2101114 Current Face Value: 972,821.180 12113/13'.3,12 4,500000.000 93.3760 908,199.05 83.3080 810,271 25 Original Cost Basis: $1,111,573.07 WASHINGTON NUT M TG SECS CORP 2004-RA2 Security Identifier: 939338520 WIG PASSTH RU CTF CL C-B-1 VAR RATE 6.982% 07725/33 WE DID 06/01/04 S & P Rating D Factor: 0

tfolio Holdings (continued) Date Aok4.red Ousetity Limit Cod Fixed Income 17.00% of Portfolio (In Maiudry Date Sequence) 'Asset Backed Smithies WASHINGTON NUT M TG SECS CORP 200441A2 MTG PASSDIRG CTF CL C-B-1 VAR RATE 8.985% 07/25/33 EUE DTD 08/01/01 S 8 P Rating Fedor. 0.54540884 Effective Date:06101/15

ued) Adjuged 031e Acquired Cluaatfty Usit Cost Cod Basis Fixed Income 23.00% of Portfolio (In M awrity Dee Sequence) ‘Asset Backed Securities WASHINGTON NUT M TG SECS CORP 2004-RA2 M TG PASSTHRU CTF CL C-B-1 VAR RATE 0.000% 07/25/33 WE DM 06/01104 S 8 P Rating Factor. 0.49287123 Blithe Date:02/01116 Cur