1 02/26/2020 01/31/2020 TRANCHE FILE HEADER 2GNMA-2019-134 A 38380NSA8 .99594007 2.35000 20601116 50000000.00 49797003.39 20200216 20191101 2GNMA-2019-134 AB 38380NSE0 .99632399 2.50000 20610216 22252703.00 22170901.93 20200216 20191101 2GNMA-2019-134 AG 38380NSF7 .99616137 2.50000 20601116 100000000.00 99616137.42 20200216 20191101 2GNMA-2019-134 AP 38380NSN0 .99594007 2.80336 20610816 50000000.00 49797003.39 20200216 20191101 2GNMA-2019-134 BV 38380NSG5 .98523237 2.80000 20380616 133020.00 131055.61 20200216 20191101 2GNMA-2019-134 BZ 38380NSH3 1.00936591 2.80000 20610816 209735.00 211699.36 20200216 20191101 2GNMA-2019-134 CV 38380NSB6 .98523253 2.80000 20380616 974052.00 959667.72 20200216 20191101 2GNMA-2019-134 CZ 38380NSC4 1.00936603 2.80000 20610816 1535790.00 1550174.25 20200216 20191101 2GNMA-2019-134 D 38380NSP5 1.00000000 2.80000 20610816 8884833.00 8884833.00 20200216 20191101 2GNMA-2019-134 GV 38380NSJ9 .98523254 2.80000 20380616 2341069.00 2306497.35 20200216 20191101 2GNMA-2019-134 GZ 38380NSK6 1.00936604 2.80000 20610816 3691167.00 3725738.62 20200216 20191101 2GNMA-2019-134 IA 38380NSL4 .99637976 .87081 20610816 128627694.00 128162030.35 20200216 20191101 2GNMA-2019-134 IB 38380NSD2 .99613412 .95917 20610816 52509842.00 52306845.39 20200216 20191101 2GNMA-2019-134 IO 38380NSQ3 .99633472 .88701 20610816 157508107.00 156930795.21 20200216 20191101 2GNMA-2019-134 V 38380NSR1 .98523253 2.80000 20380616 3448141.00 3397220.68 20200216 20191101 2GNMA-2019-134 Z 38380NSS9 1.00936604 2.80000 20610816 5436692.00 5487612.29 20200216 20191101 2GNMA-2019-146 A 38380NWB1 .99706025 2.35000 20620316 100000000.00 99706024.72 20200216 20191201 2GNMA-2019-146 AB 38380NWC9 .99687485 2.75000 20610716 42309317.00 42177093.99 20200216 20191201 2GNMA-2019-146 AC 38380NWH8 .99706598 2.75000 20620316 43627592.00 43499587.95 20200216 20191201 2GNMA-2019-146 AP 38380NWJ4 .99706025 2.81412 20620316 100000000.00 99706024.72 20200216 20191201 2GNMA-2019-146 B 38380NWD7 1.00000000 2.75000 20620316 2668275.00 2668275.00 20200216 20191201 2GNMA-2019-146 IA 38380NWE5 .99706025 .92825 20620316 100000000.00 99706024.72 20200216 20191201 2GNMA-2019-146 IB 38380NWF2 .99706025 .52825 20620316 44977592.00 44845368.99 20200216 20191201 2GNMA-2019-146 IO 38380NWK1 .99706025 .73882 20620316 94977592.00 94698381.35 20200216 20191201 2GNMA-2020-002 AC 38380NU31 .99884875 2.50000 20600616 50000000.00 49942437.68 20200216 20200201 2GNMA-2020-002 AD 38380NU49 .99892511 2.50000 20601016 50000000.00 49946255.38 20200216 20200201 2GNMA-2020-002 AG 38380NU56 .99898007 2.30000 20610216 4000000.00 3995920.28 20200216 20200201 2GNMA-2020-002 AH 38380NU64 .99898025 2.50000 20610216 76100000.00 76022397.16 20200216 20200201 2GNMA-2020-002 AJ 38380NU72 .99901563 2.50000 20610816 39232113.00 39193493.90 20200216 20200201 2GNMA-2020-002 CV 38380NU80 .99468592 2.50000 20330416 2558000.00 2544406.59 20200216 20200201 2GNMA-2020-002 CZ 38380NU98 1.00208333 2.50000 20620316 6524836.00 6538429.41 20200216 20200201 2GNMA-2020-002 DV 38380NV22 .99468887 2.50000 20330516 1455000.00 1447272.30 20200216 20200201 2GNMA-2020-002 DZ 38380NV30 1.00208333 2.50000 20620316 3709297.00 3717024.70 20200216 20200201 2GNMA-2020-002 GV 38380NV48 .99468620 2.50000 20330416 52804.00 52523.41 20200216 20200201 2GNMA-2020-002 GZ 38380NV55 1.00208334 2.50000 20620316 134683.00 134963.59 20200216 20200201 2GNMA-2020-002 HV 38380NV63 .99468921 2.50000 20330516 1001000.00 995683.90 20200216 20200201 2GNMA-2020-002 HZ 38380NV71 1.00208333 2.50000 20620316 2551729.00 2557045.10 20200216 20200201 2GNMA-2020-002 IO 38380NW21 .99902574 .81047 20620316 237726579.00 237494970.40 20200216 20200201 2GNMA-2020-002 JV 38380NV89 .99468625 2.50000 20330416 114661.00 114051.72 20200216 20200201 2GNMA-2020-002 JZ 38380NV97 1.00208332 2.50000 20620316 292456.00 293065.28 20200216 20200201 2GNMA-2020-002 L 38380NW47 1.00000000 2.50000 20620316 18394466.00 18394466.00 20200216 20200201 2GNMA-2020-002 V 38380NW54 .99468739 2.50000 20620316 5181465.00 5153937.91 20200216 20200201 2GNMA-2020-002 Z 38380NW62 1.00208333 2.50000 20620316 13213001.00 13240528.09 20200216 20200201 3 TOTAL AGGREGATE: 1628355303.00 TOTAL BALANCE: 1624220870.20 TOTAL NUMBER OF POOLS: 43