    01F04043 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 LLC
    01F04263 Purchase 101.20 UBS Securities LLC
    01F04264 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) LLC
    02R04265 Purchase 100.70 Credit Suisse Securities (USA) LLC
    01F04044 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 LLC
    02R04264 Purchase 101.02 Morgan Stanley & Co. Incorporated
    02R05065 Purchase 103.33 Nomura Securities International, Inc.
    01F04265 Purchase 100.64 RBC Capital Markets, LLC
    01F04264 Purchase 101.09 RBS Securities Inc.
    02R04264 Purchase 101.05 UBS Securities LLC
    02R05065 Purchase 103.44 UBS Securities LLC
    01F04264 Purchase 100.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Purchase 105.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Sale 105.49 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 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) LLC
    02R05065 Purchase 103.34 Credit Suisse Securities (USA) LLC
    01F04264 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.
    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. Incorporated
    01F05263 Sale 105.59 Morgan Stanley & Co. Incorporated
    01F04264 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 LLC
    01F04044 Purchase 101.73 UBS Securities LLC
    02R04264 Purchase 100.81 UBS Securities LLC
    02R05065 Purchase 103.35 UBS Securities LLC
    01F04263 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 Incorporated
    01F04263 Purchase 101.17 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04044 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) LLC
    01F05264 Purchase 105.17 Credit Suisse Securities (USA) LLC
    01F05063 Sale 103.90 Credit Suisse Securities (USA) LLC
    01F05263 Sale 105.49 Credit Suisse Securities (USA) LLC
    02R05065 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 LLC
    01F04064 Purchase 97.91 J.P. Morgan Securities LLC
    31371MKW Sale 98.25 J.P. Morgan Securities LLC
    01F04264 Purchase 100.76 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.81 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.81 Morgan Stanley & Co. Incorporated
    02R05064 Purchase 103.67 Morgan Stanley & Co. Incorporated
    02R05065 Purchase 103.26 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 105.16 Morgan Stanley & Co. Incorporated
    01F05264 Purchase 105.16 Morgan Stanley & Co. Incorporated
    01F05263 Sale 105.48 Morgan Stanley & Co. Incorporated
    01F05263 Sale 105.48 Morgan Stanley & Co. Incorporated
    01F04264 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 LLC
    01F04044 Purchase 101.89 Barclays Capital Inc.
    01F04264 Purchase 100.87 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04264 Purchase 101.02 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 101.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05064 Purchase 103.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Purchase 105.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05063 Sale 104.04 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05263 Sale 105.66 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 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) LLC
    01F05064 Purchase 103.61 Credit Suisse Securities (USA) LLC
    01F05064 Purchase 103.61 Credit Suisse Securities (USA) LLC
    01F05063 Sale 104.06 Credit Suisse Securities (USA) LLC
    01F05063 Sale 104.06 Credit Suisse Securities (USA) LLC
    02R04064 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
    02R04064 Purchase 97.88 J.P. Morgan Securities LLC
    02R04264 Purchase 100.97 J.P. Morgan Securities LLC
    01F05064 Purchase 103.59 J.P. Morgan Securities LLC
    01F05064 Purchase 103.61 J.P. Morgan Securities LLC
    01F05063 Sale 104.04 J.P. Morgan Securities LLC
    01F05063 Sale 104.06 J.P. Morgan Securities LLC
    01F05064 Purchase 103.63 Morgan Stanley & Co. Incorporated
    01F05064 Purchase 103.66 Morgan Stanley & Co. Incorporated
    01F05063 Sale 104.07 Morgan Stanley & Co. Incorporated
    01F05063 Sale 104.11 Morgan Stanley & Co. Incorporated
    02R04264 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 LLC
    01F04044 Purchase 101.91 UBS Securities LLC
    01F04264 Purchase 101.02 UBS Securities LLC
    02R04064 Purchase 97.98 UBS Securities LLC
    01F04044 Purchase 101.83 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04264 Purchase 100.95 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04064 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) LLC
    02R04064 Purchase 97.83 Credit Suisse Securities (USA) LLC
    01F04265 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 LLC
    01F04064 Purchase 97.89 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.52 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.70 Morgan Stanley & Co. Incorporated
    02R04265 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 LLC
    02R04264 Purchase 101.03 UBS Securities LLC
    02R04264 Purchase 101.02 Barclays Capital Inc.
    02R05065 Purchase 103.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04064 Purchase 97.80 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.66 Credit Suisse Securities (USA) LLC
    02R05065 Purchase 103.49 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.09 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.09 Credit Suisse Securities (USA) LLC
    01F04264 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 LLC
    02R04266 Purchase 100.25 J.P. Morgan Securities LLC
    01F04244 Purchase 104.08 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.95 Morgan Stanley & Co. Incorporated
    01F04264 Purchase 100.96 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.52 Morgan Stanley & Co. Incorporated
    01F04265 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 Incorporated
    02R04265 Purchase 100.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05064 Purchase 103.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05063 Sale 103.96 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 100.14 Credit Suisse Securities (USA) LLC
    02R04265 Purchase 100.34 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.20 Credit Suisse Securities (USA) LLC
    01F04045 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 LLC
    01F04266 Purchase 100.16 Morgan Stanley & Co. Incorporated
    02R04265 Purchase 100.45 Morgan Stanley & Co. Incorporated
    02R04265 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 LLC
    02R05066 Purchase 103.22 UBS Securities LLC
    01F04045 Purchase 101.45 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 100.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05064 Purchase 103.94 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 100.03 Citigroup Global Markets Inc.
    01F04266 Purchase 100.14 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 100.18 Credit Suisse Securities (USA) LLC
    02R05064 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 LLC
    02R04266 Purchase 100.26 Morgan Stanley & Co. Incorporated
    02R05064 Purchase 103.95 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.14 Mizuho Securities USA Inc.
    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 LLC
    02R05064 Purchase 103.96 UBS Securities LLC
    02R05064 Purchase 103.98 UBS Securities LLC
    01F04265 Purchase 100.58 Barclays Capital Inc.
    02R04265 Purchase 100.61 Barclays Capital Inc.
    01F04045 Purchase 101.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04265 Purchase 100.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 100.17 Cantor Fitzgerald & Co.
    01F04045 Purchase 101.64 Credit Suisse Securities (USA) LLC
    01F04265 Purchase 100.48 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 100.31 Credit Suisse Securities (USA) LLC
    02R04064 Purchase 97.87 Credit Suisse Securities (USA) LLC
    02R05065 Purchase 103.55 Credit Suisse Securities (USA) LLC
    01F04265 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. Incorporated
    02R04265 Purchase 100.66 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 100.39 Morgan Stanley & Co. Incorporated
    01F04265 Purchase 100.57 Nomura Securities International, Inc.
    01F04265 Purchase 100.58 RBC Capital Markets, LLC
    01F04045 Purchase 101.48 UBS Securities LLC
    02R04266 Purchase 100.40 UBS Securities LLC
    01F04266 Purchase 100.51 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    21H05064 Purchase 104.20 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 100.46 Citigroup Global Markets Inc.
    21H05064 Purchase 104.21 Citigroup Global Markets Inc.
    01F04266 Purchase 100.40 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 100.41 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 100.47 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.29 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.29 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 100.46 Goldman, Sachs & Co.
    02R05066 Purchase 103.25 Goldman, Sachs & Co.
    01F04266 Purchase 100.40 J.P. Morgan Securities LLC
    02R05066 Purchase 103.24 J.P. Morgan Securities LLC
    21H05064 Purchase 104.23 J.P. Morgan Securities LLC
    01F04045 Purchase 101.64 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 100.45 Nomura Securities International, Inc.
    01F04266 Purchase 100.49 RBS Securities Inc.
    01F04266 Purchase 100.39 UBS Securities LLC
    02R04244 Purchase 104.16 UBS Securities LLC
    21H05064 Purchase 104.21 UBS Securities LLC
    01F04045 Purchase 101.59 Barclays Capital Inc.
    02R04266 Purchase 100.48 Barclays Capital Inc.
    01F04045 Purchase 101.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 100.26 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 100.40 Citigroup Global Markets Inc.
    21H05064 Purchase 104.25 Citigroup Global Markets Inc.
    01F04266 Purchase 100.28 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 100.47 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.28 Credit Suisse Securities (USA) LLC
    21H05064 Purchase 104.25 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 100.29 Goldman, Sachs & Co.
    01F04266 Purchase 100.28 J.P. Morgan Securities LLC
    21H05064 Purchase 104.27 Morgan Stanley & Co. Incorporated
    01N05064 Purchase 104.44 Morgan Stanley & Co. Incorporated
    01N05063 Sale 104.82 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.34 UBS Securities LLC
    02R04266 Purchase 100.39 UBS Securities LLC
    02R04266 Purchase 100.48 UBS Securities LLC
    01F04045 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) LLC
    02R05066 Purchase 103.30 Credit Suisse Securities (USA) LLC
    01F04266 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 LLC
    01F04266 Purchase 100.09 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.23 Morgan Stanley & Co. Incorporated
    01F04045 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 LLC
    01F04266 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) LLC
    02R04266 Purchase 100.42 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.27 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.31 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.35 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 100.36 Goldman, Sachs & Co.
    02R05066 Purchase 103.17 Goldman, Sachs & Co.
    01F04266 Purchase 100.25 J.P. Morgan Securities LLC
    01F04266 Purchase 100.25 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 100.25 RBS Securities Inc.
    01F04045 Purchase 101.59 UBS Securities LLC
    01F04245 Purchase 103.95 UBS Securities LLC
    02R04266 Purchase 100.39 UBS Securities LLC
    01F04045 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) LLC
    02R04266 Purchase 100.45 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 103.40 Goldman, Sachs & Co.
    01F04266 Purchase 100.39 J.P. Morgan Securities LLC
    02R04266 Purchase 100.45 Morgan Stanley & Co. Incorporated
    01F04045 Purchase 101.65 Nomura Securities International, Inc.
    01F04266 Purchase 100.39 Nomura Securities International, Inc.
    02R04266 Purchase 100.48 RBC Capital Markets, LLC
    01F04266 Purchase 100.42 UBS Securities LLC
    02R05066 Purchase 102.89 Barclays Capital Inc.
    01F04046 Purchase 101.10 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 99.84 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 99.99 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 102.80 Credit Suisse Securities (USA) LLC
    02R04266 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 LLC
    01F04266 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 LLC
    01F04266 Purchase 99.98 UBS Securities LLC
    02R04266 Purchase 100.08 UBS Securities LLC
    02R04266 Purchase 99.25 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Purchase 102.47 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 99.40 Citigroup Global Markets Inc.
    01F04266 Purchase 99.39 Credit Suisse Securities (USA) LLC
    01F04266 Purchase 99.41 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 102.45 J.P. Morgan Securities LLC
    02R05066 Purchase 102.59 J.P. Morgan Securities LLC
    01F04266 Purchase 99.25 Morgan Stanley & Co. Incorporated
    02R05066 Purchase 102.46 Nomura Securities International, Inc.
    01F04266 Purchase 99.31 RBC Capital Markets, LLC
    01F04266 Purchase 99.34 UBS Securities LLC
    02R05066 Purchase 102.50 UBS Securities LLC
    01F04266 Purchase 99.65 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04266 Purchase 99.71 Citigroup Global Markets Inc.
    02R05066 Purchase 102.67 Citigroup Global Markets Inc.
    02R04266 Purchase 99.66 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 99.69 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 102.54 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 102.56 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 99.68 Goldman, Sachs & Co.
    02R05066 Purchase 102.67 Goldman, Sachs & Co.
    01F04266 Purchase 99.46 J.P. Morgan Securities LLC
    02R05066 Purchase 102.70 Morgan Stanley & Co. Incorporated
    01F04266 Purchase 99.67 RBC Capital Markets, LLC
    02R04264 Purchase 100.37 Citigroup Global Markets Inc.
    02R05066 Purchase 102.69 Citigroup Global Markets Inc.
    02R04264 Purchase 100.50 Credit Suisse Securities (USA) LLC
    02R04264 Purchase 100.52 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 102.71 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 102.61 Goldman, Sachs & Co.
    02R05066 Purchase 102.63 Morgan Stanley & Co. Incorporated
    02R04264 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 LLC
    02R04266 Purchase 99.50 Barclays Capital Inc.
    02R04264 Purchase 100.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Purchase 102.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 99.52 Credit Suisse Securities (USA) LLC
    02R05066 Purchase 102.48 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 99.49 Goldman, Sachs & Co.
    02R04266 Purchase 99.52 Goldman, Sachs & Co.
    02R04266 Purchase 99.67 J.P. Morgan Securities LLC
    02R04264 Purchase 100.18 Nomura Securities International, Inc.
    02R05066 Purchase 102.46 Nomura Securities International, Inc.
    02R05066 Purchase 102.50 UBS Securities LLC
    02R05066 Purchase 102.51 UBS Securities LLC
    02R04266 Purchase 99.43 Barclays Capital Inc.
    02R04266 Purchase 99.46 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R04266 Purchase 99.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Purchase 102.55 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Purchase 102.56 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Purchase 102.54 Citigroup Global Markets Inc.
    02R04266 Purchase 99.56 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 99.63 Credit Suisse Securities (USA) LLC
    02R04266 Purchase 99.45 Morgan Stanley & Co. Incorporated
    02R04266 Purchase 99.65 Nomura Securities International, Inc.
    02R05066 Purchase 102.44 Nomura Securities International, Inc.
    02R04266 Purchase 99.45 UBS Securities LLC
    02R05066 Purchase 102.59 UBS Securities LLC
    01F05265 Purchase 104.49 Barclays Capital Inc.
    01F05264 Sale 104.89 Barclays Capital Inc.
    01F05265 Purchase 104.48 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05264 Sale 104.89 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Purchase 104.48 Credit Suisse Securities (USA) LLC
    01F05264 Sale 104.89 Credit Suisse Securities (USA) LLC
    01F05065 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, LLC
    01F05264 Sale 104.91 RBC Capital Markets, LLC
    01F05065 Purchase 102.22 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05064 Sale 102.64 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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.
    01F05065 Purchase 102.23 Credit Suisse Securities (USA) LLC
    01F05064 Sale 102.66 Credit Suisse Securities (USA) LLC
    01F05265 Purchase 104.55 Morgan Stanley & Co. Incorporated
    01F05264 Sale 104.95 Morgan Stanley & Co. Incorporated
    01F05265 Purchase 104.53 RBS Securities Inc.
    01F05264 Sale 104.93 RBS Securities Inc.
    01F05065 Purchase 102.63 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05064 Sale 103.05 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05065 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 Incorporated
    01F05264 Sale 105.37 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05065 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 Incorporated
    21H05064 Sale 104.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 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) LLC
    01F05265 Sale 105.77 Credit Suisse Securities (USA) LLC
    01F05266 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. Incorporated
    01F05265 Sale 105.77 Morgan Stanley & Co. Incorporated
    01F05266 Purchase 105.55 RBS Securities Inc.
    01F05265 Sale 105.77 RBS Securities Inc.
    01F05266 Purchase 105.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05265 Sale 105.74 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 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) LLC
    01F05066 Purchase 103.55 Credit Suisse Securities (USA) LLC
    01F05065 Sale 103.90 Credit Suisse Securities (USA) LLC
    01F05065 Sale 103.98 Credit Suisse Securities (USA) LLC
    01F05066 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 Incorporated
    01F05265 Sale 105.97 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Purchase 105.78 Citigroup Global Markets Inc.
    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 Incorporated
    01F05265 Sale 106.24 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05066 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 LLC
    01F05265 Sale 106.23 J.P. Morgan Securities LLC
    01F05266 Purchase 106.06 Morgan Stanley & Co. Incorporated
    01F05265 Sale 106.23 Morgan Stanley & Co. Incorporated
    01F05267 Purchase 106.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 106.90 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 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. Incorporated
    01F05267 Purchase 106.54 Morgan Stanley & Co. Incorporated
    01F05266 Sale 106.88 Morgan Stanley & Co. Incorporated
    01F05266 Sale 106.94 Morgan Stanley & Co. Incorporated
    01F05267 Purchase 106.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 106.92 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 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 LLC
    01F05266 Sale 106.92 UBS Securities LLC
    01F05267 Purchase 106.81 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 107.21 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Purchase 106.81 J.P. Morgan Securities LLC
    01F05266 Sale 107.21 J.P. Morgan Securities LLC
    01F05267 Purchase 106.80 Nomura Securities International, Inc.
    01F05266 Sale 107.19 Nomura Securities International, Inc.
    01F05267 Purchase 106.88 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05266 Sale 107.27 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Purchase 106.89 Credit Suisse Securities (USA) LLC
    01F05266 Sale 107.28 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 106.88 Morgan Stanley & Co. Incorporated
    01F05266 Sale 107.27 Morgan Stanley & Co. Incorporated
    01F05267 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) LLC
    01F05266 Sale 107.25 Credit Suisse Securities (USA) LLC
    01F05267 Purchase 106.86 Goldman, Sachs & Co.
    01F05266 Sale 107.25 Goldman, Sachs & Co.
    01F05267 Purchase 106.88 J.P. Morgan Securities LLC
    01F05266 Sale 107.26 J.P. Morgan Securities LLC
    01F05267 Purchase 106.86 Morgan Stanley & Co. Incorporated
    01F05266 Sale 107.24 Morgan Stanley & Co. Incorporated
    02R05067 Purchase 105.14 Barclays Capital Inc.
    02R05066 Sale 105.59 Barclays Capital Inc.
    02R05067 Purchase 105.16 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05066 Sale 105.60 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    02R05067 Purchase 105.14 Citigroup Global Markets Inc.
    02R05066 Sale 105.59 Citigroup Global Markets Inc.
    02R05067 Purchase 105.16 Credit Suisse Securities (USA) LLC
    02R05066 Sale 105.60 Credit Suisse Securities (USA) LLC
    02R05067 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 LLC
    02R05066 Sale 105.59 J.P. Morgan Securities LLC
    02R05067 Purchase 105.14 Morgan Stanley & Co. Incorporated
    02R05066 Sale 105.59 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 103.69 Barclays Capital Inc.
    01F05267 Sale 107.52 Barclays Capital Inc.
    01F04267 Purchase 103.75 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F05267 Sale 107.52 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 Purchase 103.73 Deutsche Bank Securities Inc.
    01F05267 Sale 107.52 Deutsche Bank Securities Inc.
    02R04267 Purchase 103.67 J.P. Morgan Securities LLC
    01F05267 Sale 107.52 J.P. Morgan Securities LLC
    01F04267 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 Incorporated
    01F05267 Sale 107.31 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 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 Incorporated
    01F05267 Sale 107.23 Merrill Lynch, Pierce, Fenner & Smith Incorporated
    01F04267 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.
    01F05267 Sale 107.28 Nomura Securities International, Inc.
    01F04267 Purchase 103.74 Credit Suisse Securities (USA) LLC
    02R04267 Purchase 103.48 Credit Suisse Securities (USA) LLC
    01F05267 Sale 107.34 Credit Suisse Securities (USA) LLC
    01F05267 Sale 107.38 Credit Suisse Securities (USA) LLC
    01F04267 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, LLC
    01F05267 Sale 107.38 RBC Capital Markets, LLC
    01F04267 Purchase 103.76 Barclays Capital Inc.
    01F05267 Sale 107.44 Barclays Capital Inc.
    02R04267 Purchase 103.73 Credit Suisse Securities (USA) LLC
    01F05267 Sale 107.46 Credit Suisse Securities (USA) LLC
    01F04267 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 LLC
    01F05267 Sale 107.48 J.P. Morgan Securities LLC
    01F04267 Purchase 103.94 Nomura Securities International, Inc.
    01F05267 Sale 107.50 Nomura Securities International, Inc.
    01F04267 Purchase 103.84 UBS Securities LLC
    02R04267 Purchase 103.92 UBS Securities LLC
    01F05267 Sale 107.47 UBS Securities LLC
    01F05267 Sale 107.51 UBS Securities LLC
    01F04267 Purchase 103.66 J.P. Morgan Securities LLC
    01F05267 Sale 107.44 J.P. Morgan Securities LLC
    01F04267 Purchase 103.70 Morgan Stanley & Co. Incorporated
    01F05267 Sale 107.44 Morgan Stanley & Co. Incorporated
    02R04267 Purchase 103.57 UBS Securities LLC
    01F05267 Sale 107.43 UBS Securities LLC
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    Wellington Management Company
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    MBS DATA DEFINITIONS
    Data Element
    Trade date
    Contractual settlement date

    Trade amount

    Agency

    Coupon
    Term
    CUSIP

    Transaction category
    Price
    Primary dealer

    Investment manager
    Description
    Date upon which the security was bought or sold
    At the time of the purchase or sale, the date agreed upon for the delivery of securities and
    payment of funds
    Current face value at the time of the trade of securities purchased or sold, in millions of dollars

    The agency that issued or guaranteed securities purchased or sold by the Federal Reserve: Fannie
    Mae (FNMA), Freddie Mac (FHLMC), or Ginnie Mae (GNMA)
    The rate of interest associated with a mortgage-backed security, in percent
    Original term in years of the security purchased or sold
    A unique security identifier developed by the Committee on Uniform Security Identification
    Procedures
    Indicates whether the transaction was a purchase or a sale
    The price at which securities were bought or sold
    Name of the primary dealer that purchased securities from, or sold securities to, the Federal
    Reserve
    The 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

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