lled Ouentity Unit Cod Cost gags Markel Price Midst Value Cialallose folded FIXED INCOMEOn Maturity Date Sequence) °Asset Backed Securities WASHINGTON M UT M TG SECS CORP 2004•RA2 Security Identifier 939335520 MTG PASSTHRU CTF CL Cf1-1 VAR RATE 6.998% 07125/33 81E DTD 0610104 Factor: 0.3688578 Effectiv

ULATIVE DEPSHS FIXED TO -2000000.000 2,000,000.00 USD 060505018 FLOAT 8.25% 04/30158 BIEDTD 04/30/08 CLB 05/25/18 RETURN OF PRINCIPAL 290000 WASHINGTON M UT M TG SECS CORP 200 4.RA2 M TG 518.08 USD RECEIVED PASSTHRU CTF CA.C.B.IVAR RATE 6.998% 07/25/338/E DTD 939336520 06/0104 RD 04130 PD 05125/13 05

80 USD DYJ 12/27 PD 12/29/17 Total Dividends and Interest - U.S. DOLLARS 0.00 216,609.63 Distributions 12126/17 RETURN OF PRINCIPAL 490000 WASHINGTON M UT M TGSECSCORP 2004-RA2 M TG 222.19 USD RECEIVED PASSTHRU CTF CL C-B-WAR RATE 6.997% 07125/33 B1E DTD 939336320 08/0104 RD MO PD 2/25/17 Total Dis

CUM ULATIVE PERPETUAL PREFERRED 4 000%12103165 REG DTD 12/03/5 CLB RD 05/31PD 06/1117 97525 SHRS GENERAL M TRS CO COM RD 06/09 PD 06/23/17 1290000 WASHINGTON M UT M TG SECS CORP 2004-FLA214 TG PASSTHRU CTF Cl C-B-1VAR RATE 7.10% 07/25/338/E DTO 06/0 TO 4 RD 05/31PO 06125/f/ 103000 LLOYDS BANKING GROUP PLC FXD

/sand Interest Estimated Estimated Annual Income Yield Fixed Income 18.00% of Portfolio (In Maturity Dote Sequence) ‘Asset Backed Securities WASHINGTON M UT M TG SECS CORP 2004-RA2 Security Identifier: 939336620 M TO PASSTEIRL, CIF CL C-B-I VAR RATE 8.669% 07125/33 WE DTD 06/01104 S1 P Rating D Factor: