1 02/24/2021 01/31/2021 TRANCHE FILE HEADER 2GNMA-2001-061 YV 38373TQQ1 .00000000 6.50000 20130317 16035000.00 .00 20210217 20011201 2GNMA-2001-061 YW 38373TQR9 .00000000 6.50000 20170717 10000000.00 .00 20210217 20011201 2GNMA-2001-061 YZ 38373TQS7 .00000000 6.50000 20310517 15000000.00 .00 20210217 20011201 2GNMA-2003-012 ID 38373SNX1 .00000000 5.50000 20140117 3300716.00 .00 20210217 20030201 2GNMA-2003-012 QC 38373SNW3 .23093769 5.50000 20330117 65356864.00 15093363.20 20210217 20030201 2GNMA-2003-012 RR 38373SMG9 .00000000 .00000 20330217 .00 .00 20210217 20030201 2GNMA-2003-012 VE 38373SNY9 .00000000 4.50000 20140117 18153943.00 .00 20210217 20030201 2GNMA-2003-012 VG 38373SNZ6 .00000000 4.75000 20140117 18153943.00 .00 20210217 20030201 2GNMA-2003-012 VH 38373SPA9 .00000000 5.00000 20140117 18153943.00 .00 20210217 20030201 2GNMA-2003-012 VI 38373SMC8 .00000000 5.50000 20221017 24965351.00 .00 20210217 20030201 2GNMA-2003-012 VJ 38373SPB7 .00000000 5.25000 20140117 18153943.00 .00 20210217 20030201 2GNMA-2003-012 VK 38373SNR4 .00000000 4.50000 20221017 24965351.00 .00 20210217 20030201 2GNMA-2003-012 VL 38373SMD6 .00000000 5.50000 20140117 18153943.00 .00 20210217 20030201 2GNMA-2003-012 VM 38373SNV5 .00000000 5.50000 20221017 24965351.00 .00 20210217 20030201 2GNMA-2003-012 VO 38373SME4 .00000000 .00000 20221017 24965351.00 .00 20210217 20030201 2GNMA-2003-012 VT 38373SNS2 .00000000 4.75000 20221017 24965351.00 .00 20210217 20030201 2GNMA-2003-012 VU 38373SNT0 .00000000 5.00000 20221017 24965351.00 .00 20210217 20030201 2GNMA-2003-012 VW 38373SNU7 .00000000 5.25000 20221017 24965351.00 .00 20210217 20030201 2GNMA-2003-012 ZP 38373SMF1 .67873257 5.50000 20330117 22237570.00 15093363.20 20210217 20030201 2GNMA-2003-046 FA 38373Q2R1 .00000000 .47888 20320417 17333334.00 .00 20210217 20030617 2GNMA-2003-046 FC 38373Q3W9 .00000000 .47888 20320617 16879200.00 .00 20210217 20030617 2GNMA-2003-046 PG 38373Q7H8 .00000000 6.50000 20320617 19476000.00 .00 20210217 20030617 2GNMA-2003-046 RR 38373Q3Z2 .00000000 .00000 20330617 .00 .00 20210217 20030601 2GNMA-2003-046 SA 38373Q2S9 .00000000 45.63728 20320417 2666666.00 .00 20210217 20030617 2GNMA-2003-046 SC 38373Q7J4 .00000000 45.63728 20320617 2596800.00 .00 20210217 20030617 2GNMA-2003-046 UA 38373Q3X7 .00000000 12.28696 20320617 2596800.00 .00 20210217 20030617 2GNMA-2003-046 UB 38373Q3Y5 .00000000 7.02112 20320617 12334800.00 .00 20210217 20030617 2GNMA-2003-058 BW 38374BNF6 .00000000 3.50000 20280117 37764443.00 .00 20210217 20030701 2GNMA-2003-058 ID 38374BNG4 .00000000 5.50000 20280117 13732524.00 .00 20210217 20030701 2GNMA-2003-058 IE 38374BNZ2 .00000000 5.50000 20290417 8177590.00 .00 20210217 20030701 2GNMA-2003-058 IG 38374BPQ0 .00000000 5.50000 20290517 8559090.00 .00 20210217 20030701 2GNMA-2003-058 OA 38374BPA5 .00000000 3.75000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 OC 38374BPB3 .00000000 5.00000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 OD 38374BPC1 .00000000 4.75000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 OE 38374BPD9 .00000000 4.50000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 OG 38374BPE7 .00000000 4.25000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 OH 38374BPF4 .00000000 4.00000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 OJ 38374BPP2 .00000000 3.75000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 OK 38374BPJ6 .00000000 5.00000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 OL 38374BPK3 .00000000 4.75000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 OM 38374BPL1 .00000000 4.50000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 ON 38374BPM9 .00000000 4.25000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 OP 38374BPN7 .00000000 4.00000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 OT 38374BPG2 .00000000 5.25000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 OU 38374BPH0 .00000000 5.25000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 OV 38374BNJ8 .00000000 5.50000 20290517 26900000.00 .00 20210217 20030701 2GNMA-2003-058 OW 38374BNH2 .00000000 5.50000 20290417 25701000.00 .00 20210217 20030701 2GNMA-2003-058 VA 38374BPR8 .00000000 5.50000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VB 38374BPY3 .00000000 5.50000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 VC 38374BPV9 .00000000 4.50000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VD 38374BPS6 .00000000 5.25000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VE 38374BPT4 .00000000 5.00000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VG 38374BPU1 .00000000 4.75000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VH 38374BQC0 .00000000 4.50000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 VI 38374BNK5 .00000000 5.50000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VJ 38374BPZ0 .00000000 5.25000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 VK 38374BQA4 .00000000 5.00000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 VL 38374BQB2 .00000000 4.75000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 VM 38374BPW7 .00000000 4.25000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VN 38374BPX5 .00000000 4.00000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VO 38374BNL3 .00000000 .00000 20140617 11815000.00 .00 20210217 20030701 2GNMA-2003-058 VP 38374BQD8 .00000000 4.25000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 VT 38374BQE6 .00000000 4.00000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 WI 38374BNM1 .00000000 5.50000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 WO 38374BNN9 .00000000 .00000 20221017 15351000.00 .00 20210217 20030701 2GNMA-2003-058 ZP 38374BNP4 .65452559 5.50000 20330517 14500000.00 9490621.06 20210217 20030701 2GNMA-2003-085 QA 38374C2N0 .05793933 11.14946 20330517 17929146.00 1038802.79 20210217 20031017 2GNMA-2003-085 QB 38374C2P5 .00000000 8.37112 20280117 26252779.00 .00 20210217 20031017 2GNMA-2003-085 QC 38374C4M0 .05793933 11.14946 20330517 17929146.00 1038802.79 20210217 20031017 2GNMA-2004-008 FG 38374FGG3 .00000000 .47888 20260817 29664467.00 .00 20210217 20040217 2GNMA-2004-008 JA 38374FFZ2 .00000000 5.50000 20331117 2000000.00 .00 20210217 20040201 2GNMA-2004-008 JB 38374FGA6 .00000000 5.50000 20331117 2000000.00 .00 20210217 20040201 2GNMA-2004-008 JC 38374FGB4 .00000000 5.50000 20331117 1250000.00 .00 20210217 20040201 2GNMA-2004-008 JD 38374FGC2 .39009012 5.50000 20331117 4750000.00 1852928.10 20210217 20040201 2GNMA-2004-008 RR 38374FGJ7 .00000000 .00000 20340226 .00 .00 20210217 20040201 2GNMA-2004-008 SG 38374FGH1 .00000000 6.52112 20260817 29664467.00 .00 20210217 20040217 2GNMA-2004-011 CM 38374FSC9 .00000000 8.00000 20300117 13340166.00 .00 20210217 20040217 2GNMA-2004-011 FM 38374FQA5 .00000000 .47888 20300117 13340166.00 .00 20210217 20040217 2GNMA-2004-011 SM 38374FQB3 .00000000 7.52112 20300117 13340166.00 .00 20210217 20040217 3 TOTAL AGGREGATE: 1390837072.00 TOTAL BALANCE: 43607881.14 TOTAL NUMBER OF POOLS: 79