REPORT DATE: 30 NOV 2022 CUSIP ISSUE DATE MATURITY SCHED DATE SECURITY DESCRIPTION CURRENCY INITIAL FACE CURRENT PRINCIPAL CURRENT PRINCIPAL FACTOR DENOM MINIMUM DENOM MULTIPLE LEAD UNDERWRITER NEXT RATE LOCK PAY FREQUENCY ___________ __________ ___________________ ________________________ ________ _____________________ _____________________ ________________________ _____________________ _____________________ ___________________________________ _________________ ______________________________ 26827XAA1 20160824 20660726 ECMC Trust 2016-1 A USD 373,700,000.00 180,427,946.44 0.482814949 100,000 1,000 BANK OF AMERICA SECURITIES monthly 26828WAA2 20170309 20661227 ECMC Trust 2017-1 A USD 409,200,000.00 227,701,688.40 0.556455739 100,000 1,000 WILMINGTON monthly 63890BAB2 20181115 20591215 NAV TRUST 2018-E A2 USD 230,970,000.00 67,625,377.86 0.292788578 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63890BAC0 20181115 20591215 NAV TRUST 2018-E B USD 61,060,000.00 61,060,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63935BAA1 20201117 20690115 NAV TRUST 2020-H A USD 885,700,000.00 346,871,103.56 0.391634982 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63935BAB9 20201117 20690115 NAV TRUST 2020-H B USD 69,500,000.00 69,500,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63935CAB7 20191024 20680815 NAV TRUST 2019-F A2 USD 383,800,000.00 164,220,618.03 0.427880714 100,000 1,000 BARCLAYS CAPITAL monthly 63935CAC5 20191024 20680815 NAV TRUST 2019-F B USD 37,700,000.00 37,700,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63938EAC8 20140529 20310625 NAV TRUST 2014-1N A3 USD 350,000,000.00 173,851,533.10 0.496718666 100,000 1,000 ROYAL BANK OF CANADA monthly 63938EAD6 20140529 20390225 NAV TRUST 2014-1N A4 USD 60,000,000.00 60,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63938EAE4 20140529 20480625 NAV TRUST 2014-1N B USD 20,000,000.00 20,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63938GAA7 20140814 20830325 NAV TRUST 2014-2N A USD 256,000,000.00 103,022,074.62 0.402429979 25,000 1,000 DEUTSCHE BANK monthly 63938GAB5 20140814 20830625 NAV TRUST 2014-2N B USD 7,000,000.00 7,000,000.00 1.000000000 25,000 1,000 DEUTSCHE BANK monthly 63938JAA1 20140814 20830325 NAV TRUST 2014-3 A USD 256,000,000.00 112,296,050.69 0.438656448 25,000 1,000 DEUTSCHE BANK monthly 63938JAB9 20140814 20830625 NAV TRUST 2014-3 B USD 7,000,000.00 7,000,000.00 1.000000000 25,000 1,000 DEUTSCHE BANK monthly 63938QAA5 20140814 20830325 NAV TRUST 2014-4 A USD 256,400,000.00 106,612,274.31 0.415804502 25,000 1,000 DEUTSCHE BANK monthly 63938QAB3 20140814 20830625 NAV TRUST 2014-4 B USD 7,000,000.00 7,000,000.00 1.000000000 25,000 1,000 DEUTSCHE BANK monthly 63938WAA2 20140814 20830325 NAV TRUST 2014-5 A USD 154,100,000.00 63,093,505.10 0.409432220 25,000 1,000 DEUTSCHE BANK monthly 63938WAB0 20140814 20830625 NAV TRUST 2014-5 B USD 4,200,000.00 4,200,000.00 1.000000000 25,000 1,000 DEUTSCHE BANK monthly 63939AAA9 20140814 20830325 NAV TRUST 2014-7 A USD 153,800,000.00 67,275,456.84 0.437421696 25,000 1,000 DEUTSCHE BANK monthly 63939AAB7 20140814 20830625 NAV TRUST 2014-7 B USD 4,200,000.00 4,200,000.00 1.000000000 25,000 1,000 DEUTSCHE BANK monthly 63939BAA7 20140814 20830325 NAV TRUST 2014-6 A USD 153,800,000.00 63,458,132.85 0.412601644 25,000 1,000 DEUTSCHE BANK monthly 63939BAB5 20140814 20830625 NAV TRUST 2014-6 B USD 4,200,000.00 4,200,000.00 1.000000000 25,000 1,000 DEUTSCHE BANK monthly 63939CAB3 20141023 20290215 NAV TRUST 2014-A A2A USD 168,000,000.00 2,976,838.37 0.017719276 100,000 1,000 BARCLAYS CAPITAL monthly 63939CAC1 20141023 20290215 NAV TRUST 2014-A A2B USD 168,000,000.00 2,976,838.37 0.017719276 100,000 1,000 BARCLAYS CAPITAL monthly 63939CAD9 20141023 20311015 NAV TRUST 2014-A A3 USD 76,000,000.00 76,000,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63939CAE7 20141023 20440815 NAV TRUST 2014-A B USD 66,400,000.00 66,400,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63939DAC9 20141125 20490525 NAV TRUST 2014-8 A3 USD 468,800,000.00 334,306,015.82 0.713110102 25,000 1,000 BARCLAYS CAPITAL monthly 63939DAD7 20141125 20490726 NAV TRUST 2014-8 B USD 27,900,000.00 27,900,000.00 1.000000000 25,000 1,000 BARCLAYS CAPITAL monthly 63939EAB9 20150122 20281215 NAV TRUST 2015-A A2A USD 154,000,000.00 12,509,674.87 0.081231655 100,000 1,000 CREDIT SUISSE monthly 63939EAC7 20150122 20281215 NAV TRUST 2015-A A2B USD 154,000,000.00 12,509,674.87 0.081231655 100,000 1,000 CREDIT SUISSE monthly 63939EAD5 20150122 20301115 NAV TRUST 2015-A A3 USD 75,000,000.00 75,000,000.00 1.000000000 100,000 1,000 CREDIT SUISSE monthly 63939EAE3 20150122 20441215 NAV TRUST 2015-A B USD 82,500,000.00 82,500,000.00 1.000000000 100,000 1,000 CREDIT SUISSE monthly 63939FAB6 20150226 20400425 NAV TRUST 2015-1 A2 USD 629,700,000.00 392,399,755.80 0.623153495 25,000 1,000 JP MORGAN SECURITIES monthly 63939FAC4 20150226 20520725 NAV TRUST 2015-1 B USD 26,700,000.00 26,700,000.00 1.000000000 25,000 1,000 JP MORGAN SECURITIES monthly 63939GAC2 20150423 20401126 NAV TRUST 2015-2 A3 USD 475,500,000.00 338,434,034.25 0.711743500 25,000 1,000 BARCLAYS CAPITAL monthly 63939GAD0 20150423 20500825 NAV TRUST 2015-2 B USD 27,500,000.00 27,500,000.00 1.000000000 25,000 1,000 BARCLAYS CAPITAL monthly 63939KAC3 20150813 20400716 NAV TRUST 2015-B A3 USD 276,000,000.00 169,245,310.02 0.613207645 100,000 1,000 BARCLAYS CAPITAL monthly 63939LAB3 20150618 20560626 NAV TRUST 2015-3 A2 USD 486,000,000.00 310,290,951.53 0.638458748 25,000 1,000 JP MORGAN SECURITIES monthly 63939LAC1 20150618 20581025 NAV TRUST 2015-3 B USD 20,000,000.00 20,000,000.00 1.000000000 25,000 1,000 JP MORGAN SECURITIES monthly 63939NAB9 20160204 20451215 NAV TRUST 2016-A A2A USD 150,000,000.00 44,035,490.40 0.293569936 100,000 1,000 JP MORGAN SECURITIES monthly 63939NAC7 20160204 20451215 NAV TRUST 2016-A A2B USD 150,000,000.00 44,035,490.40 0.293569936 100,000 1,000 JP MORGAN SECURITIES monthly 63939NAD5 20160204 20581216 NAV TRUST 2016-A B USD 58,000,000.00 58,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63939QAA4 20160811 20650625 NAV TRUST 2016-5 A USD 1,008,000,000.00 558,738,319.10 0.554303888 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63939RAA2 20170323 20661227 NAV TRUST 2017-2 A USD 921,400,000.00 483,196,778.93 0.524415866 100,000 1,000 JP MORGAN SECURITIES monthly 63939XAB7 20171026 20581216 NAV TRUST 2017-A A2A USD 123,200,000.00 21,776,739.97 0.176759253 100,000 1,000 BARCLAYS CAPITAL monthly 63939XAC5 20171026 20581216 NAV TRUST 2017-A A2B USD 123,200,000.00 21,776,739.97 0.176759253 100,000 1,000 BARCLAYS CAPITAL monthly 63939XAD3 20171026 20581216 NAV TRUST 2017-A B USD 76,800,000.00 76,800,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63939YAA7 20171116 20761026 NAV TRUST 2017-6 A USD 750,900,000.00 395,353,087.33 0.526505643 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63940AAB4 20170727 20660927 NAV TRUST 2017-4 A2 USD 220,000,000.00 24,459,026.68 0.111177394 100,000 1,000 ROYAL BANK OF CANADA monthly 63940AAC2 20170727 20660927 NAV TRUST 2017-4 A3 USD 472,000,000.00 472,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63940AAD0 20170727 20660927 NAV TRUST 2017-4 B USD 15,000,000.00 15,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63940CAA2 20170914 20660726 NAV TRUST 2017-5 A USD 1,028,300,000.00 511,009,616.02 0.496946043 100,000 1,000 JP MORGAN SECURITIES monthly 63940DAB8 20180201 20670325 NAV TRUST 2018-1 A2 USD 283,300,000.00 19,597,563.35 0.069176009 100,000 1,000 JP MORGAN SECURITIES monthly 63940DAC6 20180201 20670325 NAV TRUST 2018-1 A3 USD 471,000,000.00 471,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63940DAD4 20180201 20670325 NAV TRUST 2018-1 B USD 14,900,000.00 14,900,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63940EAA8 20160310 20700225 NAV TRUST 2016-1 A USD 1,081,000,000.00 427,032,064.25 0.395034287 100,000 1,000 JP MORGAN SECURITIES monthly 63940EAB6 20160310 20710225 NAV TRUST 2016-1 B USD 29,000,000.00 29,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63940FAC1 20160414 20650625 NAV TRUST 2016-2 A3 USD 240,000,000.00 219,775,539.12 0.915731413 100,000 1,000 BARCLAYS CAPITAL monthly 63940GAA3 20161103 20660325 NAV TRUST 2016-7 A USD 896,000,000.00 505,656,592.00 0.564348875 100,000 1,000 ROYAL BANK OF CANADA monthly 63940HAC7 20160616 20650625 NAV TRUST 2016-3 A3 USD 375,000,000.00 284,823,809.62 0.759530159 100,000 1,000 ROYAL BANK OF CANADA monthly 63940JAB5 20170420 20660726 NAV TRUST 2017-3 A2 USD 175,000,000.00 12,409,765.02 0.070912943 100,000 1,000 ROYAL BANK OF CANADA monthly 63940JAC3 20170420 20660726 NAV TRUST 2017-3 A3 USD 530,000,000.00 530,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63940LAB0 20161020 20660325 NAV TRUST 2016-6 A2 USD 280,000,000.00 29,106,848.12 0.103953029 100,000 1,000 JP MORGAN SECURITIES monthly 63940LAC8 20161020 20660325 NAV TRUST 2016-6 A3 USD 448,000,000.00 448,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63940NAC4 20170216 20660726 NAV TRUST 2017-1 A3 USD 500,000,000.00 432,433,616.00 0.864867232 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63940PAB1 20180222 20420218 NAV TRUST 2018-A A2 USD 163,210,000.00 9,941,670.79 0.060913368 100,000 1,000 BARCLAYS CAPITAL monthly 63940PAD7 20180222 20420218 NAV TRUST 2018-A B USD 42,890,000.00 42,890,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63940QAB9 20180524 20591215 NAV TRUST 2018-B A2A USD 110,000,000.00 45,593,177.52 0.414483432 100,000 1,000 JP MORGAN SECURITIES monthly 63940QAC7 20180524 20591215 NAV TRUST 2018-B A2B USD 110,000,000.00 45,593,177.52 0.414483432 100,000 1,000 JP MORGAN SECURITIES monthly 63940QAD5 20180524 20591215 NAV TRUST 2018-B B USD 75,000,000.00 75,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63940TAB3 20180628 20670325 NAV TRUST 2018-3 A2 USD 272,000,000.00 56,748,610.38 0.208634597 100,000 1,000 ROYAL BANK OF CANADA monthly 63940TAC1 20180628 20670325 NAV TRUST 2018-3 A3 USD 501,000,000.00 501,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63940UAB0 20181025 20591215 NAV TRUST 2018-D A2A USD 241,000,000.00 133,344,502.53 0.553296691 100,000 1,000 JP MORGAN SECURITIES monthly 63940UAC8 20181025 20591215 NAV TRUST 2018-D A2B USD 100,000,000.00 55,329,669.10 0.553296691 100,000 1,000 JP MORGAN SECURITIES monthly 63940UAD6 20181025 20591215 NAV TRUST 2018-D B USD 75,000,000.00 75,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63940VAB8 20180726 20420616 NAV TRUST 2018-C A2 USD 221,010,000.00 33,641,945.28 0.152219109 100,000 1,000 BARCLAYS CAPITAL monthly 63940VAC6 20180726 20420616 NAV TRUST 2018-C B USD 63,000,000.00 63,000,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63940WAA8 20160629 20650625 NAV TRUST 2016-4 A USD 520,000,000.00 304,388,507.80 0.585362515 100,000 1,000 BARCLAYS CAPITAL monthly 63940XAB4 20190124 20671227 NAV TRUST 2019-1 A2 USD 557,400,000.00 448,606,445.60 0.804819601 100,000 1,000 ROYAL BANK OF CANADA monthly 63940XAC2 20190124 20671227 NAV TRUST 2019-1 B USD 10,600,000.00 10,600,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63940YAB2 20190516 20680215 NAV TRUST 2019-C A2 USD 227,040,000.00 92,695,030.95 0.408276211 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63940YAC0 20190516 20680215 NAV TRUST 2019-C B USD 47,630,000.00 47,630,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63941BAB1 20190221 20430115 NAV TRUST 2019-A A2A USD 221,760,000.00 62,805,689.43 0.283214689 100,000 1,000 BARCLAYS CAPITAL monthly 63941BAC9 20190221 20430115 NAV TRUST 2019-A A2B USD 50,000,000.00 14,160,734.45 0.283214689 100,000 1,000 BARCLAYS CAPITAL monthly 63941BAD7 20190221 20430115 NAV TRUST 2019-A B USD 61,930,000.00 61,930,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63941CAB9 20190627 20591215 NAV TRUST 2019-D A2A USD 150,000,000.00 100,813,137.60 0.672087584 100,000 1,000 JP MORGAN SECURITIES monthly 63941CAC7 20190627 20591215 NAV TRUST 2019-D A2B USD 184,000,000.00 123,664,115.46 0.672087584 100,000 1,000 JP MORGAN SECURITIES monthly 63941CAE3 20190627 20591215 NAV TRUST 2019-D B USD 60,000,000.00 60,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63941DAB7 20180329 20670325 NAV TRUST 2018-2 A2 USD 278,000,000.00 1,260,351.64 0.004533639 100,000 1,000 ROYAL BANK OF CANADA monthly 63941DAC5 20180329 20670325 NAV TRUST 2018-2 A3 USD 484,100,000.00 484,100,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63941DAD3 20180329 20670325 NAV TRUST 2018-2 B USD 14,500,000.00 14,500,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63941FAB2 20200130 20681115 NAV TRUST 2020-A A2A USD 200,000,000.00 155,922,402.00 0.779612010 100,000 1,000 JP MORGAN SECURITIES monthly 63941FAC0 20200130 20681115 NAV TRUST 2020-A A2B USD 132,000,000.00 102,908,785.32 0.779612010 100,000 1,000 JP MORGAN SECURITIES monthly 63941FAD8 20200130 20681115 NAV TRUST 2020-A B USD 71,000,000.00 71,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63941GAB0 20200220 20690115 NAV TRUST 2020-B A2 USD 342,700,000.00 187,566,450.22 0.547319668 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63941GAC8 20200220 20690115 NAV TRUST 2020-B B USD 44,200,000.00 44,200,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63941HAA0 20200611 20690515 NAV TRUST 2020-D A USD 744,400,000.00 247,483,729.45 0.332460679 100,000 1,000 BARCLAYS CAPITAL monthly 63941HAB8 20200611 20690515 NAV TRUST 2020-D B USD 63,200,000.00 63,200,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63941JAA6 20191212 20681015 NAV TRUST 2019-G A USD 464,200,000.00 108,900,541.54 0.234598323 100,000 1,000 ROYAL BANK OF CANADA monthly 63941JAB4 20191212 20681015 NAV TRUST 2019-G B USD 33,700,000.00 33,700,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63941KAB1 20200319 20681115 NAV TRUST 2020-C A2A USD 175,000,000.00 155,797,309.15 0.890270338 100,000 1,000 JP MORGAN SECURITIES monthly 63941KAC9 20200319 20681115 NAV TRUST 2020-C A2B USD 114,000,000.00 101,490,818.53 0.890270338 100,000 1,000 JP MORGAN SECURITIES monthly 63941KAD7 20200319 20681115 NAV TRUST 2020-C B USD 72,000,000.00 72,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63941LAB9 20190321 20591215 NAV TRUST 2019-B A2A USD 201,000,000.00 125,634,299.06 0.625046264 100,000 1,000 JP MORGAN SECURITIES monthly 63941LAC7 20190321 20591215 NAV TRUST 2019-B A2B USD 90,000,000.00 56,254,163.76 0.625046264 100,000 1,000 JP MORGAN SECURITIES monthly 63941LAD5 20190321 20591215 NAV TRUST 2019-B B USD 61,000,000.00 61,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63941MAB7 20190801 20680515 NAV TRUST 2019-E A2A USD 178,000,000.00 81,078,955.86 0.455499752 100,000 1,000 ROYAL BANK OF CANADA monthly 63941MAC5 20190801 20680515 NAV TRUST 2019-E A2B USD 50,000,000.00 22,774,987.60 0.455499752 100,000 1,000 ROYAL BANK OF CANADA monthly 63941MAD3 20190801 20680515 NAV TRUST 2019-E B USD 44,200,000.00 44,200,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63941NAC3 20180920 20670627 NAV TRUST 2018-4 A2 USD 729,800,000.00 560,237,353.56 0.767658747 100,000 1,000 ROYAL BANK OF CANADA monthly 63941NAD1 20180920 20670627 NAV TRUST 2018-4 B USD 14,400,000.00 14,400,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63941PAA2 20190603 20451115 NAV TRUST 2019-PT-AA USD 329,300,000.00 83,755,751.53 0.254344827 100,000 1,000 GOLDMAN SACHS & CO. monthly 63941PAB0 20190603 20451115 NAV TRUST 2019-PT-AB USD 20,581,000.00 20,581,000.00 1.000000000 100,000 1,000 GOLDMAN SACHS & CO. monthly 63941PAC8 20190603 20451115 NAV TRUST 2019-PT-AC USD 20,581,000.00 20,581,000.00 1.000000000 100,000 1,000 GOLDMAN SACHS & CO. monthly 63941PAD6 20190603 20451115 NAV TRUST 2019-PT-AD USD 20,581,000.00 20,581,000.00 1.000000000 100,000 1,000 GOLDMAN SACHS & CO. monthly 63941PAE4 20190603 20451115 NAV TRUST 2019-PT-AE USD 20,581,380.00 20,581,380.00 1.000000000 100,000 1,000 GOLDMAN SACHS & CO. monthly 63941RAB6 20190418 20680227 NAV TRUST 2019-2 A2 USD 565,100,000.00 487,268,674.15 0.862269818 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63941RAC4 20190418 20680227 NAV TRUST 2019-2 B USD 10,500,000.00 10,500,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63941TAA4 20200625 20690515 NAV TRUST 2020-E A USD 460,100,000.00 232,041,917.83 0.504329315 100,000 1,000 JP MORGAN SECURITIES monthly 63941TAB2 20200625 20690515 NAV TRUST 2020-E B USD 39,000,000.00 39,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63941UAA1 20200916 20690915 NAV TRUST 2020-G A USD 729,900,000.00 243,642,406.07 0.333802447 100,000 1,000 JP MORGAN SECURITIES monthly 63941UAB9 20200916 20690915 NAV TRUST 2020-G B USD 56,500,000.00 56,500,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63941VAA9 20190926 20680725 NAV TRUST 2019-3 A USD 738,600,000.00 526,023,172.82 0.712189511 100,000 1,000 ROYAL BANK OF CANADA monthly 63941VAB7 20190926 20680725 NAV TRUST 2019-3 B USD 10,500,000.00 10,500,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63941WAB5 20191025 20680725 NAV TRUST 2019-4 A2 USD 359,400,000.00 348,926,760.90 0.970859101 100,000 1,000 JP MORGAN SECURITIES monthly 63941WAC3 20191025 20680725 NAV TRUST 2019-4 B USD 7,000,000.00 7,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63941XAA5 20200730 20690715 NAV TRUST 2020-F A USD 724,700,000.00 224,166,264.32 0.309322843 100,000 1,000 BARCLAYS CAPITAL monthly 63941XAB3 20200730 20690715 NAV TRUST 2020-F B USD 56,100,000.00 56,100,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63942AAA4 20201210 20690415 NAV TRUST 2020-I A1A USD 252,000,000.00 152,349,920.86 0.604563178 100,000 1,000 CREDIT SUISSE monthly 63942AAB2 20201210 20690415 NAV TRUST 2020-I A1B USD 300,000,000.00 181,368,953.40 0.604563178 100,000 1,000 CREDIT SUISSE monthly 63942AAC0 20201210 20690415 NAV TRUST 2020-I B USD 52,000,000.00 52,000,000.00 1.000000000 100,000 1,000 CREDIT SUISSE monthly 63942BAA2 20210128 20690515 NAV TRUST 2021-A A USD 768,300,000.00 360,698,391.59 0.469475975 100,000 1,000 BARCLAYS CAPITAL monthly 63942BAB0 20210128 20690515 NAV TRUST 2021-A B USD 49,500,000.00 49,500,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63942CAA0 20210520 20600415 NAV TRUST 2021-D A USD 427,000,000.00 272,894,337.02 0.639096808 100,000 1,000 CREDIT SUISSE 20221207 monthly 63942CAB8 20210520 20600415 NAV TRUST 2021-D B USD 24,000,000.00 24,000,000.00 1.000000000 100,000 1,000 CREDIT SUISSE monthly 63942CAC6 20210520 20600415 NAV TRUST 2021-D C USD 70,000,000.00 70,000,000.00 1.000000000 100,000 1,000 CREDIT SUISSE monthly 63942CAD4 20210520 20600415 NAV TRUST 2021-D D USD 37,000,000.00 37,000,000.00 1.000000000 100,000 1,000 CREDIT SUISSE monthly 63942EAA6 20210729 20691216 NAV TRUST 2021-E A USD 963,600,000.00 724,957,897.88 0.752343190 100,000 1,000 JP MORGAN SECURITIES monthly 63942EAB4 20210729 20691216 NAV TRUST 2021-E B USD 55,400,000.00 55,400,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63942FAA3 20200813 20690625 NAV 2020-1 A1A USD 275,000,000.00 212,560,297.95 0.772946538 100,000 1,000 ROYAL BANK OF CANADA monthly 63942FAB1 20200813 20690625 NAV 2020-1 A1B USD 485,000,000.00 374,879,070.93 0.772946538 100,000 1,000 ROYAL BANK OF CANADA monthly 63942FAC9 20200813 20690625 NAV 2020-1B USD 10,800,000.00 10,800,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63942GAA1 20210928 20700218 NAV TRUST 2021-F A USD 945,700,000.00 755,123,532.77 0.798481054 100,000 1,000 BARCLAYS CAPITAL monthly 63942GAB9 20210928 20700218 NAV TRUST 2021-F B USD 45,600,000.00 45,600,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 63942HAA9 20201022 20690825 NAV 2020-2 A1A USD 250,000,000.00 186,344,880.00 0.745379520 100,000 1,000 ROYAL BANK OF CANADA monthly 63942HAB7 20201022 20690825 NAV 2020-2 A1B USD 515,800,000.00 384,466,756.42 0.745379520 100,000 1,000 ROYAL BANK OF CANADA monthly 63942HAC5 20201022 20690825 NAV 2020-2 B USD 11,000,000.00 11,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63942JAA5 20210527 20691015 NAV TRUST 2021-C A USD 1,016,300,000.00 666,599,280.07 0.655907980 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63942JAB3 20210527 20691015 NAV TRUST 2021-C B USD 76,400,000.00 76,400,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63942KAA2 20211123 20700415 NAV TRUST 2021-G A USD 957,400,000.00 828,297,861.33 0.865153396 100,000 1,000 ROYAL BANK OF CANADA monthly 63942KAB0 20211123 20700415 NAV TRUST 2021-G B USD 54,000,000.00 54,000,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63942LAA0 20210325 20690715 NAV TRUST 2021-B A USD 937,500,000.00 561,132,783.75 0.598541636 100,000 1,000 ROYAL BANK OF CANADA monthly 63942LAB8 20210325 20690715 NAV TRUST 2021-B B USD 69,100,000.00 69,100,000.00 1.000000000 100,000 1,000 ROYAL BANK OF CANADA monthly 63942MAA8 20220210 20700715 NAV TRUST 2022-A A USD 912,500,000.00 818,845,929.33 0.897365402 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63942MAB6 20220210 20700715 NAV TRUST 2022-A B USD 39,400,000.00 39,400,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 63942NAA6 20210218 20691226 NAV 2021-1 A1A USD 150,000,000.00 116,918,058.15 0.779453721 100,000 1,000 JP MORGAN SECURITIES monthly 63942NAB4 20210218 20691226 NAV 2021-1 A1B USD 851,500,000.00 663,704,843.43 0.779453721 100,000 1,000 JP MORGAN SECURITIES monthly 63942NAC2 20210218 20691226 NAV 2021-1 B USD 14,400,000.00 14,400,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63942PAA1 20220525 20701015 NAV TRUST 2022-B A USD 678,000,000.00 641,072,121.16 0.945534102 100,000 1,000 JP MORGAN SECURITIES monthly 63942PAB9 20220525 20701015 NAV TRUST 2022-B B USD 36,600,000.00 36,600,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63942QAA9 20210422 20700225 NAV 2021-2 A1A USD 300,000,000.00 246,119,775.00 0.820399250 100,000 1,000 JP MORGAN SECURITIES monthly 63942QAB7 20210422 20700225 NAV 2021-2 A1B USD 697,300,000.00 572,064,397.02 0.820399250 100,000 1,000 JP MORGAN SECURITIES monthly 63942QAC5 20210422 20700225 NAV 2021-2 B USD 14,300,000.00 14,300,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 63942WAA6 20211028 20700825 NAV 2021-3 A1A USD 600,000,000.00 505,480,891.20 0.842468152 100,000 1,000 JP MORGAN SECURITIES monthly 63942WAB4 20211028 20700825 NAV 2021-3 A1B USD 364,600,000.00 307,163,888.22 0.842468152 100,000 1,000 JP MORGAN SECURITIES monthly 63942WAC2 20211028 20700825 NAV 2021-3 B USD 13,900,000.00 13,900,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78442GFJ0 20030131 20370615 SLM Trust 2003-1 B USD 62,280,000.00 14,977,496.04 0.240486449 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GFK7 20050615 20321215 SLM TRUST 2003-1 A5A USD 332,650,000.00 87,138,976.81 0.261953936 250,000 1,000 MORGAN STANLEY & CO. quarterly 78442GFL5 20070917 20321215 SLM TRUST 2003-1 A5 USD 430,000,000.00 112,640,192.48 0.261953936 250,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GFM3 20090915 20321215 SLM Trust 2003-1 A5C USD 400,000,000.00 104,781,574.40 0.261953936 250,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GGD2 20090615 20330315 SLM TRUST2003-4 A5A USD 200,000,000.00 52,231,017.40 0.261155087 250,000 1,000 DEUTSCHE BANK quarterly 78442GGE0 20080317 20330315 SLM TRUST 2003-4 A5B USD 200,000,000.00 52,231,017.40 0.261155087 250,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GGF7 20080317 20330315 SLM TRUST 2003-4 A5C USD 338,527,000.00 88,408,048.14 0.261155087 250,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GGG5 20100315 20330315 SLM TRUST 2003-4 A5D USD 200,000,000.00 52,231,017.40 0.261155087 250,000 1,000 BANK OF AMERICA SECURITIES quarterly 78442GGM2 20030416 20380615 SLM TRUST 2003-4 B USD 68,367,000.00 14,654,246.99 0.214346790 100,000 1,000 MORGAN STANLEY & CO. quarterly 78442GGN0 20100315 20330315 SLM TRUST 2003-4 A5E USD 200,000,000.00 52,231,017.40 0.261155087 250,000 1,000 BANK OF AMERICA SECURITIES quarterly 78442GHH2 20080616 20331215 SLM TRUST 2003-7 A5A USD 367,497,000.00 110,224,786.03 0.299933839 250,000 1 BARCLAYS CAPITAL quarterly 78442GHK5 20030722 20390915 SLM TRUST 2003-7 B USD 75,985,000.00 17,689,740.96 0.232805698 100,000 1,000 JP MORGAN SECURITIES quarterly 78442GJF4 20030930 20681217 SLM TRUST 03-10 B USD 90,350,000.00 90,350,000.00 1.000000000 100,000 50,000 CREDIT SUISSE FIRST BOSTON CORP 28_Days 78442GJH0 20210315 20681217 SLM TRUST 03-10 A-4 USD 826,600,000.00 755,596,480.10 0.914101718 100,000 1 BARCLAYS CAPITAL quarterly 78442GJS6 20170615 20251215 SLM TRUST 2003-11 A6 USD 275,000,000.00 6,560,570.77 0.023856621 250,000 1 BANK OF AMERICA SECURITIES quarterly 78442GJT4 20080915 20381215 SLM TRUST 2003-11 A7 USD 300,000,000.00 300,000,000.00 1.000000000 250,000 1 MORGAN STANLEY & CO. quarterly 78442GJY3 20031030 20380315 SLM TRUST 2003-11B USD 60,763,000.00 14,587,107.27 0.240065620 100,000 1,000 MORGAN STANLEY & CO. quarterly 78442GKD7 20031125 20681215 SLM TRUST 2003-12 B USD 75,943,000.00 17,636,462.59 0.232232893 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78442GKG0 20140425 20651026 2003-14 A7 USD 327,810,000.00 327,810,000.00 1.000000000 250,000 1 BANK OF AMERICA SECURITIES quarterly 78442GKN5 20031211 20250725 SLM TRUST 2003-14 A6 USD 250,000,000.00 11,209,722.25 0.044838889 5,000 1,000 MORGAN STANLEY & CO. quarterly 78442GKP0 20031211 20651026 SLM TRUST 2003-14 B USD 68,345,000.00 16,136,378.00 0.236101807 100,000 1,000 MORGAN STANLEY & CO. quarterly 78442GKU9 20040129 20280725 SLM TRUST 2004-1 A5 USD 168,000,000.00 158,920,628.16 0.945956120 10,000 1,000 MORGAN STANLEY & CO. quarterly 78442GKV7 20040129 20390725 SLM TRUST 2004-1 B USD 60,759,000.00 14,801,099.35 0.243603406 100,000 1,000 MORGAN STANLEY & CO. quarterly 78442GKW5 20090126 20390725 SLM TRUST 2004-1 A6 USD 168,515,000.00 168,515,000.00 1.000000000 250,000 1 MORGAN STANLEY & CO. quarterly 78442GLB0 20040304 20390725 SLM TRUST 2004-2 B USD 92,245,000.00 22,246,809.02 0.241170893 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly 78442GLJ3 20040318 20641027 SLM TRUST 2004-3 B USD 92,058,000.00 23,404,223.68 0.254233458 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly 78442GLK0 20140425 20641027 2004-3 A6A USD 362,200,000.00 244,866,365.45 0.676052914 250,000 1 BANK OF AMERICA SECURITIES quarterly 78442GLL8 20140425 20641027 2004-3 A6B USD 362,200,000.00 244,866,365.45 0.676052914 250,000 1 BANK OF AMERICA SECURITIES quarterly 78442GLW4 20040610 20701027 SLM TRUST 2004-5 B USD 91,051,000.00 26,616,056.45 0.292320309 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly 78442GMR4 20040825 20400125 SLM TRUST 2004-8 B USD 67,530,000.00 17,311,630.12 0.256354659 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GMT0 20131025 20400125 2004-8 A6 USD 505,981,000.00 336,413,585.59 0.664873949 250,000 1 BANK OF AMERICA SECURITIES quarterly 78442GND4 20041020 20400125 SLM TRUST 2004-10 B USD 118,341,000.00 34,784,150.72 0.293931526 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GNJ1 20180425 20291025 SLM 2004-10 A7A USD 250,000,000.00 114,914,224.25 0.459656897 250,000 1 BANK OF AMERICA SECURITIES quarterly 78442GNK8 20180425 20291025 SLM 2004-10 A7B USD 250,000,000.00 114,914,224.25 0.459656897 250,000 1 BANK OF AMERICA SECURITIES quarterly 78442GPC4 20050413 20400425 SLM TRUST 2005-3 A6 USD 466,424,000.00 315,902,559.54 0.677286245 10,000 1,000 GOLDMAN SACHS & CO. quarterly 78442GPD2 20050413 20400425 SLM TRUST 2005-3 B USD 45,972,000.00 15,241,723.99 0.331543635 100,000 1,000 GOLDMAN SACHS & CO. quarterly 78442GPG5 20050519 20270125 SLM TRUST 2005-4 A3 USD 735,000,000.00 25,185,978.93 0.034266638 10,000 1,000 DEUTSCHE BANK quarterly 78442GPH3 20050519 20400725 SLM TRUST 2005-4 A4 USD 466,611,000.00 466,611,000.00 1.000000000 10,000 1,000 DEUTSCHE BANK quarterly 78442GPL4 20050519 20550726 SLM TRUST 2005-4 B USD 77,369,000.00 25,494,075.13 0.329512791 100,000 1,000 DEUTSCHE BANK quarterly 78442GPQ3 20050629 20281025 SLM TRUST 2005-5 A4 USD 361,844,000.00 56,013,648.04 0.154800544 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78442GPR1 20100125 20401025 SLM TRUST 2005-5 A5 USD 350,000,000.00 350,000,000.00 1.000000000 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78442GPS9 20050629 20401025 SLM TRUST 2005-5 B USD 68,779,000.00 22,404,568.32 0.325747224 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78442GPY6 20050727 20311027 SLM TRUST 2005-6 A6 USD 600,000,000.00 126,189,871.20 0.210316452 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GQA7 20050727 20440125 SLM TRUST 2005-6 B USD 101,346,000.00 29,264,972.46 0.288762975 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GQE9 20050727 20440125 SLM TRUST 2005-6 A7 USD 450,846,000.00 450,846,000.00 1.000000000 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GQJ8 20050811 20291025 SLM TRUST 2005-7 A4 USD 307,339,000.00 50,141,865.80 0.163148399 100,000 1,000 DEUTSCHE BANK quarterly 78442GQK5 20130725 20400125 SLM 2005-7 A5 USD 180,000,000.00 180,000,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78442GQL3 20050811 20400125 SLM TRUST 2005-7 B USD 47,052,000.00 14,132,890.34 0.300367473 100,000 1,000 DEUTSCHE BANK quarterly 78442GQS8 20050920 20400125 SLM TRUST 2005-8 A5 USD 510,000,000.00 418,069,823.52 0.819744752 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GQT6 20050920 20550125 SLM TRUST 2005-8 B USD 77,747,000.00 24,520,778.48 0.315391957 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78442GRA6 20180125 20410125 SLM TRUST 2005-9 A7A USD 597,500,000.00 370,692,108.79 0.620405203 250,000 1 CREDIT SUISSE FIRST BOSTON CORP quarterly 78442GRB4 20051115 20410125 SLM TRUST 2005-9 A7B USD 380,000,000.00 235,753,977.52 0.620405204 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly 78442GRC2 20051115 20410125 SLM TRUST 2005-9 B USD 93,381,000.00 29,288,821.41 0.313648616 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly 78442GRX6 20060223 20410125 SLM TRUST 2006-2 A6 USD 1,200,000,000.00 702,968,500.80 0.585807084 100,000 1,000 DEUTSCHE BANK quarterly 78442GRY4 20060223 20410125 SLM TRUST 2006-2 B USD 93,179,000.00 35,034,124.82 0.375987345 100,000 1,000 DEUTSCHE BANK quarterly 78442GSL1 20060420 20700127 SLM TRUST 2006-4 B USD 77,832,000.00 26,320,478.49 0.338170399 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly 784437AA3 20090407 20401217 SLM TRUST 2009-I A USD 1,027,000,000.00 370,840,962.28 0.361091492 250,000 1,000 DEUTSCHE BANK quarterly 78443BAG1 20061130 20440325 SLM 2006-10 A6 USD 1,178,509,000.00 856,821,983.64 0.727038982 100,000 1,000 DEUTSCHE BANK quarterly 78443BAK2 20061130 20440325 SLM 2006-10 B USD 125,780,000.00 43,267,706.95 0.343995126 100,000 1,000 DEUTSCHE BANK quarterly 78443CAG9 20030313 20320615 SLMPC TRUST 2003A B USD 34,570,000.00 2,150,455.27 0.062205822 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CAH7 20030313 20320615 SLMPC TRUST 2003A C USD 47,866,000.00 30,941,998.18 0.646429578 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CAJ3 20030313 20320615 SLMPC TRUST 2003A A3 USD 76,600,000.00 21,250,000.03 0.277415144 50,000 50,000 MERRILL LYNCH CAPITAL MARKETS 28_Days 78443CAK0 20030313 20320615 SLMPC TRUST 2003A A4 USD 76,600,000.00 21,250,000.03 0.277415144 50,000 50,000 MERRILL LYNCH CAPITAL MARKETS 28_Days 78443CAN4 20030627 20330315 SLMPC TRUST 2003B A3 USD 109,000,000.00 36,700,000.03 0.336697248 50,000 50,000 MERRILL LYNCH CAPITAL MARKETS 28_Days 78443CAP9 20030627 20330315 SLMPC TRUST 2003B A4 USD 109,000,000.00 36,700,000.03 0.336697248 50,000 50,000 MERRILL LYNCH CAPITAL MARKETS 28_Days 78443CAQ7 20030627 20330315 SLMPC TRUST 2003B B USD 43,871,000.00 2,372,906.76 0.054088276 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CAR5 20030627 20330315 SLMPC TRUST 2003B C USD 60,744,000.00 50,044,567.15 0.823860252 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CBA1 20031009 20320915 SLMPC TRUST 2003C A3 USD 75,000,000.00 26,100,000.00 0.348000000 50,000 50,000 MERRILL LYNCH CAPITAL MARKETS 28_Days 78443CBB9 20031009 20320915 SLMPC TRUST 2003C A4 USD 75,000,000.00 26,100,000.00 0.348000000 50,000 50,000 MERRILL LYNCH CAPITAL MARKETS 28_Days 78443CBC7 20031009 20320915 SLMPC TRUST 2003C A5 USD 70,000,000.00 24,400,000.03 0.348571429 50,000 50,000 MERRILL LYNCH CAPITAL MARKETS 28_Days 78443CBD5 20031009 20320915 SLMPC TRUST 2003C B USD 43,965,000.00 2,932,247.08 0.066695032 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CBE3 20031009 20320915 SLMPC TRUST 2003C C USD 60,875,000.00 54,589,520.56 0.896747771 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CBH6 20040325 20330615 SLMPC TRUST 2004A A3 USD 325,016,000.00 67,618,234.53 0.208045864 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CBN3 20040526 20240315 SLMPC TRUST 2004B A3 USD 277,150,000.00 20,265,702.16 0.073121783 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CBP8 20040526 20330915 SLMPC TRUST 2004B A4 USD 100,000,000.00 100,000,000.00 1.000000000 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CBV5 20050428 20381215 SLMPC TRUST 2005A A4 USD 237,215,000.00 155,886,198.77 0.657151524 1,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CCB8 20051027 20390615 SLMPC TRUST 2005B A4 USD 400,109,000.00 182,551,877.43 0.456255364 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CCL6 20060406 20390615 SLMPC TRUST 2006A A5 USD 700,000,000.00 299,027,996.40 0.427182852 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CCM4 20060406 20390615 SLMPC TRUST 2006A B USD 73,297,000.00 7,664,214.46 0.104563822 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78443CCU6 20060608 20391215 SLMPC TRUST 2006B A5 USD 720,000,000.00 278,071,148.16 0.386209928 100,000 1,000 GOLDMAN SACHS & CO. quarterly 78443CCV4 20060608 20391215 SLMPC TRUST 2006B B USD 73,106,000.00 4,083,593.91 0.055858533 100,000 1,000 GOLDMAN SACHS & CO. quarterly 78443DAD4 20070329 20411216 SLMPC TRUST 2007A A4 USD 653,891,000.00 297,564,933.02 0.455068097 100,000 1,000 MORGAN STANLEY & CO. quarterly 78443DAF9 20070329 20411216 SLMPC TRUST 2007A B USD 73,142,000.00 47,425,064.71 0.648397155 100,000 1,000 MORGAN STANLEY & CO. quarterly 78443DAH5 20070329 20411216 SLMPC TRUST 2007A C1 USD 35,273,000.00 18,620,661.81 0.527901279 100,000 1,000 MORGAN STANLEY & CO. quarterly 78443DAJ1 20070329 20411216 SLMPC TRUST 2007A C2 USD 66,000,000.00 34,849,999.96 0.528030302 100,000 50,000 MORGAN STANLEY & CO. 28_Days 78443FAF4 20070719 20430126 SLM TRUST 2007-5 A6 USD 1,149,512,000.00 682,682,137.89 0.593888657 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78443FAJ6 20070719 20430126 SLM TRUST 2007-5 B2 USD 40,200,000.00 39,600,000.01 0.985074627 100,000 1,000 BANK OF AMERICA SECURITIES 28_Days 78443GAF2 20060810 20420127 SLM TRUST 2006-7 A6A USD 730,000,000.00 428,364,536.55 0.586800735 100,000 1,000 GOLDMAN SACHS & CO. quarterly 78443GAG0 20060810 20420127 SLM TRUST 2006-7 A6B USD 90,000,000.00 52,800,000.03 0.586666667 50,000 50,000 GOLDMAN SACHS & CO. 28_Days 78443GAH8 20060810 20420127 SLM TRUST 2006-7 A6C USD 90,000,000.00 52,800,000.03 0.586666667 50,000 50,000 GOLDMAN SACHS & CO. 28_Days 78443GAJ4 20060810 20560125 SLM TRUST 2006-7 B USD 78,120,000.00 24,120,245.89 0.308758908 100,000 1,000 GOLDMAN SACHS & CO. quarterly 78443HAF0 20060914 20410125 SLM TRUST 2006-8 A6 USD 761,039,000.00 628,862,026.54 0.826320368 100,000 1,000 LEHMAN BROS quarterly 78443HAJ2 20060914 20410125 SLM TRUST 2006-8 B USD 93,558,000.00 31,347,540.11 0.335059964 100,000 1,000 LEHMAN BROS quarterly 78443JAE9 20060928 20391215 SLMPC TRUST 2006C A5 USD 356,017,000.00 80,181,209.21 0.225217361 100,000 1,000 DEUTSCHE BANK quarterly 78443JAF6 20060928 20391215 SLMPC TRUST 2006C B USD 39,177,000.00 30,428,931.82 0.776703980 100,000 1,000 DEUTSCHE BANK quarterly 78443JAG4 20060928 20391215 SLMPC TRUST 2006C C USD 54,245,000.00 40,043,763.15 0.738201920 100,000 1,000 DEUTSCHE BANK quarterly 78443KAF3 20061012 20410125 SLM TRUST 2006-9 A-6 USD 764,116,000.00 592,426,604.80 0.775309776 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78443KAK2 20061012 20410125 SLM TRUST 2006-9 B USD 78,000,000.00 30,559,114.17 0.391783515 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78443VAG7 20070125 20420127 SLM TRUST 2007-1 A6 USD 1,221,758,000.00 1,013,008,684.69 0.829140210 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78443VAJ1 20070125 20420127 SLM TRUST 2007-1 B USD 124,261,000.00 45,250,155.85 0.364154126 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 784442AC9 20080207 20230425 SLM TRUST 2008-2 A3 USD 1,080,064,000.00 358,061,993.19 0.331519237 100,000 1,000 GREENWICH CAPITAL quarterly 784442AD7 20080207 20830125 SLM TRUST 2008-2 B USD 68,414,000.00 68,414,000.00 1.000000000 100,000 1,000 GREENWICH CAPITAL quarterly 78444AAE7 20070405 20420127 SLM TRUST 2007-4 A5 USD 1,804,295,000.00 1,301,439,825.69 0.721301021 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78444AAH0 20070405 20420127 SLM TRUST 2007-4 B2A USD 35,205,000.00 35,120,896.06 0.997611023 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78444AAJ6 20070405 20420127 SLM TRUST 2007-4 B2B USD 49,000,000.00 48,900,000.02 0.997959184 100,000 1,000 BANK OF AMERICA SECURITIES 28_Days 78444CAE3 20071023 20430427 SLM TRUST 2007-6 A5 USD 517,957,000.00 428,124,430.02 0.826563653 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444CAF0 20071023 20430427 SLM TRUST 2007-6 B USD 46,793,000.00 23,910,852.31 0.510992078 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444EAD1 20071108 20830426 SLM TRUST 2007-7 A4 USD 535,481,000.00 201,975,324.41 0.377184857 100,000 1,000 BARCLAYS CAPITAL quarterly 78444EAE9 20071108 20701027 SLM TRUST 2007-7 B USD 60,015,000.00 60,015,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL quarterly 78444GAC8 20080228 20830426 SLM TRUST 2008-3 A3 USD 425,000,000.00 145,405,584.48 0.342130787 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78444GAD6 20080228 20830426 SLM TRUST 2008-3 B USD 30,374,000.00 30,374,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78444XAE7 20071206 20430427 SLM TRUST 2007-8 A5 USD 452,735,000.00 441,809,570.46 0.975867937 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444XAF4 20071206 20830426 SLM TRUST 2007-8 B USD 46,724,000.00 27,635,831.48 0.591469726 100,000 1,000 CITIGROUP, INC (DEBT) quarterly 78444YAD7 20080430 20230725 SLM TRUST 2008-5 A4 USD 1,597,204,000.00 301,739,601.39 0.188917384 100,000 1,000 DEUTSCHE BANK quarterly 78444YAE5 20080430 20730725 SLM TRUST 2008-5 B USD 122,418,000.00 122,418,000.00 1.000000000 100,000 1,000 DEUTSCHE BANK quarterly 78445AAD8 20080417 20580425 SLM TRUST 2008-4 A4 USD 280,016,000.00 105,386,177.16 0.376357698 100,000 1,000 CREDIT SUISSE quarterly 78445AAE6 20080417 20730425 SLM TRUST 2008-4 B USD 29,969,000.00 29,969,000.00 1.000000000 100,000 1,000 CREDIT SUISSE quarterly 78445BAA2 20090409 20430727 SLM TRUST 2009-1 A USD 2,179,092,000.00 591,873,071.20 0.271614540 100,000 1,000 DEUTSCHE BANK quarterly 78445CAD4 20080612 20230725 SLM TRUST 2008-6 A4 USD 559,210,000.00 291,107,315.00 0.520568865 100,000 1,000 ROYAL BANK OF SCOTLAND DEBT quarterly 78445CAE2 20080612 20830726 SLM TRUST 2008-6 B USD 60,439,000.00 60,439,000.00 1.000000000 100,000 1,000 ROYAL BANK OF SCOTLAND DEBT quarterly 78445FAD7 20080702 20230725 SLM TRUST 2008-7 A4 USD 407,582,000.00 219,707,746.76 0.539051643 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78445FAE5 20080702 20830726 SLM TRUST 2008-7 B USD 46,502,000.00 46,502,000.00 1.000000000 100,000 1,000 MERRILL LYNCH CAPITAL MARKETS quarterly 78445GAD5 20080805 20230425 SLM TRUST 2008-8 A4 USD 236,744,000.00 76,413,226.88 0.322767322 100,000 1,000 ROYAL BANK OF SCOTLAND DEBT quarterly 78445GAE3 20080805 20751025 SLM TRUST 2008-8 B USD 29,466,000.00 29,466,000.00 1.000000000 100,000 1,000 ROYAL BANK OF SCOTLAND DEBT quarterly 78445JAA5 20080828 20230425 SLM TRUST 2008-9 A USD 3,963,579,000.00 318,343,273.95 0.080317126 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78445JAB3 20080828 20831025 SLM TRUST 2008-9 B USD 122,584,000.00 122,584,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES quarterly 78445NAA6 20090421 20430427 SLM TRUST 2009-2 A USD 1,845,143,000.00 498,319,277.49 0.270070817 100,000 1,000 DEUTSCHE BANK quarterly 78445QAE1 20100722 20411015 SLMPETRUST 2010-C A5 USD 406,059,000.00 351,193,618.68 0.864883228 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78445RAA7 20091120 20450125 SLM TRUST 2009-3 A USD 839,100,000.00 227,363,433.84 0.270961070 100,000 1,000 CITIGROUP, INC (DEBT) monthly 78445UAA0 20111118 20400827 SLM TRUST 2011-3 A USD 812,000,000.00 168,833,816.23 0.207923419 100,000 1,000 JP MORGAN SECURITIES monthly 78445UAD4 20111118 20440725 SLM TRUST 2011-3 B USD 24,000,000.00 24,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78445VAA8 20120614 20451127 SLM Trust 2012-4 A USD 1,491,000,000.00 290,610,402.96 0.194909727 100,000 1,000 JP MORGAN SECURITIES monthly 78445VAB6 20120614 20451127 SLM Trust 2012-4 B USD 44,800,000.00 44,800,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78445XAA4 20100415 20250325 SLM TRUST 2010-1 A USD 1,185,000,000.00 126,802,392.03 0.107006238 100,000 1,000 JP MORGAN SECURITIES monthly 78445XAB2 20100415 20350226 SLM TRUST 2010-1 B USD 36,780,000.00 36,780,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78446AAA3 20100826 20330425 SLM TRUST 2010-2 A USD 738,000,000.00 145,360,559.66 0.196965528 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78446AAB1 20100826 20431228 SLM TRUST 2010-2 B USD 22,379,000.00 22,379,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78446CAA9 20130411 20430625 SLM TRUST 2013-2 A USD 1,211,000,000.00 344,019,564.85 0.284078914 100,000 1,000 BARCLAYS CAPITAL monthly 78446CAB7 20130411 20430625 SLM TRUST 2013-2 B USD 35,000,000.00 35,000,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 78446JAB2 20110526 20341025 SLM TRUST 2011-2 A2 USD 175,000,000.00 135,612,801.10 0.774930292 100,000 1,000 JP MORGAN SECURITIES monthly 78446JAC0 20110526 20461025 SLM TRUST 2011-2 B USD 24,000,000.00 24,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78446WAC1 20120119 20280925 SLM TRUST 2012-1 A3 USD 346,500,000.00 177,933,273.21 0.513515940 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78446WAD9 20120119 20420526 SLM TRUST 2012-1 B USD 23,140,000.00 23,140,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78446YAA1 20120315 20290125 SLM TRUST 2012-2 A USD 799,000,000.00 199,984,413.02 0.250293383 100,000 1,000 BARCLAYS CAPITAL monthly 78446YAB9 20120315 20720425 SLM TRUST 2012-2 B USD 25,000,000.00 25,000,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 78447AAA2 20120503 20381227 SLM Trust 2012-3 A USD 1,214,500,000.00 293,243,622.82 0.241452139 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78447AAB0 20120503 20721125 SLM TRUST 2012-3 B USD 37,605,000.00 37,605,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78447EAC0 20120719 20750125 SLM TRUST 2012-5 A3 USD 575,000,000.00 333,023,673.45 0.579171606 100,000 1,000 JP MORGAN SECURITIES monthly 78447EAD8 20120719 20750125 SLM TRUST 2012-5 B USD 36,800,000.00 36,800,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78447GAC5 20120920 20260526 SLM TRUST 2012-6 A3 USD 575,000,000.00 265,239,996.82 0.461286951 100,000 1,000 BARCLAYS CAPITAL monthly 78447GAD3 20120920 20430427 SLM TRUST 2012-6 B USD 37,400,000.00 37,400,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 78447KAC6 20121108 20260526 SLM TRUST 2012-7 A3 USD 575,000,000.00 330,827,524.20 0.575352216 100,000 1,000 JP MORGAN SECURITIES monthly 78447KAD4 20121108 20430925 SLM TRUST 2012-7 B USD 37,500,000.00 37,500,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78447LAA8 20121220 20700428 SLM TRUST 2012-8 A USD 1,484,500,000.00 450,402,627.87 0.303403589 100,000 1,000 BARCLAYS CAPITAL monthly 78447LAB6 20121220 20700428 SLM TRUST 2012-8 B USD 42,500,000.00 42,500,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 78447MAC2 20130214 20550525 SLM TRUST 2013-1 A3 USD 538,000,000.00 294,736,026.78 0.547836481 100,000 1,000 JP MORGAN SECURITIES monthly 78447MAD0 20130214 20701125 SLM TRUST 2013-1 B USD 35,000,000.00 35,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78447YAC6 20130620 20550426 SLM 2013-3 A-3 USD 634,000,000.00 364,291,188.52 0.574591780 100,000 1,000 JP MORGAN SECURITIES monthly 78447YAD4 20130620 20760925 SLM 2013-3 B USD 35,000,000.00 35,000,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78448AAA1 20130815 20430625 SLM TRUST 2013-4 A USD 726,000,000.00 185,090,188.34 0.254945163 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78448AAD5 20130815 20701226 SLM TRUST 2013-4 B USD 20,600,000.00 20,600,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly 78448BAC5 20130919 20440627 SLM TRUST 2013-5 A3 USD 509,400,000.00 256,225,883.25 0.502995452 100,000 1,000 JP MORGAN SECURITIES monthly 78448BAD3 20130919 20440627 SLM TRUST 2013-5 B USD 27,400,000.00 27,400,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78448CAG4 20131114 20550625 SLM TRUST 2013-6 A3 USD 510,700,000.00 248,609,323.81 0.486801104 100,000 1,000 BARCLAYS CAPITAL monthly 78448CAH2 20131114 20830726 SLM TRUST 2013-6 B USD 27,400,000.00 27,400,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 78448EAC9 20140128 20290226 SLM TRUST 2014-1 A3 USD 510,600,000.00 261,485,977.72 0.512115115 100,000 1,000 JP MORGAN SECURITIES monthly 78448EAD7 20140128 20680625 SLM TRUST 2014-1 B USD 27,300,000.00 27,300,000.00 1.000000000 100,000 1,000 JP MORGAN SECURITIES monthly 78448GAC4 20140327 20550325 SLM TRUST 2014-2 A3 USD 506,100,000.00 264,978,337.20 0.523569131 100,000 1,000 BARCLAYS CAPITAL monthly 78448GAD2 20140327 20720125 SLM TRUST 2014-2 B USD 27,200,000.00 27,200,000.00 1.000000000 100,000 1,000 BARCLAYS CAPITAL monthly 78449EAA2 20210615 20681217 SLM TRUST 03-12 A6 USD 452,452,418.00 367,367,119.66 0.811946417 100,000 1 BANK OF AMERICA SECURITIES quarterly 83149EAG2 20060621 20401025 SLM TRUST 2006-5 B USD 92,968,000.00 36,136,205.78 0.388695097 100,000 1,000 LEHMAN BROS quarterly 83149EAH0 20060621 20401025 SLM TRUST 2006-5 A6A USD 382,946,000.00 294,584,574.68 0.769258785 100,000 1,000 LEHMAN BROS quarterly 83149EAJ6 20180125 20401025 SLM TRUST 2006-5 A6B USD 200,000,000.00 153,851,757.00 0.769258785 100,000 1,000 LEHMAN BROS quarterly 83149EAK3 20180425 20401025 SLM TRUST 2006-5 A6C USD 200,000,000.00 153,851,757.00 0.769258785 100,000 1,000 LEHMAN BROS quarterly 83149FAD6 20060720 20700127 SLM TRUST 2006-6 B USD 46,666,000.00 14,948,282.44 0.320324914 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly 83149VAB5 20110303 20341025 SLM TRUST 2011-1 A2 USD 200,000,000.00 118,153,656.60 0.590768283 100,000 1,000 BANK OF AMERICA SECURITIES monthly 83149VAC3 20110303 20470425 SLM TRUST 2011-1 B USD 24,370,000.00 24,370,000.00 1.000000000 100,000 1,000 BANK OF AMERICA SECURITIES monthly XS0172693052 20100615 20331215 SLM TRUST 2003-7 A5B EUR 750,000,000.00 224,950,379.25 0.299933839 250,000 1 JP MORGAN SECURITES INC quarterly XS0187456156 20140425 20390725 SLM TRUST 2004-2 A6 EUR 500,000,000.00 372,236,191.50 0.744472383 100,000 1 CREDIT SUISSE FIRST BOSTON CORP quarterly XS0194143532 20150126 20391025 SLM TRUST 2004-5 A6 EUR 760,000,000.00 451,133,659.20 0.593596920 100,000 1 CREDIT SUISSE FIRST BOSTON CORP quarterly XS0203069710 20141027 20400125 SLM 2004-10 A8 EUR 408,000,000.00 408,000,000.00 1.000000000 100,000 1 MERRILL LYNCH CAPITAL MARKETS quarterly XS0251323860 20180125 20700127 SLM TRUST 2006-4 A6 USD 984,383,898.00 554,563,042.24 0.563360538 100,000 1 CREDIT SUISSE FIRST BOSTON CORP quarterly XS0261462591 20170725 20700127 SLM TRUST 2006-6 A4 USD 473,000,000.00 317,934,696.79 0.672166378 100,000 1,000 CREDIT SUISSE FIRST BOSTON CORP quarterly