1 03/18/2021 02/28/2021 TRANCHE FILE HEADER 2GNMA-2020-049 AE 38380PDD3 .88544723 1.95000 20600916 5000000.00 4427236.18 20210316 20200401 2GNMA-2020-049 AG 38380PDE1 .89561438 1.65000 20620716 25000000.00 22390359.75 20210316 20200401 2GNMA-2020-049 AH 38380PDF8 .89561439 2.05000 20620716 200000000.00 179122878.11 20210316 20200401 2GNMA-2020-049 AK 38380PDG6 .89488314 2.50000 20610916 25000000.00 22372078.51 20210316 20200401 2GNMA-2020-049 AL 38380PDP6 .89561439 7.03698 20620716 25000000.00 22390359.76 20210316 20200401 2GNMA-2020-049 IO 38380PDL5 .89561439 1.18737 20620716 255662132.00 228974684.55 20210316 20200401 2GNMA-2020-081 AD 38380PPG3 .97404545 2.00000 20611016 55000000.00 53572500.23 20210316 20200601 2GNMA-2020-081 AF 38380PPN8 .98011396 2.30000 20620716 15000000.00 14701709.47 20210316 20200601 2GNMA-2020-081 AG 38380PPH1 .97534585 2.30000 20620716 12099000.00 11800709.47 20210316 20200601 2GNMA-2020-081 AH 38380PPJ7 .97534585 2.00000 20620716 242117000.00 236147811.87 20210316 20200601 2GNMA-2020-081 AL 38380PPP3 .97534585 2.25954 20620716 50000000.00 48767292.65 20210316 20200601 2GNMA-2020-081 IO 38380PPL2 .97534585 1.03818 20620716 312117000.00 304422021.57 20210316 20200601 2GNMA-2020-099 AD 38380PTZ7 .89734696 2.00000 20611116 10000000.00 8973469.65 20210316 20200701 2GNMA-2020-099 AF 38380PUK8 .91955741 2.30000 20620916 15000000.00 13793361.23 20210316 20200701 2GNMA-2020-099 AG 38380PUA0 .90112140 2.60000 20620716 50000000.00 45056070.47 20210316 20200701 2GNMA-2020-099 AH 38380PUB8 .90248595 2.00000 20620916 50000000.00 45124297.78 20210316 20200701 2GNMA-2020-099 AK 38380PUC6 .90112140 2.00000 20620716 100000000.00 90112140.95 20210316 20200701 2GNMA-2020-099 AL 38380PUD4 .90248595 1.50000 20620916 100000000.00 90248595.59 20210316 20200701 2GNMA-2020-099 AM 38380PUE2 .90248595 2.30000 20620916 12374000.00 11167361.23 20210316 20200701 2GNMA-2020-099 AN 38380PUL6 .90248595 2.22990 20620916 50000000.00 45124297.78 20210316 20200701 2GNMA-2020-099 IO 38380PUH5 .90248595 .91962 20620916 325000000.00 293307935.67 20210316 20200701 2GNMA-2020-131 AD 38380P3E2 .95115488 4.41978 20621016 15230245.00 14486321.89 20210316 20200901 2GNMA-2020-131 AE 38380P3F9 .95115488 2.25942 20621016 50000000.00 47557744.10 20210316 20200901 2GNMA-2020-131 AF 38380P3G7 .95877472 1.65000 20621016 10000000.00 9587747.21 20210316 20200901 2GNMA-2020-131 AG 38380P2V5 .95093800 2.00000 20620816 100000000.00 95093800.99 20210316 20200901 2GNMA-2020-131 AH 38380P2W3 .95115488 2.00000 20621016 50000000.00 47557744.10 20210316 20200901 2GNMA-2020-131 AK 38380P2X1 .95042806 2.60000 20620316 75000000.00 71282105.02 20210316 20200901 2GNMA-2020-131 AL 38380P2Y9 .95115488 1.65000 20621016 8440000.00 8027747.21 20210316 20200901 2GNMA-2020-131 AN 38380P2Z6 .95115488 1.00000 20621016 65230245.00 62044065.99 20210316 20200901 2GNMA-2020-131 IO 38380P3C6 .95115488 .86475 20621016 300230245.00 285565463.31 20210316 20200901 2GNMA-2020-168 AD 38380RDS6 .96950591 2.00000 20620716 25000000.00 24237647.86 20210316 20201101 2GNMA-2020-168 AE 38380REC0 .97057464 2.24233 20621216 50000000.00 48528732.16 20210316 20201101 2GNMA-2020-168 AF 38380RED8 .97797806 1.75000 20621216 10000000.00 9779780.63 20210316 20201101 2GNMA-2020-168 AH 38380RDT4 .97057464 1.75000 20621216 59484000.00 57733662.07 20210316 20201101 2GNMA-2020-168 AK 38380RDU1 .96984670 2.60000 20620916 65000000.00 63040035.83 20210316 20201101 2GNMA-2020-168 AL 38380RDV9 .97057464 1.25000 20621216 150000000.00 145586196.46 20210316 20201101 2GNMA-2020-168 IO 38380RDY3 .97057464 .98467 20621216 302000000.00 293113542.22 20210316 20201101 2GNMA-2021-002 AC 38380RNC0 .99445191 1.75000 20620716 100000000.00 99445191.33 20210316 20210101 2GNMA-2021-002 AD 38380RND8 .99454669 1.75000 20630616 55000000.00 54700068.05 20210316 20210101 2GNMA-2021-002 AE 38380RNE6 .99448561 2.00000 20620716 25000000.00 24862140.36 20210316 20210101 2GNMA-2021-002 AF 38380RNP1 .99528034 1.25000 20630616 15000000.00 14929205.15 20210316 20210101 2GNMA-2021-002 AG 38380RNF3 .99454669 2.00000 20630616 20000000.00 19890933.84 20210316 20210101 2GNMA-2021-002 AH 38380RNG1 .99454669 1.50000 20630616 335000000.00 333173141.77 20210316 20210101 2GNMA-2021-002 AK 38380RNH9 .99454669 1.45000 20630616 30000000.00 29836400.76 20210316 20210101 2GNMA-2021-002 AL 38380RNJ5 .99454669 1.25000 20630616 32982000.00 32802138.99 20210316 20210101 2GNMA-2021-002 AN 38380RNQ9 .99454669 2.21183 20630616 55000000.00 54700068.05 20210316 20210101 2GNMA-2021-002 IO 38380RNM8 .99454669 .92367 20630616 600000000.00 596728015.10 20210316 20210101 2GNMA-2021-026 IO 38382NEG8 .99564927 2.50000 20510220 39000000.00 38830321.62 20210320 20210201 2GNMA-2021-029 TJ 38382N3D7 .51049581 1.00000 20510220 11873445.00 6061343.89 20210320 20210201 3 TOTAL AGGREGATE: 4588839312.00 TOTAL BALANCE: 4381178478.43 TOTAL NUMBER OF POOLS: 49