1 07/18/2017 06/30/2017 TRANCHE FILE HEADER 2GNMA-2001-034 X 38373MAQ3 .01043320 .00000 20410316 266332856.00 2778704.87 20170716 20010701 2GNMA-2002-035 IO 38373MCB4 .00192941 .00000 20420316 293438264.00 566162.23 20170716 20020501 2GNMA-2005-002 IO 38373MMW7 .02035577 .00000 20440716 283591945.00 5772732.43 20170716 20050101 2GNMA-2005-014 IO 38373MPE4 .03067744 .00000 20461216 268300000.00 8230756.82 20170716 20050201 2GNMA-2014-134 IO 38378XSP7 .80854694 .00000 20550216 100000000.00 80854694.07 20170716 20140901 2GNMA-2014-022O AI 38375URW2 .81299417 1.95087 20641120 23076189.00 18760807.21 20170720 20141101 2GNMA-2014-022O BI 38375URX0 .82440817 1.55096 20641020 33915317.00 27960064.29 20170720 20141101 2GNMA-2014-022O CI 38375USC5 .82694658 1.70442 20641120 115730329.00 95702799.68 20170720 20141101 2GNMA-2014-022O DI 38375USD3 .81747401 1.36900 20641120 22676201.00 18537204.96 20170720 20141101 2GNMA-2014-022O FA 38375URY8 .80563961 1.64278 20641120 23076189.00 18591091.88 20170720 20141120 2GNMA-2014-022O FB 38375URZ5 .82411423 1.52278 20641020 33915317.00 27950095.37 20170720 20141120 2GNMA-2014-022O FC 38375USE1 .82574565 1.47278 20641120 115730329.00 95563815.93 20170720 20141120 2GNMA-2014-022O FD 38375USF8 .80913172 1.65278 20641120 22676201.00 18348033.55 20170720 20141120 2GNMA-2014-022O HA 38375USA9 .76902390 3.15000 20641120 32774271.00 25204197.63 20170720 20141101 2GNMA-2014-022O HI 38375USB7 .77609210 1.43880 20641120 32774271.00 25435852.78 20170720 20141101 2GNMA-2014-022O JA 38375USG6 .94454658 3.25000 20641120 66761714.00 63059548.39 20170720 20141101 2GNMA-2014-022O JI 38375USH4 .95516320 1.34625 20641120 66761714.00 63768332.68 20170720 20141101 2GNMA-2014-022O RR1 38375USJ0 .00000000 .00000 20641120 .00 .00 20170720 20141101 2GNMA-2014-022O RR2 38375USK7 .00000000 .00000 20641120 .00 .00 20170720 20141101 2GNMA-2015-018O BI 38376REY8 .83977918 2.26688 20650720 62584185.00 52556895.27 20170720 20150701 2GNMA-2015-018O CI 38376RFA9 .00000000 .00000 20650720 34386774.00 .00 20170720 20150701 2GNMA-2015-018O FA 38376REW2 .81214930 1.44278 20650620 40925391.00 33237527.77 20170720 20150720 2GNMA-2015-018O FB 38376REZ5 .83529489 1.59278 20650720 62584185.00 52276250.18 20170720 20150720 2GNMA-2015-018O IA 38376REX0 .81214938 1.82965 20650620 40925391.00 33237530.99 20170720 20150701 2GNMA-2015-018O KC 38376RFB7 .00000000 2.50000 20650720 34386774.00 .00 20170720 20150701 2GNMA-2015-018O RR1 38376RFC5 .00000000 .00000 20650620 .00 .00 20170720 20150701 2GNMA-2015-018O RR2 38376RFD3 .00000000 .00000 20650720 .00 .00 20170720 20150701 2GNMA-2015-018O RR3 38376RFE1 .00000000 .00000 20650720 .00 .00 20170720 20150701 2GNMA-2015-031O FT 38376RMX1 .91080677 1.64278 20651120 150144887.00 136752980.28 20170720 20151220 2GNMA-2015-031O HA 38376RMZ6 .00000000 2.50000 20630720 55057286.00 .00 20170720 20151201 2GNMA-2015-031O HI 38376RNA0 .00000000 .00000 20630720 55057286.00 .00 20170720 20151201 2GNMA-2015-031O HZ 38376RNB8 .00000000 .00000 20630720 250000.00 .00 20170720 20151201 2GNMA-2015-031O RR1 38376RNC6 .00000000 .00000 20651120 .00 .00 20170720 20151201 2GNMA-2015-031O RR2 38376RND4 .00000000 .00000 20630720 .00 .00 20170720 20151201 2GNMA-2015-031O TI 38376RMY9 .91129301 .74232 20651120 150144887.00 136825986.75 20170720 20151201 2GNMA-2016-015O AI 38376RWX0 .99468740 2.53333 20660720 65209792.00 64863358.70 20170720 20160701 2GNMA-2016-015O FA 38376RWY8 .98667967 1.79278 20660720 65209792.00 64341175.95 20170720 20160720 2GNMA-2016-015O FL 38376RWV4 .91450282 1.59278 20660720 116058840.00 106136136.18 20170720 20160720 2GNMA-2016-015O FQ 38376RWZ5 .00000000 1.37278 20660620 52103579.00 .00 20170720 20160720 2GNMA-2016-015O IO 38376RWW2 .91450282 1.62520 20660720 116058840.00 106136136.96 20170720 20160701 2GNMA-2016-015O QI 38376RXA9 .00000000 .00000 20660620 52103579.00 .00 20170720 20160701 2GNMA-2016-015O RR1 38376RXB7 .00000000 .00000 20660720 .00 .00 20170720 20160701 2GNMA-2016-015O RR2 38376RXC5 .00000000 .00000 20660720 .00 .00 20170720 20160701 2GNMA-2016-015O RR3 38376RXD3 .00000000 .00000 20660620 .00 .00 20170720 20160701 2GNMA-2016-019O ES 38376RZQ2 .67913446 3.71029 20610620 100545940.00 68284212.22 20170720 20160901 2GNMA-2016-019O FE 38376RZP4 .67894353 1.36278 20610620 100545940.00 68265014.99 20170720 20160920 2GNMA-2016-025O AI 38375UXY1 .00000000 .00000 20661120 211865695.00 .00 20170720 20161201 2GNMA-2016-025O BI 38375UXU9 .96686724 1.94110 20661120 52452415.00 50714521.83 20170720 20161201 2GNMA-2016-025O FA 38375UXZ8 .00000000 .00000 20661120 211865695.00 .00 20170720 20161220 2GNMA-2016-025O FB 38375UXV7 .96686723 1.59278 20661120 52452415.00 50714521.25 20170720 20161220 2GNMA-2016-025O FG 38375UXW5 .93890164 1.59278 20661120 43867116.00 41186907.35 20170720 20161220 2GNMA-2016-025O FL 38375UYD6 .95413077 1.59277 20661120 96319531.00 91901428.60 20170720 20161220 2GNMA-2016-025O GI 38375UXX3 .93890165 1.51421 20661120 43867116.00 41186907.52 20170720 20161201 2GNMA-2016-025O IO 38375UYE4 .95413078 1.74882 20661120 96319531.00 91901429.35 20170720 20161201 2GNMA-2016-025O RR1 38375UYA2 .00000000 .00000 20661120 .00 .00 20170720 20161201 2GNMA-2016-025O RR2 38375UYB0 .00000000 .00000 20661120 .00 .00 20170720 20161201 2GNMA-2016-025O RR3 38375UYC8 .00000000 .00000 20661120 .00 .00 20170720 20161201 2GNMA-1999-010 PO 3837H16X4 .00330405 .00000 20230426 1038215.00 3430.32 20170726 19990401 2GNMA-1999-010 RR 3837H17C9 .00000000 .00000 20290426 .00 .00 20170726 19990401 2GNMA-1999-010 SC 3837H16Y2 .00330405 117.02143 20230426 1038215.00 3430.32 20170726 19990426 2GNMA-1999-010 SD 3837H17H8 .00330405 117.02143 20230426 1038215.00 3430.32 20170726 19990401 2GNMA-2001-035 K 38373RUM9 .08226463 6.45000 20231026 15000000.00 1233969.60 20170726 20010801 3 TOTAL AGGREGATE: 3982938614.00 TOTAL BALANCE: 1888848077.47 TOTAL NUMBER OF POOLS: 62