1 12/19/2022 11/30/2022 TRANCHE FILE HEADER 2GNMA-2020-002O DA 38380LV67 .32314137 2.25000 20691220 43500000.00 14056649.81 20221220 20200120 2GNMA-2020-002O DI 38380LV75 .32314137 2.32411 20691220 43500000.00 14056649.81 20221220 20200101 2GNMA-2020-002O DZ 38380LV83 1.14050675 4.57837 20691220 954540.00 1088659.32 20221220 20200101 2GNMA-2021-015O HB 38382YCY7 .49386635 1.25000 20650920 63356606.00 31289695.82 20221220 20210901 2GNMA-2021-015O IH 38382YCZ4 .49498137 1.88681 20650920 63356606.00 31360339.94 20221220 20210901 2GNMA-2021-017O F 38382YGZ0 .79135346 3.74212 20700320 24766876.00 19599353.06 20221220 20211120 2GNMA-2021-017O IO 38382YHA4 .79383754 .85512 20700320 24766876.00 19660875.99 20221220 20211101 2GNMA-2022-017O AF 38382YXB4 .98849357 1.78900 20720720 50911988.00 50326173.16 20221220 20220820 2GNMA-2022-017O F 38382YXT5 1.00243599 3.92108 20720820 317142101.00 317914656.54 20221220 20220820 3 TOTAL AGGREGATE: 632255593.00 TOTAL BALANCE: 499353053.45 TOTAL NUMBER OF POOLS: 9