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            	| Purchases summarize all trades executed during the indicated period including purchases associated with dollar rolls.* |  
                           
                            | Maturity | Coupon | Settlement 
                                Month | FHLMC | FNMA | GNMA | GNMA2 |  
                            | 30 Year | 3 | Dec | 105 | 157 | 0 | 100 |  
                            |  | 3.5 | Dec | 1,155 | 1,203 | 0 | 1,160 |  
                            |  | 4 | Dec | 262 | 313 | 0 | 157 |  
                            |  |  |  |  |  |  |  |  
                            | 15 Year | 2.5 | Dec | 105 | 210 | 0 | 0 |  
                            |  | 3 | Dec | 157 | 234 | 0 | 0 |  
                            |  |  |  |  |  |  |  |   
                            | Total |  |  | 1,784 | 2,117 | 0 | 1,417 |  
                          	| *Does not include trades associated with small value exercises. |  |