| Security Name : NATIONAL HOUSING BANK |
| BOND | NHB 5.5 LOA 31DC11 FVRS10000 | INE557F08AA5 |
| BOND | NHB 5.5 LOA 31DC11 FVRS10000 | INE557F08AB3 |
| BOND | NHB 5.35 LOA 31JN10 FVRS10000 | INE557F08AC1 |
| BOND | NHB 5.35 LOA 31JN10 FVRS10000 | INE557F08AD9 |
| BOND | NHB 5.45 LOA 31JN10 FVRS10000 | INE557F08AE7 |
| BOND | NHB 5.45 LOA 31JN10 FVRS10000 | INE557F08AF4 |
| BOND | NHB 5.5 LOA 31JN12 FVRS10000 | INE557F08AG2 |
| BOND | NHB 5.5 LOA 31JN12 FVRS10000 | INE557F08AH0 |
| BOND | NHB 5.35 LOA 28FB10 FVRS10000 | INE557F08AI8 |
| BOND | NHB 5.35 LOA 28FB10 FVRS10000 | INE557F08AJ6 |
| BOND | NHB 5.45 LOA 28FB10 FVRS10000 | INE557F08AK4 |
| BOND | NHB 5.45 LOA 28FB10 FVRS10000 | INE557F08AL2 |
| BOND | NHB 5.5 LOA 28FB12 FVRS10000 | INE557F08AM0 |
| BOND | NHB 5.5 LOA 28FB12 FVRS10000 | INE557F08AN8 |
| BOND | NHB 5.45 LOA 31MR10 FVRS10000 | INE557F08AO6 |
| BOND | NHB 5.45 LOA 31MR10 FVRS10000 | INE557F08AP3 |
| BOND | NHB 5.5 LOA 31MR12 FVRS10000 | INE557F08AQ1 |
| BOND | NHB 5.5 LOA 31MR12 FVRS10000 | INE557F08AR9 |
| BOND | NHB 5.45 LOA 30AP10 FVRS10000 | INE557F08AS7 |
| BOND | NHB 5.45 LOA 30AP10 FVRS10000 | INE557F08AT5 |
| BOND | NHB 5.5 LOA 30AP12 FVRS10000 | INE557F08AU3 |
| BOND | NHB 5.5 LOA 30AP12 FVRS10000 | INE557F08AV1 |
| BOND | NHB 5.25 LOA 30AP10 FVRS10000 | INE557F08AW9 |
| BOND | NHB 5.25 LOA 30AP10 FVRS10000 | INE557F08AX7 |
| BOND | NHB 5.35 LOA 30AP12 FVRS10000 | INE557F08AY5 |
| BOND | NHB 5.35 LOA 30AP12 FVRS10000 | INE557F08AZ2 |
| BOND | NHB SR-2 BR LOA 07JU10 FVRS10LAC | INE557F08BD7 |
| BOND | NHB 5.25 LOA 15MY10 FVRS10000 | INE557F08BE5 |
| BOND | NHB 5.25 LOA 15MY10 FVRS10000 | INE557F08BF2 |
| BOND | NHB 5.35 LOA 15MY12 FVRS10000 | INE557F08BG0 |
| BOND | NHB 5.35 LOA 15MY12 FVRS10000 | INE557F08BH8 |
| BOND | NHB 5.25 LOA 31MY10 FVRS10000 | INE557F08BJ4 |
| BOND | NHB 5.35 LOA 31MY12 FVRS10000 | INE557F08BK2 |
| BOND | NHB 5.35 LOA 31MY12 FVRS10000 | INE557F08BL0 |
| BOND | NHB 5.25 LOA 15JU10 FVRS10000 | INE557F08BM8 |
| BOND | NHB 5.25 LOA 15JU10 FVRS10000 | INE557F08BN6 |
| BOND | NHB 5.35 LOA 15JU12 FVRS10000 | INE557F08BO4 |
| BOND | NHB 5.35 LOA 15JU12 FVRS10000 | INE557F08BP1 |
| BOND | NHB 5.25 LOA 30JU10 FVRS10000 | INE557F08BQ9 |
| BOND | NHB 5.25 LOA 30JU10 FVRS10000 | INE557F08BR7 |
| BOND | NHB 5.35 LOA 30JU12 FVRS10000 | INE557F08BS5 |
| BOND | NHB 5.35 LOA 30JU12 FVRS10000 | INE557F08BT3 |
| BOND | NHB 5.25 LOA 15JL10 FVRS10000 | INE557F08BU1 |
| BOND | NHB 5.25 LOA 15JL10 FVRS10000 | INE557F08BV9 |
| BOND | NHB 5.35 LOA 15JL12 FVRS10000 | INE557F08BW7 |
| BOND | NHB 5.35 LOA 15JL12 FVRS10000 | INE557F08BX5 |
| BOND | NHB 5.25 LOA 31JL10 FVRS10000 | INE557F08BY3 |
| BOND | NHB 5.25 LOA 31JL10 FVRS10000 | INE557F08BZ0 |
| BOND | NHB 5.35 LOA 31JL12 FVRS10000 | INE557F08CA1 |
| BOND | NHB 5.35 LOA 31JL12 FVRS10000 | INE557F08CB9 |
| BOND | NHB 5.25 LOA 15AG10 FVRS10000 | INE557F08CC7 |
| BOND | NHB 5.25 LOA 15AG10 FVRS10000 | INE557F08CD5 |
| BOND | NHB CGB 5.5 LOA 31AG10 FVRS10000 | INE557F08CE3 |
| BOND | NHB CGB 5.5 LOA 31AG10 FVRS10000 | INE557F08CF0 |
| BOND | NHB 5.5 LOA 15SP10 FVRS10000 | INE557F08CG8 |
| BOND | NHB 5.5 LOA 15SP10 FVRS10000 | INE557F08CH6 |
| BOND | NHB 5.5 LOA 30SP10 FVRS10000 | INE557F08CI4 |
| BOND | NHB 5.5 LOA 30SP10 FVRS10000 | INE557F08CJ2 |
| BOND | NHB 5.5 LOA 15OT10 FVRS10000 | INE557F08CK0 |
| BOND | NHB 5.5 LOA 15OT10 FVRS10000 | INE557F08CL8 |
| BOND | NHB 5.5 LOA 31OT10 FVRS10000 | INE557F08CN4 |
| BOND | NHB 5.5 LOA 31OT10 FVRS10000 | INE557F08CO2 |
| BOND | NHB 5.6 LOA 31OT12 FVRS10000 | INE557F08CP9 |
| BOND | NHB CGB 5.5 LOA 15NV10 FVRS10000 | INE557F08CQ7 |
| BOND | NHB CGB 5.5 LOA 15NV10 FVRS10000 | INE557F08CR5 |
| BOND | NHB 5.5 LOA 30NV10 FVRS10000 | INE557F08CS3 |
| BOND | NHB 5.5 LOA 30NV10 FVRS10000 | INE557F08CT1 |
| BOND | NHB 5.5 LOA 15DC10 FVRS10000 | INE557F08CU9 |
| BOND | NHB 5.5 LOA 15DC10 FVRS10000 | INE557F08CV7 |
| BOND | NHB 5.5 LOA 31DC10 FVRS10000 | INE557F08CW5 |
| BOND | NHB 5.5 LOA 31DC10 FVRS10000 | INE557F08CX3 |
| BOND | NHB 5.5 LOA 15JN11 FVRS10000 | INE557F08CY1 |
| BOND | NHB 5.5 LOA 15JN11 FVRS10000 | INE557F08CZ8 |
| BOND | NHB 5.5 LOA 31JN11 FVRS10000 | INE557F08DA9 |
| BOND | NHB 5.5 BD 31JN11 FVRS10LAC | INE557F08DB7 |
| BOND | NHB 5.5 LOA 15FB11 FVRS10000 | INE557F08DC5 |
| BOND | NHB 5.5 LOA 15FB11 FVRS10000 | INE557F08DD3 |
| BOND | NHB 5.5 LOA 28FB11 FVRS10000 | INE557F08DE1 |
| BOND | NHB 5.5 LOA 28FB11 FVRS10000 | INE557F08DF8 |
| BOND | NHB 5.5 LOA 15MR11 FVRS10000 | INE557F08DG6 |
| BOND | NHB 5.5 LOA 15MR11 FVRS10000 | INE557F08DH4 |
| BOND | NHB 5.6 LOA 31MR13 FVRS10000 | INE557F08DI2 |
| BOND | NHB 5.5 LOA 31MR11 FVRS10000 | INE557F08DJ0 |
| BOND | NHB 5.5 LOA 31MR11 FVRS10000 | INE557F08DK8 |
| BOND | NHB 8.1 LOA 09OT09 FVRS 10LAC | INE557F08DL6 |
| BOND | NHB LOA 09OT09 FVRS 10LAC | INE557F08DM4 |
| BOND | NHB NTXPS 5.15 LOA 24JN10 | INE557F08072 |
| BOND | NHB CAP BOND-02 6 LOA 31JN10 | INE557F08080 |
| BOND | NHB CAP BOND-02 6.5 LOA 31JN10 | INE557F08098 |
| BOND | NHB CAP BOND-02 5.5 LOA 28FB10 | INE557F08106 |
| BOND | NHB CAP BOND-02 5.5 LOA 31MR10 | INE557F08114 |
| BOND | NHB CAP BOND-02 6 LOA 28FB10 | INE557F08122 |
| BOND | NHB NTXPS 5.25 LOA 26MR10 | INE557F08155 |
| BOND | NHB NTXPS 5.25 LOA 27MR10 | INE557F08163 |
| BOND | NHB NTXPS 5.25 LOA 28MR10 | INE557F08171 |
| BOND | NHB NTXPS 5.25 LOA 29MR10 | INE557F08189 |
| BOND | NHB NTXPS 5.25 LOA 31MR10 | INE557F08197 |
| BOND | NHB NTXPS 5.25 LOA 25MR10 | INE557F08205 |
| BOND | NHB CAP BOND-02 5.5 LOA 30AP10 | INE557F08213 |
| BOND | NHB CAP BOND-02 5.5 LOA 31MY10 | INE557F08221 |
| BOND | NHB 5.77 LOA 25SP08 | INE557F08239 |
| BOND | NHB SPL SR 8 LOA 01AG12 FV RS 10 LAC | INE557F08247 |
| BOND | NHB TXPS 5.35 LOA 12SP10 | INE557F08262 |
| BOND | NHB CAP BOND-02 5.5 LOA 30JU10 | INE557F08270 |
| BOND | NHB CAP BOND-02 5.5 LOA 31JL10 | INE557F08288 |
| BOND | NHB CAP BOND-02 5.5 LOA 31AG10 | INE557F08296 |
| BOND | NHB CAP BOND-02 5.5 LOA 30SP10 | INE557F08304 |
| BOND | NHB PS SR 03-04 4.75LOA01OT13 FVRS 1LAC | INE557F08312 |
| BOND | NHB CAP BOND-02 5.25 LOA 30SP10 FV RS 10000 | INE557F08320 |
| BOND | NHB CAP BOND-02 5.1 LOA 30SP08 FV RS 10000 | INE557F08338 |
| BOND | NHB CAP BOND-02 5.10 LOA 31OT08 FV RS 10000 | INE557F08346 |
| BOND | NHB CAP BOND-02 5.1 LOA 30NV08 FV RS 10000 | INE557F08353 |
| BOND | NHB CAP BOND-02 5.1 LOA 31DC08 FV RS 10000 | INE557F08361 |
| BOND | NHB CAP BOND-02 5.25 LOA 31OT10 FV RS 10000 | INE557F08379 |
| BOND | NHB CAP BOND-02 5.25 LOA 30NV10 FV RS 10000 | INE557F08387 |
| BOND | NHB CAP BOND-02 5.25 LOA 31DC10 FV RS 10000 | INE557F08395 |
| BOND | NHB CAP BOND-02 5.25 LOA 30SP10 FV RS 10000 | INE557F08403 |
| BOND | NHB CAP BOND-02 5.1 LOA 31OT08 FV RS 10000 | INE557F08411 |
| BOND | NHB CAP BOND-02 5.1 LOA 30NV08 FV RS 10000 | INE557F08429 |
| BOND | NHB CAP BOND-02 5.25 LOA 31DC10 FV RS 10000 | INE557F08437 |
| BOND | NHB CAP BOND-02 5.1 LOA 30SP08 FV RS 10000 | INE557F08445 |
| BOND | NHB CAP BOND-02 5.25 LOA 30NV10 FV RS 10000 | INE557F08452 |
| BOND | NHB CAP BOND-02 5.25 LOA 31OT10 FV RS 10000 | INE557F08460 |
| BOND | NHB CAP BOND-02 5.1 LOA 31DC08 FV RS 10000 | INE557F08478 |
| BOND | NHB CAP BOND-02 5.1 LOA 31JN09 FV RS 10000 | INE557F08486 |
| BOND | NHB CAP BOND-02 5.1 LOA 31JN09 FV RS 10000 | INE557F08494 |
| BOND | NHB CAP BOND-02 5.25 LOA 31JN11 FV RS 10000 | INE557F08502 |
| BOND | NHB CAP BOND-02 5.25 LOA 31JN11 FV RS 10000 | INE557F08510 |
| BOND | NHB CAP BOND-02 5.25 LOA 30AP11 FV RS 10000 | INE557F08528 |
| BOND | NHB CAP BOND-02 5.1 LOA 30AP09 FV RS 10000 | INE557F08536 |
| BOND | NHB CAP BOND-02 5.1 LOA 31MR09 FV RS 10000 | INE557F08544 |
| BOND | NHB CAP BOND-02 5.25 LOA 28FB11 FV RS 10000 | INE557F08551 |
| BOND | NHB CAP BOND-02 5.1 LOA 28FB09 FV RS 10000 | INE557F08569 |
| BOND | NHB CAP BOND-02 5.1 LOA 28FB09 FV RS 10000 | INE557F08577 |
| BOND | NHB CAP BOND-02 5.25 LOA 31MR11 FV RS 10000 | INE557F08585 |
| BOND | NHB CAP BOND-02 5.1 LOA 30AP09 FV RS 10000 | INE557F08593 |
| BOND | NHB CAP BOND-02 5.25 LOA 30AP11 FV RS 10000 | INE557F08601 |
| BOND | NHB CAP BOND-02 5.1 LOA 31MR09 FV RS 10000 | INE557F08619 |
| BOND | NHB CAP BOND-02 5.25 LOA 31MR11 FV RS 10000 | INE557F08627 |
| BOND | NHB CAP BOND-02 5.25 LOA 28FB11 FV RS 10000 | INE557F08635 |
| BOND | NHB TXPS BR LOA 25JU09 FV RS 10 LAC | INE557F08643 |
| BOND | NHB CAP BOND-02 5.1 LOA 31MY09 FV RS 10000 | INE557F08650 |
| BOND | NHB CAP BOND-02 5.1 LOA 31MY09 FV RS 10000 | INE557F08668 |
| BOND | NHB CAP BOND-02 5.25 LOA 31MY11 FV RS 10000 | INE557F08676 |
| BOND | NHB CAP BOND-02 5.25 LOA 31MY11 FV RS 10000 | INE557F08684 |
| BOND | NHB CAP BOND-02 5.1 LOA 30JU09 FV RS 10000 | INE557F08692 |
| BOND | NHB CAP BOND-02 5.1 LOA 30JU09 FV RS 10000 | INE557F08700 |
| BOND | NHB CAP BOND-02 5.25 LOA 30JU11 FV RS 10000 | INE557F08718 |
| BOND | NHB CAP BOND-02 5.25 LOA 30JU11 FV RS 10000 | INE557F08726 |
| BOND | NHB CAP BOND-02 5.1 LOA 31JL09 FV RS 10000 | INE557F08734 |
| BOND | NHB CAP BOND-02 5.1 LOA 31JL09 FV RS 10000 | INE557F08742 |
| BOND | NHB CAP BOND-02 5.25 LOA 31JL11 FV RS 10000 | INE557F08759 |
| BOND | NHB CAP BOND-02 5.25 LOA 31JL11 FV RS 10000 | INE557F08767 |
| BOND | NHB CAP BOND-02 5.1 LOA 31AG09 FVRS 10000 | INE557F08775 |
| BOND | NHB CAP BOND-02 5.1 LOA 31AG09 FV RS 10000 | INE557F08783 |
| BOND | NHB CAP BOND-02 5.25 LOA 31AG11 FVRS 10000 | INE557F08791 |
| BOND | NHB CAP BOND-02 5.25 LOA 31AG11 FVRS 10000 | INE557F08809 |
| BOND | NHB 5.1 LOA 30SP09 FV RS 10000 | INE557F08817 |
| BOND | NHB 5.10 LOA 30SP09 FV RS 10000 | INE557F08825 |
| BOND | NHB 5.25 LOA 30SP11 FV RS 10000 | INE557F08833 |
| BOND | NHB 5.25 LOA 30SP11 FV RS 10000 | INE557F08841 |
| BOND | NHB 5.1 LOA 31OT09 FVRS 10000 | INE557F08858 |
| BOND | NHB 5.1 LOA 31OT09 FVRS 10000 | INE557F08866 |
| BOND | NHB 5.25 LOA 31OT11 FVRS 10000 | INE557F08874 |
| BOND | NHB 5.25 LOA 31OT11 FVRS 10000 | INE557F08882 |
| BOND | NHB TXPS BR LOA 21NV07 FVRS 10LAC | INE557F08890 |
| BOND | NHB 5.1 LOA 30NV09 FVRS10000 | INE557F08924 |
| BOND | NHB 5.1 LOA 30NV09 FVRS10000 | INE557F08932 |
| BOND | NHB 5.25 LOA 30NV11 FVRS10000 | INE557F08940 |
| BOND | NHB 5.25 LOA 30NV11 FVR10000 | INE557F08957 |
| BOND | NHB 5.35 LOA 31DC09 FVRS10000 | INE557F08965 |
| BOND | NHB 5.35 LOA 31DC09 FVRS10000 | INE557F08973 |
| BOND | NHB 5.45 LOA 31DC09 FVRS10000 | INE557F08981 |
| BOND | NHB 5.45 LOA 31DC09 FVRS10000 | INE557F08999 |
| BOND | NHB SR-1 11.5 BD 30MR09 | INE557F09013 |
| BOND | NHB SR-2 11.5 BD 20DC09 | INE557F09021 |
| BOND | NHB SR-3 11.5 BD 15OT10 | INE557F09039 |
| BOND | NHB SR-4 12 BD 03DC11 | INE557F09047 |
| BOND | NHB SR-5 13 BD 21DC07 | INE557F09054 |
| BOND | NHB SR-7 12.5 BD 13DC04 | INE557F09070 |
| BOND | NHB SR-8 14 BD 09JN06 | INE557F09088 |
| BOND | NHB SR-9 13.75 BD 28JN07 | INE557F09096 |
| BOND | NHB SR-11 12.35 BD 22MR09 | INE557F09104 |
| BOND | NHB SR-10 12.3 BD 24MR08 | INE557F09112 |
| BOND | NHB PS-SPL SR 12 BD 10JU22 FV RS 10 LAC | INE557F09146 |
| BOND | NHB PS-SPL SR 12.5 BD 10JU22 FV RS 10 LAC | INE557F09179 |
| BOND | NHB PS-SPL SR 12.1 BD 10JU22 FV RS 10 LAC | INE557F09203 |
| BOND | NHB PS 11.7 BD 15JN08 FV RS 60000 | INE557F09211 |
| BOND | NHB NTX 7.5 BD 21SP10 | INE557F09229 |
| BOND | NHB PS 11.25 BD 01JN08 FV RS 70000 | INE557F09237 |
| BOND | NHB NTXPS 7.85 BD 15FB09 | INE557F09260 |
| BOND | NHB TXPS SPLSR 9.75 BD 10SP25 FV RS 10 LAC | INE557F09278 |
| BOND | NHB PS-SPL SR 9.75 BD 10SP25 FV RS 10 LAC | INE557F09286 |
| BOND | NHB NTXPS 5.75 BD 27DC12 | INE557F09294 |
| COMMERCIAL PAPER | NHB 91D CP 16AG07 | INE557F14252 |
| COMMERCIAL PAPER | NHB 91D CP 20AG07 | INE557F14260 |
| COMMERCIAL PAPER | NHB 91D CP 30AG07 | INE557F14278 |
| COMMERCIAL PAPER | NHB 183D CP 07DC07 | INE557F14294 |
| COMMERCIAL PAPER | NHB 274D CP 06MR08 | INE557F14286 |
| DEBENTURE | NHB 5.25 LOA 31MY10 FVRS10000 | INE557F08BI6 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST HFC-BH2 CLASS A PTC 18MY05 | INE386H15010 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST HFC-BH2 CLASS B PTC 18MY05 | INE386H15028 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST HFC-BH3 CLASS A PTC 11MY05 | INE387H15018 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST HFC-BH3 CLASS B PTC 11MY05 | INE387H15026 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST HFC-BH4 CLASS A PTC 19MY05 | INE388H15016 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST HFC-BH4 CLASS B PTC 19MY05 | INE388H15024 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST BH1 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST BH1-NHB CLASS A PTC 19MR04 | INE583G15014 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST BH1-NHB CLASS B PTC 19MR04 | INE583G15022 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST BP1 |
| PASS THROUGH CERTIFICATE | NHB SPV TRUST-BP1 CL-A PTC 29AP03 | INE264G15011 |
| PASS THROUGH CERTIFICATE | NHB SPV TRUST-BP1 CL-B PTC 29AP03 | INE264G15029 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST CP2 |
| PASS THROUGH CERTIFICATE | NHB TRUST-CP2 CL-A PTC 01JL02 | INE913F15015 |
| PASS THROUGH CERTIFICATE | NHB TRUST-CP2 CL-B PTC 01JL02 | INE913F15023 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST CP3 |
| PASS THROUGH CERTIFICATE | NHB SPV TRUST-CP3 CL-A PTC 02JL03 | INE263G15013 |
| PASS THROUGH CERTIFICATE | NHB SPV TRUST-CP3 CL-B PTC 02JL03 | INE263G15021 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST DP1 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST DP1-NHB CLASS A PTC 05MR04 | INE581G15018 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST DP1-NHB CLASS B PTC 05MR04 | INE581G15026 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST LP2 |
| PASS THROUGH CERTIFICATE | NHB TRUST-HP1 CL-A PTC 01SP00 | INE691F15017 |
| PASS THROUGH CERTIFICATE | NHB TRUST-HP1 CL-B PTC 01SP00 | INE691F15025 |
| PASS THROUGH CERTIFICATE | NHB TRUST-CP1 CL-B PTC 25MY01 | INE692F15023 |
| PASS THROUGH CERTIFICATE | NHB TRUST-LP1 CL-A PTC 01SP00 | INE693F15013 |
| PASS THROUGH CERTIFICATE | NHB TRUST-LP1 CL-B PTC 01SP00 | INE693F15021 |
| PASS THROUGH CERTIFICATE | NHB TRUST-LP2 CL-B PTC 25MY01 | INE694F15029 |
|
| Security Name : NATIONAL HOUSING BANK SPV TRUST-SCB |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST-SCB-AB1-NHB CLASS A PTC 23MR04 | INE582G15016 |
| PASS THROUGH CERTIFICATE | NATIONAL HOUSING BANK SPV TRUST-SCB-AB1-NHB CLASS B PTC 23MR04 | INE582G15024 |
|