1 01/22/2021 12/31/2020 TRANCHE FILE HEADER 2GNMA-2020-022O NF 38380QSS2 1.00186724 2.59064 20701220 38381667.00 38453334.88 20210120 20201201 3 TOTAL AGGREGATE: 38381667.00 TOTAL BALANCE: 38453334.88 TOTAL NUMBER OF POOLS: 1