1 01/21/2021 12/31/2020 TRANCHE FILE HEADER 2GNMA-2018-025 A 38380JQQ4 .93368898 2.50000 20520316 25000000.00 23342224.42 20210116 20210101 2GNMA-2018-025 AB 38380JQR2 .94411756 2.70000 20590416 37953000.00 35832093.69 20210116 20210101 2GNMA-2018-025 AD 38380JQS0 .95438904 2.70000 20600216 22000000.00 20996558.77 20210116 20210101 2GNMA-2018-025 AE 38380JQT8 .94650304 2.70000 20590416 88344000.00 83617864.93 20210116 20210101 2GNMA-2018-025 AJ 38380JQU5 .94538393 2.60000 20590416 30000000.00 28361518.03 20210116 20210101 2GNMA-2018-025 AK 38380JQV3 .94732742 2.30000 20590416 25000000.00 23683185.47 20210116 20210101 2GNMA-2018-025 AM 38380JQW1 .94732742 2.50000 20590416 10500000.00 9946937.90 20210116 20210101 2GNMA-2018-025 AT 38380JQX9 .94788672 2.70000 20600216 150000000.00 142183007.84 20210116 20210101 2GNMA-2018-025 IO 38380JRG5 .94788672 .59116 20600216 398908647.00 378120208.55 20210116 20210101 2GNMA-2018-085 A 38380J2E7 .56041905 3.10000 20510216 110952000.00 62179614.23 20210116 20210101 2GNMA-2018-085 AB 38380J2Q0 .58217422 3.10000 20520216 116729000.00 67956614.23 20210116 20210101 2GNMA-2018-085 AC 38380J2R8 .60007555 3.10000 20521216 121954000.00 73181614.23 20210116 20210101 2GNMA-2018-085 AD 38380J2F4 .62732757 3.10000 20570716 100000000.00 62732757.37 20210116 20210101 2GNMA-2018-085 AE 38380J2S6 .61493154 3.10000 20540916 126659000.00 77886614.23 20210116 20210101 2GNMA-2018-085 AG 38380J2T4 .62732757 3.10000 20570716 130872000.00 82099614.23 20210116 20210101 2GNMA-2018-085 IO 38380J2N7 .66328765 .48569 20600616 255528583.00 169488954.60 20210116 20210101 2GNMA-2018-123 A 38380MKV2 .59648593 3.10000 20520916 231500000.00 138086492.92 20210116 20210101 2GNMA-2018-123 AB 38380MKW0 .44437917 2.50000 20470516 145248000.00 64545186.11 20210116 20210101 2GNMA-2018-123 AC 38380MLG4 .44437917 2.75000 20470516 145248000.00 64545186.11 20210116 20210101 2GNMA-2018-123 AD 38380MLH2 .44437917 3.00000 20470516 145248000.00 64545186.11 20210116 20210101 2GNMA-2018-123 AE 38380MLJ8 .44437917 3.25000 20470516 145248000.00 64545186.11 20210116 20210101 2GNMA-2018-123 AG 38380MLK5 .59648593 3.25000 20520916 200000000.00 119297186.11 20210116 20210101 2GNMA-2018-123 AH 38380MKX8 .59648593 3.25000 20520916 53319000.00 31804033.33 20210116 20210101 2GNMA-2018-123 BI 38380MLD1 .44437917 .75000 20470516 145248000.00 64545186.11 20210116 20210101 2GNMA-2018-123 CI 38380MLL3 .69504106 .68336 20600616 641500413.00 445869125.36 20210116 20210101 2GNMA-2018-123 IO 38380MLE9 .69504106 .55596 20600616 641500413.00 445869125.36 20210116 20210101 2GNMA-2018-143 A 38380MQH7 .68501646 3.10000 20591016 161075000.00 110339025.95 20210116 20210101 2GNMA-2018-143 AB 38380MQJ3 .68501646 2.80000 20591016 25000000.00 17125411.45 20210116 20210101 2GNMA-2018-143 IA 38380MQX2 .77711888 .81329 20601016 262967825.00 204357262.39 20210116 20210101 2GNMA-2018-143 ID 38380MQY0 .77711888 .72841 20601016 262967825.00 204357262.39 20210116 20210101 2GNMA-2018-143 IE 38380MQZ7 .77711888 .72746 20601016 262967825.00 204357262.39 20210116 20210101 2GNMA-2018-143 IO 38380MQR5 .77711888 .64259 20601016 262967825.00 204357262.39 20210116 20210101 2GNMA-2019-032 A 38380MY21 .58272600 3.00000 20591216 15000000.00 8740890.04 20210116 20210101 2GNMA-2019-032 AB 38380MY39 .58272600 3.15000 20591216 4250000.00 2476585.51 20210116 20210101 2GNMA-2019-032 AC 38380MY47 .58272600 2.80000 20591216 273874000.00 159593501.29 20210116 20210101 2GNMA-2019-032 AD 38380MZ46 .58272600 3.00000 20591216 273874000.00 159593501.29 20210116 20210101 2GNMA-2019-032 AE 38380MZ53 .58272600 3.20000 20591216 273874000.00 159593501.29 20210116 20210101 2GNMA-2019-032 IA 38380MY70 .69337098 .55972 20610516 398895786.00 276582762.85 20210116 20210101 2GNMA-2019-032 IB 38380MY88 .58272600 .20000 20591216 273874000.00 159593501.29 20210116 20210101 2GNMA-2019-032 IC 38380MY96 .58272600 .20000 20591216 273874000.00 159593501.29 20210116 20210101 2GNMA-2019-032 ID 38380MZ61 .69337098 .79098 20610516 398895786.00 276582762.85 20210116 20210101 2GNMA-2019-032 IE 38380MZ79 .69337098 .67535 20610516 398895786.00 276582762.85 20210116 20210101 2GNMA-2019-032 IG 38380MZ87 .69337098 .80098 20610516 398895786.00 276582762.85 20210116 20210101 2GNMA-2019-032 IH 38380MZ95 .69337098 .68535 20610516 398895786.00 276582762.85 20210116 20210101 2GNMA-2019-032 IJ 38380M2A8 .58272600 .40000 20591216 273874000.00 159593501.29 20210116 20210101 2GNMA-2019-032 IO 38380M2B6 .69337098 .56972 20610516 398895786.00 276582762.85 20210116 20210101 2GNMA-2019-032 IP 38380MZ20 .69337098 .01000 20610516 398895786.00 276582762.85 20210116 20210101 2GNMA-2019-060 A 38380NAA7 .78756730 3.15000 20590216 78148000.00 61546809.23 20210116 20210101 2GNMA-2019-060 AB 38380NAB5 .82357739 3.00000 20591116 100000000.00 82357739.44 20210116 20210101 2GNMA-2019-060 IO 38380NAF6 .84209852 .79347 20610516 216865933.00 182622481.67 20210116 20210101 2GNMA-2019-088 A 38380NGE3 .66711124 2.60000 20591216 52550000.00 35056695.78 20210116 20210101 2GNMA-2019-088 AB 38380NGF0 .67475883 3.00000 20600416 90000000.00 60728295.01 20210116 20210101 2GNMA-2019-088 AC 38380NGG8 .68657228 2.95000 20600616 100000000.00 68657228.49 20210116 20210101 2GNMA-2019-088 AD 38380NGH6 .68657228 2.85000 20600616 4396000.00 3018171.76 20210116 20210101 2GNMA-2019-088 IA 38380NGJ2 .66711124 .65000 20591216 52550000.00 35056695.78 20210116 20210101 2GNMA-2019-088 IO 38380NGK9 .68884714 .70021 20601016 255356934.00 175901894.51 20210116 20210101 2GNMA-2019-131 A 38380NPK9 .85842037 2.60000 20600516 75000000.00 64381527.77 20210116 20210101 2GNMA-2019-131 AB 38380NPL7 .86166080 2.60000 20600816 75000000.00 64624560.16 20210116 20210101 2GNMA-2019-131 AC 38380NPM5 .86560165 2.60000 20601016 70000000.00 60592115.33 20210116 20210101 2GNMA-2019-131 AD 38380NPN3 .86206002 2.50000 20600816 294201000.00 253618919.06 20210116 20210101 2GNMA-2019-131 AE 38380NPY9 .86734040 2.50000 20610716 303652235.00 263369851.48 20210116 20210101 2GNMA-2019-131 IO 38380NPW3 .86734040 .93827 20610716 532823717.00 462139536.74 20210116 20210101 2GNMA-2019-147 A 38382AQ99 .92239575 2.60000 20600516 174597000.00 161047529.90 20210116 20210101 2GNMA-2019-147 AB 38382AR23 .92658422 2.50000 20601016 40000000.00 37063368.99 20210116 20210101 2GNMA-2019-147 AC 38382AR31 .92799693 2.50000 20610116 60000000.00 55679816.06 20210116 20210101 2GNMA-2019-147 AD 38382AR49 .92968680 2.65000 20610616 30000000.00 27890603.85 20210116 20210101 2GNMA-2019-147 AE 38382AR56 .92968680 2.50000 20610616 130000000.00 120859283.35 20210116 20210101 2GNMA-2019-147 AG 38382AS71 .92455962 2.60000 20600816 179605000.00 166055529.90 20210116 20210101 2GNMA-2019-147 AH 38382AS89 .92637438 2.60000 20600916 184032000.00 170482529.90 20210116 20210101 2GNMA-2019-147 AJ 38382AS97 .92968680 2.60000 20610616 190062923.00 176698989.74 20210116 20210101 2GNMA-2019-147 IO 38382AS55 .92968680 .66086 20610616 453269923.00 421399061.99 20210116 20210101 2GNMA-2020-014 A 38380NH51 .91795170 2.60000 20590916 50000000.00 45897584.89 20210116 20210101 2GNMA-2020-014 AB 38380NH69 .92347162 2.40000 20600316 50000000.00 46173581.11 20210116 20210101 2GNMA-2020-014 AC 38380NH77 .92556086 2.50000 20600816 30000000.00 27766825.71 20210116 20210101 2GNMA-2020-014 AD 38380NH85 .92939557 2.50000 20611116 35000000.00 32528845.11 20210116 20210101 2GNMA-2020-014 AE 38380NH93 .93037431 2.60000 20620216 30000000.00 27911229.39 20210116 20210101 2GNMA-2020-014 AG 38380NJ26 .91762577 2.60000 20591116 124792000.00 114512354.53 20210116 20210101 2GNMA-2020-014 AH 38380NK99 .92325072 2.60000 20600616 133938000.00 123658354.53 20210116 20210101 2GNMA-2020-014 AJ 38380NL23 .92719953 2.60000 20610116 141203000.00 130923354.53 20210116 20210101 2GNMA-2020-014 AK 38380NL31 .93037431 2.60000 20620216 145875712.00 135719015.32 20210116 20210101 2GNMA-2020-014 IO 38380NK73 .93037431 .74238 20620216 357319712.00 332441081.52 20210116 20210101 2GNMA-2012-020O KI 38375BVP4 .00000000 1.43648 20620620 19973287.00 .00 20210120 20210101 3 TOTAL AGGREGATE: 14797383234.00 TOTAL BALANCE: 10923394049.08 TOTAL NUMBER OF POOLS: 82