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Current Strip Configuration


         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
359   IO/IO    4.0      84,979      84,979                        0           0 
359   IP/IP             84,979      14,163                        0      70,816 
359   IP/IP             52,295      38,132                        0      14,163 
359   PO/PO             84,979      84,979                        0           0 

358   IO/IO    3.5   1,194,819   1,137,676                        0      57,143 
358   IP/IP          1,194,819     494,819                        0     700,000 
358   IP/IP          1,194,819     750,000                        0     444,819 
358   IP/IP            643,364     593,364                        0      50,000 
358   PO/PO          1,194,819   1,194,819                        0           0 

357   IO/IO    4.5     376,727     376,727                        0           0 
357   IP/IP            376,727     125,576                        0     251,152 
357   IP/IP            260,811     135,235                        0     125,576 
357   PO/PO            376,727     376,727                        0           0 

356   IO/IO    4.0     253,804     253,804                        0           0 
356   IP/IP            253,804     153,804                        0     100,000 
356   IP/IP            253,804     140,000                        0     113,804 
356   IP/IP            156,187     116,187                        0      40,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
356   PO/PO            253,804     253,804                        0           0 

355   IO/IO    3.5      73,436      73,436                        0           0 
355   IP/IP             73,436      36,718                        0      36,718 
355   IP/IP             64,257      27,539                        0      36,718 
355   PO/PO             73,436      73,436                        0           0 

353   IO/IO    4.5     142,256     142,256                        0           0 
353   IO/S1             98,485      37,518                        0      60,967 
353   IP/IP            142,256      60,967                        0      81,289 
353   IP/IP             98,485      37,518                        0      60,967 
353   PO/PO            142,256     142,256                        0           0 

352   IO/IO    4.0      58,028      58,028                        0           0 
352   IP/IP             58,028      46,422                        0      11,606 
352   IP/IP             54,614       8,192                        0      46,422 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
352   PO/PO             58,028      58,028                        0           0 

350   IO/IO    0.0     978,522     978,522                        0           0 
350   IO/S2            978,522      75,000                        0     903,522 
350   IO/S5            978,522     903,522                        0      75,000 
350   IP/IP            978,522      75,000                        0     903,522 
350   IP/IP            978,522     903,522                        0      75,000 
350   PO/PO            978,522     978,522                        0           0 

349   IO/IO    4.0      70,000      70,000                        0           0 
349   IP/IP             70,000      54,262                        0      15,738 
349   IP/IP             70,000      66,385                        0       3,615 
349   IP/IP             62,222      13,472                        0      48,750 
349   IP/IP             50,909      49,012                        0       1,898 
349   PO/PO             70,000      70,000                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
348   IO/IO    3.5      50,000      50,000                        0           0 
348   IP/IP             50,000      25,000                        0      25,000 
348   IP/IP             43,750      18,750                        0      25,000 
348   PO/PO             50,000      50,000                        0           0 

346   IO/IO    3.5     415,477     415,477                        0           0 
346   IO/S1            223,718     191,287                        0      32,431 
346   IP/IP            415,477     409,348                        0       6,129 
346   IP/IP            415,477      38,560                        0     376,917 
346   IP/IP            223,718     191,287                        0      32,431 
346   PO/PO            415,477     415,477                        0           0 

343   IO/IO    1.9     836,300     836,300                        0           0 
343   IO/S4            836,300     586,300                        0     250,000 
343   IP/IP            836,300     586,300                        0     250,000 
343   PO/PO            836,300     836,300                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
342   IO/IO    4.0     245,569     245,569                        0           0 
342   IO/S7            151,120      80,957                        0      70,163 
342   IP/IP            245,569      70,163                        0     175,407 
342   IP/IP            151,120      80,957                        0      70,163 
342   PO/PO            245,569     245,569                        0           0 

341   IO/IO    3.5   2,250,000   2,250,000                        0           0 
341   PO/PO          2,250,000   2,250,000                        0           0 

340   IO/IO    4.5     136,230     136,230                        0           0 
340   PO/PO            136,230     136,230                        0           0 

339   IO/IO    4.5     182,057     182,057                        0           0 
339   IO/S5            126,040      48,015                        0      78,025 
339   IP/IP            182,057      78,025                        0     104,033 
339   IP/IP            126,040      48,015                        0      78,025 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
339   PO/PO            182,057     182,057                        0           0 

338   IO/IO    4.0     176,150     176,150                        0           0 
338   IO/S2            108,400      58,071                        0      50,329 
338   IP/IP            176,150      50,329                        0     125,821 
338   IP/IP            108,400      58,071                        0      50,329 
338   PO/PO            176,150     176,150                        0           0 

337   IO/IO    4.0     189,141     189,141                        0           0 
337   IO/S1            116,395      62,354                        0      54,040 
337   IO/S2            116,395     116,395                        0           0 
337   IO/S3            116,395     116,395                        0           0 
337   IO/X1            116,395     116,395                        0           0 
337   IO/X2            116,395     116,395                        0           0 
337   IO/X3            116,395     116,395                        0           0 
337   IP/IP            189,141     189,141                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
337   IP/IP            189,141     189,141                        0           0 
337   IP/IP            189,141     189,141                        0           0 
337   IP/IP            189,141     189,141                        0           0 
337   IP/IP            189,141     189,141                        0           0 
337   IP/IP            189,141      54,040                        0     135,101 
337   IP/IP            189,141     189,141                        0           0 
337   IP/IP            189,141     189,141                        0           0 
337   IP/IP            168,126     168,126                        0           0 
337   IP/IP            151,313     151,313                        0           0 
337   IP/IP            137,557     137,557                        0           0 
337   IP/IP            126,094     126,094                        0           0 
337   IP/IP            116,395     116,395                        0           0 
337   IP/IP            116,395      62,354                        0      54,040 
337   IP/IP            116,395     116,395                        0           0 
337   IP/IP            116,395     116,395                        0           0 
337   IP/IP             72,747      72,747                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
337   IP/IP             72,747      72,747                        0           0 
337   IP/IP             72,747      72,747                        0           0 
337   PO/PO            189,141     189,141                        0           0 

336   IO/IO    4.0     103,985     103,985                        0           0 
336   IO/S1             63,991      34,281                        0      29,710 
336   IO/X1             63,991      63,991                        0           0 
336   IP/IP            103,985     103,985                        0           0 
336   IP/IP            103,985      29,710                        0      74,275 
336   IP/IP            103,985     103,985                        0           0 
336   IP/IP             63,991      34,281                        0      29,710 
336   IP/IP             39,994      39,994                        0           0 
336   PO/PO            103,985     103,985                        0           0 

335   IO/IO    4.0      70,047      70,047                        0           0 
335   IP/IP             43,106           0                        0      43,106 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
335   IP/IP             26,941           0                        0      26,941 
335   PO/PO             70,047      70,047                        0           0 

334   IO/IO    4.0     120,261     120,261                        0           0 
334   IO/S7             74,007      39,647                        0      34,360 
334   IP/IP            120,261      34,360                        0      85,901 
334   IP/IP             74,007      39,647                        0      34,360 
334   PO/PO            120,261     120,261                        0           0 

333   IO/IO    4.0     115,762     115,762                        0           0 
333   IO/S6             71,238      17,600                        0      53,638 
333   IP/IP             71,238           0                        0      71,238 
333   IP/IP             44,524      33,524                        0      11,000 
333   PO/PO            115,762      82,238                        0      33,524 

332   IO/IO    4.0     230,407     230,407                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
332   IP/IP            141,789           0                        0     141,789 
332   IP/IP             88,618           0                        0      88,618 
332   PO/PO            230,407     230,407                        0           0 

331   IO/IO    4.0      42,000      42,000                        0           0 
331   IO/S1             25,846      13,846                        0      12,000 
331   IP/IP             42,000      12,000                        0      30,000 
331   IP/IP             25,846      13,846                        0      12,000 
331   PO/PO             42,000      42,000                        0           0 

330   IO/IO    2.4   1,200,184   1,200,184                        0           0 
330   IO/S4          1,200,184     540,079                        0     660,105 
330   IP/IP          1,200,184     540,079                        0     660,105 
330   PO/PO          1,200,184   1,200,184                        0           0 

328   IO/IO    2.5   1,116,292   1,116,292                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
328   IO/S4          1,116,292           0                        0   1,116,292 
328   IP/IP          1,116,292           0                        0   1,116,292 
328   PO/PO          1,116,292   1,116,292                        0           0 

327   IO/IO    4.0      85,032      85,032                        0           0 
327   IO/S8             52,328           0                        0      52,328 
327   IP/IP             52,328           0                        0      52,328 
327   PO/PO             85,032      52,328                        0      32,705 

326   IO/IO    4.0   1,676,220   1,676,220                        0           0 
326   IO/S1          1,031,520   1,011,520                        0      20,000 
326   IO/S2          1,031,520     760,233                        0     271,287 
326   IP/IP          1,676,220   1,021,503                        0     654,717 
326   IP/IP          1,676,220   1,529,220                        0     147,000 
326   IP/IP          1,031,520   1,011,520                        0      20,000 
326   IP/IP          1,031,520     680,233                        0     351,287 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
326   IP/IP            644,700     594,700                        0      50,000 
326   PO/PO          1,676,220   1,676,220                        0           0 

325   IO/IO    4.0     131,641     131,641                        0           0 
325   IO/S1             81,010           0                        0      81,010 
325   IP/IP             81,010           0                        0      81,010 
325   PO/PO            131,641      81,010                        0      50,631 

323   IO/IO    4.0      73,605      73,605                        0           0 
323   IO/S1             45,295      24,265                        0      21,030 
323   IP/IP             73,605      21,030                        0      52,575 
323   IP/IP             45,295      24,265                        0      21,030 
323   PO/PO             73,605      73,605                        0           0 

322   IO/IO    4.0     123,521     123,521                        0           0 
322   IO/S1             76,013      35,606                        0      40,406 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
322   IP/IP             76,013           0                        0      76,013 
322   IP/IP             47,508      25,254                        0      22,254 
322   PO/PO            123,521      98,267                        0      25,254 

321   IO/IO    4.0     170,811     170,811                        0           0 
321   IP/IP            105,115           0                        0     105,115 
321   IP/IP             65,697           0                        0      65,697 
321   PO/PO            170,811     170,811                        0           0 

320   IO/IO    4.0     152,311     152,311                        0           0 
320   IP/IP             93,730           0                        0      93,730 
320   IP/IP             58,581           0                        0      58,581 
320   PO/PO            152,311     152,311                        0           0 

319   IO/IO    3.5      88,306      88,306                        0           0 
319   IO/S1             47,550      42,550                        0       5,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
319   IO/S2             47,550       5,000                        0      42,550 
319   IP/IP             47,550      42,550                        0       5,000 
319   IP/IP             47,550       5,000                        0      42,550 
319   PO/PO             88,306      47,550                        0      40,757 

318   IO/IO    3.5     113,111     113,111                        0           0 
318   IO/S1             60,906           0                        0      60,906 
318   IP/IP             60,906           0                        0      60,906 
318   PO/PO            113,111      60,906                        0      52,205 

317   IO/IO    4.0     185,000     185,000                        0           0 
317   IO/S3            113,846           0                        0     113,846 
317   IP/IP            113,846           0                        0     113,846 
317   PO/PO            185,000     113,846                        0      71,154 

316   IO/IO    4.5      97,252      97,252                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
316   IO/S7             67,328      25,649                        0      41,680 
316   IP/IP             97,252      41,680                        0      55,573 
316   IP/IP             67,328      25,649                        0      41,680 
316   PO/PO             97,252      97,252                        0           0 

315   IO/IO    3.0     113,837     113,837                        0           0 
315   IO/S1             52,540           0                        0      52,540 
315   IP/IP             52,540           0                        0      52,540 
315   PO/PO            113,837      52,540                        0      61,297 

314   IO/IO    3.5     243,060     243,060                        0           0 
314   IO/S2            130,879           0                        0     130,879 
314   IP/IP            130,879           0                        0     130,879 
314   PO/PO            243,060     130,879                        0     112,182 

313   IO/IO    4.0      66,493      66,493                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
313   IO/S1             40,919           0                        0      40,919 
313   IP/IP             40,919           0                        0      40,919 
313   PO/PO             66,493      40,919                        0      25,574 

312   IO/IO    4.0     180,250     180,250                        0           0 
312   IO/S1            110,923      37,323                        0      73,600 
312   IP/IP            110,923           0                        0     110,923 
312   IP/IP             69,327      46,000                        0      23,327 
312   PO/PO            180,250     134,250                        0      46,000 

311   IO/IO    3.5   3,000,400   2,957,543                        0      42,857 
311   IO/S1          1,615,600     615,600                        0   1,000,000 
311   IP/IP          1,615,600     615,600                        0   1,000,000 
311   PO/PO          3,000,400   2,100,400                        0     900,000 

310   IO/IO    3.5      87,128      87,128                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
310   IO/S4             46,915           0                        0      46,915 
310   IP/IP             46,915           0                        0      46,915 
310   PO/PO             87,128      46,915                        0      40,213 

309   IO/IO    4.0     325,000     325,000                        0           0 
309   IO/S4            200,000     150,000                        0      50,000 
309   IO/S6            200,000     100,000                        0     100,000 
309   IP/IP            200,000     100,000                        0     100,000 
309   IP/IP            200,000     100,000                        0     100,000 
309   IP/IP            125,000      93,750                        0      31,250 
309   PO/PO            325,000     231,250                        0      93,750 

308   IO/IO    4.0     134,116     134,116                        0           0 
308   IO/S1             82,533           0                        0      82,533 
308   IP/IP             82,533           0                        0      82,533 
308   PO/PO            134,116      82,533                        0      51,583 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
307   IO/IO    4.0      28,000      28,000                        0           0 
307   IO/S1             17,231       9,231                        0       8,000 
307   IP/IP             28,000       8,000                        0      20,000 
307   IP/IP             17,231       9,231                        0       8,000 
307   PO/PO             28,000      28,000                        0           0 

306   IO/IO    3.0      60,189      60,189                        0           0 
306   IO/S3             27,779      26,494                        0       1,286 
306   IP/IP             60,189      51,189                        0       9,000 
306   IP/IP             60,189      58,089                        0       2,100 
306   IP/IP             27,779      26,494                        0       1,286 
306   PO/PO             60,189      60,189                        0           0 

305   IO/IO    3.5      37,808      18,904                        0      18,904 
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             37,808      37,808                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             37,808           0                        0      37,808 
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             37,808      37,808                        0           0 
305   IP/IP             33,082      33,082                        0           0 
305   IP/IP             29,406      29,406                        0           0 
305   IP/IP             26,466      26,466                        0           0 
305   IP/IP             24,060      24,060                        0           0 
305   IP/IP             22,055      22,055                        0           0 
305   IP/IP             20,358      20,358                        0           0 
305   IP/IP             18,904      18,904                        0           0 
305   PO/PO             37,808      37,808                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
302   IO/IO    2.5     118,141      96,991                        0      21,150 
302   IP/IP            118,141      20,417                        0      97,723 
302   IP/IP             84,386      63,969                        0      20,417 
302   PO/PO            118,141     118,141                        0           0 

301   IO/IO    3.5      54,598      54,598                        0           0 
301   IP/IP             54,598      40,949                        0      13,650 
301   IP/IP             47,773       6,825                        0      40,949 
301   PO/PO             54,598      54,598                        0           0 

300   IO/IO    4.0     429,474     426,137                        0       3,337 
300   IO/S1            264,292     165,685                        0      98,607 
300   IP/IP            429,474     413,474                        0      16,000 
300   IP/IP            429,474     397,974                        0      31,500 
300   IP/IP            429,474     314,607                        0     114,867 
300   IP/IP            429,474     287,474                        0     142,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
300   IP/IP            381,755     365,755                        0      16,000 
300   IP/IP            286,316     275,816                        0      10,500 
300   IP/IP            264,292     165,685                        0      98,607 
300   PO/PO            429,474     429,474                        0           0 

299   IO/IO    4.0     107,793     107,793                        0           0 
299   IO/S1             66,334      35,536                        0      30,798 
299   IP/IP            107,793      30,798                        0      76,995 
299   IP/IP             66,334      35,536                        0      30,798 
299   PO/PO            107,793     107,793                        0           0 

298   IO/IO    4.5      46,699      46,699                        0           0 
298   IO/S1             32,330      16,764                        0      15,566 
298   IP/IP             46,699      15,566                        0      31,133 
298   IP/IP             32,330      16,764                        0      15,566 
298   PO/PO             46,699      46,699                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
297   IO/IO    4.5      59,736      59,736                        0           0 
297   IO/S1             41,356      20,194                        0      21,162 
297   IP/IP             59,736      57,236                        0       2,500 
297   IP/IP             59,736      23,662                        0      36,074 
297   IP/IP             41,356      20,194                        0      21,162 
297   PO/PO             59,736      59,736                        0           0 

296   IO/IO    3.0      54,305      27,627                        0      26,678 
296   IP/IP             54,305      10,000                        0      44,305 
296   IP/IP             54,305      49,305                        0       5,000 
296   IP/IP             40,729      35,729                        0       5,000 
296   PO/PO             54,305      54,305                        0           0 

295   IO/IO    3.0      54,296      34,772                        0      19,523 
295   IP/IP             54,296      37,200                        0      17,096 
295   IP/IP             54,296      17,096                        0      37,200 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
295   PO/PO             54,296      54,296                        0           0 

294   IO/IO    3.5      85,244      48,711                        0      36,533 
294   IP/IP             85,244           0                        0      85,244 
294   PO/PO             85,244      85,244                        0           0 

293   IO/IO    4.0      55,705      27,852                        0      27,852 
293   IP/IP             55,705           0                        0      55,705 
293   PO/PO             55,705      55,705                        0           0 

292   IO/IO    3.5      50,124      21,482                        0      28,642 
292   IP/IP             50,124           0                        0      50,124 
292   PO/PO             50,124      50,124                        0           0 

291   IO/IO    3.5      55,613      31,779                        0      23,834 
291   IO/S1             27,806      27,806                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
291   IO/S2             27,806      27,806                        0           0 
291   IO/X1             27,806      27,806                        0           0 
291   IO/X2             27,806      27,806                        0           0 
291   IP/IP             55,613      55,613                        0           0 
291   IP/IP             55,613      55,613                        0           0 
291   IP/IP             55,613      55,613                        0           0 
291   IP/IP             55,613           0                        0      55,613 
291   IP/IP             55,613      55,613                        0           0 
291   IP/IP             55,613      55,613                        0           0 
291   IP/IP             55,613      55,613                        0           0 
291   IP/IP             48,661      48,661                        0           0 
291   IP/IP             43,254      43,254                        0           0 
291   IP/IP             38,929      38,929                        0           0 
291   IP/IP             35,390      35,390                        0           0 
291   IP/IP             32,441      32,441                        0           0 
291   IP/IP             29,945      29,945                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
291   IP/IP             27,806      27,806                        0           0 
291   IP/IP             27,806      27,806                        0           0 
291   IP/IP             27,806      27,806                        0           0 
291   IP/IP             27,806      27,806                        0           0 
291   IP/IP             27,806      27,806                        0           0 
291   PO/PO             55,613      55,613                        0           0 

290   IO/IO    3.5     138,235      84,206                        0      54,029 
290   IP/IP            138,235     111,235                        0      27,000 
290   IP/IP            138,235      37,000                        0     101,235 
290   IP/IP            107,516      97,516                        0      10,000 
290   PO/PO            138,235     138,235                        0           0 

289   IO/IO    3.0      68,090      28,371                        0      39,719 
289   IP/IP             68,090           0                        0      68,090 
289   PO/PO             68,090      68,090                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
288   IO/IO    3.0      34,216      22,811                        0      11,405 
288   IP/IP             34,216           0                        0      34,216 
288   PO/PO             34,216      34,216                        0           0 

287   IO/IO    3.0     148,975      74,488                        0      74,488 
287   IP/IP            148,975           0                        0     148,975 
287   PO/PO            148,975     148,975                        0           0 

286   IO/IO    4.5     110,620     110,620                        0           0 
286   IO/S7             76,583      39,710                        0      36,873 
286   IP/IP            110,620      36,873                        0      73,747 
286   IP/IP             76,583      39,710                        0      36,873 
286   PO/PO            110,620     110,620                        0           0 

285   IO/IO    4.0     154,799     154,799                        0           0 
285   PO/PO            154,799     154,799                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
284   IO/IO    4.0      77,780      77,780                        0           0 
284   IO/S6             47,865      25,642                        0      22,223 
284   IP/IP             77,780      22,223                        0      55,557 
284   IP/IP             47,865      25,642                        0      22,223 
284   PO/PO             77,780      77,780                        0           0 

283   IO/IO    3.5      86,083      30,744                        0      55,339 
283   IP/IP             86,083           0                        0      86,083 
283   PO/PO             86,083      86,083                        0           0 

282   IO/IO    3.0      63,482      31,408                        0      32,074 
282   IP/IP             63,482      59,482                        0       4,000 
282   IP/IP             63,482       4,000                        0      59,482 
282   PO/PO             63,482      63,482                        0           0 

281   IO/IO    4.5     193,733     193,733                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
281   IO/S1            134,123      51,094                        0      83,028 
281   IP/IP            193,733      83,028                        0     110,704 
281   IP/IP            134,123      51,094                        0      83,028 
281   PO/PO            193,733     193,733                        0           0 

280   IO/IO    4.0     300,000     300,000                        0           0 
280   IO/S1            184,615      98,901                        0      85,714 
280   IP/IP            300,000      85,714                        0     214,286 
280   IP/IP            184,615      98,901                        0      85,714 
280   PO/PO            300,000     300,000                        0           0 

279   IO/IO    4.5     239,926     239,926                        0           0 
279   IO/S6            166,103      65,563                        0     100,540 
279   IP/IP            239,926     116,540                        0     123,386 
279   IP/IP            239,926     223,926                        0      16,000 
279   IP/IP            166,103      65,563                        0     100,540 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
279   PO/PO            239,926     239,926                        0           0 

278   IO/IO    4.5     269,185     269,185                        0           0 
278   IO/S1            186,359      89,956                        0      96,403 
278   IP/IP            269,185     254,185                        0      15,000 
278   IP/IP            269,185     182,771                        0      86,415 
278   IP/IP            269,185     202,818                        0      66,368 
278   IP/IP            186,359      89,956                        0      96,403 
278   PO/PO            269,185     269,185                        0           0 

277   IO/IO    4.5     336,258     336,258                        0           0 
277   IO/S6            232,794      88,684                        0     144,111 
277   IP/IP            336,258     144,111                        0     192,148 
277   IP/IP            232,794      88,684                        0     144,111 
277   PO/PO            336,258     336,258                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
276   IO/IO    4.5     142,929     142,929                        0           0 
276   IO/S5             98,951      37,696                        0      61,255 
276   IP/IP            142,929     125,712                        0      17,217 
276   IP/IP            142,929     100,229                        0      42,700 
276   IP/IP            142,929     142,854                        0          75 
276   IP/IP            142,929     136,929                        0       6,000 
276   IP/IP            142,929     137,190                        0       5,739 
276   IP/IP            107,197      97,254                        0       9,943 
276   IP/IP             98,951      37,696                        0      61,255 
276   PO/PO            142,929     142,929                        0           0 

275   IO/IO    3.5      70,190      35,095                        0      35,095 
275   IP/IP             70,190           0                        0      70,190 
275   PO/PO             70,190      70,190                        0           0 

274   IO/IO    4.5     158,902     158,902                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
274   IO/S1            110,009      44,051                        0      65,958 
274   IP/IP            158,902      80,958                        0      77,944 
274   IP/IP            158,902     143,902                        0      15,000 
274   IP/IP            110,009      44,051                        0      65,958 
274   PO/PO            158,902     158,902                        0           0 

273   IO/IO    4.5     175,000     175,000                        0           0 
273   IO/S4            112,500      83,333                        0      29,167 
273   IP/IP            175,000      29,167                        0     145,833 
273   IP/IP            112,500      83,333                        0      29,167 
273   PO/PO            175,000     175,000                        0           0 

272   IO/IO    4.0     429,599     429,599                        0           0 
272   IO/S1            264,368     148,769                        0     115,600 
272   IO/S2            264,368     255,600                        0       8,769 
272   IP/IP            429,599     379,599                        0      50,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
272   IP/IP            264,368     148,769                        0     115,600 
272   IP/IP            264,368     255,600                        0       8,769 
272   PO/PO            429,599     358,118                        0      71,480 

271   IO/IO    4.0     234,087     234,087                        0           0 
271   IO/S5            144,054      80,743                        0      63,311 
271   IP/IP            234,087      88,311                        0     145,776 
271   IP/IP            234,087     209,087                        0      25,000 
271   IP/IP            144,054      80,743                        0      63,311 
271   PO/PO            234,087     234,087                        0           0 

270   IO/IO    4.0      87,500      87,500                        0           0 
270   IO/S1             53,846      28,846                        0      25,000 
270   IP/IP             87,500      25,000                        0      62,500 
270   IP/IP             53,846      28,846                        0      25,000 
270   PO/PO             87,500      87,500                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
269   IO/IO    4.0     307,832     307,832                        0           0 
269   IO/S1            189,435     101,483                        0      87,952 
269   IP/IP            307,832     128,952                        0     178,880 
269   IP/IP            189,435     101,483                        0      87,952 
269   PO/PO            307,832     297,582                        0      10,250 

268   IO/IO    4.0     230,930     222,542                        0       8,388 
268   IO/S5            142,111      76,131                        0      65,980 
268   IP/IP            230,930     105,930                        0     125,000 
268   IP/IP            230,930     219,930                        0      11,000 
268   IP/IP            142,111      76,131                        0      65,980 
268   PO/PO            230,930     230,930                        0           0 

267   IO/IO    4.0     476,120     463,620                        0      12,500 
267   IO/S5            292,997     156,963                        0     136,034 
267   IP/IP            476,120     376,120                        0     100,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
267   IP/IP            476,120     236,034                        0     240,086 
267   IP/IP            292,997     156,963                        0     136,034 
267   PO/PO            476,120     476,120                        0           0 

266   IO/IO    4.0     159,283     145,061                        0      14,222 
266   IO/S1             98,020      52,511                        0      45,509 
266   IP/IP            159,283      45,509                        0     113,774 
266   IP/IP             98,020      52,511                        0      45,509 
266   PO/PO            159,283     159,283                        0           0 

265   IO/IO    4.5     113,449     113,449                        0           0 
265   IO/S1             78,541      29,921                        0      48,621 
265   IP/IP            113,449      48,621                        0      64,828 
265   IP/IP             78,541      29,921                        0      48,621 
265   PO/PO            113,449     113,449                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
264   IO/IO    4.0     390,262     390,262                        0           0 
264   IO/S1            240,161     128,658                        0     111,503 
264   IP/IP            390,262     111,503                        0     278,758 
264   IP/IP            240,161     128,658                        0     111,503 
264   PO/PO            390,262     390,262                        0           0 

263   IO/IO    4.0     146,728     146,728                        0           0 
263   IO/S5             83,844      63,383                        0      20,461 
263   IP/IP            146,728      23,961                        0     122,767 
263   IP/IP             83,844      63,383                        0      20,461 
263   PO/PO            146,728     146,728                        0           0 

262   IO/IO    4.0     299,640     299,640                        0           0 
262   IO/S5            171,223     128,417                        0      42,806 
262   IP/IP            299,640     282,705                        0      16,935 
262   IP/IP            299,640      71,031                        0     228,609 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
262   IP/IP            239,712     228,422                        0      11,290 
262   IP/IP            171,223     128,417                        0      42,806 
262   PO/PO            299,640     299,640                        0           0 

261   IO/IO    4.5   2,000,000   1,479,069     003708       489,893      31,038 
261   PO/PO          2,000,000   1,479,069     003708       314,931     206,000 

259   IO/IO    5.5   1,500,000   1,227,273     003558       272,727           0 
259  IO/S17          1,178,571   1,078,571                        0     100,000 
259  IO/X17          1,178,571   1,078,571     003647       100,000           0 
259   PO/PO          1,500,000   1,100,000     003558       200,000     100,000 
      PO/PO                                    003647       100,000             

257   IO/IO    6.0   2,000,000   1,855,000     004359       145,000           0 
257   PO/PO          2,000,000   1,855,000     004122       145,000           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
248   IO/IO    5.5   3,000,000   2,948,303     003510        36,100         597 
      IO/IO                                    003519        15,000             
248   PO/PO          3,000,000   2,948,303                        0      51,697 

246   IO/IO    6.0   3,000,000   2,441,822     003314       118,154       7,681 
      IO/IO                                    003325       179,927             
      IO/IO                                    003355         8,084             
      IO/IO                                    003359        24,390             
      IO/IO                                    003384       124,898             
      IO/IO                                    003485        95,044             
246  IO/S12          2,571,429   2,384,181                        0     187,248 
246  IO/S14          2,571,429   2,560,429                        0      11,000 
246  IO/S15          2,571,429   2,521,429                        0      50,000 
246  IO/S27          2,400,000   2,300,000                        0     100,000 
246  IO/S29          2,250,000   2,150,000                        0     100,000 
246  IO/S54          2,000,000   1,718,201     003339        77,700     204,099 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
246  IO/X54          2,000,000   1,718,201     003339       272,350       9,449 
246   IP/IP          2,571,429   2,384,181     003355       167,248      20,000 
246   IP/IP          2,571,429   2,560,429                        0      11,000 
246   IP/IP          2,571,429   2,521,429                        0      50,000 
246   IP/IP          2,400,000   2,300,000                        0     100,000 
246   IP/IP          2,250,000   2,150,000                        0     100,000 
246   PO/PO          3,000,000   1,919,416     003314       101,275     386,062 
      PO/PO                                    003325       154,223             
      PO/PO                                    003339           104             
      PO/PO                                    003339        15,540             
      PO/PO                                    003359        20,906             
      PO/PO                                    003384       107,056             
      PO/PO                                    003485        81,466             
      PO/PO                                    004122       213,952             

245   IO/IO    5.0   3,000,000   2,997,000                        0       3,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
245   PO/PO          3,000,000   2,997,000                        0       3,000 

244   IO/IO    5.5   4,000,000   3,494,360     003296        90,931     169,679 
      IO/IO                                    003314        64,000             
      IO/IO                                    003457        98,391             
      IO/IO                                    003471        65,455             
      IO/IO                                    003584         3,897             
      IO/IO                                    003620        13,287             
244  IO/S14          3,142,857   3,028,543     003417       101,033      13,281 
244  IO/S17          3,142,857   2,933,729                        0     209,128 
244  IO/S22          2,933,333   2,852,045     004444        81,289           0 
244  IO/S30          2,750,000   2,710,000                        0      40,000 
244  IO/X14          3,142,857   3,028,543     003296       114,314           0 
244   IP/IP          3,142,857   2,933,729                        0     209,128 
244   IP/IP          2,933,333   2,852,045                        0      81,289 
244   IP/IP          2,750,000   2,710,000                        0      40,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
244   PO/PO          4,000,000   3,244,093     003296        71,446     452,761 
      PO/PO                                    003314        50,286             
      PO/PO                                    003347       104,107             
      PO/PO                                    003457        77,307             

242   IO/IO    6.0   4,000,000   2,641,738     003239       289,996      72,584 
      IO/IO                                    003301        63,328             
      IO/IO                                    003314        96,359             
      IO/IO                                    003425       368,254             
      IO/IO                                    003425        73,651             
      IO/IO                                    003428        78,912             
      IO/IO                                    003555         5,299             
      IO/IO                                    003586       307,363             
      IO/IO                                    004226         2,515             
242  IO/S14          3,428,571   3,340,472     003492        11,012      38,544 
     IO/S14                                    003670        38,544             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
242  IO/S17          3,428,571   3,378,571                        0      50,000 
242  IO/S21          3,200,000   3,120,000     003495        54,281      25,719 
242  IO/S29          3,000,000   2,755,020     003533        60,400     184,580 
242  IO/S54          2,666,667   2,626,467                        0      40,200 
242   IO/S9          3,692,308   3,592,308                        0     100,000 
242  IO/X14          3,428,571   3,340,472     003319        88,100           0 
242  IO/X21          3,200,000   3,139,600     003533        60,400           0 
242  IO/X54          2,666,667   2,626,467                        0      40,200 
242   IP/IP          3,428,571   3,378,571                        0      50,000 
242   IP/IP          3,200,000   3,180,400                        0      19,600 
242   IP/IP          3,000,000   2,755,020     003271        63,590     181,390 
242   IP/IP          3,692,308   3,592,308                        0     100,000 
242   PO/PO          4,000,000   2,299,929     003239       302,605     567,464 
      PO/PO                                    003417        22,025             
      PO/PO                                    003425       315,646             
      PO/PO                                    003425        63,129             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    003428        63,129             
      PO/PO                                    003492        12,848             
      PO/PO                                    003521        63,328             
      PO/PO                                    003533        60,400             
      PO/PO                                    003670        44,968             
      PO/PO                                    004693       184,530             

240  FL/F16    5.5   2,357,143   2,257,143                        0     100,000 
240  FL/F21          2,200,000   2,025,000                        0     175,000 
240  FL/F22          2,200,000   1,962,845     003244        67,132     170,023 
240  FL/F30          2,062,500   1,922,500                        0     140,000 
240  FL/F31          2,062,500   2,044,500                        0      18,000 
240   IO/IO          3,000,000   2,659,189     003344        69,197     124,068 
      IO/IO                                    003428       147,546             
240  IO/S16          2,357,143   2,257,143                        0     100,000 
240  IO/S21          2,200,000   2,025,000     004444       175,000           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
240  IO/S22          2,200,000   1,962,845     004444       172,495      64,660 
240  IO/S30          2,062,500   1,922,500                        0     140,000 
240  IO/S31          2,062,500   2,044,500                        0      18,000 
240   PO/PO          3,000,000   2,410,223     003344        69,197     404,651 
      PO/PO                                    003428       115,929             

239  FL/F22    6.0   2,400,000   2,375,000                        0      25,000 
239  FL/F27          2,400,000   2,310,920                        0      89,080 
239  FL/F29          2,250,000   1,997,000     003247        77,238     118,000 
     FL/F29                                    003262        57,762             
239  FL/F30          2,250,000   1,639,969     003271       147,631     462,400 
239   IO/IO          3,000,000   2,623,660     003325       102,961       8,341 
      IO/IO                                    003384       134,138             
      IO/IO                                    003411        74,233             
      IO/IO                                    003492        10,884             
      IO/IO                                    003518        29,920             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    003571         4,791             
      IO/IO                                    003609        11,072             
239  IO/S22          2,400,000   2,375,000                        0      25,000 
239  IO/S27          2,400,000   2,310,920                        0      89,080 
239  IO/S29          2,250,000   1,997,000     003523       100,000     153,000 
239  IO/S30          2,250,000   1,639,969     003523         9,254     600,777 
239   PO/PO          3,000,000   2,307,463     003319        87,074      79,508 
      PO/PO                                    003325        88,252             
      PO/PO                                    003384       114,975             
      PO/PO                                    003411        59,387             
      PO/PO                                    003523        36,341             
      PO/PO                                    004693       227,000             

237  FL/F14    5.5   2,357,143   2,326,143                        0      31,000 
237  FL/F16          2,357,143   2,188,143                        0     169,000 
237  FL/F22          2,200,000   1,676,198                        0     523,802 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
237  FL/F23          2,200,000   2,150,000                        0      50,000 
237  FL/F29          2,062,500   1,898,545                        0     163,955 
237  FL/F34          2,062,500   2,032,500                        0      30,000 
237   IO/IO          3,000,000   2,624,392     003363        11,766      11,876 
      IO/IO                                    003383        50,478             
      IO/IO                                    003396        11,008             
      IO/IO                                    003405       212,822             
      IO/IO                                    003624        75,385             
      IO/IO                                    003626         2,273             
237  IO/S14          2,357,143   2,276,143                        0      81,000 
237  IO/S16          2,357,143   2,188,143                        0     169,000 
237  IO/S22          2,200,000   1,676,198     004012       210,000      28,130 
     IO/S22                                    004444       285,672             
237  IO/S23          2,200,000   2,150,000                        0      50,000 
237  IO/S29          2,062,500   1,898,545                        0     163,955 
237  IO/S34          2,062,500   2,032,500                        0      30,000 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
237  IO/X14          2,357,143   2,307,143     003626        50,000           0 
237   PO/PO          3,000,000   2,209,393     003233        25,000     370,352 
      PO/PO                                    003363        11,715             
      PO/PO                                    003383        50,478             
      PO/PO                                    003396        11,008             
      PO/PO                                    003405       212,822             
      PO/PO                                    003624        59,231             
      PO/PO                                    003626        50,000             

236   IO/IO    6.0   2,000,000   1,710,281     003174       204,547           0 
      IO/IO                                    003219        85,172             
236   PO/PO          2,000,000   1,710,281     003174       153,410     136,204 
      PO/PO                                    003219           105             

235   IO/IO    5.5   2,500,000     835,640     003117       273,433      58,660 
      IO/IO                                    003126       137,263             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    003138       344,858             
      IO/IO                                    003245       158,356             
      IO/IO                                    003257        90,634             
      IO/IO                                    003326       358,440             
      IO/IO                                    003347       141,956             
      IO/IO                                    003514        16,000             
      IO/IO                                    003624        84,759             
235   IP/IP          2,500,000   1,675,737                        0     824,263 
235   PO/PO          2,500,000   1,210,305     003117       200,518           0 
      PO/PO                                    003126       100,660             
      PO/PO                                    003138       252,896             
      PO/PO                                    003245       158,356             
      PO/PO                                    003257        90,634             
      PO/PO                                    003296       122,472             
      PO/PO                                    003326       281,631             
      PO/PO                                    003365        15,932             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    003624        66,596             

234   IO/IO    4.5   2,000,000   1,939,000                        0      61,000 
234   PO/PO          2,000,000   1,939,000     004693        31,000      30,000 

232   IO/IO    5.0   5,000,000   1,542,466     003018        75,000     246,382 
      IO/IO                                    003019       150,600             
      IO/IO                                    003029       151,406             
      IO/IO                                    003036       151,406             
      IO/IO                                    003085         8,580             
      IO/IO                                    003085       164,517             
      IO/IO                                    003173        85,579             
      IO/IO                                    003208       163,384             
      IO/IO                                    003300       175,220             
      IO/IO                                    003301       122,654             
      IO/IO                                    003316        88,455             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    003325       193,876             
      IO/IO                                    003415       709,310             
      IO/IO                                    003425       223,697             
      IO/IO                                    003425       178,958             
      IO/IO                                    003466       198,646             
      IO/IO                                    003471       359,413             
      IO/IO                                    003547         4,117             
      IO/IO                                    003571         6,333             
232   IP/IP          5,000,000   4,814,469                        0     185,531 
232   IP/IP          5,000,000   3,960,737                        0   1,039,263 
232   PO/PO          5,000,000   2,088,043     003018        50,000     632,916 
      PO/PO                                    003019       100,400             
      PO/PO                                    003029       100,937             
      PO/PO                                    003036       100,937             
      PO/PO                                    003085       102,823             
      PO/PO                                    003173        53,487             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    003208       108,923             
      PO/PO                                    003300       116,814             
      PO/PO                                    003301        81,770             
      PO/PO                                    003316        58,970             
      PO/PO                                    003325       129,251             
      PO/PO                                    003415       506,650             
      PO/PO                                    003425       127,827             
      PO/PO                                    003425       159,784             
      PO/PO                                    003466       198,646             
      PO/PO                                    003471       256,724             
      PO/PO                                    003527        25,100             

231   IO/IO    5.5   3,000,000   1,210,953     003019       414,422     122,606 
      IO/IO                                    003036       280,424             
      IO/IO                                    003152        90,535             
      IO/IO                                    003156        42,724             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    003165       108,059             
      IO/IO                                    003331        84,601             
      IO/IO                                    003345        89,158             
      IO/IO                                    003361       119,864             
      IO/IO                                    003463        67,176             
      IO/IO                                    003512       227,682             
      IO/IO                                    003514        46,300             
      IO/IO                                    003561         9,347             
      IO/IO                                    003596        12,925             
      IO/IO                                    003624        67,418             
      IO/IO                                    003940         1,109             
      IO/IO                                    003940         4,696             
231   IP/IP          3,000,000   2,500,000                        0     500,000 
231   IP/IP          3,000,000   2,327,004                        0     672,996 
231   IP/IP          3,000,000   2,689,796     003331       310,204           0 
231   PO/PO          3,000,000   1,789,588     003019       303,910       6,200 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    003036       205,644             
      PO/PO                                    003102         4,696             
      PO/PO                                    003147         1,109             
      PO/PO                                    003152        67,138             
      PO/PO                                    003156        33,569             
      PO/PO                                    003165        84,904             
      PO/PO                                    003345        65,382             
      PO/PO                                    003361        94,179             
      PO/PO                                    003463        67,176             
      PO/PO                                    003482        23,156             
      PO/PO                                    003499        21,485             
      PO/PO                                    003512       178,893             
      PO/PO                                    003624        52,971             

230   IO/IO    4.5   2,500,000   2,300,000     003209        83,926           0 
      IO/IO                                    003226       116,074             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
230   IP/IP          2,500,000   2,300,000     004383       200,000           0 
230   PO/PO          2,500,000   2,300,000     003209        83,926           0 
      PO/PO                                    003226       116,074             

229   IO/IO    5.0   2,150,000   2,150,000                        0           0 
229   PO/PO          2,150,000   2,150,000                        0           0 

228   IO/IO    6.0   2,500,000     884,644     002945        55,287     420,980 
      IO/IO                                    002990        99,455             
      IO/IO                                    003001        11,652             
      IO/IO                                    003036       222,975             
      IO/IO                                    003045        28,747             
      IO/IO                                    003049        89,333             
      IO/IO                                    003053       229,376             
      IO/IO                                    003059        28,400             
      IO/IO                                    003072       108,612             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    003461       206,000             
      IO/IO                                    003670        52,821             
      IO/IO                                    003778        61,717             
228   PO/PO          2,500,000     884,644     002945        82,931      62,283 
      PO/PO                                    002990       149,182             
      PO/PO                                    003001        17,479             
      PO/PO                                    003036       267,571             
      PO/PO                                    003045        34,497             
      PO/PO                                    003049       107,200             
      PO/PO                                    003053       275,251             
      PO/PO                                    003059        34,080             
      PO/PO                                    003072       130,335             
      PO/PO                                    003301        85,484             
      PO/PO                                    003314       130,029             
      PO/PO                                    003461       206,000             
      PO/PO                                    003670        33,036             

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
227   IO/IO    5.0   2,500,000   2,041,319     002950        91,762     354,396 
      IO/IO                                    003471        12,523             
227   IP/IP          2,500,000   2,363,483                        0     136,517 
227   PO/PO          2,500,000   2,136,880     002950        61,175     293,000 
      PO/PO                                    003471         8,945             

226   IO/IO    5.5   2,000,000     328,233     002791       310,000           0 
      IO/IO                                    002806       126,898             
      IO/IO                                    002813       146,717             
      IO/IO                                    002817        86,292             
      IO/IO                                    002943        75,000             
      IO/IO                                    002954       302,988             
      IO/IO                                    002981        53,283             
      IO/IO                                    003061       318,008             
      IO/IO                                    003061       171,157             
      IO/IO                                    003148        40,221             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    003152        41,202             
226   PO/PO          2,000,000     328,233     002791       310,000      79,702 
      PO/PO                                    002806        82,111             
      PO/PO                                    002813       107,593             
      PO/PO                                    002817        63,281             
      PO/PO                                    002943        82,500             
      PO/PO                                    002954       333,287             
      PO/PO                                    002981        53,283             
      PO/PO                                    003061       318,008             
      PO/PO                                    003061       171,157             
      PO/PO                                    003148        38,472             
      PO/PO                                    003152        32,373             

225   IO/IO    5.0   2,210,267   1,697,086     002759        82,525           0 
      IO/IO                                    002806       315,307             
      IO/IO                                    002807        33,220             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002810        82,130             
225   IP/IP          2,210,267   1,960,267     004265       250,000           0 
225   PO/PO          2,210,267   1,697,086     002759        51,578      57,270 
      PO/PO                                    002806       210,205             
      PO/PO                                    002807        20,762             
      PO/PO                                    002810        54,753             
      PO/PO                                    003885        87,582             
      PO/PO                                    004693        31,032             

224   IO/IO    6.0   3,500,000   1,521,353     002576       183,333     348,638 
      IO/IO                                    002590       329,360             
      IO/IO                                    002591        12,345             
      IO/IO                                    002591        17,023             
      IO/IO                                    002596       177,196             
      IO/IO                                    002596        67,740             
      IO/IO                                    002625       103,596             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002640        37,408             
      IO/IO                                    002694       140,512             
      IO/IO                                    002764       375,000             
      IO/IO                                    002770        45,000             
      IO/IO                                    002817        92,825             
      IO/IO                                    003620        48,671             
224   PO/PO          3,500,000   1,521,353     002576       200,000           0 
      PO/PO                                    002590       494,040             
      PO/PO                                    002591        25,534             
      PO/PO                                    002591        18,517             
      PO/PO                                    002596       177,196             
      PO/PO                                    002596       101,610             
      PO/PO                                    002625       177,593             
      PO/PO                                    002640        64,128             
      PO/PO                                    002694       210,769             
      PO/PO                                    002764       375,000             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002770        60,000             
      PO/PO                                    002817        74,260             

223   IO/IO    5.5   2,000,000     684,761     002581        84,587     376,352 
      IO/IO                                    002585       144,663             
      IO/IO                                    002587        82,928             
      IO/IO                                    002592        66,000             
      IO/IO                                    002610        69,476             
      IO/IO                                    002616       168,866             
      IO/IO                                    002793        62,341             
      IO/IO                                    003148        20,000             
      IO/IO                                    003331        56,229             
      IO/IO                                    003620       183,797             
223   IP/IP          2,000,000   1,793,828     003331       206,172           0 
223   PO/PO          2,000,000     684,761     002581        51,692     836,892 
      PO/PO                                    002585        91,221             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002587        50,678             
      PO/PO                                    002592        66,000             
      PO/PO                                    002610        47,765             
      PO/PO                                    002616       106,145             
      PO/PO                                    002793        45,717             
      PO/PO                                    003148        19,130             

222   IO/IO    6.5   2,000,000     775,324     002444       250,000           0 
      IO/IO                                    002444        13,383             
      IO/IO                                    002444       103,846             
      IO/IO                                    002457       131,104             
      IO/IO                                    002459       100,000             
      IO/IO                                    002460        69,408             
      IO/IO                                    002470        69,720             
      IO/IO                                    002483       140,900             
      IO/IO                                    002498        72,149             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002510       199,518             
      IO/IO                                    002564        74,647             
222   PO/PO          2,000,000     775,324     002444        75,000     165,333 
      PO/PO                                    002444        10,234             
      PO/PO                                    002457       100,256             
      PO/PO                                    002459        72,222             
      PO/PO                                    002460        50,128             
      PO/PO                                    002470        50,353             
      PO/PO                                    002483       203,523             
      PO/PO                                    002498        52,108             
      PO/PO                                    002510       324,217             
      PO/PO                                    002564       121,301             

221   IO/IO    7.0   2,500,000     699,568     002441       278,571     113,159 
      IO/IO                                    002444       213,305             
      IO/IO                                    002450       122,643             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002451       127,500             
      IO/IO                                    002452        63,475             
      IO/IO                                    002457        26,046             
      IO/IO                                    002463       151,525             
      IO/IO                                    002466       130,230             
      IO/IO                                    002471        41,405             
      IO/IO                                    002495       242,875             
      IO/IO                                    002495        68,047             
      IO/IO                                    002500       181,876             
      IO/IO                                    002590        38,347             
      IO/IO                                    003515         1,429             
221   PO/PO          2,500,000     699,568     002441       300,000      11,000 
      PO/PO                                    002444       190,902             
      PO/PO                                    002450       101,000             
      PO/PO                                    002451       105,000             
      PO/PO                                    002452        52,273             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002457        21,450             
      PO/PO                                    002463       117,853             
      PO/PO                                    002466       107,248             
      PO/PO                                    002471        34,098             
      PO/PO                                    002495       340,025             
      PO/PO                                    002495       105,852             
      PO/PO                                    002500       149,780             
      PO/PO                                    002590        98,750             
      PO/PO                                    002594        65,201             

220   IO/IO    6.5   2,250,000     215,720     002426        32,861           0 
      IO/IO                                    002426       201,031             
      IO/IO                                    002426        28,982             
      IO/IO                                    002432        55,385             
      IO/IO                                    002436        99,235             
      IO/IO                                    002439       294,329             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002441        40,387             
      IO/IO                                    002448       352,850             
      IO/IO                                    002451       103,846             
      IO/IO                                    002452        69,231             
      IO/IO                                    002454        70,570             
      IO/IO                                    002456       106,805             
      IO/IO                                    002464       108,000             
      IO/IO                                    002470       360,467             
      IO/IO                                    002478       110,302             
220   PO/PO          2,250,000     215,720     002426        20,931     261,000 
      PO/PO                                    002426        25,129             
      PO/PO                                    002432        40,000             
      PO/PO                                    002436            10             
      PO/PO                                    002441        30,884             
      PO/PO                                    002448       254,836             
      PO/PO                                    002451        75,000             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002452        50,000             
      PO/PO                                    002454        50,967             
      PO/PO                                    002456        77,137             
      PO/PO                                    002464        78,000             
      PO/PO                                    002470       260,338             
      PO/PO                                    003524       306,551             
      PO/PO                                    003951        73,497             
      PO/PO                                    004693       430,000             

219   IO/IO    6.0   2,025,000      55,933     002423        75,161      15,407 
      IO/IO                                    002434        75,377             
      IO/IO                                    002436       339,197             
      IO/IO                                    002439       150,754             
      IO/IO                                    002449        71,458             
      IO/IO                                    002457        75,987             
      IO/IO                                    002460        75,987             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002470       152,838             
      IO/IO                                    002471       152,838             
      IO/IO                                    002481        29,062             
      IO/IO                                    002481       153,860             
      IO/IO                                    002483        88,754             
      IO/IO                                    002488       149,586             
      IO/IO                                    002493        96,977             
      IO/IO                                    002498       140,823             
      IO/IO                                    002504       125,000             
219   PO/PO          2,025,000      55,933     002423        50,107     554,147 
      PO/PO                                    002434        50,251             
      PO/PO                                    002436       226,131             
      PO/PO                                    002439       100,503             
      PO/PO                                    002449        50,441             
      PO/PO                                    002457        50,658             
      PO/PO                                    002460        50,658             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002470       101,892             
      PO/PO                                    002471       101,892             
      PO/PO                                    002481        20,515             
      PO/PO                                    002481       102,573             
      PO/PO                                    002483        59,169             
      PO/PO                                    002488       102,573             
      PO/PO                                    002493       110,831             
      PO/PO                                    002498        98,490             
      PO/PO                                    002504        88,235             
      PO/PO                                    004693        50,000             

218   IO/IO    6.0   2,500,000     244,764     002412       112,700           0 
      IO/IO                                    002415        75,133             
      IO/IO                                    002419       150,662             
      IO/IO                                    002464        75,000             
      IO/IO                                    002468        72,456             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002470       107,405             
      IO/IO                                    002471        23,340             
      IO/IO                                    002475       460,306             
      IO/IO                                    002476       115,076             
      IO/IO                                    002478        30,883             
      IO/IO                                    002481       154,414             
      IO/IO                                    002489       121,003             
      IO/IO                                    002513        75,000             
      IO/IO                                    002516       111,778             
      IO/IO                                    002517        39,654             
      IO/IO                                    002525       135,000             
      IO/IO                                    002526        42,000             
      IO/IO                                    002530        87,034             
      IO/IO                                    002530        77,061             
      IO/IO                                    002562        45,333             
      IO/IO                                    004359       144,000             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
218   PO/PO          2,500,000     244,764     002412        75,133     831,936 
      PO/PO                                    002415        50,089             
      PO/PO                                    002419       100,441             
      PO/PO                                    002464        50,000             
      PO/PO                                    002468        51,145             
      PO/PO                                    002470        71,603             
      PO/PO                                    002471        16,475             
      PO/PO                                    002475       306,871             
      PO/PO                                    002476        76,718             
      PO/PO                                    002478        20,589             
      PO/PO                                    002481       102,943             
      PO/PO                                    002489        80,668             
      PO/PO                                    002513        50,000             
      PO/PO                                    002516        74,518             
      PO/PO                                    002517        26,436             
      PO/PO                                    002525        90,000             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002526        28,000             
      PO/PO                                    002530        54,396             
      PO/PO                                    002530        65,275             
      PO/PO                                    002562        32,000             

217   IO/IO    6.5   1,675,000     476,275     002399       196,154      63,450 
      IO/IO                                    002407        65,385             
      IO/IO                                    002412       104,254             
      IO/IO                                    002417       284,615             
      IO/IO                                    002422       131,283             
      IO/IO                                    002448        70,939             
      IO/IO                                    002449        26,799             
      IO/IO                                    002452        69,231             
      IO/IO                                    002458       143,315             
      IO/IO                                    002458         7,962             
      IO/IO                                    002567        30,338             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    003620         5,000             
217   PO/PO          1,675,000     476,275     002399       150,000     114,636 
      PO/PO                                    002407        50,000             
      PO/PO                                    002412        75,295             
      PO/PO                                    002417       217,647             
      PO/PO                                    002422       100,393             
      PO/PO                                    002448        51,234             
      PO/PO                                    002449        20,494             
      PO/PO                                    002452        50,000             
      PO/PO                                    002458       103,505             
      PO/PO                                    002567        49,298             
      PO/PO                                    002590        15,625             
      PO/PO                                    003951        67,831             
      PO/PO                                    004693       132,767             

216   IO/IO    6.0   1,700,000     718,480     002386       300,000       2,858 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002412        75,344             
      IO/IO                                    002413        75,000             
      IO/IO                                    002417        50,229             
      IO/IO                                    002469        76,842             
      IO/IO                                    002470       153,684             
      IO/IO                                    002477       170,000             
      IO/IO                                    002480        77,563             
216   PO/PO          1,700,000     718,480     002386       300,000      50,040 
      PO/PO                                    002412        50,229             
      PO/PO                                    002413        50,000             
      PO/PO                                    002417        33,486             
      PO/PO                                    002469        51,228             
      PO/PO                                    002470       102,456             
      PO/PO                                    002477       113,333             
      PO/PO                                    002480        51,709             
      PO/PO                                    003620        23,824             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    004693       155,215             

215   IO/IO    8.0   1,279,170     277,245     002374       100,000     594,475 
      IO/IO                                    002694       305,800             
      IO/IO                                    003620         1,650             
215   PO/PO          1,279,170     277,245     002374        94,118      64,200 
      PO/PO                                    002694       611,600             
      PO/PO                                    003515       232,008             

214   IO/IO    6.5   2,500,000   1,179,813     002353       201,000     508,798 
      IO/IO                                    002367        19,985             
      IO/IO                                    002386       118,077             
      IO/IO                                    002388       132,067             
      IO/IO                                    002389        75,434             
      IO/IO                                    002391        87,133             
      IO/IO                                    002432        95,538             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002454        78,257             
      IO/IO                                    002494         3,897             
214   IP/IP          1,911,765   1,863,015     004457        48,750           0 
214   PO/PO          2,500,000   1,164,813     002353       153,706     428,984 
      PO/PO                                    002367        15,283             
      PO/PO                                    002386        90,294             
      PO/PO                                    002388       100,992             
      PO/PO                                    002389        57,685             
      PO/PO                                    002391        62,929             
      PO/PO                                    002432        69,000             
      PO/PO                                    002454        56,519             
      PO/PO                                    003951       299,794             

213   IO/IO    6.0   2,000,000     788,343     002359       219,197     566,550 
      IO/IO                                    002366        71,761             
      IO/IO                                    002367        71,761             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002380        72,106             
      IO/IO                                    002399        15,507             
      IO/IO                                    002411       109,350             
      IO/IO                                    002477        85,425             
213   PO/PO          2,000,000     788,343     002359       154,727     718,819 
      PO/PO                                    002366        50,655             
      PO/PO                                    002367        50,655             
      PO/PO                                    002380        50,898             
      PO/PO                                    002399        10,338             
      PO/PO                                    002411        72,900             
      PO/PO                                    002477        60,300             
      PO/PO                                    003620         9,365             
      PO/PO                                    003951        33,000             

212   IO/IO    6.0   2,250,000   1,130,756     002319       133,564      97,102 
      IO/IO                                    002322        45,170             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002324        66,918             
      IO/IO                                    002356       143,601             
      IO/IO                                    002369       240,430             
      IO/IO                                    002416       137,417             
      IO/IO                                    002451        94,500             
      IO/IO                                    002470         8,487             
      IO/IO                                    002470         5,656             
      IO/IO                                    002471         8,447             
      IO/IO                                    002481         8,365             
      IO/IO                                    002613         7,083             
      IO/IO                                    003518       122,505             
212   PO/PO          2,250,000   1,130,756     002319       100,173      12,655 
      PO/PO                                    002322        30,113             
      PO/PO                                    002324        50,188             
      PO/PO                                    002356       101,365             
      PO/PO                                    002369       169,715             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002416        97,000             
      PO/PO                                    002451        63,000             
      PO/PO                                    002590         8,484             
      PO/PO                                    002613       170,000             
      PO/PO                                    004693       316,550             

211   IO/IO    6.0   2,000,000     534,002     002303        65,000   1,122,000 
      IO/IO                                    002385         1,133             
      IO/IO                                    002388        33,579             
      IO/IO                                    002401        29,867             
      IO/IO                                    002510       214,419             
211   IP/IP          2,000,000   1,530,000     004459       470,000           0 
211   PO/PO          2,000,000     534,002     002303        65,000     188,000 
      PO/PO                                    002385           800             
      PO/PO                                    002388        22,386             
      PO/PO                                    002401        21,083             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002510       214,419             
      PO/PO                                    003620       954,311             

210   IO/IO    7.0   1,100,000   1,037,631     002292        62,369           0 
210   PO/PO          1,100,000   1,037,631     002292        51,363      11,006 

209   IO/IO    7.5   1,225,000     689,392     002281        58,358     448,750 
      IO/IO                                    004359        28,500             
209   PO/PO          1,225,000     689,392     002281        51,493     484,116 

208   IO/IO    7.0   1,175,000     348,807     002322       252,675     419,232 
      IO/IO                                    002469       154,286             
208   PO/PO          1,175,000     348,807     002322       196,525     188,475 
      PO/PO                                    002469       120,000             
      PO/PO                                    003515        18,966             
      PO/PO                                    004693       302,227             

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
207   IO/IO    7.0   1,025,000     668,800     004393        65,000     291,200 
207   PO/PO          1,025,000     668,800     003515       146,620     118,580 
      PO/PO                                    004393        65,000             
      PO/PO                                    004693        26,000             

206   IO/IO    7.5   1,450,000     318,293     002207        50,667     489,324 
      IO/IO                                    002399        36,905             
      IO/IO                                    002410       160,788             
      IO/IO                                    002411       352,800             
      IO/IO                                    002412        40,073             
      IO/IO                                    003515         1,150             
206   PO/PO          1,450,000     318,293     002207        40,000      69,142 
      PO/PO                                    002399        30,754             
      PO/PO                                    002410       192,946             
      PO/PO                                    002411       294,000             
      PO/PO                                    002412        33,395             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    003515        63,200             
      PO/PO                                    004693       408,270             

205   IO/IO    7.0   1,300,000     333,420     002320       104,167     730,232 
      IO/IO                                    002493       122,181             
      IO/IO                                    004393        10,000             
205   PO/PO          1,300,000     333,420     002320        85,784     471,149 
      PO/PO                                    002493       100,620             
      PO/PO                                    003515        12,723             
      PO/PO                                    004393        10,000             
      PO/PO                                    004693       286,304             

204   IO/IO    6.0   1,225,000     257,948     002237       131,349           0 
      IO/IO                                    002308       130,664             
      IO/IO                                    002311        25,000             
      IO/IO                                    002373        21,381             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002385       100,000             
      IO/IO                                    002386        76,800             
      IO/IO                                    002395        70,442             
      IO/IO                                    002493       106,108             
      IO/IO                                    002526       141,667             
      IO/IO                                    003620       163,641             
204   PO/PO          1,225,000     257,948     002237       112,585     331,590 
      PO/PO                                    002308        92,234             
      PO/PO                                    002311        25,000             
      PO/PO                                    002373        21,381             
      PO/PO                                    002385        70,588             
      PO/PO                                    002386        54,212             
      PO/PO                                    002395        49,723             
      PO/PO                                    002493        70,739             
      PO/PO                                    002526       100,000             
      PO/PO                                    004693        39,000             

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
203   IO/IO    6.5   1,500,000     579,261     002174        34,810      78,500 
      IO/IO                                    002296       120,745             
      IO/IO                                    002304       112,935             
      IO/IO                                    002314       119,555             
      IO/IO                                    002325        13,720             
      IO/IO                                    002326        67,202             
      IO/IO                                    002339         6,538             
      IO/IO                                    002395       171,502             
      IO/IO                                    002526        46,154             
      IO/IO                                    002530       149,077             
203   PO/PO          1,500,000     579,261     002174        25,140     288,209 
      PO/PO                                    002296        92,335             
      PO/PO                                    002304        86,362             
      PO/PO                                    002314        86,345             
      PO/PO                                    002325         9,909             
      PO/PO                                    002326        51,390             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002339         5,000             
      PO/PO                                    002395       131,149             
      PO/PO                                    002530       114,000             
      PO/PO                                    003951        30,900             

202   IO/IO    6.5   1,620,000   1,034,530     002141       144,353      53,577 
      IO/IO                                    002145        80,282             
      IO/IO                                    002303       120,000             
      IO/IO                                    002325         2,566             
      IO/IO                                    002339       184,692             
202   PO/PO          1,620,000   1,034,530     002141       110,388      50,000 
      PO/PO                                    002145        65,229             
      PO/PO                                    002303        91,765             
      PO/PO                                    002325         1,853             
      PO/PO                                    002339       141,235             
      PO/PO                                    004693       125,000             

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
201   IO/IO    6.0   1,000,000     241,548     002133        46,131           0 
      IO/IO                                    002143       150,000             
      IO/IO                                    002387       114,647             
      IO/IO                                    002388        92,221             
      IO/IO                                    002392       102,438             
      IO/IO                                    002437       120,049             
      IO/IO                                    002457        21,729             
      IO/IO                                    003620        14,133             
      IO/IO                                    004359        97,104             
201   PO/PO          1,000,000     241,548     002133        46,131     151,608 
      PO/PO                                    002143       100,000             
      PO/PO                                    002387        76,431             
      PO/PO                                    002388        65,097             
      PO/PO                                    002392        72,309             
      PO/PO                                    002437        84,741             
      PO/PO                                    002457        14,486             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    003515        55,000             
      PO/PO                                    003951        92,649             

200   IO/IO    6.5   1,000,000     261,958     002110       333,846       7,915 
      IO/IO                                    002129       150,318             
      IO/IO                                    002296       166,143             
      IO/IO                                    002413        45,769             
      IO/IO                                    002526        33,846             
      IO/IO                                    003515           204             
200   PO/PO          1,000,000     261,958     002110       350,000     111,042 
      PO/PO                                    002129       114,949             
      PO/PO                                    002296       127,051             
      PO/PO                                    002413        35,000             

199   IO/IO    6.5   2,525,000   1,623,916     002075        74,000     502,509 
      IO/IO                                    002322       138,806             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002324        35,000             
      IO/IO                                    002338       130,769             
      IO/IO                                    003620        20,000             
199   PO/PO          2,525,000   1,623,916     002075        74,000     350,338 
      PO/PO                                    002322       106,146             
      PO/PO                                    002324        35,000             
      PO/PO                                    002338       100,000             
      PO/PO                                    004693       235,600             

198   IO/IO    7.0   2,700,000     948,337     002078       284,446      84,104 
      IO/IO                                    002089       945,409             
      IO/IO                                    002102       131,445             
      IO/IO                                    002116       130,000             
      IO/IO                                    002122       128,060             
      IO/IO                                    002127        22,679             
      IO/IO                                    002130        25,521             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
198   PO/PO          2,700,000     948,337     002078       302,041           0 
      PO/PO                                    002089       945,409             
      PO/PO                                    002102       141,556             
      PO/PO                                    002116       130,000             
      PO/PO                                    002122       149,403             
      PO/PO                                    002127        25,000             
      PO/PO                                    002130        29,774             
      PO/PO                                    004693        28,480             

197   IO/IO    6.0   1,500,000     573,586     002054       337,500      11,500 
      IO/IO                                    002115        77,000             
      IO/IO                                    002470        37,213             
      IO/IO                                    003620       463,202             
197   PO/PO          1,500,000     573,586     002054       225,000     587,789 
      PO/PO                                    002115            10             
      PO/PO                                    003515         2,615             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    004693       111,000             

196   IO/IO    8.0   1,283,018   1,154,881     002186       126,657       1,481 
196   PO/PO          1,283,018   1,154,881     002099        15,554           0 
      PO/PO                                    002186       112,584             

195   IO/IO    7.5   3,080,832   1,678,805     002045       450,000     192,799 
      IO/IO                                    002081        56,338             
      IO/IO                                    002170        66,000             
      IO/IO                                    002177       341,104             
      IO/IO                                    002177       134,068             
      IO/IO                                    002391       161,719             
195   IP/IP          2,432,235   2,404,997                        0      27,238 
195   PO/PO          3,080,832   1,671,541     002045       500,000      67,000 
      PO/PO                                    002081        56,338             
      PO/PO                                    002170        55,000             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002177       111,723             
      PO/PO                                    002177       279,085             
      PO/PO                                    002391       142,693             
      PO/PO                                    002590       145,689             
      PO/PO                                    003951        51,762             

194   IO/IO    6.5   1,400,000     438,953     002059       379,117     252,921 
      IO/IO                                    002313        69,000             
      IO/IO                                    002313        38,000             
      IO/IO                                    002324        55,500             
      IO/IO                                    002328       114,202             
      IO/IO                                    002490        52,308             
194   PO/PO          1,400,000     438,953     002059       400,692     -16,000 
      PO/PO                                    002313        69,000             
      PO/PO                                    002313        38,000             
      PO/PO                                    002324        55,500             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002328       114,202             
      PO/PO                                    002490        40,000             
      PO/PO                                    003515           845             
      PO/PO                                    004693       258,808             

193   IO/IO    7.0     318,000      52,399     002071       257,858           0 
      IO/IO                                    002071         7,743             
193   PO/PO            318,000      52,399     002071       200,556           0 
      PO/PO                                    004693        65,045             

192   IO/IO    6.5   1,225,000     362,670     002067        50,333     618,957 
      IO/IO                                    002095        71,579             
      IO/IO                                    002328        37,000             
      IO/IO                                    002328        40,000             
      IO/IO                                    002526        44,462             
192   PO/PO          1,225,000     362,670     002095        74,442     310,888 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002328        37,000             
      PO/PO                                    002328        40,000             
      PO/PO                                    002526        34,000             
      PO/PO                                    004693       366,000             

191   IO/IO    8.0   1,050,000     344,010     002098        90,000     539,776 
      IO/IO                                    002099         4,000             
      IO/IO                                    002332        71,044             
      IO/IO                                    003515         1,170             
191   PO/PO          1,050,000     344,010     002098       120,000     387,550 
      PO/PO                                    002099        19,820             
      PO/PO                                    002332        66,864             
      PO/PO                                    003951       111,755             

190   IO/IO    7.0     367,770     367,770                        0           0 
190   IP/IP            343,252           0     00C068       114,417           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IP/IP                                    00C068       114,417             
      IP/IP                                    00C068       114,417             
190   PO/PO            367,770     367,770                        0           0 

189   IO/IO    7.0     618,004     607,875     002221        10,130           0 
189   IP/IP            576,804           0     00C062       250,000           0 
      IP/IP                                    00C062       141,814             
      IP/IP                                    00C062       184,990             
189   PO/PO            618,004     607,875     003515        10,130           0 

188   IO/IO    7.5   1,000,000     442,344     002177        72,000     206,669 
      IO/IO                                    002391       195,563             
      IO/IO                                    002774        83,424             
188   IP/IP            789,474     676,816     004393       112,658           0 
188   PO/PO          1,000,000     412,302     002177        60,000      27,500 
      PO/PO                                    002391       172,556             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    002774        83,424             
      PO/PO                                    004393        30,042             
      PO/PO                                    004693       214,176             

187   IP/IP    7.0       1,084       1,084                        0           0 
187    PO/A            183,916     183,916                        0           0 

186   IO/IO    8.0   1,100,000     797,072                        0     302,928 
186   IP/IP            926,316     888,318                        0      37,997 
186   PO/PO          1,100,000     789,947     002099         5,250     282,666 
      PO/PO                                    004693        22,136             

185   IO/IO    7.5     213,344     213,344                        0           0 
185   IP/IP            200,010           0     00C044       200,010           0 
185   PO/PO            213,344     213,344                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
184   IO/IO    7.0   1,494,203     775,237     001981       145,939     223,265 
      IO/IO                                    001982       100,269             
      IO/IO                                    001992        57,567             
      IO/IO                                    002141        22,094             
      IO/IO                                    002399        74,831             
      IO/IO                                    004393        95,000             
184   PO/PO          1,494,203     775,237     001981       170,262      20,306 
      PO/PO                                    001982       107,982             
      PO/PO                                    001992        67,161             
      PO/PO                                    002141        22,094             
      PO/PO                                    002399        61,626             
      PO/PO                                    003515           876             
      PO/PO                                    004393        95,000             
      PO/PO                                    004693       173,658             

183   IO/IO    7.0   1,500,000     556,643     002052        80,705     433,518 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002056       124,753             
      IO/IO                                    002095       144,917             
      IO/IO                                    002315        48,103             
      IO/IO                                    002470        33,168             
      IO/IO                                    002526        77,107             
      IO/IO                                    003515         1,086             
183   PO/PO          1,500,000     556,643     001958       100,176      86,500 
      PO/PO                                    002052            11             
      PO/PO                                    002056            11             
      PO/PO                                    002095       156,064             
      PO/PO                                    002315        42,090             
      PO/PO                                    002461        66,455             
      PO/PO                                    002526        63,500             
      PO/PO                                    004693       428,550             

182   IO/IO    7.5   1,000,000     966,667     004359        33,333           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
182   IP/IP          1,000,000     500,000     001948       500,000           0 
182   IP/IP            937,500     437,500     00C038       500,000           0 
182   PO/PO          1,000,000   1,000,000                        0           0 

181   IO/IO    6.0     266,411           0     001954       266,411           0 
181   PO/PO            266,411           0     001954            11           0 
      PO/PO                                    004693       266,400             

180   IO/IO    7.5   1,400,000      83,278     001918       126,579       7,881 
      IO/IO                                    001921       136,264             
      IO/IO                                    001924       250,000             
      IO/IO                                    001931       195,456             
      IO/IO                                    001932        50,549             
      IO/IO                                    001940        77,410             
      IO/IO                                    001968       352,000             
      IO/IO                                    002177        42,112             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      IO/IO                                    002470        78,470             
180   PO/PO          1,400,000      83,278     001918       105,483           0 
      PO/PO                                    001921       140,963             
      PO/PO                                    001924       250,000             
      PO/PO                                    001931       202,195             
      PO/PO                                    001932        39,907             
      PO/PO                                    001940        61,114             
      PO/PO                                    001958       102,189             
      PO/PO                                    001968       277,895             
      PO/PO                                    002177        35,093             
      PO/PO                                    002470        69,239             
      PO/PO                                    004693        32,645             

179   IO/IO    8.0     725,000     375,718     001900       117,101     232,181 
179   IP/IP            527,273     439,273                        0      88,000 
179   PO/PO            725,000     342,718     001900       124,908     104,425 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
      PO/PO                                    003515        66,949             
      PO/PO                                    004693        86,000             

178   IO/IO    7.0     228,571     228,571                        0           0 
178   IP/IP            200,000           0     004393       200,000    -200,000 
      IP/IP                                    00C023       200,000             
178   PO/PO            228,571     200,000     004393        28,571           0 

177   IO/IO    7.0   1,710,453     488,433     001882       118,101     413,129 
      IO/IO                                    001982        32,863             
      IO/IO                                    002095        97,155             
      IO/IO                                    002315       223,713             
      IO/IO                                    002399         9,671             
      IO/IO                                    002490        62,361             
      IO/IO                                    002796       260,029             
      IO/IO                                    003515         5,000             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
177   PO/PO          1,710,453     488,433     001882       106,672      71,999 
      PO/PO                                    001982        35,391             
      PO/PO                                    002095       104,628             
      PO/PO                                    002315       195,749             
      PO/PO                                    002399         7,964             
      PO/PO                                    002490        51,356             
      PO/PO                                    002796       227,525             
      PO/PO                                    004693       420,736             

176   IO/IO    7.0   1,050,000     481,555     001882        48,493     134,911 
      IO/IO                                    001982       304,212             
      IO/IO                                    002169        80,830             
176   PO/PO          1,050,000     463,466     001882        43,800      63,970 
      PO/PO                                    001982       327,612             
      PO/PO                                    002169        80,830             
      PO/PO                                    004693        70,322             

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
175   IP/IP    7.0       4,364       4,364                        0           0 
175    PO/A            740,636     740,636                        0           0 

174   IP/IP    7.0       1,277       1,277                        0           0 
174    PO/A            216,723     216,723                        0           0 

173   IP/IP    7.0         732         732                        0           0 
173    PO/A            124,170     124,170                        0           0 

171   IO/IO    8.0     955,000     700,831     001744       125,173      42,646 
      IO/IO                                    001770        86,350             
171   PO/PO            955,000     700,831     001744       105,409          14 
      PO/PO                                    001770        83,733             
      PO/PO                                    004693        65,012             

170    IO/B   10.0     120,575           0     001738        81,388      39,187 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
170    PO/A            120,575           0     001738       120,575           0 

169   IO/IO    8.5     300,000     170,499     002221        40,000      89,501 
169   IP/IP            255,000     255,000     004457        42,500     -42,500 
169   PO/PO            300,000     170,499     003515        37,001      92,500 

167    IO/B    5.5     175,000     174,620                        0         380 
167    PO/A            175,000     174,620                        0         380 

166    IO/B    8.0     333,212           0     001728       333,212           0 
166    PO/A            333,212           0     001728       296,189      37,024 

165    IO/B    8.0     390,500           0     001723       341,688         199 
       IO/B                                    004359        48,614             
165    PO/A            390,500           0     001723       390,500           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
163    IO/B    9.0     200,000           0                        0     200,000 
163    PO/A            200,000           0     001700       200,000           0 

162   IO/IO    7.5   2,485,913   1,185,913     001686       866,667      72,900 
      IO/IO                                    003515        74,000             
      IO/IO                                    004359       286,433             
162   PO/PO          2,485,913   1,185,913     001686     1,300,000           0 

161    IO/B    6.5     776,750           0     000172        29,875           0 
       IO/B                                    001666       746,875             
161    PO/A            776,750           0     001666       776,750           0 

157    IO/B    6.5     500,000           0     000172        38,462           0 
       IO/B                                    001630       461,538             
157    PO/A            500,000           0     001630       500,000           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
156   IO/IO    6.5   2,000,000     250,000     000172       134,615           0 
      IO/IO                                    001634     1,615,385             
156   PO/PO          2,000,000     250,000     001634     1,750,000           0 

155   IO/IO    7.0   1,200,000     400,000     001622       446,429      91,429 
      IO/IO                                    001642       257,143             
      IO/IO                                    003515         5,000             
155   PO/PO          1,200,000     400,000     001622       500,000           0 
      PO/PO                                    001642       300,000             

154   IO/IO    7.5   1,000,000   1,000,000                        0           0 
154   PO/PO          1,000,000   1,000,000                        0           0 

153   IO/IO    7.0     500,000     500,000                        0           0 
153   PO/PO            500,000     500,000                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
152    IO/B    7.0     256,000           0     001567        50,000     189,838 
       IO/B                                    002348        16,162             
152    PO/A            256,000           0     001567        50,000           0 
       PO/A                                    001567       206,000             

151   IP/IP    7.5       1,340       1,340                        0           0 
151    PO/A            199,660     199,660                        0           0 

150   IO/IO    7.5   2,260,000   1,739,896     001570       221,754           0 
      IO/IO                                    003515       298,350             
150   IP/IP          2,260,000   2,009,000     001568       250,702         298 
150   IP/IP          2,118,750     806,250     001546     1,312,500           0 
150   PO/PO          2,260,000   1,669,129     001570       438,227         278 
      PO/PO                                    001597       151,834             
      PO/PO                                    003515           532             

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
148   IO/IO    7.0   1,067,860   1,050,003     001499        17,857           0 
148   PO/PO          1,067,860   1,050,003     003515        17,857           0 

147   IO/IO    8.0   1,000,000     327,709     001545       205,043     409,132 
      IO/IO                                    001770        12,758             
      IO/IO                                    004359        45,359             
147   PO/PO          1,000,000     327,709     001545       273,390         604 
      PO/PO                                    001569       378,527             
      PO/PO                                    001770        12,371             
      PO/PO                                    003515         7,399             

146   IO/IO    7.5   2,000,000   1,412,430     001768       332,192     255,379 
146   IP/IP          2,000,000   1,346,565     001484       653,435           0 
146   IP/IP          2,000,000   1,940,000     001768        10,000      50,000 
146   IP/IP          1,578,947   1,436,476     004393        60,119      41,510 
      IP/IP                                    004457        40,843             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
146   PO/PO          2,000,000   1,505,124     001571       155,761      22,000 
      PO/PO                                    001768       301,083             
      PO/PO                                    004393        16,032             

143    IO/B    8.0     300,000           0     001392       262,500      37,500 
143    PO/A            300,000           0     001392       300,000           0 

141    IO/B    9.5     421,220           0     001368       421,220           0 
141    PO/A            421,220           0     001368       400,164      10,820 
       PO/A                                    001373        10,236             

140    IO/B    9.5     300,000           0                        0     300,000 
140    PO/A            300,000           0     001373       300,000           0 

137    IO/B    8.0     800,000           0     001348       750,000         207 
       IO/B                                    004359        49,793             
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
137    PO/A            800,000           0     001348       800,000           0 

112    IO/B    8.0     750,000           0     001324       656,250           0 
       IO/B                                    004359        93,750             
112    PO/A            750,000           0     001324       750,000           0 

111   IP/IP    7.0      43,740      43,740                        0           0 
111    PO/A              6,249       6,249                        0           0 

110   IP/IP    7.5      20,829      20,829                        0           0 
110    PO/A              1,389       1,389                        0           0 

109    IO/B    8.5       3,093       3,093                        0           0 
109   IP/IP             52,579      52,579                        0           0 

108    IO/B    9.5       8,769       8,769                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
108   IP/IP             55,539      55,539                        0           0 

107    IO/B    9.5      44,335      22,537     001305        21,798           0 
107   IP/IP            421,180     214,101     001305       207,079           0 

106    IO/B    8.0     800,000           0     001275       700,000     100,000 
106    PO/A            800,000           0     001275       800,000           0 

105    IO/B    8.0     380,000           0     001204       356,250      23,750 
105    PO/A            380,000           0     001204       380,000           0 

104    IO/B    8.5     600,000     564,706     001179       564,706    -564,706 
       IO/B                                    002221        35,294             
104    PO/A            600,000     564,706     001179       600,000    -564,706 

103    IO/B    9.5     870,010           0     001169       641,060     228,950 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
103    PO/A            870,010           0     001169       870,010           0 

102    IO/B    9.0     900,020           0     000149        60,000      40,002 
       IO/B                                    001130       800,018             
102    PO/A            900,020           0     001130       900,020           0 

101    IO/B    7.5     200,000     199,000                        0       1,000 
101    PO/A            200,000     199,000                        0       1,000 

020   IO/IO    7.9     124,223           0                        0     124,223 
020   IP/IP            124,223           0                        0     124,223 

019   IO/IO    7.8      88,683           0                        0      88,683 
019   IP/IP             88,683           0                        0      88,683 

018    IO/B   10.0      88,342           0     000179        82,158       6,184 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
018    PO/A             88,342           0     000179        88,342           0 

017    IO/B   10.0      24,754           0     000179        23,021       1,733 
017    PO/A             24,754           0     000179        24,754           0 

016    IO/B   10.0     251,007           0     000179       233,437      17,570 
016    PO/A            251,007           0     000179       251,007           0 

015    IO/B   12.0      20,552      20,552                        0           0 
015    PO/A             20,552      20,552                        0           0 

014    IO/B   12.0      46,111      46,111                        0           0 
014    PO/A             46,111      46,111                        0           0 

013    IO/B   10.0     456,361           0     000164       433,543      22,818 
013    PO/A            456,361           0     000164       456,361           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
012    IO/B    9.0     100,000     100,000                        0           0 
012   IP/IP            100,000     100,000                        0           0 

011    IO/B   10.0      55,997           0     000179        52,077       3,920 
011    PO/A             55,997           0     000179        55,997           0 

010    IO/B    9.5     106,555           0     000158       106,555           0 
010    PO/A            106,555           0     000158       106,555           0 

009    IO/B    9.5     300,000           0     000129       284,210      15,790 
009    PO/A            300,000           0     000129       300,000           0 

008    IO/B    9.0       8,906       8,906                        0           0 
008    PO/A              8,906       8,906                        0           0 

007    IO/B    9.0      73,422      73,422                        0           0 
         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
007    PO/A             73,422      73,422                        0           0 

006    IO/B    8.0     160,200     160,200                        0           0 
006    PO/A            160,200     160,200                        0           0 

005    IO/B    9.5      25,752      25,752                        0           0 
005    PO/A             25,752      25,752                        0           0 

004    IO/B    9.5      79,370      79,370                        0           0 
004    PO/A             79,370      79,370                        0           0 

003    IO/B    9.0      33,728      33,728                        0           0 
003    PO/A             33,728      33,728                        0           0 

002    IO/B    8.5     364,927     364,927                        0           0 
002    PO/A            364,927     364,927                        0           0 

         FHLMC STRIP CURRENT CONFIGURATION
As of 11/01/2017
SER  STRIP    COLL  ORG STRIP   RECOMBINED     REMIC       REMIC     AVAILABLE 
 #  TYPE/ID   COUP  UPB($-000)  UPB($-000)     SERIES    UPB($-000)  UPB($-000)
001    IO/B    8.0     200,000           0                        0     200,000 
001    PO/A            200,000           0     000103       200,000           0