# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-26-000350
**Filing Date:** 2026-6
**Character Count:** 3584832
**Document Hash:** cdec2db3d67fbd050b70d1de9d2c35a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-26-000350.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000106444-26-000350

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20270131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444

**ORGANIZATION NAME:**
- **EIN:** 231899003
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 261128203

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTMINSTER BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard GNMA Fund (Series ID: S000002582)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007087 | Investor Shares | VFIIX           |
| C000007088 | Admiral Shares  | VFIJX           |

## Nport-Ex

Vanguard<sup>®</sup> GNMA Fund

Schedule of Investments (unaudited)

As of April 30, 2026

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (101.1%)** | **U.S. Government and Agency Obligations (101.1%)** | **U.S. Government and Agency Obligations (101.1%)** | **U.S. Government and Agency Obligations (101.1%)** | **U.S. Government and Agency Obligations (101.1%)** | **U.S. Government and Agency Obligations (101.1%)** |
| **Conventional Mortgage-Backed Securities (94.5%)** | **Conventional Mortgage-Backed Securities (94.5%)** | **Conventional Mortgage-Backed Securities (94.5%)** | **Conventional Mortgage-Backed Securities (94.5%)** | **Conventional Mortgage-Backed Securities (94.5%)** |  |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.120% | &nbsp;&nbsp;5/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15066 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19059 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.320% | &nbsp;&nbsp;4/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.690% | &nbsp;&nbsp;3/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;6/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19006 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.010% | &nbsp;&nbsp;8/1/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;7/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1418 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4361 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;12/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2958 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;5/1/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3102 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.420% | &nbsp;&nbsp;4/1/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.460% | &nbsp;&nbsp;9/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.040% | &nbsp;&nbsp;11/1/2030–6/1/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77523 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.370% | &nbsp;&nbsp;11/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9698 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;7/1/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22331 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.570% | &nbsp;&nbsp;12/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8306 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13585 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;2/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4536 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.690% | &nbsp;&nbsp;1/1/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6058 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9261 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;9/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5151 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;4/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29919 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/1/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6790 |
| <sup>1,2</sup> | Fannie Mae Pool | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;2/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762 |
| <sup>1,2</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/2043–1/1/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4633 |
| <sup>1,2</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/2047–8/1/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| <sup>1,2</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/2030–4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
| <sup>1,2</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/2034–11/1/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19990 |
| <sup>1,2</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/1/2038–4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4107 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/2042–12/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25798 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/2026–3/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;223153 | &nbsp;&nbsp;&nbsp;&nbsp;203956 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4677 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/2039–6/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;189949 | &nbsp;&nbsp;&nbsp;&nbsp;178357 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/2040–6/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8041 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/2033–7/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;249711 | &nbsp;&nbsp;&nbsp;&nbsp;241180 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/15/2033–4/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;128886 | &nbsp;&nbsp;&nbsp;&nbsp;127915 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/2032–7/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;108217 | &nbsp;&nbsp;&nbsp;&nbsp;109670 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/2028–9/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82044 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/15/2027–3/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27809 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/2026–7/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29427 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;11/15/2031–11/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2318 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 |
| <sup>1</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>1</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;4/20/2044–4/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72622 |
| <sup>1,3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/20/2043–5/15/2056 | &nbsp;&nbsp;1138015 | &nbsp;&nbsp;&nbsp;&nbsp;939502 |
| <sup>1,3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/2037–5/15/2056 | &nbsp;&nbsp;1610476 | &nbsp;&nbsp;1385072 |
| <sup>1,3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/20/2031–5/15/2056 | &nbsp;&nbsp;1164605 | &nbsp;&nbsp;1048091 |
| <sup>1,4</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/20/2040–11/20/2051 | &nbsp;&nbsp;1154688 | &nbsp;&nbsp;1073560 |
| <sup>1,3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;4/20/2039–6/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;641072 | &nbsp;&nbsp;&nbsp;&nbsp;610594 |
| <sup>1</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/20/2032–11/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;536698 | &nbsp;&nbsp;&nbsp;&nbsp;525260 |
| <sup>1,3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/20/2032–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;806222 | &nbsp;&nbsp;&nbsp;&nbsp;802991 |
| <sup>1,3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/20/2034–6/15/2056 | &nbsp;&nbsp;1545513 | &nbsp;&nbsp;1558734 |
| <sup>1,3</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/20/2028–5/15/2056 | &nbsp;&nbsp;&nbsp;&nbsp;696792 | &nbsp;&nbsp;&nbsp;&nbsp;712194 |
| <sup>1</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/20/2037–3/20/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205 |
| <sup>1,2</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/1/2046–4/1/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120 |
| <sup>1,2,3</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/1/2026–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362 |
| <sup>1,2</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/1/2048–7/1/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50794 |
| <sup>1,2</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/2046–6/1/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1,2,3</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;8/1/2040–5/25/2056 | &nbsp;&nbsp;223086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225081 |
| <sup>1,2,3</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/2052–6/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;43490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44810 |
| <sup>1,2</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/2029–5/1/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  |  |  |  |  | &nbsp;&nbsp;**10408337** |
| **Nonconventional Mortgage-Backed Securities (6.6%)** | **Nonconventional Mortgage-Backed Securities (6.6%)** | **Nonconventional Mortgage-Backed Securities (6.6%)** | **Nonconventional Mortgage-Backed Securities (6.6%)** | **Nonconventional Mortgage-Backed Securities (6.6%)** |  |
| <sup>1,2,5</sup> | Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;6.310% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>1,2,5</sup> | Fannie Mae Pool, RFUCCT1Y + 1.580% | &nbsp;&nbsp;6.330% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/25/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;9/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1672 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/25/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/25/2047–7/25/2049 | &nbsp;&nbsp;&nbsp;&nbsp;11613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10076 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/2044–12/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35096 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/25/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/25/2047 | &nbsp;&nbsp;&nbsp;&nbsp;58393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58300 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;6/25/2051–3/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;53019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53317 |
| <sup>1,2</sup> | Fannie Mae REMICS | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/25/2028–9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574 |
| <sup>1,2,5</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.514% | &nbsp;&nbsp;6.264% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>1,2,5</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.600% | &nbsp;&nbsp;6.327% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1781 |
| <sup>1,2,5</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.617% | &nbsp;&nbsp;6.327% | &nbsp;&nbsp;9/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1101 |
| <sup>1,2,5</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.620% | &nbsp;&nbsp;6.219% | &nbsp;&nbsp;10/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1421 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1474 |
| <sup>1,2,5</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.620% | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;9/1/2043–7/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
| <sup>1,2,5</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.630% | &nbsp;&nbsp;5.983% | &nbsp;&nbsp;4/1/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 |
| <sup>1,2,5</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.371% | &nbsp;&nbsp;8/1/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 |
| <sup>1,2</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;4/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953 |
| <sup>1,2</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;3/25/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3020 |
| <sup>1,2</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/15/2045–1/25/2046 | &nbsp;&nbsp;&nbsp;&nbsp;13346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12131 |
| <sup>1,2</sup> | Freddie Mac REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2850 |
| <sup>1,2</sup> | Freddie Mac REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/25/2052–3/25/2055 | &nbsp;&nbsp;&nbsp;&nbsp;24067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23965 |
| <sup>1,2</sup> | Freddie Mac REMICS | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/2028–11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;8/20/2050–6/20/2051 | &nbsp;&nbsp;&nbsp;&nbsp;19907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15145 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;11/20/2049–4/16/2050 | &nbsp;&nbsp;&nbsp;&nbsp;14955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12300 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;3/16/2045–2/20/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7391 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;4/20/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2662 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;12/16/2039–2/20/2052 | &nbsp;&nbsp;116917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103301 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.650% | &nbsp;&nbsp;11/17/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/20/2039–5/20/2052 | &nbsp;&nbsp;173386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149852 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;7/20/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2138 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/20/2044–2/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;11171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9293 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;9/20/2044–2/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;43442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38661 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7306 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/16/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/20/2045–2/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;65995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61448 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/20/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012 |
| <sup>1</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/16/2037–12/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;94814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91647 |
| <sup>1,5</sup> | Ginnie Mae REMICS, TSFR1M + 0.314% | &nbsp;&nbsp;3.975% | &nbsp;&nbsp;2/20/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**727816** |
| **Total U.S. Government and Agency Obligations (Cost $11,916,396)** | **Total U.S. Government and Agency Obligations (Cost $11,916,396)** | **Total U.S. Government and Agency Obligations (Cost $11,916,396)** | **Total U.S. Government and Agency Obligations (Cost $11,916,396)** | **Total U.S. Government and Agency Obligations (Cost $11,916,396)** | **11136153** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.0%)** |
| <sup>1,2</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/25/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983 |
| <sup>1,2</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7344 |
| <sup>1,2</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;12894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10123 |
| <sup>1,2</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;41225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37330 |
| <sup>1,2</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/2058 | &nbsp;&nbsp;&nbsp;&nbsp;12019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9383 |
| <sup>1,2</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/2059 | &nbsp;&nbsp;&nbsp;&nbsp;44482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37402 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,256)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,256)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,256)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,256)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $135,256)** | &nbsp;&nbsp;&nbsp;&nbsp;**108565** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** | **Temporary Cash Investments (1.8%)** |
| **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** | **Money Market Fund (0.2%)** |
| <sup>6</sup> | Vanguard Market Liquidity Fund | &nbsp;&nbsp;3.685% |  | &nbsp;&nbsp;&nbsp;&nbsp;268413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26839 |
|  |  |  | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreements (1.6%)** | **Repurchase Agreements (1.6%)** | **Repurchase Agreements (1.6%)** | **Repurchase Agreements (1.6%)** | **Repurchase Agreements (1.6%)** | **Repurchase Agreements (1.6%)** |
|  | Bank of America Securities, LLC<br> (Dated 4/30/2026, Repurchase Value $15,002, collateralized by U.S. Treasury Obligations 0.000%–4.250%, 7/9/2026–2/15/2054, with a value of $15,300) | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 |
|  | Bank of America Securities, LLC<br> (Dated 4/30/2026, Repurchase Value $10,001, collateralized by U.S. Government Agency Obligations 2.000%–6.500%, 3/15/2033–4/20/2056, with a value of $10,200) | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 |
|  | Bank of America Securities, LLC<br> (Dated 4/30/2026, Repurchase Value $5,001, collateralized by U.S. Government Agency Obligations 5.000%–6.000%, 8/1/2055–3/1/2056, with a value of $5,101) | &nbsp;&nbsp;3.660% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | Bank of Nova Scotia<br> (Dated 4/30/2026, Repurchase Value $5,001, collateralized by U.S. Treasury Obligations 3.500%–4.500%, 5/31/2028–5/31/2029, with a value of $5,101) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | Barclays Capital Inc.<br> (Dated 4/30/2026, Repurchase Value $22,602, collateralized by U.S. Treasury Obligations 3.750%, 5/15/2028, with a value of $23,052) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;22600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22600 |
|  | Citigroup Global Markets Inc.<br> (Dated 4/30/2026, Repurchase Value $14,101, collateralized by U.S. Treasury Obligations 3.875%, 7/31/2027, with a value of $14,382) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 |
|  | Credit Agricole Securities<br> (Dated 4/30/2026, Repurchase Value $10,201, collateralized by U.S. Treasury and Government Agency Obligations 0.125%–5.500%, 1/29/2027–2/15/2056, with a value of $10,404) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10200 |
|  | HSBC Bank USA<br> (Dated 4/30/2026, Repurchase Value $19,002, collateralized by U.S. Treasury Obligations 1.125%, 5/15/2040, with a value of $19,380) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 |
|  | HSBC Bank USA<br> (Dated 4/30/2026, Repurchase Value $5,001, collateralized by U.S. Government Agency Obligations 3.500%–6.000%, 6/1/2052–1/1/2056, with a value of $5,100) | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | JP Morgan Securities, LLC<br> (Dated 4/30/2026, Repurchase Value $15,002, collateralized by U.S. Treasury Obligations 0.000%–3.875%, 5/19/2026–3/31/2031, with a value of $15,300) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 |
|  | Natixis SA<br> (Dated 4/30/2026, Repurchase Value $5,001, collateralized by U.S. Treasury Obligations 0.125%–1.500%, 7/15/2026–2/15/2047, with a value of $5,100) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 |
|  | Nomura International plc<br> (Dated 4/30/2026, Repurchase Value $15,002, collateralized by U.S. Treasury Obligations 0.500%–4.375%, 6/30/2026–11/30/2028, with a value of $15,300) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 |
|  | Societe Generale<br> (Dated 4/30/2026, Repurchase Value $11,801, collateralized by U.S. Treasury Obligations 3.000%–4.375%, 5/15/2040–5/15/2045, with a value of $12,036) | &nbsp;&nbsp;3.640% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 |
|  | TD Securities (USA) LLC<br> (Dated 4/30/2026, Repurchase Value $15,002, collateralized by U.S. Treasury Obligations 4.375%, 1/31/2032, with a value of $15,300) | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 |
|  | Wells Fargo & Co.<br> (Dated 4/30/2026, Repurchase Value $10,001, collateralized by U.S. Government Agency Obligations 5.500%, 7/20/2055, with a value of $10,200) | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**177700** |
| **Total Temporary Cash Investments (Cost $204,537)** | **Total Temporary Cash Investments (Cost $204,537)** | **Total Temporary Cash Investments (Cost $204,537)** | **Total Temporary Cash Investments (Cost $204,537)** | **Total Temporary Cash Investments (Cost $204,537)** | &nbsp;&nbsp;&nbsp;&nbsp;**204539** |
| **Total Investments (103.9%) (Cost $12,256,189)** | **Total Investments (103.9%) (Cost $12,256,189)** | **Total Investments (103.9%) (Cost $12,256,189)** | **Total Investments (103.9%) (Cost $12,256,189)** |  | &nbsp;&nbsp;**11449257** |
| **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-4.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-4.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-4.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-4.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-4.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-4.4%)** |
| <sup>1,2,3</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/2027–6/25/2056 | &nbsp;&nbsp;(370244) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(310141) |
| <sup>1,2,3</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/2040–5/25/2056 | &nbsp;&nbsp;&nbsp;&nbsp;(50348) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48481) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>1,2,3</sup> | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/2035–5/25/2056 | &nbsp;&nbsp;(131738) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(129843) |
| **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $490,229)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $490,229)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $490,229)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $490,229)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $490,229)** | &nbsp;&nbsp;&nbsp;&nbsp;**(488465)** |
| **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**57920** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**11018712** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of April 30, 2026. |
| 4 | Securities with a value of $5,679 have been segregated as initial margin for open futures contracts. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| REMICS—Real Estate Mortgage Investment Conduits. |
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | June 2026 | 1036 | 214582 | &nbsp;&nbsp;(2009) |
| 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;28312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Long U.S. Treasury Bond | June 2026 | 1083 | 122210 | &nbsp;&nbsp;(5127) |
| Ultra Long U.S. Treasury Bond | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;9893 | &nbsp;&nbsp;&nbsp;&nbsp;(464) |
|  |  |  |  | &nbsp;&nbsp;(7606) |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 5-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;(368) | &nbsp;&nbsp;(39684) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703 |
| Ultra 10-Year U.S. Treasury Note | June 2026 | &nbsp;&nbsp;&nbsp;(238) | &nbsp;&nbsp;(26861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;1446 |
|  |  |  |  | &nbsp;&nbsp;(6160) |

---

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. The fund may sell a TBA that it does not hold (Sales Commitments) to manage portfolio risks while giving the fund more flexibility. The settlement date of a Sales Commitment is not set, and the positions can be increased or decreased to ensure appropriate hedging ratios for the fund and may be offset by entering into an equal amount of TBA purchases. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

At April 30, 2026, counterparties had deposited in segregated accounts securities with a value of $8,607,000 and cash of $1,863,000 in connection with TBA transactions.

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

D. Repurchase Agreements: The fund enters into repurchase agreements with institutional counterparties. Securities pledged as collateral to the fund under repurchase agreements are held by a custodian bank until the agreements mature, and in the absence of a default, such collateral cannot be repledged, resold, or rehypothecated. Each agreement requires that the market value of the collateral be sufficient to cover payments of interest and principal. The fund further mitigates its counterparty risk by entering into repurchase agreements only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master repurchase agreements with its counterparties. The master repurchase agreements provide that, in the event of a counterparty's default (including bankruptcy), the fund may terminate any repurchase agreements with that counterparty, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the fund. Such action may be subject to legal proceedings, which may delay or limit the disposition of collateral.

E. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates or credit exposure. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

F. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

------

**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of April 30, 2026, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11136153 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11136153 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108565 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108565 |
| Temporary Cash Investments | 26839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177700 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204539 |
| Total | 26839 | &nbsp;&nbsp;&nbsp;11422418 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;11449257 |
| Liabilities |  |  |  |  |
| Conventional Mortgage-Backed Securities—Liability for Sale Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(488465) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(488465) |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;(7606) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7606) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** VANGUARD FIXED INCOME SECURITIES FUNDS

- **b. Investment Company Act file number:** 811-02368

- **c. CIK number of Registrant:** 0000106444

- **d. LEI of Registrant:** 549300F3N7VQKU6I4K64

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** VANGUARD GNMA FUND

- **b. EDGAR series identifier (if any):** S000002582

- **c. LEI of Series:** BWTV7VKYRFHM5AJWMI60

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $14973401908.97

**Total Liabilities:** $3976545502.26

**Net Assets:** $10996856406.71

**Delayed Delivery Securities:** $2254465661.92

**Cash Not Reported:** $441507053.61

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1953.71329021 | **1-Year:** -35171.06123142 | **5-Year:** -65349.73751518 | **10-Year:** 11589.97959961 | **30-Year:** 29902.46708050

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007087 | 1.67%                | -1.57%               | 0.31%                |
| Class ID C000007088 | 1.68%                | -1.56%               | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-20282514.31            | $164502254.43                              |
| Month 2  | $24657682.30             | $-226226224.40                             |
| Month 3  | $169769.55               | $-1027006.54                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. GNMA Bond Index

- **Index Identifier:** I00096

### Schedule of Portfolio Investments

| Name                                                          | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund             | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     267604 | NS      | $26757735.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -471 | NC      | $899602.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1036 | NC      | $-2008540.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | US 10YR NOTE (CBT)Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         33 | NC      | $-19640.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 2.5 5/26                  | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -186915000 | PA      | $-156694638.87 | -1.42%            | 2026-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 2.5 6/26                  | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -186865000 | PA      | $-156601633.97 | -1.42%            | 2026-06-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3 5/26                    | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -950000 | PA      | $-832289.11    | -0.01%            | 2026-05-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4.5 5/26                  | CUSIP: 01F042657<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -50854000 | PA      | $-48980747.14  | -0.45%            | 2026-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5 5/26                    | CUSIP: 01F050650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -133775000 | PA      | $-131904236.89 | -1.20%            | 2026-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5.5 5/26                  | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  139980000 | PA      | $140740049.41  | 1.28%             | 2026-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6 5/26                    | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  120250000 | PA      | $122795920.98  | 1.12%             | 2026-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6 5/26                    | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -108850000 | PA      | $-111154561.32 | -1.01%            | 2026-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6 6/26                    | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5690000 | PA      | $5804466.87    | 0.05%             | 2026-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 2 5/26                    | CUSIP: 21H020659<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -624149000 | PA      | $-513693538.71 | -4.67%            | 2026-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 2.5 5/26                  | CUSIP: 21H022655<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -157475000 | PA      | $-134980735.59 | -1.23%            | 2026-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 3 5/26                    | CUSIP: 21H030658<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -365125000 | PA      | $-325160936.86 | -2.96%            | 2026-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 4 5/26                    | CUSIP: 21H040657<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -57100000 | PA      | $-53283670.11  | -0.48%            | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 4 6/26                    | CUSIP: 21H040665<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -57075000 | PA      | $-53229126.69  | -0.48%            | 2026-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5 5/26                    | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  286860000 | PA      | $284554793.04  | 2.59%             | 2026-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5.5 5/26                  | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  718985000 | PA      | $724193471.14  | 6.59%             | 2026-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5.5 6/26                  | CUSIP: 21H052660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  358950000 | PA      | $360989410.32  | 3.28%             | 2026-06-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 6 5/26                    | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35250000 | PA      | $35946737.40   | 0.33%             | 2026-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A71925                      | CUSIP: 3128L5D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133308 | PA      | $135094.26     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A72047                      | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148939 | PA      | $150951.03     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A72748                      | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9757 | PA      | $9888.40       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A73370                      | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65482 | PA      | $66367.04      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A75249                      | CUSIP: 3128L8ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40164 | PA      | $40707.53      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A75836                      | CUSIP: 3128L9PV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3216 | PA      | $3259.94       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A76485                      | CUSIP: 3128LAF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        858 | PA      | $869.62        | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A77292                      | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15301 | PA      | $15510.57      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A78614                      | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6820 | PA      | $6911.53       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G01827                      | CUSIP: 3128LXA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1607 | PA      | $1604.03       | 0.00%             | 2035-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G01853                      | CUSIP: 3128LXBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2540 | PA      | $2535.25       | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G03854                      | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3652 | PA      | $3701.11       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04468                      | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308769 | PA      | $312926.86     | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04668                      | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44893 | PA      | $45498.70      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04691                      | CUSIP: 3128M6RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153818 | PA      | $155902.06     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101414 | PA      | $102784.96     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G04951                      | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153282 | PA      | $155337.93     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05904                      | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19613 | PA      | $19877.66      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05926                      | CUSIP: 3128M74K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2840 | PA      | $2878.99       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05958                      | CUSIP: 3128M75T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32449 | PA      | $32889.95      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05169                      | CUSIP: 3128M7CE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23303 | PA      | $23623.38      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05188                      | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97428 | PA      | $98742.80      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37776 | PA      | $38286.76      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05253                      | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199899 | PA      | $202606.62     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05255                      | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17993 | PA      | $18235.47      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05262                      | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10545 | PA      | $10500.96      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05388                      | CUSIP: 3128M7J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1740 | PA      | $1764.10       | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48709 | PA      | $49370.56      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05508                      | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12668 | PA      | $12841.48      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3559 | PA      | $3539.84       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05659                      | CUSIP: 3128M7TQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48382 | PA      | $48117.36      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05726                      | CUSIP: 3128M7VT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75666 | PA      | $76691.94      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05849                      | CUSIP: 3128M7ZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3616 | PA      | $3594.33       | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06009                      | CUSIP: 3128M8AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23580 | PA      | $23901.73      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06202                      | CUSIP: 3128M8GK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20396 | PA      | $20349.46      | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06505                      | CUSIP: 3128M8R22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1024780 | PA      | $1018779.64    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06506                      | CUSIP: 3128M8R30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5814 | PA      | $5658.40       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06620                      | CUSIP: 3128M8VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74271 | PA      | $73776.80      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06693                      | CUSIP: 3128M8XW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150618 | PA      | $152671.22     | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07779                      | CUSIP: 3128M96Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46701 | PA      | $46363.53      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07785                      | CUSIP: 3128M96W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35923 | PA      | $35652.41      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07034                      | CUSIP: 3128M9EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130099 | PA      | $131858.11     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175036 | PA      | $177402.49     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07387                      | CUSIP: 3128M9RG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6756 | PA      | $6566.13       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07564                      | CUSIP: 3128M9WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316184 | PA      | $313777.38     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07665                      | CUSIP: 3128M9Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71421 | PA      | $72392.46      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07828                      | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     749343 | PA      | $741875.41     | 0.01%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07810                      | CUSIP: 3128MAAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     499248 | PA      | $496478.31     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07970                      | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24702 | PA      | $25041.12      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08054                      | CUSIP: 3128MJBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4725 | PA      | $4645.66       | 0.00%             | 2035-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08255                      | CUSIP: 3128MJH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32995 | PA      | $33440.84      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08277                      | CUSIP: 3128MJJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5383 | PA      | $5456.01       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108870 | PA      | $108293.83     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5281 | PA      | $5353.51       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08330                      | CUSIP: 3128MJLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5067 | PA      | $5047.04       | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20893 | PA      | $21172.86      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3734 | PA      | $3713.23       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08443                      | CUSIP: 3128MJP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7870 | PA      | $7817.79       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3241 | PA      | $3149.80       | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08542                      | CUSIP: 3128MJS84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108638 | PA      | $105041.07     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08534                      | CUSIP: 3128MJSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4079 | PA      | $3740.48       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08573                      | CUSIP: 3128MJT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     279393 | PA      | $269700.78     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08551                      | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16192 | PA      | $15649.90      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08558                      | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146942 | PA      | $141970.20     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08559                      | CUSIP: 3128MJTR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157096 | PA      | $155683.72     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44678 | PA      | $43170.35      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08567                      | CUSIP: 3128MJTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110202 | PA      | $106421.18     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08607                      | CUSIP: 3128MJU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78015 | PA      | $77205.77      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08622                      | CUSIP: 3128MJVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3036 | PA      | $2754.36       | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08625                      | CUSIP: 3128MJVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1166570 | PA      | $1154789.11    | 0.01%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08626                      | CUSIP: 3128MJVU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5519 | PA      | $5010.57       | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08665                      | CUSIP: 3128MJW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183213 | PA      | $180748.01     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08666                      | CUSIP: 3128MJW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18691 | PA      | $16921.16      | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17958 | PA      | $16259.49      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08657                      | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     341674 | PA      | $337076.92     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64026 | PA      | $57962.13      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08697                      | CUSIP: 3128MJX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4022 | PA      | $3630.21       | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08680                      | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87463 | PA      | $79037.53      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4714135 | PA      | $4233664.73    | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91738                      | CUSIP: 3128P74X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4003 | PA      | $3947.78       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91335                      | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6480 | PA      | $6432.15       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A83575                      | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     270787 | PA      | $274481.14     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A82750                      | CUSIP: 312929BT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5495 | PA      | $5569.43       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A83067                      | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16200 | PA      | $16422.30      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C01844                      | CUSIP: 31292JBM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        972 | PA      | $970.23        | 0.00%             | 2034-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C03487                      | CUSIP: 31292K2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18039 | PA      | $18284.54      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C03565                      | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5968 | PA      | $5805.17       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C09055                      | CUSIP: 31292SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3436 | PA      | $3319.89       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85452                      | CUSIP: 312932BV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21891 | PA      | $21793.97      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85581                      | CUSIP: 312932FW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14749 | PA      | $14949.50      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A85726                      | CUSIP: 312932LF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4311 | PA      | $4368.51       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86313                      | CUSIP: 312933AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83959 | PA      | $85086.91      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        849 | PA      | $828.43        | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86612                      | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     187652 | PA      | $186617.34     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86661                      | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260665 | PA      | $259141.81     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86955                      | CUSIP: 312933WQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26211 | PA      | $26093.41      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87063                      | CUSIP: 312933Z49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11711 | PA      | $11871.57      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87997                      | CUSIP: 3129343E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1239 | PA      | $1255.36       | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87339                      | CUSIP: 312934EL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5431 | PA      | $5504.61       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73350 | PA      | $74334.96      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87714                      | CUSIP: 312934SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3663 | PA      | $3574.31       | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A88134                      | CUSIP: 312935BB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1284 | PA      | $1301.53       | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A88454                      | CUSIP: 312935MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6547 | PA      | $6510.68       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89872                      | CUSIP: 3129366H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4774 | PA      | $4838.25       | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89270                      | CUSIP: 312936JP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4757 | PA      | $4727.82       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2475 | PA      | $2461.88       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89522                      | CUSIP: 312936SK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1851 | PA      | $1876.09       | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90365                      | CUSIP: 312938MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13230 | PA      | $13158.70      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90388                      | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26383 | PA      | $26227.02      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90768                      | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71650 | PA      | $72620.39      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91386                      | CUSIP: 312939RF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20064 | PA      | $19948.20      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91387                      | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119523 | PA      | $121142.51     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91668                      | CUSIP: 312939Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33610 | PA      | $34068.64      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91645                      | CUSIP: 312939ZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     479444 | PA      | $476840.82     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15361 | PA      | $15569.15      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92503                      | CUSIP: 312940X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197292 | PA      | $196089.64     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92539                      | CUSIP: 312940ZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1637 | PA      | $1659.34       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93473                      | CUSIP: 3129412E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19879 | PA      | $20148.47      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93485                      | CUSIP: 3129412S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2576 | PA      | $2610.76       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22829 | PA      | $22688.75      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93511                      | CUSIP: 3129413U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40980 | PA      | $41537.11      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92821                      | CUSIP: 312941D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41028 | PA      | $41586.37      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93070                      | CUSIP: 312941MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39602 | PA      | $40141.91      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93101                      | CUSIP: 312941NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40618 | PA      | $41172.79      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93235                      | CUSIP: 312941SY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51307 | PA      | $52004.22      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93459                      | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28209 | PA      | $28044.53      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93643                      | CUSIP: 312942BL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8321 | PA      | $8083.81       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93671                      | CUSIP: 312942CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8218 | PA      | $8330.68       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93743                      | CUSIP: 312942EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139803 | PA      | $138917.39     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94002                      | CUSIP: 312942NT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241973 | PA      | $245275.34     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1043 | PA      | $1036.40       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94629                      | CUSIP: 312943EA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93075 | PA      | $92421.06      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94672                      | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7006 | PA      | $6959.13       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94713                      | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1800 | PA      | $1751.86       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95085                      | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8261 | PA      | $8042.37       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95582                      | CUSIP: 312944FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9918 | PA      | $9647.71       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A95861                      | CUSIP: 312944QN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2352 | PA      | $2289.52       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97184                      | CUSIP: 3129456V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77211 | PA      | $76672.72      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2819 | PA      | $2740.88       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96389                      | CUSIP: 312945C22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     152332 | PA      | $151338.88     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96366                      | CUSIP: 312945CB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4294 | PA      | $4262.19       | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96388                      | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156545 | PA      | $155496.85     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96423                      | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15831 | PA      | $16048.33      | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96488                      | CUSIP: 312945F52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1034 | PA      | $1048.70       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96616                      | CUSIP: 312945K56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1725 | PA      | $1748.13       | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10147 | PA      | $9871.10       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4319 | PA      | $4291.17       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1006 | PA      | $999.85        | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3916 | PA      | $3810.49       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97297                      | CUSIP: 312946DA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6661 | PA      | $6612.41       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2914 | PA      | $2833.85       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97618                      | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15530 | PA      | $15429.78      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5213 | PA      | $5179.56       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97666                      | CUSIP: 312946QT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9851 | PA      | $9787.68       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97770                      | CUSIP: 312946T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120426 | PA      | $119604.56     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A37619                      | CUSIP: 31297TPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93746 | PA      | $93515.99      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849361                      | CUSIP: 31300MMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1198580 | PA      | $1244016.12    | 0.01%             | 2043-08-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849418                      | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1103654 | PA      | $1143315.37    | 0.01%             | 2044-04-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849461                      | CUSIP: 31300MQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1718152 | PA      | $1781183.94    | 0.02%             | 2044-10-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849462                      | CUSIP: 31300MQP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     394926 | PA      | $406028.54     | 0.00%             | 2044-10-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 849470                      | CUSIP: 31300MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1060669 | PA      | $1100574.38    | 0.01%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3541                      | CUSIP: 3131X65A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1155 | PA      | $1150.02       | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK4375                      | CUSIP: 3131X72G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     505313 | PA      | $501466.51     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK4458                      | CUSIP: 3131X75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4036 | PA      | $4005.51       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3671                      | CUSIP: 3131X7CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4548 | PA      | $4527.71       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3727                      | CUSIP: 3131X7D88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3665 | PA      | $3647.56       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3775                      | CUSIP: 3131X7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2737 | PA      | $2724.43       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3983                      | CUSIP: 3131X7M88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1950 | PA      | $1938.95       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZK3970                      | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2500 | PA      | $2485.77       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B1726                      | CUSIP: 31326F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     536719 | PA      | $557794.17     | 0.01%             | 2043-09-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B2925                      | CUSIP: 31326HHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398208 | PA      | $413280.39     | 0.00%             | 2044-07-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 2B3287                      | CUSIP: 31326HUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1421098 | PA      | $1473807.67    | 0.01%             | 2044-10-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2670                      | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1616 | PA      | $1608.27       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2710                      | CUSIP: 31329LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2652 | PA      | $2637.73       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2714                      | CUSIP: 31329LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     268920 | PA      | $267549.08     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2740                      | CUSIP: 31329LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442595 | PA      | $439857.11     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA2854                      | CUSIP: 31329LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11639 | PA      | $11550.04      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS1286                      | CUSIP: 3132A1NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2037328 | PA      | $2061060.24    | 0.02%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS4680                      | CUSIP: 3132A5FV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11643 | PA      | $10018.89      | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS6521                      | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4087 | PA      | $4060.69       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS6818                      | CUSIP: 3132A7SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11998 | PA      | $11931.99      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS7763                      | CUSIP: 3132A8TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4081 | PA      | $4052.82       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS7937                      | CUSIP: 3132A8ZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6720 | PA      | $6666.23       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8448                      | CUSIP: 3132A9L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2371 | PA      | $2359.92       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8455                      | CUSIP: 3132A9MC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7179 | PA      | $7140.25       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8456                      | CUSIP: 3132A9MD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28053 | PA      | $27889.95      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS8463                      | CUSIP: 3132A9ML8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8483 | PA      | $8427.35       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1193                      | CUSIP: 3132DNKE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17362 | PA      | $15981.68      | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8372                      | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3728679 | PA      | $3765960.72    | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Z40054                      | CUSIP: 3132FCBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21902 | PA      | $21312.79      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00051                      | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136238 | PA      | $138107.71     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00405                      | CUSIP: 3132GDNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1657 | PA      | $1647.78       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00927                      | CUSIP: 3132GEA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83401 | PA      | $84544.54      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01181                      | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30584 | PA      | $30372.81      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01237                      | CUSIP: 3132GELS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14172 | PA      | $14063.06      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01857                      | CUSIP: 3132GFB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60621 | PA      | $61451.43      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q03168                      | CUSIP: 3132GJFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        716 | PA      | $711.51        | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q07189                      | CUSIP: 3132GSKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10954 | PA      | $10636.54      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q20633                      | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40874 | PA      | $39587.21      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q20680                      | CUSIP: 3132JMXH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1909 | PA      | $1849.50       | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21699                      | CUSIP: 3132JN3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239440 | PA      | $236998.43     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21719                      | CUSIP: 3132JN4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20682 | PA      | $20489.92      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21261                      | CUSIP: 3132JNMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53431 | PA      | $51666.86      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21934                      | CUSIP: 3132JPEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12012 | PA      | $11582.04      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q22521                      | CUSIP: 3132JPYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     305011 | PA      | $302079.17     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82341                      | CUSIP: 3132L7S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23558 | PA      | $22772.21      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82362                      | CUSIP: 3132L7TT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109324 | PA      | $108507.89     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V82363                      | CUSIP: 3132L7TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     737513 | PA      | $732567.11     | 0.01%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V84237                      | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21706 | PA      | $20072.93      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V84293                      | CUSIP: 3132L9XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24509 | PA      | $22680.54      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q23123                      | CUSIP: 3132M3D46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7528 | PA      | $7476.04       | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24744                      | CUSIP: 3132M45D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57878 | PA      | $57573.04      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24035                      | CUSIP: 3132M4EG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3755 | PA      | $3734.28       | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24103                      | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10241 | PA      | $9886.77       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24338                      | CUSIP: 3132M4PX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34296 | PA      | $33072.45      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24610                      | CUSIP: 3132M4YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62939 | PA      | $60830.00      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25069                      | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80502 | PA      | $79687.32      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25157                      | CUSIP: 3132M5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19609 | PA      | $19406.70      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25265                      | CUSIP: 3132M5QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17025 | PA      | $16856.81      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25472                      | CUSIP: 3132M5W99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10576 | PA      | $10460.91      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25749                      | CUSIP: 3132M6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18662 | PA      | $18032.57      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q25919                      | CUSIP: 3132M6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150176 | PA      | $148898.32     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28633                      | CUSIP: 3132M9HJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8287 | PA      | $8202.73       | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28789                      | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109459 | PA      | $108215.49     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q28997                      | CUSIP: 3132M9UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21116 | PA      | $21078.95      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q31864                      | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95609 | PA      | $96911.03      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q32273                      | CUSIP: 3132QNQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65294 | PA      | $64456.12      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q33059                      | CUSIP: 3132QPMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179836 | PA      | $177528.29     | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q33895                      | CUSIP: 3132QQKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93389 | PA      | $85244.31      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q34590                      | CUSIP: 3132QRC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140964 | PA      | $128248.48     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q38254                      | CUSIP: 3132QVE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232572 | PA      | $229442.14     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN4097                      | CUSIP: 3132XJRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8346000 | PA      | $8281220.02    | 0.08%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q51940                      | CUSIP: 3132XUEN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20793 | PA      | $19234.66      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q52131                      | CUSIP: 3132XULM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82903 | PA      | $76691.02      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q52184                      | CUSIP: 3132XUNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30156 | PA      | $27896.16      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54421                      | CUSIP: 3132XW4F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142550 | PA      | $131913.45     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54476                      | CUSIP: 3132XW6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42693 | PA      | $39480.96      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54557                      | CUSIP: 3132XXB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19720 | PA      | $18235.79      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54702                      | CUSIP: 3132XXGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97496 | PA      | $90160.41      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54727                      | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40964 | PA      | $37882.19      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q54982                      | CUSIP: 3132XXRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48590 | PA      | $44934.00      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q55052                      | CUSIP: 3132XXTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128038 | PA      | $118403.93     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q55617                      | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57360 | PA      | $53043.95      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57124                      | CUSIP: 3132Y04J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7332 | PA      | $6778.12       | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57772                      | CUSIP: 3132Y1T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75201 | PA      | $69519.63      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60891                      | CUSIP: 31335A7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16111 | PA      | $16330.20      | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60126                      | CUSIP: 31335AD70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3435 | PA      | $3415.05       | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60109                      | CUSIP: 31335ADN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     835450 | PA      | $833851.79     | 0.01%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60239                      | CUSIP: 31335AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     202023 | PA      | $200260.96     | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60321                      | CUSIP: 31335ALA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1179939 | PA      | $1170349.70    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60466                      | CUSIP: 31335AQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49618 | PA      | $49101.40      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60519                      | CUSIP: 31335ASG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27970 | PA      | $27710.51      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G61372                      | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118629 | PA      | $109702.68     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2367 ZK                    | CUSIP: 31339GJU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17934 | PA      | $18383.94      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2392 Z                     | CUSIP: 31339LHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162847 | PA      | $167530.86     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2395 PZ                    | CUSIP: 31339LNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     333334 | PA      | $343406.50     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QH2482                      | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2891880 | PA      | $2926217.24    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA6505                      | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     189230 | PA      | $153461.57     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA8307                      | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26400383 | PA      | $27364804.74   | 0.25%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2043 ZH                    | CUSIP: 3133TDPN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3784 | PA      | $3828.58       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2056 Z                     | CUSIP: 3133TDZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14445 | PA      | $14663.07      | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2101 PD                    | CUSIP: 3133TGPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1169 | PA      | $1186.04       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2095 PE                    | CUSIP: 3133TGWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13471 | PA      | $13666.53      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2104 PG                    | CUSIP: 3133THA56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32721 | PA      | $33239.08      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2112 J                     | CUSIP: 3133THM53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38853 | PA      | $39316.58      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2114 ZM                    | CUSIP: 3133THQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21193 | PA      | $21477.96      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2121 C                     | CUSIP: 3133TJ5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7902 | PA      | $7987.83       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2121 MG                    | CUSIP: 3133TJA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6097 | PA      | $6196.80       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2135 JE                    | CUSIP: 3133TJWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12824 | PA      | $13134.08      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2154 PT                    | CUSIP: 3133TKW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13071 | PA      | $13259.27      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2162 PH                    | CUSIP: 3133TLBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2190 | PA      | $2218.46       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2293 ZA                    | CUSIP: 3133TSBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        566 | PA      | $580.63        | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2303 ZK                    | CUSIP: 3133TSTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27052 | PA      | $27751.35      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2303 ZV                    | CUSIP: 3133TSTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4566 | PA      | $4680.77       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-19 Z                  | CUSIP: 31359SVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21682 | PA      | $22198.78      | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-20 Z                  | CUSIP: 31359SXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     103436 | PA      | $105833.72     | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1998-61 PL                 | CUSIP: 31359UT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4283 | PA      | $4344.67       | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1998-58 ZB                 | CUSIP: 31359UYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4002 | PA      | $4050.23       | 0.00%             | 2028-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-19 PH                 | CUSIP: 31359VH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9397 | PA      | $9517.06       | 0.00%             | 2029-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-17 PG                 | CUSIP: 31359VSD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8969 | PA      | $9065.60       | 0.00%             | 2029-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-25 Z                  | CUSIP: 31359VU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11318 | PA      | $11466.79      | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-32 PL                 | CUSIP: 31359WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15630 | PA      | $15847.08      | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 1999-33 PK                 | CUSIP: 31359WKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11673 | PA      | $11833.20      | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2013-52 JE                 | CUSIP: 3136AEJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1773220 | PA      | $1671644.58    | 0.02%             | 2042-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2013-60 PG                 | CUSIP: 3136AEV95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1770164 | PA      | $1691151.38    | 0.02%             | 2042-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2014-40 PZ                 | CUSIP: 3136AKLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12084283 | PA      | $10653516.92   | 0.10%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2016-9 PZ                  | CUSIP: 3136AQ5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3302611 | PA      | $2719741.25    | 0.02%             | 2046-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-16 PB                 | CUSIP: 3136AVZX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7382921 | PA      | $6482645.40    | 0.06%             | 2047-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-57 BA                 | CUSIP: 3136AXNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6405211 | PA      | $5722646.42    | 0.05%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-93 NL                 | CUSIP: 3136AYF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6343989 | PA      | $4623170.56    | 0.04%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-90 WB                 | CUSIP: 3136AYQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2230063 | PA      | $1815214.19    | 0.02%             | 2047-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-13 MP                 | CUSIP: 3136B02D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4090649 | PA      | $3940144.19    | 0.04%             | 2057-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-108 AZ                | CUSIP: 3136B0SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1720027 | PA      | $1354082.26    | 0.01%             | 2058-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-77 PB                 | CUSIP: 3136B3JP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1619334 | PA      | $1364837.20    | 0.01%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2018-91 BE                 | CUSIP: 3136B3SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5233625 | PA      | $4716547.93    | 0.04%             | 2058-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2019-31 CB                 | CUSIP: 3136B5MP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1778198.80    | 0.02%             | 2049-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2020-93 ZC                 | CUSIP: 3136BDUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4936146 | PA      | $2862530.50    | 0.03%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2024-28 EZ                 | CUSIP: 3136BRSJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1564465 | PA      | $1500038.55    | 0.01%             | 2048-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2024-41 DA                 | CUSIP: 3136BSPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16354259 | PA      | $16483990.64   | 0.15%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2025-18 GZ                 | CUSIP: 3136BVAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7958711 | PA      | $7883363.57    | 0.07%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2025-56 BA                 | CUSIP: 3136BWNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28706002 | PA      | $28949937.22   | 0.26%             | 2051-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2026-1 CA                  | CUSIP: 3136BYZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58393332 | PA      | $58300025.26   | 0.53%             | 2047-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 310228                      | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20792612 | PA      | $19005528.82   | 0.17%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4098 PB                    | CUSIP: 3137AT7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1128824 | PA      | $1044929.53    | 0.01%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4113 MG                    | CUSIP: 3137ATV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2042364 | PA      | $1907707.43    | 0.02%             | 2042-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4347 MZ                    | CUSIP: 3137BBST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3466133 | PA      | $2850182.32    | 0.03%             | 2054-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4499 CZ                    | CUSIP: 3137BKYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8218182 | PA      | $7193789.48    | 0.07%             | 2045-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5201 CB                    | CUSIP: 3137H64W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4292030 | PA      | $3020496.80    | 0.03%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5228 DG                    | CUSIP: 3137H7U76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5128435 | PA      | $4936623.39    | 0.04%             | 2046-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5511 EZ                    | CUSIP: 3137HKKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3276417 | PA      | $3140510.01    | 0.03%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5544 B                     | CUSIP: 3137HLN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20790754 | PA      | $20824144.01   | 0.19%             | 2052-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI0570                      | CUSIP: 3138ADT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197840 | PA      | $196347.42     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ5336                      | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17831 | PA      | $17753.23      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ7716                      | CUSIP: 3138E0SE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1819 | PA      | $1809.92       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ9354                      | CUSIP: 3138E2MC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3897 | PA      | $3877.48       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK0797                      | CUSIP: 3138E43F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11804 | PA      | $11744.04      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK3264                      | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15519 | PA      | $15434.15      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AK5169                      | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23128 | PA      | $22992.95      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL1244                      | CUSIP: 3138EHL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3365 | PA      | $3490.13       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL2605                      | CUSIP: 3138EJ3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3956 | PA      | $3932.64       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL3102                      | CUSIP: 3138EKNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5215 | PA      | $5177.13       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4464                      | CUSIP: 3138EL6A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2569 | PA      | $2536.61       | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL3803                      | CUSIP: 3138ELGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2304 | PA      | $2288.65       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4048                      | CUSIP: 3138ELQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5515 | PA      | $5473.19       | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4081                      | CUSIP: 3138ELRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15305 | PA      | $15140.61      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4324                      | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63968 | PA      | $67463.47      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4911                      | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2944 | PA      | $2929.68       | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL5254                      | CUSIP: 3138EMZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13497 | PA      | $13423.70      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL9862                      | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14458 | PA      | $14342.66      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL9668                      | CUSIP: 3138ERW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21563 | PA      | $21406.71      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AM6629                      | CUSIP: 3138L7LK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4622821 | PA      | $4521798.23    | 0.04%             | 2029-09-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1754                      | CUSIP: 3138LD5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1503852 | PA      | $1418473.40    | 0.01%             | 2031-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1765                      | CUSIP: 3138LD6B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1468758 | PA      | $1381383.93    | 0.01%             | 2031-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1386                      | CUSIP: 3138LDRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     982473 | PA      | $944898.72     | 0.01%             | 2031-04-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN5671                      | CUSIP: 3138LJJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3277745 | PA      | $3102395.15    | 0.03%             | 2032-05-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7330                      | CUSIP: 3138LLEC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3337704 | PA      | $2957949.72    | 0.03%             | 2037-12-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN8585                      | CUSIP: 3138LMRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4426504 | PA      | $4361090.45    | 0.04%             | 2028-03-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO0800                      | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9299 | PA      | $9241.61       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO0323                      | CUSIP: 3138LQLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5351 | PA      | $5317.95       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO7977                      | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136171 | PA      | $135231.10     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AP0457                      | CUSIP: 3138M3QK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5919 | PA      | $5878.06       | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS4206                      | CUSIP: 3138WDU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23334 | PA      | $22922.26      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3795                      | CUSIP: 3138X3GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223357 | PA      | $232100.79     | 0.00%             | 2043-08-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3826                      | CUSIP: 3138X3HC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        394 | PA      | $392.13        | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AV9316                      | CUSIP: 3138XMK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42686 | PA      | $42170.19      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AW5104                      | CUSIP: 3138XUU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1415126 | PA      | $1469518.14    | 0.01%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AW7395                      | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186846 | PA      | $185961.57     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AX1701                      | CUSIP: 3138Y23K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18499 | PA      | $18026.02      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-46 ZG                 | CUSIP: 313920ZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41105 | PA      | $41846.39      | 0.00%             | 2031-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-60 ZC                 | CUSIP: 3139213A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16205 | PA      | $16584.58      | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-60 PX                 | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3383 | PA      | $3462.69       | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-68 PH                 | CUSIP: 31392AYW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123115 | PA      | $126128.31     | 0.00%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2001-68 PZ                 | CUSIP: 31392AZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185854 | PA      | $190403.12     | 0.00%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2002-57 BP                 | CUSIP: 31392D4U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1488 | PA      | $1532.13       | 0.00%             | 2032-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2448 ZQ                    | CUSIP: 31392M6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4303 | PA      | $4374.74       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2460 ZM                    | CUSIP: 31392PPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282411 | PA      | $286346.94     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2502 ZC                    | CUSIP: 31392UTM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14987 | PA      | $15495.06      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2517 ZG                    | CUSIP: 31392X2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47523 | PA      | $48990.53      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 2520 BE                    | CUSIP: 31392XV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45996 | PA      | $47524.06      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 3579 HJ                    | CUSIP: 31398JR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     353726 | PA      | $362009.23     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DA4283                      | CUSIP: 3140A4XM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     542611 | PA      | $547527.33     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DC4790                      | CUSIP: 3140ASKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     384056 | PA      | $386455.74     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD6110                      | CUSIP: 3140B6YG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     458478 | PA      | $461307.12     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD7198                      | CUSIP: 3140B77L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     521890 | PA      | $525150.59     | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD6453                      | CUSIP: 3140B7E33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146014 | PA      | $147838.71     | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD6661                      | CUSIP: 3140B7MK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4088727 | PA      | $4114275.41    | 0.04%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9839                      | CUSIP: 3140BA4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2698235 | PA      | $2715094.93    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9883                      | CUSIP: 3140BA6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460147 | PA      | $462878.85     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9294                      | CUSIP: 3140BAKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1430509 | PA      | $1442621.59    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9342                      | CUSIP: 3140BALY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374680 | PA      | $377009.41     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9598                      | CUSIP: 3140BAUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2529959 | PA      | $2545767.72    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9683                      | CUSIP: 3140BAXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     371571 | PA      | $373893.26     | 0.00%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DD9902                      | CUSIP: 3140BBAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3396480 | PA      | $3417703.54    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE1535                      | CUSIP: 3140BDV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     522718 | PA      | $527144.37     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE4692                      | CUSIP: 3140BHGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1327944 | PA      | $1335827.22    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DE5114                      | CUSIP: 3140BHVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3086704 | PA      | $3105027.27    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC5151                      | CUSIP: 3140F0WM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41936 | PA      | $40536.42      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC6170                      | CUSIP: 3140F12C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     961781 | PA      | $827621.10     | 0.01%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC8677                      | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374528 | PA      | $357863.40     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC9764                      | CUSIP: 3140F5Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332621 | PA      | $317821.59     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD0946                      | CUSIP: 3140F8BQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     531386 | PA      | $507742.41     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD4756                      | CUSIP: 3140FCJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86133 | PA      | $74118.22      | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD4757                      | CUSIP: 3140FCJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1446368 | PA      | $1244611.85    | 0.01%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD6497                      | CUSIP: 3140FEGF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     360855 | PA      | $349576.01     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE0937                      | CUSIP: 3140FLBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156666 | PA      | $151438.68     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE2893                      | CUSIP: 3140FNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400163 | PA      | $386425.40     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BK9015                      | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108498 | PA      | $105001.87     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL3635                      | CUSIP: 3140HVBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1634875 | PA      | $1472531.42    | 0.01%             | 2034-08-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4476                      | CUSIP: 3140J86N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20495 | PA      | $20316.01      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4299                      | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87996 | PA      | $87357.38      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM5010                      | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54498288 | PA      | $50778294.68   | 0.46%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BN6463                      | CUSIP: 3140JPFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82769 | PA      | $73699.34      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1706                      | CUSIP: 3140LB3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16648546 | PA      | $15066303.15   | 0.14%             | 2031-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1621                      | CUSIP: 3140LBYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2084919 | PA      | $1701640.83    | 0.02%             | 2036-04-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1636                      | CUSIP: 3140LBZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21701310 | PA      | $19059464.13   | 0.17%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4899                      | CUSIP: 3140LFNR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6057072 | PA      | $5153180.97    | 0.05%             | 2037-03-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5896                      | CUSIP: 3140LGRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1478418 | PA      | $1408311.39    | 0.01%             | 2037-06-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS8740                      | CUSIP: 3140LKWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13489919 | PA      | $13584606.09   | 0.12%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BT2641                      | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226261 | PA      | $182997.92     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV1722                      | CUSIP: 3140ME4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     570350 | PA      | $573913.47     | 0.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV1602                      | CUSIP: 3140MEX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     959629 | PA      | $965925.53     | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BY7306                      | CUSIP: 3140NQDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     723577 | PA      | $730811.95     | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BY8987                      | CUSIP: 3140NR6Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58767 | PA      | $59372.72      | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0431                      | CUSIP: 3140NUPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3669475 | PA      | $3761504.33    | 0.03%             | 2029-02-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0594                      | CUSIP: 3140NUUU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17424013 | PA      | $17407191.86   | 0.16%             | 2029-03-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0638                      | CUSIP: 3140NUV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29447741 | PA      | $29918710.50   | 0.27%             | 2029-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3449                      | CUSIP: 3140NXZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9159000 | PA      | $9260830.68    | 0.08%             | 2035-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ4392                      | CUSIP: 3140NY3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22199961 | PA      | $22330767.25   | 0.20%             | 2030-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3860                      | CUSIP: 3140NYJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6620000 | PA      | $6789877.14    | 0.06%             | 2035-05-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5393                      | CUSIP: 3140Q07F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9665000 | PA      | $9698013.71    | 0.09%             | 2030-11-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5027                      | CUSIP: 3140Q0SR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5095000 | PA      | $5151381.78    | 0.05%             | 2035-09-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5412                      | CUSIP: 3140Q1AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2517500 | PA      | $2502359.00    | 0.02%             | 2035-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5473                      | CUSIP: 3140Q1CK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39235000 | PA      | $38839389.57   | 0.35%             | 2030-11-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5474                      | CUSIP: 3140Q1CL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37660000 | PA      | $37276425.37   | 0.34%             | 2030-11-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ6317                      | CUSIP: 3140Q2AT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4521159 | PA      | $4536333.92    | 0.04%             | 2036-02-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ6356                      | CUSIP: 3140Q2B23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8349850 | PA      | $8305542.36    | 0.08%             | 2036-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ6332                      | CUSIP: 3140Q2BA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6050000 | PA      | $6057920.66    | 0.06%             | 2036-01-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB1110                      | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115596 | PA      | $93781.75      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3348                      | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1886776 | PA      | $1523646.95    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7987                      | CUSIP: 3140QT2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1522056 | PA      | $1537274.61    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7237                      | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25631 | PA      | $25959.04      | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA2691                      | CUSIP: 3140W27D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31670134 | PA      | $32421644.45   | 0.29%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM5510                      | CUSIP: 3140X9DQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20246 | PA      | $16400.43      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM9511                      | CUSIP: 3140XDR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183206 | PA      | $149663.87     | 0.00%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DA9466                      | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1182266 | PA      | $1192239.62    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 888596                      | CUSIP: 31410GGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49597 | PA      | $52280.14      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 888745                      | CUSIP: 31410GL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3743 | PA      | $3951.01       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889072                      | CUSIP: 31410GW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67138 | PA      | $70750.05      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889495                      | CUSIP: 31410KGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6201 | PA      | $6515.58       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889650                      | CUSIP: 31410KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28331 | PA      | $29881.55      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889676                      | CUSIP: 31410KMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77619 | PA      | $81944.06      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889859                      | CUSIP: 31410KTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4172 | PA      | $4404.83       | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 889984                      | CUSIP: 31410KXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.05          | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 890850                      | CUSIP: 31410LWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24379 | PA      | $24202.17      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 899948                      | CUSIP: 31410WZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3544 | PA      | $3744.09       | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 908916                      | CUSIP: 31411HYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25206 | PA      | $26587.10      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 932866                      | CUSIP: 31412RMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     264575 | PA      | $262452.79     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 981730                      | CUSIP: 31415BEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99600 | PA      | $105390.59     | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB3858                      | CUSIP: 31417AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1519 | PA      | $1512.64       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5445                      | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10546 | PA      | $10477.30      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5697                      | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7592 | PA      | $7523.55       | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5710                      | CUSIP: 31417CKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33503 | PA      | $33199.89      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB7246                      | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7057 | PA      | $6974.46       | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB9847                      | CUSIP: 31417G5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1744 | PA      | $1718.04       | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA1018                      | CUSIP: 31418ADY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3423 | PA      | $3404.18       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3286                      | CUSIP: 31418CUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30619 | PA      | $30329.55      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4919                      | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1021334 | PA      | $1032854.19    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE0443                      | CUSIP: 31419AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40166 | PA      | $42379.53      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QX9666                      | CUSIP: 31426GW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150179 | PA      | $151155.04     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY0452                      | CUSIP: 31426JQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1925198 | PA      | $1937829.12    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY3469                      | CUSIP: 31426M2B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186107 | PA      | $187270.38     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY2989                      | CUSIP: 31426MKB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     629342 | PA      | $633225.46     | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY5642                      | CUSIP: 31426QHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237611 | PA      | $239095.43     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QY5658                      | CUSIP: 31426QJC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56610 | PA      | $57010.21      | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ4369                      | CUSIP: 3142GU2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13224241 | PA      | $13418453.42   | 0.12%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | SCRT 2018-3 MZ                 | CUSIP: 35563PGK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8900863 | PA      | $6983145.13    | 0.06%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | SCRT 2018-4 MZ                 | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9360610 | PA      | $7344686.86    | 0.07%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 | SCRT 2019-1 MZ                 | CUSIP: 35563PJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12893918 | PA      | $10122735.41   | 0.09%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | SCRT 2019-3 MT                 | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41225287 | PA      | $37329802.06   | 0.34%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | SCRT 2019-3 MZ                 | CUSIP: 35563PLL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12019256 | PA      | $9382740.01    | 0.09%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | SCRT 2020-1 MT                 | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44481878 | PA      | $37401933.05   | 0.34%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759958                      | CUSIP: 36176AB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11160 | PA      | $10773.46      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759934                      | CUSIP: 36176ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29367 | PA      | $27600.74      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759970                      | CUSIP: 36176ACF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270664 | PA      | $261239.97     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760038                      | CUSIP: 36176AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38906 | PA      | $38607.14      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760067                      | CUSIP: 36176AFG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119366 | PA      | $115462.83     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760098                      | CUSIP: 36176AGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54500 | PA      | $52629.93      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760099                      | CUSIP: 36176AGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44380 | PA      | $44058.03      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760100                      | CUSIP: 36176AGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13582 | PA      | $13467.73      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760103                      | CUSIP: 36176AGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127701 | PA      | $126788.97     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760147                      | CUSIP: 36176AHY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1850 | PA      | $1848.28       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760212                      | CUSIP: 36176AKZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18722 | PA      | $17179.48      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760290                      | CUSIP: 36176ANF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115996 | PA      | $111918.20     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760345                      | CUSIP: 36176AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     556742 | PA      | $524736.11     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760323                      | CUSIP: 36176APG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79473 | PA      | $78708.10      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760334                      | CUSIP: 36176APT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414120 | PA      | $399325.70     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760443                      | CUSIP: 36176AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36003 | PA      | $35723.03      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760433                      | CUSIP: 36176ASW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29296 | PA      | $29014.18      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760446                      | CUSIP: 36176ATB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90923 | PA      | $87963.45      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760464                      | CUSIP: 36176ATV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147676 | PA      | $142759.73     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760477                      | CUSIP: 36176AUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3471 | PA      | $3348.96       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760485                      | CUSIP: 36176AUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46280 | PA      | $44619.14      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761574                      | CUSIP: 36176B2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61183 | PA      | $59083.97      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761582                      | CUSIP: 36176B2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61405 | PA      | $60953.42      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760879                      | CUSIP: 36176BCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     763709 | PA      | $738063.53     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 760880                      | CUSIP: 36176BCR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221888 | PA      | $214404.23     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761210                      | CUSIP: 36176BN37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     380644 | PA      | $368657.92     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761211                      | CUSIP: 36176BN45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305473 | PA      | $296042.44     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761212                      | CUSIP: 36176BN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18359 | PA      | $17781.32      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761218                      | CUSIP: 36176BPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197365 | PA      | $195817.66     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761439                      | CUSIP: 36176BV87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77389 | PA      | $74756.67      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761747                      | CUSIP: 36176CBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107459 | PA      | $103897.13     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761784                      | CUSIP: 36176CCV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280209 | PA      | $277851.70     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761807                      | CUSIP: 36176CDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44814 | PA      | $44489.03      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761840                      | CUSIP: 36176CEM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104742 | PA      | $103888.35     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761845                      | CUSIP: 36176CES0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45843 | PA      | $45398.99      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761863                      | CUSIP: 36176CFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120982 | PA      | $116954.96     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 761981                      | CUSIP: 36176CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141506 | PA      | $137028.13     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762038                      | CUSIP: 36176CLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16976 | PA      | $16451.96      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762041                      | CUSIP: 36176CLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133551 | PA      | $129183.95     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762153                      | CUSIP: 36176CQE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82244 | PA      | $81706.45      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762160                      | CUSIP: 36176CQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75904 | PA      | $75289.13      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762162                      | CUSIP: 36176CQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36980 | PA      | $36624.41      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762216                      | CUSIP: 36176CSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67857 | PA      | $67304.11      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762299                      | CUSIP: 36176CUY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137747 | PA      | $136412.97     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763423                      | CUSIP: 36176D4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5109 | PA      | $4946.18       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763480                      | CUSIP: 36176D6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7998 | PA      | $7737.39       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763487                      | CUSIP: 36176D6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209101 | PA      | $207352.07     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763488                      | CUSIP: 36176D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161412 | PA      | $155792.19     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763499                      | CUSIP: 36176D7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104531 | PA      | $101144.14     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763500                      | CUSIP: 36176D7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7290 | PA      | $7232.74       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762628                      | CUSIP: 36176DA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210724 | PA      | $209219.23     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762613                      | CUSIP: 36176DAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8576 | PA      | $8492.45       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762680                      | CUSIP: 36176DCR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34738 | PA      | $33612.65      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762741                      | CUSIP: 36176DEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155532 | PA      | $154288.41     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762854                      | CUSIP: 36176DH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54912 | PA      | $54458.06      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762856                      | CUSIP: 36176DH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        235 | PA      | $234.70        | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762832                      | CUSIP: 36176DHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91157 | PA      | $90481.80      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762833                      | CUSIP: 36176DHJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71359 | PA      | $72370.22      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762946                      | CUSIP: 36176DL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73057 | PA      | $74129.04      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762950                      | CUSIP: 36176DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12600 | PA      | $12494.74      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763016                      | CUSIP: 36176DN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100808 | PA      | $102223.06     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763083                      | CUSIP: 36176DRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48474 | PA      | $48066.25      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763090                      | CUSIP: 36176DRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1770 | PA      | $1794.57       | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764288                      | CUSIP: 36176E2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147439 | PA      | $146377.60     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763531                      | CUSIP: 36176EA84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250766 | PA      | $248934.78     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763501                      | CUSIP: 36176EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53902 | PA      | $53481.97      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763557                      | CUSIP: 36176EB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46815 | PA      | $46430.63      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763584                      | CUSIP: 36176ECV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     482363 | PA      | $466807.11     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763585                      | CUSIP: 36176ECW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81741 | PA      | $78895.28      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763620                      | CUSIP: 36176EDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138118 | PA      | $136999.05     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763752                      | CUSIP: 36176EH53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65144 | PA      | $62984.65      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763825                      | CUSIP: 36176ELE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11662 | PA      | $11825.02      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763884                      | CUSIP: 36176EM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     600296 | PA      | $547137.74     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763854                      | CUSIP: 36176EMB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     582437 | PA      | $533022.99     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 763890                      | CUSIP: 36176ENF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166450 | PA      | $153145.56     | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764034                      | CUSIP: 36176ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17810 | PA      | $16747.29      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764174                      | CUSIP: 36176EXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168154 | PA      | $166756.09     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764182                      | CUSIP: 36176EXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5242 | PA      | $5053.02       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764183                      | CUSIP: 36176EXL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255500 | PA      | $253389.99     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764224                      | CUSIP: 36176EYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20325 | PA      | $19752.77      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764243                      | CUSIP: 36176EZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6026 | PA      | $5824.91       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764244                      | CUSIP: 36176EZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27808 | PA      | $27536.10      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765299                      | CUSIP: 36176F7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36184 | PA      | $35925.46      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764403                      | CUSIP: 36176FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6745 | PA      | $6689.31       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764410                      | CUSIP: 36176FAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31120 | PA      | $31583.06      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764412                      | CUSIP: 36176FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78908 | PA      | $78244.31      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764491                      | CUSIP: 36176FC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31448 | PA      | $31145.48      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764492                      | CUSIP: 36176FC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57162 | PA      | $57959.78      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764470                      | CUSIP: 36176FCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74799 | PA      | $74309.64      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764480                      | CUSIP: 36176FCR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12717 | PA      | $12895.11      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764500                      | CUSIP: 36176FDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52171 | PA      | $51662.97      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764506                      | CUSIP: 36176FDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4013 | PA      | $4069.61       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764517                      | CUSIP: 36176FDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131908 | PA      | $133751.49     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764536                      | CUSIP: 36176FEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29697 | PA      | $30114.12      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764546                      | CUSIP: 36176FET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44338 | PA      | $44170.43      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764548                      | CUSIP: 36176FEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58589 | PA      | $59411.75      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764568                      | CUSIP: 36176FFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44249 | PA      | $43946.99      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764583                      | CUSIP: 36176FFY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105825 | PA      | $107301.51     | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764593                      | CUSIP: 36176FGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8574 | PA      | $8694.17       | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764597                      | CUSIP: 36176FGE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25622 | PA      | $24773.04      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764662                      | CUSIP: 36176FJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261549 | PA      | $259389.05     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764663                      | CUSIP: 36176FJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68295 | PA      | $67744.89      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764836                      | CUSIP: 36176FPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4422 | PA      | $4275.12       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764852                      | CUSIP: 36176FQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17846 | PA      | $17236.68      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764905                      | CUSIP: 36176FR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19246 | PA      | $18159.02      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764906                      | CUSIP: 36176FR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22107 | PA      | $21358.41      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764894                      | CUSIP: 36176FRP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48155 | PA      | $46559.28      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765043                      | CUSIP: 36176FWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171397 | PA      | $162018.94     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765095                      | CUSIP: 36176FXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117931 | PA      | $104104.46     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765130                      | CUSIP: 36176FY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320075 | PA      | $309093.89     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765131                      | CUSIP: 36176FY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     733019 | PA      | $727156.84     | 0.01%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765127                      | CUSIP: 36176FYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1860573 | PA      | $1845791.56    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765302                      | CUSIP: 36176GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68009 | PA      | $67458.25      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765881                      | CUSIP: 36176GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60930 | PA      | $60426.52      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765884                      | CUSIP: 36176GUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41515 | PA      | $40017.67      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765886                      | CUSIP: 36176GUK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66027 | PA      | $65530.53      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765929                      | CUSIP: 36176GVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125203 | PA      | $124221.67     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765930                      | CUSIP: 36176GVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38277 | PA      | $37955.35      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765945                      | CUSIP: 36176GWE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4319 | PA      | $4289.66       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765946                      | CUSIP: 36176GWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350033 | PA      | $338177.51     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765950                      | CUSIP: 36176GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433493 | PA      | $418747.91     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 765951                      | CUSIP: 36176GWL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104708 | PA      | $103893.10     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766989                      | CUSIP: 36176H2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221702 | PA      | $202893.25     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767023                      | CUSIP: 36176H4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265187 | PA      | $242416.53     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767037                      | CUSIP: 36176H4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     624602 | PA      | $570546.64     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767041                      | CUSIP: 36176H5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1197192 | PA      | $1094802.62    | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767045                      | CUSIP: 36176H5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1298984 | PA      | $1190572.93    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767046                      | CUSIP: 36176H5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332734 | PA      | $305429.22     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767047                      | CUSIP: 36176H5G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     425546 | PA      | $388431.40     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767049                      | CUSIP: 36176H5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555998 | PA      | $507505.31     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767060                      | CUSIP: 36176H5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399752 | PA      | $374591.96     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766206                      | CUSIP: 36176HAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3819 | PA      | $3726.10       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766310                      | CUSIP: 36176HDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32352 | PA      | $32207.67      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766473                      | CUSIP: 36176HJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19298 | PA      | $19149.40      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766489                      | CUSIP: 36176HKA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175483 | PA      | $169693.04     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766495                      | CUSIP: 36176HKG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10942 | PA      | $10561.26      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766616                      | CUSIP: 36176HN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36514 | PA      | $34446.86      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766652                      | CUSIP: 36176HQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1160941 | PA      | $1068559.63    | 0.01%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766658                      | CUSIP: 36176HQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174378 | PA      | $168002.98     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766659                      | CUSIP: 36176HQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50888 | PA      | $50381.44      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766766                      | CUSIP: 36176HTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5482 | PA      | $5053.86       | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766897                      | CUSIP: 36176HX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26074 | PA      | $25198.12      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766875                      | CUSIP: 36176HXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36380 | PA      | $35179.82      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766889                      | CUSIP: 36176HXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172171 | PA      | $166020.30     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766918                      | CUSIP: 36176HYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119936 | PA      | $112807.19     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767101                      | CUSIP: 36176JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271536 | PA      | $254140.57     | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767151                      | CUSIP: 36176JBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     437756 | PA      | $398991.21     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767168                      | CUSIP: 36176JCD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        891 | PA      | $882.73        | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767249                      | CUSIP: 36176JEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11411 | PA      | $11013.52      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767251                      | CUSIP: 36176JEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35138 | PA      | $33932.82      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767263                      | CUSIP: 36176JFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49833 | PA      | $48098.38      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767353                      | CUSIP: 36176JH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78078 | PA      | $73344.35      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767359                      | CUSIP: 36176JJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26748 | PA      | $24505.97      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767546                      | CUSIP: 36176JP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93033 | PA      | $92132.67      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767564                      | CUSIP: 36176JQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164242 | PA      | $162962.78     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 767585                      | CUSIP: 36176JRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157906 | PA      | $152107.52     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768888                      | CUSIP: 36176K6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     285191 | PA      | $289187.09     | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768088                      | CUSIP: 36176KCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231390 | PA      | $223519.19     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768127                      | CUSIP: 36176KD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51737 | PA      | $50037.18      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768141                      | CUSIP: 36176KEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260564 | PA      | $251580.37     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768358                      | CUSIP: 36176KMF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177339 | PA      | $171513.63     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768361                      | CUSIP: 36176KMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     439229 | PA      | $425398.14     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768364                      | CUSIP: 36176KMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92994 | PA      | $89898.10      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768373                      | CUSIP: 36176KMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80530 | PA      | $78031.82      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768387                      | CUSIP: 36176KNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60138 | PA      | $58110.00      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768496                      | CUSIP: 36176KRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131875 | PA      | $133720.72     | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768767                      | CUSIP: 36176KZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42764 | PA      | $43359.99      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769697                      | CUSIP: 36176L3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226652 | PA      | $215010.87     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769723                      | CUSIP: 36176L4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36506 | PA      | $34570.28      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769734                      | CUSIP: 36176L4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3628 | PA      | $3324.99       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769738                      | CUSIP: 36176L4X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14648 | PA      | $14195.50      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769765                      | CUSIP: 36176L6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27687 | PA      | $27461.40      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769784                      | CUSIP: 36176L6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15430 | PA      | $14897.77      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769787                      | CUSIP: 36176L6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57069 | PA      | $55144.32      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769795                      | CUSIP: 36176L7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51356 | PA      | $49436.55      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769039                      | CUSIP: 36176LEL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21438 | PA      | $21264.99      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769095                      | CUSIP: 36176LGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284522 | PA      | $282142.46     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769229                      | CUSIP: 36176LLJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5453 | PA      | $5281.70       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769360                      | CUSIP: 36176LQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139965 | PA      | $132479.50     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769479                      | CUSIP: 36176LUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142391 | PA      | $137842.39     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769538                      | CUSIP: 36176LV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84825 | PA      | $80151.20      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769516                      | CUSIP: 36176LVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53546 | PA      | $53027.40      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769518                      | CUSIP: 36176LVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5905 | PA      | $5707.36       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769523                      | CUSIP: 36176LVQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36540 | PA      | $35286.12      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769525                      | CUSIP: 36176LVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103698 | PA      | $102677.13     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769528                      | CUSIP: 36176LVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12926 | PA      | $12490.07      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769532                      | CUSIP: 36176LVZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10635 | PA      | $10245.75      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769597                      | CUSIP: 36176LX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113150 | PA      | $109032.05     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769598                      | CUSIP: 36176LX34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146591 | PA      | $141304.95     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769630                      | CUSIP: 36176LY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316328 | PA      | $297526.43     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769631                      | CUSIP: 36176LY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     544689 | PA      | $514192.64     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769632                      | CUSIP: 36176LY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239819 | PA      | $226697.38     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769635                      | CUSIP: 36176LY82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366524 | PA      | $344651.00     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769606                      | CUSIP: 36176LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59710 | PA      | $57527.22      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769608                      | CUSIP: 36176LYD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     260149 | PA      | $251300.64     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769620                      | CUSIP: 36176LYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     551720 | PA      | $519595.83     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769623                      | CUSIP: 36176LYU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603142 | PA      | $568767.67     | 0.01%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769627                      | CUSIP: 36176LYY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413653 | PA      | $389568.01     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769657                      | CUSIP: 36176LZW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143807 | PA      | $135225.56     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770596                      | CUSIP: 36176M3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107342 | PA      | $106461.24     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770597                      | CUSIP: 36176M3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4245 | PA      | $4101.90       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770613                      | CUSIP: 36176M3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65589 | PA      | $65085.25      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770614                      | CUSIP: 36176M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107640 | PA      | $106947.61     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770616                      | CUSIP: 36176M3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341520 | PA      | $338682.30     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770637                      | CUSIP: 36176M4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23679 | PA      | $22846.50      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769825                      | CUSIP: 36176MA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4962 | PA      | $4796.75       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769808                      | CUSIP: 36176MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5489 | PA      | $5291.79       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769813                      | CUSIP: 36176MAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111378 | PA      | $107481.25     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769837                      | CUSIP: 36176MBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299773 | PA      | $290015.57     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769847                      | CUSIP: 36176MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137693 | PA      | $132898.77     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769889                      | CUSIP: 36176MC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72179 | PA      | $71632.39      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769878                      | CUSIP: 36176MCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83622 | PA      | $80496.28      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769888                      | CUSIP: 36176MCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40213 | PA      | $39989.67      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769898                      | CUSIP: 36176MDB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144438 | PA      | $143305.32     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769919                      | CUSIP: 36176MDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63944 | PA      | $63320.97      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769920                      | CUSIP: 36176MDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13927 | PA      | $13838.09      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769934                      | CUSIP: 36176MEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67512 | PA      | $67001.17      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769944                      | CUSIP: 36176MER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94287 | PA      | $91004.62      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769945                      | CUSIP: 36176MES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127899 | PA      | $126883.34     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769968                      | CUSIP: 36176MFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147139 | PA      | $141882.30     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769973                      | CUSIP: 36176MFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139920 | PA      | $135181.14     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770014                      | CUSIP: 36176MGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     850671 | PA      | $780863.83     | 0.01%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770387                      | CUSIP: 36176MUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12948 | PA      | $12847.78      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770394                      | CUSIP: 36176MUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145710 | PA      | $144513.93     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770470                      | CUSIP: 36176MW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17963 | PA      | $17819.54      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770445                      | CUSIP: 36176MWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103315 | PA      | $99770.76      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770446                      | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69291 | PA      | $68729.41      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770473                      | CUSIP: 36176MXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17356 | PA      | $16760.33      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770478                      | CUSIP: 36176MXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        868 | PA      | $862.77        | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770479                      | CUSIP: 36176MXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220912 | PA      | $213656.03     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770515                      | CUSIP: 36176MYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10727 | PA      | $10356.98      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770516                      | CUSIP: 36176MYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2112 | PA      | $2034.89       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771537                      | CUSIP: 36176N4W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263772 | PA      | $238881.08     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771561                      | CUSIP: 36176N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26416 | PA      | $25559.89      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771564                      | CUSIP: 36176N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10439 | PA      | $10105.05      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770708                      | CUSIP: 36176NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1248 | PA      | $1265.32       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770861                      | CUSIP: 36176NFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64380 | PA      | $63759.65      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771330                      | CUSIP: 36176NVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335706 | PA      | $318151.81     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771344                      | CUSIP: 36176NWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1055739 | PA      | $966532.97     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771417                      | CUSIP: 36176NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43956 | PA      | $42592.49      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772372                      | CUSIP: 36176P2D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395276 | PA      | $372068.66     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772397                      | CUSIP: 36176P3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     518354 | PA      | $487544.78     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772398                      | CUSIP: 36176P3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82601 | PA      | $77651.91      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772415                      | CUSIP: 36176P3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11981 | PA      | $11272.78      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772431                      | CUSIP: 36176P4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22088 | PA      | $21914.52      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772028                      | CUSIP: 36176PPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145677 | PA      | $141112.14     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772030                      | CUSIP: 36176PPP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378046 | PA      | $364756.49     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772031                      | CUSIP: 36176PPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53861 | PA      | $52036.54      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772032                      | CUSIP: 36176PPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79191 | PA      | $76433.61      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772033                      | CUSIP: 36176PPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51663 | PA      | $49881.50      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772049                      | CUSIP: 36176PQA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28328 | PA      | $27316.24      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772106                      | CUSIP: 36176PR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10596 | PA      | $10030.17      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772107                      | CUSIP: 36176PR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35277 | PA      | $33266.67      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772111                      | CUSIP: 36176PR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54758 | PA      | $52747.39      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772089                      | CUSIP: 36176PRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     505490 | PA      | $477526.92     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772090                      | CUSIP: 36176PRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     371289 | PA      | $350006.82     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772091                      | CUSIP: 36176PRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490019 | PA      | $461727.78     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772098                      | CUSIP: 36176PRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4838 | PA      | $4678.29       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772152                      | CUSIP: 36176PTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73936 | PA      | $71463.88      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772362                      | CUSIP: 36176PZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     691631 | PA      | $667667.40     | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772363                      | CUSIP: 36176PZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32563 | PA      | $32289.38      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772367                      | CUSIP: 36176PZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48796 | PA      | $47097.07      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772358                      | CUSIP: 36176PZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121099 | PA      | $116882.32     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772359                      | CUSIP: 36176PZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58501 | PA      | $58118.04      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773302                      | CUSIP: 36176Q3K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8509 | PA      | $8204.98       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773308                      | CUSIP: 36176Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19419 | PA      | $18293.50      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772647                      | CUSIP: 36176QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44036 | PA      | $42440.74      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772735                      | CUSIP: 36176QHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77146 | PA      | $74623.79      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772783                      | CUSIP: 36176QJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93176 | PA      | $90157.10      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772914                      | CUSIP: 36176QN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112620 | PA      | $109719.74     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 772932                      | CUSIP: 36176QPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76798 | PA      | $72160.05      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773120                      | CUSIP: 36176QVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123125 | PA      | $122089.53     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773458                      | CUSIP: 36176RB35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161513 | PA      | $160555.19     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773503                      | CUSIP: 36176RDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316530 | PA      | $305763.72     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773662                      | CUSIP: 36176RJF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41938 | PA      | $40511.61      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773663                      | CUSIP: 36176RJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39055 | PA      | $37732.05      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773664                      | CUSIP: 36176RJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7203 | PA      | $7157.63       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773902                      | CUSIP: 36176RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62196 | PA      | $61711.55      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 773940                      | CUSIP: 36176RS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5022 | PA      | $4851.57       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775072                      | CUSIP: 36176S2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11907 | PA      | $11816.58      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775135                      | CUSIP: 36176S4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10293 | PA      | $9688.63       | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774491                      | CUSIP: 36176SF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72883 | PA      | $72296.24      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774500                      | CUSIP: 36176SGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119508 | PA      | $118527.61     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774502                      | CUSIP: 36176SGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2938 | PA      | $2981.01       | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774506                      | CUSIP: 36176SGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119850 | PA      | $118981.46     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774587                      | CUSIP: 36176SJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10169 | PA      | $9845.71       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774565                      | CUSIP: 36176SJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19458 | PA      | $19316.55      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774596                      | CUSIP: 36176SKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33991 | PA      | $32941.88      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774597                      | CUSIP: 36176SKJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43518 | PA      | $42017.76      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774603                      | CUSIP: 36176SKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33822 | PA      | $32655.75      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774605                      | CUSIP: 36176SKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48690 | PA      | $48318.97      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774652                      | CUSIP: 36176SL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9678 | PA      | $9319.40       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774642                      | CUSIP: 36176SLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10180 | PA      | $9853.38       | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774658                      | CUSIP: 36176SMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250378 | PA      | $241391.88     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774689                      | CUSIP: 36176SNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16673 | PA      | $16086.43      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774778                      | CUSIP: 36176SQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10595 | PA      | $10233.52      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774817                      | CUSIP: 36176SSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3482 | PA      | $3370.27       | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775029                      | CUSIP: 36176SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130694 | PA      | $129655.74     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775420                      | CUSIP: 36176TG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35955 | PA      | $35070.98      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 775544                      | CUSIP: 36176TLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144100 | PA      | $139082.82     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776967                      | CUSIP: 36176U6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249152 | PA      | $227674.04     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776144                      | CUSIP: 36176UBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66025 | PA      | $65374.69      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776217                      | CUSIP: 36176UDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65187 | PA      | $61328.39      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776220                      | CUSIP: 36176UDZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2135 | PA      | $2056.33       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776399                      | CUSIP: 36176UKL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5208 | PA      | $5157.76       | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776566                      | CUSIP: 36176UQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11513 | PA      | $11110.51      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776587                      | CUSIP: 36176URG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     375465 | PA      | $353149.09     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776718                      | CUSIP: 36176UVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213852 | PA      | $201193.02     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776731                      | CUSIP: 36176UVY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59176 | PA      | $56954.80      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776750                      | CUSIP: 36176UWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6363 | PA      | $6133.94       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776802                      | CUSIP: 36176UX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92799 | PA      | $87372.78      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776803                      | CUSIP: 36176UX83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192701 | PA      | $185530.08     | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776854                      | CUSIP: 36176UZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82805 | PA      | $79683.38      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777847                      | CUSIP: 36176V5G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104848 | PA      | $100928.95     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777171                      | CUSIP: 36176VFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21239 | PA      | $20049.59      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777195                      | CUSIP: 36176VGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226490 | PA      | $218819.12     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777215                      | CUSIP: 36176VGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122533 | PA      | $115220.84     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777254                      | CUSIP: 36176VH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193892 | PA      | $171947.88     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777247                      | CUSIP: 36176VHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     789021 | PA      | $701177.40     | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777305                      | CUSIP: 36176VKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143564 | PA      | $134893.88     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777510                      | CUSIP: 36176VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89290 | PA      | $78981.44      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777542                      | CUSIP: 36176VS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54727 | PA      | $49631.63      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777576                      | CUSIP: 36176VT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488683 | PA      | $443497.93     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777550                      | CUSIP: 36176VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     628044 | PA      | $571599.78     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777558                      | CUSIP: 36176VTP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     909505 | PA      | $830180.36     | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777607                      | CUSIP: 36176VU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201995 | PA      | $197809.61     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 777623                      | CUSIP: 36176VVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221538 | PA      | $217439.77     | 0.00%             | 2030-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778678                      | CUSIP: 36176W2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381704 | PA      | $368997.65     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778686                      | CUSIP: 36176W2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54760 | PA      | $54390.18      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778687                      | CUSIP: 36176W2U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     645776 | PA      | $609619.44     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778762                      | CUSIP: 36176W5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53049 | PA      | $50119.13      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778782                      | CUSIP: 36176W6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5693 | PA      | $5223.76       | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778792                      | CUSIP: 36176W7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     719145 | PA      | $681042.86     | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778793                      | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115584 | PA      | $109141.93     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778798                      | CUSIP: 36176W7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76123 | PA      | $73544.70      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778048                      | CUSIP: 36176WEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83125 | PA      | $78124.99      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778069                      | CUSIP: 36176WFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110483 | PA      | $103969.18     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778131                      | CUSIP: 36176WHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8710 | PA      | $8426.25       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778171                      | CUSIP: 36176WJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322600 | PA      | $303118.35     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778375                      | CUSIP: 36176WQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1057358 | PA      | $995793.41     | 0.01%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778366                      | CUSIP: 36176WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     285401 | PA      | $269277.83     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778382                      | CUSIP: 36176WRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73967 | PA      | $69535.20      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778385                      | CUSIP: 36176WRE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130946 | PA      | $124069.66     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778471                      | CUSIP: 36176WT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     702811 | PA      | $644644.81     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778599                      | CUSIP: 36176WX48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13541 | PA      | $13078.07      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778600                      | CUSIP: 36176WX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20673 | PA      | $19969.45      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778608                      | CUSIP: 36176WYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6732 | PA      | $6360.38       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778611                      | CUSIP: 36176WYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7319 | PA      | $7072.05       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778652                      | CUSIP: 36176WZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72135 | PA      | $68588.98      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778655                      | CUSIP: 36176WZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167136 | PA      | $158275.37     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779700                      | CUSIP: 36176X7M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171013 | PA      | $164903.59     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778862                      | CUSIP: 36176XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73098 | PA      | $69196.11      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778846                      | CUSIP: 36176XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153217 | PA      | $145023.29     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778869                      | CUSIP: 36176XCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3188 | PA      | $3076.98       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778874                      | CUSIP: 36176XCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181867 | PA      | $171684.54     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401435 | PA      | $378959.19     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778880                      | CUSIP: 36176XCR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131285 | PA      | $127273.54     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778955                      | CUSIP: 36176XE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66753 | PA      | $61441.26      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778960                      | CUSIP: 36176XE96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     483338 | PA      | $457729.30     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778944                      | CUSIP: 36176XER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226256 | PA      | $214051.83     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778971                      | CUSIP: 36176XFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60694 | PA      | $60074.21      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778972                      | CUSIP: 36176XFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120523 | PA      | $113894.56     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778977                      | CUSIP: 36176XFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38551 | PA      | $37116.68      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779084                      | CUSIP: 36176XJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     576873 | PA      | $531592.14     | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779075                      | CUSIP: 36176XJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26819 | PA      | $25307.09      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779101                      | CUSIP: 36176XKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1544236 | PA      | $1461808.43    | 0.01%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779102                      | CUSIP: 36176XKP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21258 | PA      | $20062.19      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779168                      | CUSIP: 36176XMR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69109 | PA      | $63659.45      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779209                      | CUSIP: 36176XN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20944 | PA      | $19719.56      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779244                      | CUSIP: 36176XP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71612 | PA      | $69469.05      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779245                      | CUSIP: 36176XP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3586 | PA      | $3462.04       | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779220                      | CUSIP: 36176XPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25304 | PA      | $23309.02      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779237                      | CUSIP: 36176XPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75661 | PA      | $69749.80      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779354                      | CUSIP: 36176XTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5946 | PA      | $5603.34       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779378                      | CUSIP: 36176XUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33606 | PA      | $30956.24      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779400                      | CUSIP: 36176XUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3310 | PA      | $3195.78       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779704                      | CUSIP: 36176YAD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1375 | PA      | $1329.01       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779715                      | CUSIP: 36176YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17067 | PA      | $16473.08      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779746                      | CUSIP: 36176YBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79957 | PA      | $77074.30      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779747                      | CUSIP: 36176YBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7911 | PA      | $7462.03       | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779825                      | CUSIP: 36176YD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20574 | PA      | $20439.69      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779888                      | CUSIP: 36176YF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2104 | PA      | $2033.30       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779864                      | CUSIP: 36176YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     360689 | PA      | $347743.30     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779912                      | CUSIP: 36177HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9465 | PA      | $9075.39       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779946                      | CUSIP: 36177HBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41806 | PA      | $41466.98      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779990                      | CUSIP: 36177HC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58834 | PA      | $58351.44      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 779995                      | CUSIP: 36177HC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53969 | PA      | $53589.66      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790836                      | CUSIP: 36177J4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173144 | PA      | $162525.57     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790320                      | CUSIP: 36177JLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55516 | PA      | $52203.00      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790433                      | CUSIP: 36177JPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195588 | PA      | $189399.24     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790765                      | CUSIP: 36177JZ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446377 | PA      | $409904.32     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 790988                      | CUSIP: 36177KC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88041 | PA      | $85254.83      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791043                      | CUSIP: 36177KER3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5569 | PA      | $5544.10       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791245                      | CUSIP: 36177KL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19414 | PA      | $18735.28      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791281                      | CUSIP: 36177KM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171059 | PA      | $164948.42     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791579                      | CUSIP: 36177KXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4723 | PA      | $4548.04       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791615                      | CUSIP: 36177KYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33090 | PA      | $31874.79      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791624                      | CUSIP: 36177KYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48428 | PA      | $45596.87      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792575                      | CUSIP: 36177L2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296748 | PA      | $280907.46     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792677                      | CUSIP: 36177L6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69058 | PA      | $65386.41      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791824                      | CUSIP: 36177LA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38140 | PA      | $35856.54      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791807                      | CUSIP: 36177LAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14052 | PA      | $12869.62      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 791813                      | CUSIP: 36177LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210547 | PA      | $197832.13     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792470                      | CUSIP: 36177LW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     285322 | PA      | $268639.40     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792516                      | CUSIP: 36177LYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38814 | PA      | $37493.83      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793555                      | CUSIP: 36177M5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66250 | PA      | $62344.40      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793585                      | CUSIP: 36177M6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5052 | PA      | $4880.49       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792723                      | CUSIP: 36177MAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99134 | PA      | $95732.49      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 792946                      | CUSIP: 36177MHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57010 | PA      | $54879.29      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793025                      | CUSIP: 36177MLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75087 | PA      | $70733.40      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793027                      | CUSIP: 36177MLH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     596386 | PA      | $575823.53     | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793119                      | CUSIP: 36177MPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88904 | PA      | $83727.87      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793150                      | CUSIP: 36177MQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     973132 | PA      | $916709.45     | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793193                      | CUSIP: 36177MRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96499 | PA      | $92923.55      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793219                      | CUSIP: 36177MSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19955 | PA      | $18787.84      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793457                      | CUSIP: 36177MZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43947 | PA      | $40824.81      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794387                      | CUSIP: 36177N2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82373 | PA      | $77457.45      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794411                      | CUSIP: 36177N3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86172 | PA      | $81325.48      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794490                      | CUSIP: 36177N7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65860 | PA      | $60786.17      | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 793603                      | CUSIP: 36177NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430085 | PA      | $405681.03     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794075                      | CUSIP: 36177NQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21804 | PA      | $21014.39      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794070                      | CUSIP: 36177NQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173031 | PA      | $162663.70     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794143                      | CUSIP: 36177NS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18290 | PA      | $17239.49      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794144                      | CUSIP: 36177NTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37768 | PA      | $35495.89      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794219                      | CUSIP: 36177NVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82448 | PA      | $79619.22      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794323                      | CUSIP: 36177NYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     662191 | PA      | $599912.50     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794360                      | CUSIP: 36177NZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114967 | PA      | $111173.46     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795393                      | CUSIP: 36177P7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110808 | PA      | $105143.19     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794556                      | CUSIP: 36177PB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197765 | PA      | $187142.88     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794575                      | CUSIP: 36177PCM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24756 | PA      | $23935.93      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794621                      | CUSIP: 36177PD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     867914 | PA      | $818666.15     | 0.01%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794602                      | CUSIP: 36177PDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167924 | PA      | $158354.13     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794603                      | CUSIP: 36177PDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39057 | PA      | $36869.80      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794654                      | CUSIP: 36177PE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43234 | PA      | $40737.52      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794636                      | CUSIP: 36177PEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17879 | PA      | $16850.86      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794648                      | CUSIP: 36177PEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7991 | PA      | $7338.10       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794811                      | CUSIP: 36177PKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34325 | PA      | $34808.52      | 0.00%             | 2042-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794852                      | CUSIP: 36177PMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99021 | PA      | $94054.92      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 794932                      | CUSIP: 36177PPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331704 | PA      | $312635.31     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795204                      | CUSIP: 36177PYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63551 | PA      | $60106.71      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795220                      | CUSIP: 36177PYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59015 | PA      | $55625.10      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796188                      | CUSIP: 36177Q2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125443 | PA      | $118200.68     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796219                      | CUSIP: 36177Q4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43447 | PA      | $40843.70      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796230                      | CUSIP: 36177Q4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6158 | PA      | $5793.08       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796274                      | CUSIP: 36177Q6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89429 | PA      | $84142.78      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796292                      | CUSIP: 36177Q7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231477 | PA      | $217280.44     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796299                      | CUSIP: 36177Q7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8088 | PA      | $7597.55       | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 795434                      | CUSIP: 36177QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77230 | PA      | $70390.82      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796071                      | CUSIP: 36177QW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9560 | PA      | $9230.54       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796081                      | CUSIP: 36177QXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324561 | PA      | $312696.50     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796107                      | CUSIP: 36177QYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     582783 | PA      | $550006.60     | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796306                      | CUSIP: 36177RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6149 | PA      | $6108.26       | 0.00%             | 2027-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796317                      | CUSIP: 36177RAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207961 | PA      | $199922.81     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796363                      | CUSIP: 36177RB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27986 | PA      | $25788.89      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796349                      | CUSIP: 36177RBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45237 | PA      | $42399.74      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796364                      | CUSIP: 36177RCA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6240 | PA      | $5872.40       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 796478                      | CUSIP: 36177RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1518067 | PA      | $1423883.44    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796879                      | CUSIP: 36177RUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113108 | PA      | $106550.10     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796894                      | CUSIP: 36177RUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97080 | PA      | $92356.03      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797029                      | CUSIP: 36177RY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1989 | PA      | $1880.59       | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798083                      | CUSIP: 36177S6V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100415 | PA      | $96695.08      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797250                      | CUSIP: 36177SBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8219 | PA      | $7744.76       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797470                      | CUSIP: 36177SJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174945 | PA      | $164297.32     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797479                      | CUSIP: 36177SJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120442 | PA      | $113429.55     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 797963                      | CUSIP: 36177SZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33573 | PA      | $32334.86      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798893                      | CUSIP: 36177T3B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38138 | PA      | $36775.31      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798933                      | CUSIP: 36177T4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3840 | PA      | $3703.30       | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798463                      | CUSIP: 36177TMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255016 | PA      | $234540.65     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798473                      | CUSIP: 36177TMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359506 | PA      | $329752.48     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798652                      | CUSIP: 36177TTJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35975 | PA      | $34722.70      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799807                      | CUSIP: 36177U3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120411 | PA      | $110657.30     | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799001                      | CUSIP: 36177UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140931 | PA      | $133408.35     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799085                      | CUSIP: 36177UCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206030 | PA      | $199201.55     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799164                      | CUSIP: 36177UFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35857 | PA      | $33812.67      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799173                      | CUSIP: 36177UFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219295 | PA      | $205693.64     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799180                      | CUSIP: 36177UFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132186 | PA      | $123987.58     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799193                      | CUSIP: 36177UGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92667 | PA      | $87048.67      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799265                      | CUSIP: 36177UJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79776 | PA      | $75059.88      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799383                      | CUSIP: 36177UM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158229 | PA      | $152471.11     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799388                      | CUSIP: 36177UNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307830 | PA      | $290057.84     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799702                      | CUSIP: 36177UX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4247 | PA      | $3888.45       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 799900                      | CUSIP: 36177VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16746 | PA      | $15763.90      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0027                      | CUSIP: 36177WA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74560 | PA      | $70168.60      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0020                      | CUSIP: 36177WAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45735 | PA      | $43302.72      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0159                      | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     388096 | PA      | $369706.19     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0162                      | CUSIP: 36177WFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11811 | PA      | $11147.17      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0219                      | CUSIP: 36177WG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39590 | PA      | $36539.86      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0264                      | CUSIP: 36177WJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111691 | PA      | $105213.30     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0270                      | CUSIP: 36177WJP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35176 | PA      | $33102.44      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0383                      | CUSIP: 36177WM80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236756 | PA      | $226111.69     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0384                      | CUSIP: 36177WM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162336 | PA      | $155097.34     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0385                      | CUSIP: 36177WNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277589 | PA      | $265866.49     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0430                      | CUSIP: 36177WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17056 | PA      | $16416.05      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0450                      | CUSIP: 36177WQB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423500 | PA      | $399614.49     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0530                      | CUSIP: 36177WST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180509 | PA      | $170496.87     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0567                      | CUSIP: 36177WTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51143 | PA      | $48194.52      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0601                      | CUSIP: 36177WU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143562 | PA      | $137293.43     | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0582                      | CUSIP: 36177WUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41898 | PA      | $38639.85      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0687                      | CUSIP: 36177WXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     663986 | PA      | $629215.22     | 0.01%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0690                      | CUSIP: 36177WXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79812 | PA      | $74973.50      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA0734                      | CUSIP: 36177WY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15935 | PA      | $14531.68      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1783                      | CUSIP: 36177X6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33139 | PA      | $30466.45      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1148                      | CUSIP: 36177XHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55641 | PA      | $53958.15      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1346                      | CUSIP: 36177XP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193941 | PA      | $178439.03     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1658                      | CUSIP: 36177XZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     251811 | PA      | $237712.66     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2582                      | CUSIP: 36177Y2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69745 | PA      | $64169.64      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2595                      | CUSIP: 36177Y3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206043 | PA      | $192981.42     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2631                      | CUSIP: 36177Y4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     492836 | PA      | $450854.96     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2654                      | CUSIP: 36177Y5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     650783 | PA      | $594682.54     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2655                      | CUSIP: 36177Y5Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129411 | PA      | $119252.75     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1881                      | CUSIP: 36177YCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25405 | PA      | $23338.11      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1922                      | CUSIP: 36177YD37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78385 | PA      | $73850.02      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA1917                      | CUSIP: 36177YDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494039 | PA      | $464321.23     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2157                      | CUSIP: 36177YME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21649 | PA      | $19887.83      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2384                      | CUSIP: 36177YUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18520 | PA      | $16961.58      | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2545                      | CUSIP: 36177YZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104477 | PA      | $100572.09     | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3492                      | CUSIP: 36178A2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209417 | PA      | $197172.55     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3503                      | CUSIP: 36178A3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125454 | PA      | $118831.71     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3518                      | CUSIP: 36178A4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2826 | PA      | $2587.40       | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3588                      | CUSIP: 36178A6Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88200 | PA      | $83195.32      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2724                      | CUSIP: 36178AAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10496 | PA      | $9867.47       | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2904                      | CUSIP: 36178AGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53403 | PA      | $50448.67      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2934                      | CUSIP: 36178AHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31545 | PA      | $29352.62      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA2971                      | CUSIP: 36178AJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90624 | PA      | $87341.38      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3342                      | CUSIP: 36178AWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33109 | PA      | $30415.79      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3361                      | CUSIP: 36178AWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6028 | PA      | $5543.91       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3391                      | CUSIP: 36178AXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19730 | PA      | $18111.12      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3395                      | CUSIP: 36178AXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7952 | PA      | $7277.69       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3450                      | CUSIP: 36178AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127472 | PA      | $117328.31     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4437                      | CUSIP: 36178B4W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21184 | PA      | $19460.39      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4453                      | CUSIP: 36178B5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95349 | PA      | $91879.06      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4475                      | CUSIP: 36178B6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101418 | PA      | $95562.29      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA3690                      | CUSIP: 36178BC37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112919 | PA      | $106735.88     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4325                      | CUSIP: 36178BYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22821 | PA      | $21411.08      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4348                      | CUSIP: 36178BZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7063 | PA      | $6958.53       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4501                      | CUSIP: 36178CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186648 | PA      | $176292.59     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4734                      | CUSIP: 36178CHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152787 | PA      | $139877.17     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4781                      | CUSIP: 36178CJ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222595 | PA      | $209047.84     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4771                      | CUSIP: 36178CJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500527 | PA      | $470777.10     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4872                      | CUSIP: 36178CMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247194 | PA      | $232922.14     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA4952                      | CUSIP: 36178CQD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47682 | PA      | $44933.65      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5114                      | CUSIP: 36178CVF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43190 | PA      | $40541.14      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6174                      | CUSIP: 36178D2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478070 | PA      | $449540.47     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6175                      | CUSIP: 36178D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324626 | PA      | $305488.17     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6177                      | CUSIP: 36178D2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49562 | PA      | $44043.94      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6181                      | CUSIP: 36178D2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48427 | PA      | $44284.87      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6186                      | CUSIP: 36178D2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5647 | PA      | $5179.52       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6188                      | CUSIP: 36178D2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108487 | PA      | $102012.83     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6189                      | CUSIP: 36178D2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194920 | PA      | $182920.51     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6283                      | CUSIP: 36178D6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     435609 | PA      | $386909.40     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6286                      | CUSIP: 36178D6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     959648 | PA      | $880561.98     | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6287                      | CUSIP: 36178D6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20910 | PA      | $19208.63      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224678 | PA      | $205770.87     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6294                      | CUSIP: 36178D7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2329758 | PA      | $2139396.67    | 0.02%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6298                      | CUSIP: 36178D7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     658589 | PA      | $602714.23     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5407                      | CUSIP: 36178DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19287 | PA      | $18249.47      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5471                      | CUSIP: 36178DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     672471 | PA      | $649791.93     | 0.01%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5647                      | CUSIP: 36178DHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     656533 | PA      | $600003.38     | 0.01%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5657                      | CUSIP: 36178DJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1363143 | PA      | $1287860.36    | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5658                      | CUSIP: 36178DJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5454 | PA      | $5125.55       | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5660                      | CUSIP: 36178DJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266066 | PA      | $250124.94     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5734                      | CUSIP: 36178DLP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66304 | PA      | $62283.83      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5821                      | CUSIP: 36178DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83797 | PA      | $77009.60      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5822                      | CUSIP: 36178DPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143420 | PA      | $131449.94     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5905                      | CUSIP: 36178DR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1047670 | PA      | $987183.67     | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5906                      | CUSIP: 36178DR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212670 | PA      | $199927.92     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5893                      | CUSIP: 36178DRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2803 | PA      | $2479.17       | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1002669 | PA      | $919336.35     | 0.01%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5904                      | CUSIP: 36178DRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59851 | PA      | $56425.40      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5938                      | CUSIP: 36178DS36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276734 | PA      | $253446.46     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5942                      | CUSIP: 36178DS77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250713 | PA      | $235220.77     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5948                      | CUSIP: 36178DTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76905 | PA      | $70675.38      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6031                      | CUSIP: 36178DVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19935 | PA      | $18967.29      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6041                      | CUSIP: 36178DWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66576 | PA      | $60814.58      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6098                      | CUSIP: 36178DX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165102 | PA      | $154862.17     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6101                      | CUSIP: 36178DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90873 | PA      | $80882.96      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6087                      | CUSIP: 36178DXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     233512 | PA      | $220437.61     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6089                      | CUSIP: 36178DXS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284506 | PA      | $259334.26     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6130                      | CUSIP: 36178DY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434026 | PA      | $397501.92     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6331                      | CUSIP: 36178EA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138327 | PA      | $130088.94     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6308                      | CUSIP: 36178EAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87167 | PA      | $81661.20      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6401                      | CUSIP: 36178EDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     821059 | PA      | $751965.79     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6403                      | CUSIP: 36178EDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     508038 | PA      | $465462.03     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6407                      | CUSIP: 36178EDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1338831 | PA      | $1225704.72    | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6408                      | CUSIP: 36178EDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53622 | PA      | $49147.22      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6409                      | CUSIP: 36178EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93139 | PA      | $85237.43      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6413                      | CUSIP: 36178EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     722085 | PA      | $679340.37     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6419                      | CUSIP: 36178EDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7107 | PA      | $6657.87       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6618                      | CUSIP: 36178EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185535 | PA      | $174960.73     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6647                      | CUSIP: 36178EL49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67645 | PA      | $61952.75      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6636                      | CUSIP: 36178ELR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84662 | PA      | $77714.53      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6653                      | CUSIP: 36178EMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24891 | PA      | $23454.33      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6661                      | CUSIP: 36178EMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33574 | PA      | $31538.91      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6666                      | CUSIP: 36178EMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20401 | PA      | $19121.88      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6688                      | CUSIP: 36178END7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57875 | PA      | $53125.28      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6893                      | CUSIP: 36178EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7156 | PA      | $7106.85       | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6920                      | CUSIP: 36178EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79898 | PA      | $79308.58      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7460                      | CUSIP: 36178FJD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24311 | PA      | $22820.27      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7680                      | CUSIP: 36178FQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18652 | PA      | $17508.43      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA7681                      | CUSIP: 36178FRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219800 | PA      | $206422.37     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8111                      | CUSIP: 36178GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25080 | PA      | $23592.16      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8260                      | CUSIP: 36178GE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118706 | PA      | $109260.40     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8233                      | CUSIP: 36178GEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41064 | PA      | $38863.47      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8245                      | CUSIP: 36178GES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36291 | PA      | $34534.00      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8263                      | CUSIP: 36178GFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     266537 | PA      | $250440.56     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8269                      | CUSIP: 36178GFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188860 | PA      | $182463.60     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8270                      | CUSIP: 36178GFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26617 | PA      | $24566.25      | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8272                      | CUSIP: 36178GFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14218680 | PA      | $13408334.52   | 0.12%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8335                      | CUSIP: 36178GHL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52809 | PA      | $48683.24      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8336                      | CUSIP: 36178GHM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     898700 | PA      | $826223.18     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8577                      | CUSIP: 36178GQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118231 | PA      | $108404.29     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8562                      | CUSIP: 36178GQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176115 | PA      | $166985.61     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8638                      | CUSIP: 36178GS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89784 | PA      | $82044.20      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8624                      | CUSIP: 36178GSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118573 | PA      | $111301.39     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8635                      | CUSIP: 36178GSY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     490809 | PA      | $449846.46     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8636                      | CUSIP: 36178GSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374617 | PA      | $342578.33     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8649                      | CUSIP: 36178GTE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     349456 | PA      | $320779.64     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9222                      | CUSIP: 36178HG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67367 | PA      | $63412.03      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9554                      | CUSIP: 36178HTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159213 | PA      | $149598.41     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9734                      | CUSIP: 36178HY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132013 | PA      | $123979.29     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9712                      | CUSIP: 36178HYH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17408 | PA      | $16073.08      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA9713                      | CUSIP: 36178HYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20933 | PA      | $19630.27      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0896                      | CUSIP: 36178K7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     802138 | PA      | $757838.35     | 0.01%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0620                      | CUSIP: 36178KVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350110 | PA      | $328719.86     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0622                      | CUSIP: 36178KVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64002 | PA      | $58931.96      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0670                      | CUSIP: 36178KW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189608 | PA      | $174115.78     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0697                      | CUSIP: 36178KX26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169306 | PA      | $159994.83     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB0701                      | CUSIP: 36178KX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322471 | PA      | $295669.78     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1669                      | CUSIP: 36178L2A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63462 | PA      | $59724.97      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1703                      | CUSIP: 36178L3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179652 | PA      | $169148.07     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1723                      | CUSIP: 36178L4G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5193 | PA      | $4923.80       | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1068                      | CUSIP: 36178LFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     575128 | PA      | $527932.21     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1094                      | CUSIP: 36178LGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262367 | PA      | $247743.39     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1105                      | CUSIP: 36178LGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274055 | PA      | $257375.60     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1126                      | CUSIP: 36178LHB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357017 | PA      | $335372.33     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1353                      | CUSIP: 36178LQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40662 | PA      | $38168.12      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1354                      | CUSIP: 36178LQF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195494 | PA      | $183921.67     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1392                      | CUSIP: 36178LRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8900 | PA      | $8844.70       | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1442                      | CUSIP: 36178LS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235884 | PA      | $221807.53     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1432                      | CUSIP: 36178LSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25028 | PA      | $23595.54      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1482                      | CUSIP: 36178LUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326750 | PA      | $307724.66     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1483                      | CUSIP: 36178LUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9646 | PA      | $9282.54       | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1569                      | CUSIP: 36178LW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7412 | PA      | $6798.54       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1545                      | CUSIP: 36178LWE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104579 | PA      | $98165.43      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1576                      | CUSIP: 36178LXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13766 | PA      | $12994.91      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1588                      | CUSIP: 36178LXR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     320488 | PA      | $302636.33     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1636                      | CUSIP: 36178LY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201988 | PA      | $189838.11     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1627                      | CUSIP: 36178LYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69370 | PA      | $65196.84      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1647                      | CUSIP: 36178LZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64268 | PA      | $60371.56      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2616                      | CUSIP: 36178M3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40037 | PA      | $36626.50      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1848                      | CUSIP: 36178MBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207470 | PA      | $198237.00     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1878                      | CUSIP: 36178MCP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52894 | PA      | $49762.97      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1976                      | CUSIP: 36178MFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65064 | PA      | $61218.03      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB1977                      | CUSIP: 36178MFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142333 | PA      | $133704.02     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2148                      | CUSIP: 36178ML58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     480018 | PA      | $452069.09     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2136                      | CUSIP: 36178MLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10055 | PA      | $9462.18       | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2248                      | CUSIP: 36178MP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87686 | PA      | $84466.12      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2295                      | CUSIP: 36178MRQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316230 | PA      | $297888.75     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2296                      | CUSIP: 36178MRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11389 | PA      | $10717.94      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2328                      | CUSIP: 36178MSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12615 | PA      | $12091.49      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2391                      | CUSIP: 36178MUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16139 | PA      | $14759.13      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2421                      | CUSIP: 36178MVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168874 | PA      | $154431.37     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2447                      | CUSIP: 36178MWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19951 | PA      | $18217.81      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2456                      | CUSIP: 36178MWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67139 | PA      | $61237.96      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2503                      | CUSIP: 36178MX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34777 | PA      | $31790.99      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2485                      | CUSIP: 36178MXN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6983 | PA      | $6381.11       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2491                      | CUSIP: 36178MXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17083 | PA      | $15633.47      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2727                      | CUSIP: 36178NA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55259 | PA      | $52272.65      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2758                      | CUSIP: 36178NB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     849610 | PA      | $781394.53     | 0.01%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2760                      | CUSIP: 36178NB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10698526 | PA      | $10083492.28   | 0.09%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2734                      | CUSIP: 36178NBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2578 | PA      | $2378.69       | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2750                      | CUSIP: 36178NBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40403 | PA      | $38087.28      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2826                      | CUSIP: 36178ND71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96866 | PA      | $89123.27      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2827                      | CUSIP: 36178ND89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27576 | PA      | $25313.51      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2890                      | CUSIP: 36178NF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184339 | PA      | $169802.79     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2871                      | CUSIP: 36178NFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124808 | PA      | $114786.91     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124097 | PA      | $117024.98     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB2999                      | CUSIP: 36178NKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7821179 | PA      | $7196008.87    | 0.07%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3021                      | CUSIP: 36178NLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62024 | PA      | $57110.40      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3057                      | CUSIP: 36178NME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53382 | PA      | $49057.63      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3064                      | CUSIP: 36178NMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239760 | PA      | $225428.78     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3096                      | CUSIP: 36178NNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12331 | PA      | $11269.20      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4385                      | CUSIP: 36178Q2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119929 | PA      | $112772.20     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4445                      | CUSIP: 36178Q5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239959 | PA      | $219518.88     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3628                      | CUSIP: 36178QA51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37802 | PA      | $35629.20      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3648                      | CUSIP: 36178QBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240914 | PA      | $227364.86     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3897                      | CUSIP: 36178QKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31994 | PA      | $28864.62      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3898                      | CUSIP: 36178QKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69223 | PA      | $63941.39      | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3929                      | CUSIP: 36178QLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322063 | PA      | $303788.53     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3940                      | CUSIP: 36178QLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171661 | PA      | $151611.64     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB3942                      | CUSIP: 36178QLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133242 | PA      | $122402.16     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4010                      | CUSIP: 36178QN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58930 | PA      | $54031.94      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4012                      | CUSIP: 36178QN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362431 | PA      | $332182.78     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4103                      | CUSIP: 36178QRY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244024 | PA      | $231258.13     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4140                      | CUSIP: 36178QS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47823 | PA      | $44370.23      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4210                      | CUSIP: 36178QVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273222 | PA      | $257448.07     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4338                      | CUSIP: 36178QZB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     557614 | PA      | $524875.15     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5397                      | CUSIP: 36178R7J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52826 | PA      | $48565.66      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB4998                      | CUSIP: 36178RRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237983 | PA      | $224479.56     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5056                      | CUSIP: 36178RTM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88345 | PA      | $83486.17      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5063                      | CUSIP: 36178RTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125962 | PA      | $118877.35     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5118                      | CUSIP: 36178RVK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116422 | PA      | $106746.14     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5494                      | CUSIP: 36178SC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239251 | PA      | $226038.17     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5611                      | CUSIP: 36178SGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11795 | PA      | $11113.98      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5683                      | CUSIP: 36178SJ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214366 | PA      | $201420.67     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5667                      | CUSIP: 36178SJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449870 | PA      | $422071.26     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5713                      | CUSIP: 36178SK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     495785 | PA      | $467529.26     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5708                      | CUSIP: 36178SKV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302983 | PA      | $285490.81     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5745                      | CUSIP: 36178SL22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420479 | PA      | $394789.82     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5744                      | CUSIP: 36178SLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149888 | PA      | $142298.04     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5761                      | CUSIP: 36178SMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28642 | PA      | $26878.77      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5768                      | CUSIP: 36178SMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44093 | PA      | $42239.09      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5786                      | CUSIP: 36178SNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6800 | PA      | $6251.80       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5790                      | CUSIP: 36178SNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88909 | PA      | $83575.29      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5801                      | CUSIP: 36178SNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327181 | PA      | $307578.07     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6744                      | CUSIP: 36178TP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274310 | PA      | $257615.65     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6788                      | CUSIP: 36178TRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58359 | PA      | $55067.80      | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6822                      | CUSIP: 36178TSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294219 | PA      | $276590.94     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6831                      | CUSIP: 36178TSU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339441 | PA      | $319511.43     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6834                      | CUSIP: 36178TSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111887 | PA      | $102824.03     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6875                      | CUSIP: 36178TT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235433 | PA      | $221049.30     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6876                      | CUSIP: 36178TT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111371 | PA      | $105306.06     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6858                      | CUSIP: 36178TTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252559 | PA      | $237853.76     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB6867                      | CUSIP: 36178TTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200208 | PA      | $188308.35     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7047                      | CUSIP: 36178TZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31159 | PA      | $28781.25      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8058                      | CUSIP: 36178U5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312323 | PA      | $294522.80     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7237                      | CUSIP: 36178UBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134807 | PA      | $127467.43     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7349                      | CUSIP: 36178UEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344372 | PA      | $324237.06     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7365                      | CUSIP: 36178UFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147950 | PA      | $139829.51     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7366                      | CUSIP: 36178UFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     481624 | PA      | $451863.42     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7577                      | CUSIP: 36178UM26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102232 | PA      | $96405.25      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB7645                      | CUSIP: 36178UP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43034 | PA      | $40982.90      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8181                      | CUSIP: 36178VCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21635 | PA      | $20357.14      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8223                      | CUSIP: 36178VD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165223 | PA      | $154899.79     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8211                      | CUSIP: 36178VDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     301531 | PA      | $282690.23     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8251                      | CUSIP: 36178VEY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76119 | PA      | $71380.41      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8261                      | CUSIP: 36178VFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64286 | PA      | $60299.02      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8367                      | CUSIP: 36178VJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147914 | PA      | $131309.91     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8379                      | CUSIP: 36178VJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184532 | PA      | $164418.46     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8392                      | CUSIP: 36178VKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161654 | PA      | $144416.48     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8407                      | CUSIP: 36178VKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1188283 | PA      | $1057647.47    | 0.01%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8426                      | CUSIP: 36178VLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1294754 | PA      | $1153019.77    | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8427                      | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     505740 | PA      | $449904.37     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8428                      | CUSIP: 36178VLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000204 | PA      | $887463.61     | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8705                      | CUSIP: 36178VU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82697 | PA      | $75737.76      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8706                      | CUSIP: 36178VU74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107623 | PA      | $101123.67     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8707                      | CUSIP: 36178VU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246875 | PA      | $226442.82     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB8711                      | CUSIP: 36178VVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22976 | PA      | $21514.28      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9092                      | CUSIP: 36178WC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110333 | PA      | $100972.30     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9093                      | CUSIP: 36178WC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80064 | PA      | $73925.42      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9106                      | CUSIP: 36178WDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1003548 | PA      | $922615.21     | 0.01%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9107                      | CUSIP: 36178WDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1910894 | PA      | $1757468.01    | 0.02%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9110                      | CUSIP: 36178WDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4501 | PA      | $4140.02       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9189                      | CUSIP: 36178WF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     432548 | PA      | $385808.37     | 0.00%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9175                      | CUSIP: 36178WFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     525644 | PA      | $482324.56     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9193                      | CUSIP: 36178WGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     373588 | PA      | $353719.42     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66644 | PA      | $61293.13      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9206                      | CUSIP: 36178WGP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14436 | PA      | $13271.61      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9318                      | CUSIP: 36178WK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36974 | PA      | $33837.38      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9293                      | CUSIP: 36178WKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1135214 | PA      | $1065858.04    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9377                      | CUSIP: 36178WM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80245 | PA      | $75267.89      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9459                      | CUSIP: 36178WQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243825 | PA      | $230672.95     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9502                      | CUSIP: 36178WRX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148667 | PA      | $139412.00     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9989                      | CUSIP: 36178XC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213191 | PA      | $205397.99     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9967                      | CUSIP: 36178XCC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77765 | PA      | $77222.22      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0092                      | CUSIP: 36178YC52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1736260 | PA      | $1627693.35    | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0071                      | CUSIP: 36178YCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1664196 | PA      | $1561378.03    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0107                      | CUSIP: 36178YDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1038061 | PA      | $973190.96     | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0185                      | CUSIP: 36178YF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1869147 | PA      | $1753594.18    | 0.02%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0186                      | CUSIP: 36178YF34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1224673 | PA      | $1147820.94    | 0.01%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AC0282                      | CUSIP: 36178YJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1658947 | PA      | $1553936.47    | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1711                      | CUSIP: 36179A3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274853 | PA      | $253981.96     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1713                      | CUSIP: 36179A3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     464896 | PA      | $429594.36     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1714                      | CUSIP: 36179A3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     681779 | PA      | $629506.21     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1716                      | CUSIP: 36179A3Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1007657 | PA      | $921822.35     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1723                      | CUSIP: 36179A4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374211 | PA      | $345382.52     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1732                      | CUSIP: 36179A4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295031 | PA      | $273176.95     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1739                      | CUSIP: 36179A4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     700129 | PA      | $641696.99     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1741                      | CUSIP: 36179A5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63158 | PA      | $58109.46      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1743                      | CUSIP: 36179A5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65465 | PA      | $59978.86      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1746                      | CUSIP: 36179A5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51909 | PA      | $47649.26      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1750                      | CUSIP: 36179A5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203453 | PA      | $186473.49     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1183                      | CUSIP: 36179AJ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7630 | PA      | $7028.12       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1510                      | CUSIP: 36179AVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126881 | PA      | $115687.11     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1859                      | CUSIP: 36179BB45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59077 | PA      | $54146.12      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC1864                      | CUSIP: 36179BB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39411 | PA      | $36121.78      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2021                      | CUSIP: 36179BG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103008 | PA      | $96642.84      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2040                      | CUSIP: 36179BHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166925 | PA      | $157205.45     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2059                      | CUSIP: 36179BJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59635 | PA      | $54868.32      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2063                      | CUSIP: 36179BJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     285362 | PA      | $269170.13     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2192                      | CUSIP: 36179BNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6041 | PA      | $5664.74       | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2222                      | CUSIP: 36179BPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124544 | PA      | $115411.64     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2375                      | CUSIP: 36179BT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276744 | PA      | $253455.22     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2421                      | CUSIP: 36179BVN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3442 | PA      | $3165.43       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2441                      | CUSIP: 36179BWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44383 | PA      | $40756.66      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2447                      | CUSIP: 36179BWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12362 | PA      | $11575.63      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2550                      | CUSIP: 36179BZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     263456 | PA      | $247298.61     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2856                      | CUSIP: 36179CE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223209 | PA      | $209729.99     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2830                      | CUSIP: 36179CEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140898 | PA      | $132257.16     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2861                      | CUSIP: 36179CFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19424 | PA      | $17783.14      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2862                      | CUSIP: 36179CFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     341488 | PA      | $321273.22     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2913                      | CUSIP: 36179CGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     736663 | PA      | $697096.15     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2914                      | CUSIP: 36179CGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331263 | PA      | $311415.39     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC2929                      | CUSIP: 36179CHE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67068 | PA      | $62892.98      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3733                      | CUSIP: 36179DEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288883 | PA      | $257941.98     | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3750                      | CUSIP: 36179DEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36942 | PA      | $33950.02      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3793                      | CUSIP: 36179DGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85814 | PA      | $84921.49      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3940                      | CUSIP: 36179DLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217128 | PA      | $204645.39     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4233                      | CUSIP: 36179DV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77876 | PA      | $72957.33      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4287                      | CUSIP: 36179DXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1621607 | PA      | $1470633.56    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4288                      | CUSIP: 36179DXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1123707 | PA      | $1022716.41    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4289                      | CUSIP: 36179DXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1120045 | PA      | $1014705.30    | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4290                      | CUSIP: 36179DXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     659900 | PA      | $595591.34     | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4308                      | CUSIP: 36179DYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58763 | PA      | $53144.89      | 0.00%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4326                      | CUSIP: 36179DYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     518747 | PA      | $467607.04     | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5301                      | CUSIP: 36179E3J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243785 | PA      | $222687.13     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5302                      | CUSIP: 36179E3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2819 | PA      | $2584.93       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5314                      | CUSIP: 36179E3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157724 | PA      | $148893.05     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4662                      | CUSIP: 36179EFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96379 | PA      | $86710.84      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4746                      | CUSIP: 36179EHX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     476766 | PA      | $447637.91     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4758                      | CUSIP: 36179EJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284382 | PA      | $261045.63     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC4794                      | CUSIP: 36179EKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129787 | PA      | $118467.09     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC6295                      | CUSIP: 36179F7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151709 | PA      | $142511.94     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5680                      | CUSIP: 36179FJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31866 | PA      | $29956.95      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5707                      | CUSIP: 36179FKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     356304 | PA      | $326443.39     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5854                      | CUSIP: 36179FQF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3902 | PA      | $3559.07       | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5862                      | CUSIP: 36179FQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     718459 | PA      | $658247.97     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC5867                      | CUSIP: 36179FQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23828 | PA      | $22339.29      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC6535                      | CUSIP: 36179GHL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33364 | PA      | $31340.89      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7330                      | CUSIP: 36179HEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55102 | PA      | $48866.20      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7545                      | CUSIP: 36179HL25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178700 | PA      | $168324.83     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7607                      | CUSIP: 36179HNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353024 | PA      | $332555.45     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7636                      | CUSIP: 36179HPV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46249 | PA      | $42389.48      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7639                      | CUSIP: 36179HPY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231370 | PA      | $216860.15     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7750                      | CUSIP: 36179HTF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5096 | PA      | $4807.01       | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7791                      | CUSIP: 36179HUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22822 | PA      | $21483.19      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC7921                      | CUSIP: 36179HYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     343332 | PA      | $323496.40     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8118                      | CUSIP: 36179JAT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99821 | PA      | $91664.37      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8122                      | CUSIP: 36179JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34408 | PA      | $31476.61      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8272                      | CUSIP: 36179JFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28653 | PA      | $26927.96      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8280                      | CUSIP: 36179JFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52122 | PA      | $46440.82      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8324                      | CUSIP: 36179JG92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48294 | PA      | $45570.66      | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8388                      | CUSIP: 36179JJ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127764 | PA      | $117968.48     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8417                      | CUSIP: 36179JK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1826188 | PA      | $1675688.38    | 0.02%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8389                      | CUSIP: 36179JKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207503 | PA      | $190112.88     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8390                      | CUSIP: 36179JKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36119 | PA      | $34082.49      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8422                      | CUSIP: 36179JLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155995 | PA      | $150015.86     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8423                      | CUSIP: 36179JLC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     510096 | PA      | $479829.61     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8467                      | CUSIP: 36179JMQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23456 | PA      | $21564.74      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8509                      | CUSIP: 36179JN29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23139 | PA      | $21232.44      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8490                      | CUSIP: 36179JNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289459 | PA      | $272185.42     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8494                      | CUSIP: 36179JNK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34813 | PA      | $32834.77      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8697                      | CUSIP: 36179JUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     585437 | PA      | $538223.95     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC8698                      | CUSIP: 36179JUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119857 | PA      | $105804.55     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9515                      | CUSIP: 36179KSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207185 | PA      | $196769.16     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9606                      | CUSIP: 36179KU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188215 | PA      | $176454.67     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9633                      | CUSIP: 36179KV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     349511 | PA      | $329332.03     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9611                      | CUSIP: 36179KVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     543795 | PA      | $499746.54     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9612                      | CUSIP: 36179KVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     376406 | PA      | $353497.42     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9626                      | CUSIP: 36179KVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     455313 | PA      | $417312.86     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9627                      | CUSIP: 36179KVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     407152 | PA      | $382372.27     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9632                      | CUSIP: 36179KVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     513992 | PA      | $471813.06     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC9663                      | CUSIP: 36179KWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446451 | PA      | $410129.69     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     891087 | PA      | $842049.71     | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0784                      | CUSIP: 36179M2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1446752 | PA      | $1394557.36    | 0.01%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0850                      | CUSIP: 36179M5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3960 | PA      | $3528.83       | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3227116 | PA      | $3048834.26    | 0.03%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0853                      | CUSIP: 36179M5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     822667 | PA      | $793524.83     | 0.01%             | 2043-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0854                      | CUSIP: 36179M5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3316 | PA      | $3285.22       | 0.00%             | 2043-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0855                      | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6337 | PA      | $6395.96       | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1852162 | PA      | $1756798.83    | 0.02%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     857333 | PA      | $827022.65     | 0.01%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0024                      | CUSIP: 36179MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11339 | PA      | $11233.75      | 0.00%             | 2042-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2210928 | PA      | $2132044.61    | 0.02%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     908703 | PA      | $861291.49     | 0.01%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57937 | PA      | $55869.39      | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8515 | PA      | $8594.80       | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4671309 | PA      | $4420768.78    | 0.04%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     459898 | PA      | $443408.87     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0223                      | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66528 | PA      | $67148.40      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14142406 | PA      | $13380697.69   | 0.12%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0319                      | CUSIP: 36179MK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36059 | PA      | $34759.63      | 0.00%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91324 | PA      | $83912.21      | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17634103 | PA      | $16680316.24   | 0.15%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0393                      | CUSIP: 36179MNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191497 | PA      | $184565.25     | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0395                      | CUSIP: 36179MNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3683 | PA      | $3716.67       | 0.00%             | 2042-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9071234 | PA      | $8578417.71    | 0.08%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137574 | PA      | $132592.10     | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0532                      | CUSIP: 36179MSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10858 | PA      | $9695.04       | 0.00%             | 2042-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0534                      | CUSIP: 36179MSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21126748 | PA      | $19974161.15   | 0.18%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0535                      | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91938 | PA      | $88593.96      | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0536                      | CUSIP: 36179MSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42839 | PA      | $42431.33      | 0.00%             | 2042-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4532928 | PA      | $4285587.15    | 0.04%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     570215 | PA      | $539097.17     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0700                      | CUSIP: 36179MX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     971267 | PA      | $936367.49     | 0.01%             | 2043-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1758                      | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86101 | PA      | $76578.57      | 0.00%             | 2044-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1760                      | CUSIP: 36179N5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21554178 | PA      | $20302091.75   | 0.18%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1761                      | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3195509 | PA      | $3070544.65    | 0.03%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0932                      | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4551883 | PA      | $4054354.65    | 0.04%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     596638 | PA      | $563548.66     | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1010                      | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92504 | PA      | $82309.28      | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13064 | PA      | $11970.83      | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8140859 | PA      | $7655022.23    | 0.07%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1013                      | CUSIP: 36179NDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2026112 | PA      | $1951418.17    | 0.02%             | 2043-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1015                      | CUSIP: 36179NDU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31204 | PA      | $31495.03      | 0.00%             | 2043-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1088                      | CUSIP: 36179NF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221733 | PA      | $197201.70     | 0.00%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     625860 | PA      | $590865.43     | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1091                      | CUSIP: 36179NF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     600340 | PA      | $578687.69     | 0.01%             | 2043-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1092                      | CUSIP: 36179NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8526 | PA      | $8450.83       | 0.00%             | 2043-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1155                      | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152259 | PA      | $135198.83     | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316961 | PA      | $299299.78     | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2688444 | PA      | $2536827.28    | 0.02%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2028203 | PA      | $1951127.37    | 0.02%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10314 | PA      | $9727.33       | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1288                      | CUSIP: 36179NND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3184 | PA      | $3213.47       | 0.00%             | 2043-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14860519 | PA      | $14013944.60   | 0.13%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151819 | PA      | $145949.40     | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1524                      | CUSIP: 36179NVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3302 | PA      | $3333.10       | 0.00%             | 2043-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2599                      | CUSIP: 36179Q3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     685520 | PA      | $603851.92     | 0.01%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49955 | PA      | $45411.44      | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97389 | PA      | $91364.21      | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2603                      | CUSIP: 36179Q3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109237 | PA      | $107961.31     | 0.00%             | 2045-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36994 | PA      | $36597.99      | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42456 | PA      | $40789.49      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5470674 | PA      | $5412170.04    | 0.05%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2329466 | PA      | $2304673.19    | 0.02%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33712 | PA      | $32387.92      | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2075                      | CUSIP: 36179QJU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62269 | PA      | $61589.19      | 0.00%             | 2044-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2146                      | CUSIP: 36179QL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378050 | PA      | $332766.12     | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2144                      | CUSIP: 36179QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42196 | PA      | $33913.66      | 0.00%             | 2044-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1710499 | PA      | $1690525.93    | 0.02%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2443                      | CUSIP: 36179QWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78532 | PA      | $70313.51      | 0.00%             | 2044-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2447                      | CUSIP: 36179QWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38480 | PA      | $38051.62      | 0.00%             | 2044-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12905065 | PA      | $12379143.87   | 0.11%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2523                      | CUSIP: 36179QYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16632 | PA      | $16438.89      | 0.00%             | 2045-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22624070 | PA      | $21651129.06   | 0.20%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3572                      | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353612 | PA      | $345144.60     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3596                      | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232572 | PA      | $210364.94     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   90188807 | PA      | $84332893.27   | 0.77%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3714212 | PA      | $3373318.60    | 0.03%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5352920 | PA      | $5018387.21    | 0.05%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6406 | PA      | $6337.78       | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2824                      | CUSIP: 36179RD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16810 | PA      | $14777.98      | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9618 | PA      | $9015.43       | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18845 | PA      | $18060.12      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339727 | PA      | $335707.84     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2890                      | CUSIP: 36179RF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4966066 | PA      | $4366875.15    | 0.04%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27552532 | PA      | $24999823.39   | 0.23%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33219 | PA      | $31830.22      | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     624582 | PA      | $617750.52     | 0.01%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2959                      | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217201 | PA      | $191428.51     | 0.00%             | 2045-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103814 | PA      | $97243.03      | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     998868 | PA      | $956517.38     | 0.01%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3032                      | CUSIP: 36179RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2306186 | PA      | $2023707.97    | 0.02%             | 2045-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6824724 | PA      | $6533433.47    | 0.06%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1651314 | PA      | $1630967.89    | 0.01%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3103                      | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1744296 | PA      | $1538199.14    | 0.01%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10367 | PA      | $9708.52       | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29111069 | PA      | $27864046.40   | 0.25%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3107                      | CUSIP: 36179RNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322511 | PA      | $318537.60     | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3175                      | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4702503 | PA      | $4645194.83    | 0.04%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3171                      | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     616108 | PA      | $542454.63     | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19924469 | PA      | $18058930.92   | 0.16%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3242                      | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1042677 | PA      | $915423.56     | 0.01%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     757125 | PA      | $724471.30     | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3246                      | CUSIP: 36179RTB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48839 | PA      | $48246.38      | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3308                      | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1187241 | PA      | $1037650.24    | 0.01%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     558723 | PA      | $522785.74     | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3312                      | CUSIP: 36179RVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1996008 | PA      | $1972224.44    | 0.02%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3374                      | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1480782 | PA      | $1294384.04    | 0.01%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43889 | PA      | $41066.18      | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3452                      | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133352 | PA      | $116767.30     | 0.00%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4380                      | CUSIP: 36179S2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1832524 | PA      | $1597768.84    | 0.01%             | 2047-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5134888 | PA      | $4639126.01    | 0.04%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20317110 | PA      | $18843004.36   | 0.17%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38979773 | PA      | $37199567.21   | 0.34%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4449                      | CUSIP: 36179S5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1960031 | PA      | $1703278.25    | 0.02%             | 2047-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4450                      | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8754118 | PA      | $7908927.15    | 0.07%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3661                      | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105496 | PA      | $92189.31      | 0.00%             | 2046-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     679056 | PA      | $614050.09     | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59747599 | PA      | $55856632.28   | 0.51%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   47236612 | PA      | $43838887.28   | 0.40%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40897019 | PA      | $36999623.22   | 0.34%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11210538 | PA      | $10404164.84   | 0.09%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3873                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108704 | PA      | $98344.76      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46308 | PA      | $42977.22      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293949 | PA      | $265936.49     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3979                      | CUSIP: 36179SM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140831 | PA      | $137157.88     | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1648585 | PA      | $1491478.37    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10856411 | PA      | $10075510.03   | 0.09%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4005                      | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54790 | PA      | $52378.23      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4044                      | CUSIP: 36179SP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3117818 | PA      | $3034335.14    | 0.03%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3207951 | PA      | $2902240.32    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29275435 | PA      | $25497545.35   | 0.23%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  132783011 | PA      | $120129081.84  | 1.09%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29140 | PA      | $27854.55      | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4193                      | CUSIP: 36179SUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98601 | PA      | $83467.46      | 0.00%             | 2043-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4194                      | CUSIP: 36179SUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23639371 | PA      | $20588057.85   | 0.19%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  131159228 | PA      | $118660042.07  | 1.08%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4261                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41941058 | PA      | $37944167.47   | 0.35%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4262                      | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     612639 | PA      | $568571.66     | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4318                      | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81278 | PA      | $67161.75      | 0.00%             | 2047-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4319                      | CUSIP: 36179SYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1773286 | PA      | $1545299.30    | 0.01%             | 2047-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4320                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2660471 | PA      | $2406933.92    | 0.02%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13517991 | PA      | $12537194.66   | 0.11%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5329                      | CUSIP: 36179T4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8550914 | PA      | $7911798.16    | 0.07%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   56022707 | PA      | $53289078.77   | 0.48%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4440248 | PA      | $4362198.95    | 0.04%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8824323 | PA      | $8164772.18    | 0.07%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6857436 | PA      | $6522827.40    | 0.06%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4506                      | CUSIP: 36179TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46583 | PA      | $37568.87      | 0.00%             | 2044-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4508                      | CUSIP: 36179TAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2149665 | PA      | $1873467.02    | 0.02%             | 2047-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4509                      | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4913350 | PA      | $4438977.08    | 0.04%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1206164 | PA      | $1118651.33    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8464075 | PA      | $7636823.66    | 0.07%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  126927208 | PA      | $117718017.10  | 1.07%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4648                      | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72901 | PA      | $56849.12      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15269320 | PA      | $13795100.83   | 0.13%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  106427562 | PA      | $98605944.88   | 0.90%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21576371 | PA      | $19493220.24   | 0.18%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  123588080 | PA      | $114505295.63  | 1.04%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4111 | PA      | $4054.31       | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  118283790 | PA      | $106863750.57  | 0.97%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59923056 | PA      | $55519166.96   | 0.50%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4779                      | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1726555 | PA      | $1645005.66    | 0.01%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4833                      | CUSIP: 36179TLN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26165 | PA      | $21740.36      | 0.00%             | 2046-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478049 | PA      | $431894.57     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8304375 | PA      | $7694066.64    | 0.07%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202757 | PA      | $193179.82     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2102090 | PA      | $1899137.83    | 0.02%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322192 | PA      | $298513.44     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54001307 | PA      | $51450690.16   | 0.47%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1711090 | PA      | $1583198.89    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5770851 | PA      | $5498278.89    | 0.05%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16700110 | PA      | $15056438.61   | 0.14%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5019                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2699649 | PA      | $2497871.17    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5077                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3343398 | PA      | $3093504.53    | 0.03%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5078                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8049241 | PA      | $7661509.44    | 0.07%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5136                      | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11599064 | PA      | $10732122.44   | 0.10%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     879639 | PA      | $837266.43     | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3821596 | PA      | $3766264.69    | 0.03%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3058 | PA      | $2829.83       | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26591209 | PA      | $25310310.18   | 0.23%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5263                      | CUSIP: 36179TZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20044324 | PA      | $18546163.26   | 0.17%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23646572 | PA      | $22507516.30   | 0.20%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319647 | PA      | $285688.99     | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7446912 | PA      | $7083540.02    | 0.06%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6520465 | PA      | $6029034.14    | 0.05%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13475906 | PA      | $12801503.84   | 0.12%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27107 | PA      | $26663.90      | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5876                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36951810 | PA      | $35102556.82   | 0.32%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5877                      | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6297783 | PA      | $6194790.51    | 0.06%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2773970 | PA      | $2632545.69    | 0.02%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13122399 | PA      | $12907799.02   | 0.12%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5987                      | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5004294 | PA      | $4922455.53    | 0.04%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6041                      | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1963087 | PA      | $1930983.54    | 0.02%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6092                      | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10467395 | PA      | $10296214.29   | 0.09%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     619447 | PA      | $554801.50     | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2601169 | PA      | $2393745.84    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7134                      | CUSIP: 36179V4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19539486 | PA      | $15381995.30   | 0.14%             | 2051-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15462367 | PA      | $12747374.84   | 0.12%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  132524644 | PA      | $113990304.12  | 1.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7137                      | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15565670 | PA      | $13907182.00   | 0.13%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7191                      | CUSIP: 36179V7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   38133820 | PA      | $30019942.55   | 0.27%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  259205030 | PA      | $213691970.20  | 1.94%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27404983 | PA      | $23537981.26   | 0.21%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204455 | PA      | $182734.72     | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25304498 | PA      | $23286656.75   | 0.21%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6412                      | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38007 | PA      | $37385.83      | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16726 | PA      | $15392.07      | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6543                      | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2764210 | PA      | $2623284.12    | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43625919 | PA      | $37606379.70   | 0.34%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6601                      | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5456496 | PA      | $5178310.26    | 0.05%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   69951362 | PA      | $62520058.47   | 0.57%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6657                      | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6383905 | PA      | $5874837.09    | 0.05%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   45204426 | PA      | $42899791.24   | 0.39%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14576309 | PA      | $13386628.42   | 0.12%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6712                      | CUSIP: 36179VN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33058687 | PA      | $31373272.86   | 0.29%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4767613 | PA      | $4378492.73    | 0.04%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  204261589 | PA      | $168523552.65  | 1.53%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34215508 | PA      | $29426705.31   | 0.27%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  161976919 | PA      | $133637097.46  | 1.22%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16828171 | PA      | $14490429.94   | 0.13%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34564322 | PA      | $29762704.92   | 0.27%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6997                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2121805 | PA      | $1952606.90    | 0.02%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  513884962 | PA      | $423974570.29  | 3.86%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6995                      | CUSIP: 36179VXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35259262 | PA      | $30361105.52   | 0.28%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6996                      | CUSIP: 36179VXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17123583 | PA      | $15299102.82   | 0.14%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7050                      | CUSIP: 36179VZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208209 | PA      | $164167.49     | 0.00%             | 2050-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  389742799 | PA      | $321308990.87  | 2.92%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36687771 | PA      | $31516647.99   | 0.29%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7053                      | CUSIP: 36179VZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   83818052 | PA      | $74887422.70   | 0.68%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7054                      | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1238020 | PA      | $1136976.36    | 0.01%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7985                      | CUSIP: 36179W2S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2956806 | PA      | $2325827.04    | 0.02%             | 2052-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8072                      | CUSIP: 36179W6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11130356 | PA      | $10629815.10   | 0.10%             | 2037-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4154451 | PA      | $3914085.07    | 0.04%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   49264498 | PA      | $40614287.98   | 0.37%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   62088659 | PA      | $53327588.99   | 0.48%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  166713393 | PA      | $137336475.72  | 1.25%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  183202203 | PA      | $157179557.59  | 1.43%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   56021468 | PA      | $50034997.20   | 0.45%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7365                      | CUSIP: 36179WFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149962 | PA      | $117959.97     | 0.00%             | 2051-05-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7366                      | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1471780 | PA      | $1212434.81    | 0.01%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21858836 | PA      | $18753934.97   | 0.17%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36428153 | PA      | $32489894.17   | 0.30%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24067793 | PA      | $20649124.16   | 0.19%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23370387 | PA      | $20847458.12   | 0.19%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7420                      | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17585748 | PA      | $16089993.58   | 0.15%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7474                      | CUSIP: 36179WJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15495680 | PA      | $14197066.44   | 0.13%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  141194427 | PA      | $121138704.57  | 1.10%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  100286943 | PA      | $89538910.30   | 0.81%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7536                      | CUSIP: 36179WLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13311231 | PA      | $12179045.33   | 0.11%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  394873477 | PA      | $338784345.29  | 3.08%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  129088496 | PA      | $115253720.51  | 1.05%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7591                      | CUSIP: 36179WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89217 | PA      | $81628.29      | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7647                      | CUSIP: 36179WP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1172039 | PA      | $921927.66     | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  289796178 | PA      | $248632572.95  | 2.26%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  177342441 | PA      | $158280735.76  | 1.44%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7651                      | CUSIP: 36179WQC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11555873 | PA      | $10572989.23   | 0.10%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  183369158 | PA      | $157322797.51  | 1.43%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37326459 | PA      | $34116667.46   | 0.31%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7703                      | CUSIP: 36179WRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5186133 | PA      | $4079418.38    | 0.04%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13470524 | PA      | $10595930.04   | 0.10%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   89930237 | PA      | $80264058.72   | 0.73%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7825                      | CUSIP: 36179WVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     975156 | PA      | $767059.09     | 0.01%             | 2052-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   83272526 | PA      | $74321953.51   | 0.68%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7879                      | CUSIP: 36179WXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413541 | PA      | $325292.20     | 0.00%             | 2052-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1056053 | PA      | $906047.44     | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7934                      | CUSIP: 36179WY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9531046 | PA      | $7497132.34    | 0.07%             | 2052-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7936                      | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1534691 | PA      | $1316698.34    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8148                      | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22638324 | PA      | $20190887.77   | 0.18%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8195                      | CUSIP: 36179XC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344180 | PA      | $270732.26     | 0.00%             | 2051-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8200                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   56953902 | PA      | $53658691.16   | 0.49%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23151439 | PA      | $22502039.05   | 0.20%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8262                      | CUSIP: 36179XFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5238 | PA      | $4105.29       | 0.00%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31902456 | PA      | $30991921.19   | 0.28%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  189456670 | PA      | $178495180.72  | 1.62%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  184232875 | PA      | $179262511.71  | 1.63%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  101063789 | PA      | $98337219.24   | 0.89%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8486                      | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119613 | PA      | $107102.03     | 0.00%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48740657 | PA      | $49637612.17   | 0.45%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  204617480 | PA      | $204224737.40  | 1.86%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   86947104 | PA      | $89005829.17   | 0.81%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9669                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  146081979 | PA      | $149540893.81  | 1.36%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9724                      | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  246053613 | PA      | $244889311.66  | 2.23%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0096                      | CUSIP: 3617A0C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176547 | PA      | $159777.05     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0108                      | CUSIP: 3617A0DM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     932615 | PA      | $843735.55     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0288                      | CUSIP: 3617A0J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113629 | PA      | $102729.86     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0257                      | CUSIP: 3617A0JA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2045038 | PA      | $1850780.84    | 0.02%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0258                      | CUSIP: 3617A0JB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264663 | PA      | $239440.72     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0496                      | CUSIP: 3617A0RR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3930985 | PA      | $3560041.62    | 0.03%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO0538                      | CUSIP: 3617A0S31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2747145 | PA      | $2487913.00    | 0.02%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO1866                      | CUSIP: 3617A2CB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354251 | PA      | $338869.23     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3479                      | CUSIP: 3617A32L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177971 | PA      | $161065.26     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3555                      | CUSIP: 3617A35Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403032 | PA      | $365381.45     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3587                      | CUSIP: 3617A36Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227821 | PA      | $206038.42     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3464                      | CUSIP: 3617A3Z52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53264 | PA      | $48138.29      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO3465                      | CUSIP: 3617A3Z60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     743763 | PA      | $677407.98     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO4548                      | CUSIP: 3617A5BR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61915 | PA      | $56210.24      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO4549                      | CUSIP: 3617A5BS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350601 | PA      | $316863.25     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AO6745                      | CUSIP: 3617A7P62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24945403 | PA      | $23185297.35   | 0.21%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO8646                      | CUSIP: 3617A9TB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98301 | PA      | $88871.75      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO8725                      | CUSIP: 3617A9VS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97697 | PA      | $88325.81      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9434                      | CUSIP: 3617AAPT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145978 | PA      | $131752.24     | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9616                      | CUSIP: 3617AAVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1363715 | PA      | $1235029.57    | 0.01%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO9652                      | CUSIP: 3617AAWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     431202 | PA      | $389707.69     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BA9298                      | CUSIP: 3617ANKK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     753725 | PA      | $691844.24     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BB5919                      | CUSIP: 3617AWSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62295 | PA      | $57180.29      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BB8180                      | CUSIP: 3617B0CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324036 | PA      | $297432.36     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC1123                      | CUSIP: 3617B4G84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53922 | PA      | $49495.18      | 0.00%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3794                      | CUSIP: 3617B7GB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     442869 | PA      | $406509.65     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3797                      | CUSIP: 3617B7GE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117833 | PA      | $108159.15     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3808                      | CUSIP: 3617B7GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449573 | PA      | $412663.22     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC3826                      | CUSIP: 3617B7HB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89138 | PA      | $81819.63      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5503                      | CUSIP: 3617B9DG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253783 | PA      | $232947.29     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5908                      | CUSIP: 3617B9R57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     813684 | PA      | $746880.63     | 0.01%             | 2047-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC5897                      | CUSIP: 3617B9RS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     402626 | PA      | $369570.96     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7357                      | CUSIP: 3617BBE64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244380 | PA      | $224316.20     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7339                      | CUSIP: 3617BBEL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15453 | PA      | $14184.43      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC7373                      | CUSIP: 3617BBFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167765 | PA      | $153991.86     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BC8335                      | CUSIP: 3617BCHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255442 | PA      | $234470.65     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD0015                      | CUSIP: 3617BFAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286105 | PA      | $262615.51     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD1041                      | CUSIP: 3617BGEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     572463 | PA      | $525463.75     | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3619                      | CUSIP: 3617BKAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322660 | PA      | $296169.47     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3620                      | CUSIP: 3617BKAV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     765217 | PA      | $702392.78     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3659                      | CUSIP: 3617BKB42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     544598 | PA      | $499886.52     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD3660                      | CUSIP: 3617BKB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     837562 | PA      | $768798.78     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BD3961                      | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4585169 | PA      | $4352838.76    | 0.04%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4619                      | CUSIP: 3617BLDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35145 | PA      | $32259.57      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4644                      | CUSIP: 3617BLER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84841 | PA      | $77875.28      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4703                      | CUSIP: 3617BLGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394836 | PA      | $362420.38     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4711                      | CUSIP: 3617BLGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55336 | PA      | $50792.92      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4741                      | CUSIP: 3617BLHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26512 | PA      | $24335.07      | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4813                      | CUSIP: 3617BLK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24322 | PA      | $22324.85      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD4824                      | CUSIP: 3617BLLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     579630 | PA      | $532042.20     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5850                      | CUSIP: 3617BMQB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     830735 | PA      | $762531.84     | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5898                      | CUSIP: 3617BMRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1187223 | PA      | $1089752.57    | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5918                      | CUSIP: 3617BMSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     641104 | PA      | $588469.35     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD5929                      | CUSIP: 3617BMSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192941 | PA      | $177100.94     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6018                      | CUSIP: 3617BMVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1008688 | PA      | $925875.10     | 0.01%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6045                      | CUSIP: 3617BMWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     351396 | PA      | $322546.08     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6058                      | CUSIP: 3617BMWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413133 | PA      | $379215.18     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD6110                      | CUSIP: 3617BMYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     387545 | PA      | $355727.77     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN BD7118                      | CUSIP: 3617BN4B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203364 | PA      | $186667.59     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN CO6356                      | CUSIP: 3617FJBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2938583 | PA      | $2933897.63    | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BE6414                      | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3071890 | PA      | $2916237.31    | 0.03%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BE6810                      | CUSIP: 3617G1R75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4764946 | PA      | $4523505.92    | 0.04%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BF1236                      | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1730394 | PA      | $1642714.61    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BF9693                      | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1415684 | PA      | $1343951.48    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BG4091                      | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2215581 | PA      | $2103317.73    | 0.02%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BT1891                      | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11941288 | PA      | $10196596.97   | 0.09%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1990                      | CUSIP: 3617UMF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2162833 | PA      | $1923262.94    | 0.02%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1992                      | CUSIP: 3617UMF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     607541 | PA      | $540245.78     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB1993                      | CUSIP: 3617UMGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     587366 | PA      | $522305.47     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0784                      | CUSIP: 36180B2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30370 | PA      | $27792.97      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0793                      | CUSIP: 36180B3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62610 | PA      | $57341.37      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0796                      | CUSIP: 36180B3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125893 | PA      | $114283.93     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0801                      | CUSIP: 36180B3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70308 | PA      | $62065.27      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0834                      | CUSIP: 36180B4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     396742 | PA      | $350403.94     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0849                      | CUSIP: 36180B5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34198 | PA      | $30203.92      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0108                      | CUSIP: 36180BDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252762 | PA      | $237380.87     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0143                      | CUSIP: 36180BEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54467 | PA      | $51326.90      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0175                      | CUSIP: 36180BFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46805 | PA      | $44040.40      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0176                      | CUSIP: 36180BFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56473 | PA      | $53532.88      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0210                      | CUSIP: 36180BGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46849 | PA      | $44395.43      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0255                      | CUSIP: 36180BH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43668 | PA      | $40949.59      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0287                      | CUSIP: 36180BJ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81449 | PA      | $76475.17      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0268                      | CUSIP: 36180BJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114998 | PA      | $108302.18     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1699                      | CUSIP: 36180C3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116667 | PA      | $107216.86     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1713                      | CUSIP: 36180C3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1140401 | PA      | $1017714.47    | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1716                      | CUSIP: 36180C3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     467747 | PA      | $429199.49     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1718                      | CUSIP: 36180C4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169931 | PA      | $156166.75     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1726                      | CUSIP: 36180C4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     142453 | PA      | $133551.71     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1731                      | CUSIP: 36180C4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42116 | PA      | $37215.76      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1732                      | CUSIP: 36180C4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2610745 | PA      | $2327406.06    | 0.02%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD0996                      | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1723703 | PA      | $1531797.82    | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1379                      | CUSIP: 36180CQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71812 | PA      | $67424.90      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1389                      | CUSIP: 36180CRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368609 | PA      | $339943.41     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1398                      | CUSIP: 36180CRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190440 | PA      | $174879.75     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1399                      | CUSIP: 36180CRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362795 | PA      | $340043.99     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1586                      | CUSIP: 36180CXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188800 | PA      | $173708.93     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1612                      | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603882 | PA      | $537775.96     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1613                      | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29700 | PA      | $26504.39      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1621                      | CUSIP: 36180CYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106953 | PA      | $101329.75     | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1623                      | CUSIP: 36180CYU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     598220 | PA      | $563681.70     | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1624                      | CUSIP: 36180CYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6200 | PA      | $5849.66       | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1932                      | CUSIP: 36180DED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90935 | PA      | $86242.36      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1946                      | CUSIP: 36180DET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21639 | PA      | $19840.14      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2181                      | CUSIP: 36180DM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63750 | PA      | $59870.51      | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2182                      | CUSIP: 36180DM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1233 | PA      | $1181.27       | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2258                      | CUSIP: 36180DQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244258 | PA      | $229857.47     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2288                      | CUSIP: 36180DRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4129 | PA      | $3811.28       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2331                      | CUSIP: 36180DSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222530 | PA      | $210316.35     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2332                      | CUSIP: 36180DSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     888212 | PA      | $839363.94     | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2333                      | CUSIP: 36180DSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190554 | PA      | $179289.66     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2335                      | CUSIP: 36180DSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24517 | PA      | $23071.58      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2360                      | CUSIP: 36180DTR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63636 | PA      | $60395.28      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2391                      | CUSIP: 36180DUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     388852 | PA      | $367100.64     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2392                      | CUSIP: 36180DUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20920 | PA      | $19735.06      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2465                      | CUSIP: 36180DW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     584048 | PA      | $549054.91     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2461                      | CUSIP: 36180DWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242761 | PA      | $228766.08     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2498                      | CUSIP: 36180DX36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     400316 | PA      | $375765.19     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2512                      | CUSIP: 36180DYH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299502 | PA      | $274401.99     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3523                      | CUSIP: 36180E4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347803 | PA      | $327130.47     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3549                      | CUSIP: 36180E5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56788 | PA      | $51989.47      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3135                      | CUSIP: 36180EPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202818 | PA      | $185890.68     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3149                      | CUSIP: 36180EQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409000 | PA      | $383916.94     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3158                      | CUSIP: 36180EQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35913 | PA      | $32693.88      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3159                      | CUSIP: 36180EQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221553 | PA      | $202908.95     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3370                      | CUSIP: 36180EW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58341 | PA      | $53371.62      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4442                      | CUSIP: 36180F5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133373 | PA      | $117735.69     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4446                      | CUSIP: 36180F5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4220 | PA      | $3928.13       | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3655                      | CUSIP: 36180FBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15096 | PA      | $13779.47      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3983                      | CUSIP: 36180FM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38688 | PA      | $35472.70      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD3964                      | CUSIP: 36180FMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33309 | PA      | $31334.30      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4019                      | CUSIP: 36180FPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249902 | PA      | $235290.01     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4097                      | CUSIP: 36180FRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27249 | PA      | $25816.53      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4099                      | CUSIP: 36180FRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364984 | PA      | $342094.92     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4102                      | CUSIP: 36180FRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131991 | PA      | $121020.80     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4177                      | CUSIP: 36180FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15406 | PA      | $14088.29      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4340                      | CUSIP: 36180FZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     330500 | PA      | $302346.92     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4542                      | CUSIP: 36180GBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     288318 | PA      | $264861.48     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4590                      | CUSIP: 36180GC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54248 | PA      | $49534.71      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD4577                      | CUSIP: 36180GCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161775 | PA      | $142879.73     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5430                      | CUSIP: 36180HA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     576688 | PA      | $540261.15     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5434                      | CUSIP: 36180HBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     620461 | PA      | $585472.22     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5435                      | CUSIP: 36180HBC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     427694 | PA      | $402791.61     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5437                      | CUSIP: 36180HBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     348618 | PA      | $327482.81     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5620                      | CUSIP: 36180HG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15727 | PA      | $14755.43      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5631                      | CUSIP: 36180HHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2653 | PA      | $2420.38       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5636                      | CUSIP: 36180HHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10628 | PA      | $9993.85       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5643                      | CUSIP: 36180HHU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138021 | PA      | $132642.09     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5688                      | CUSIP: 36180HJ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119582 | PA      | $118233.49     | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5987                      | CUSIP: 36180HUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395225 | PA      | $371357.35     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6013                      | CUSIP: 36180HVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77511 | PA      | $72667.93      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7153                      | CUSIP: 36180J5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82112 | PA      | $75287.94      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6325                      | CUSIP: 36180JA20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     717805 | PA      | $673783.12     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6304                      | CUSIP: 36180JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     377142 | PA      | $345145.73     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6424                      | CUSIP: 36180JD50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94492 | PA      | $88481.07      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD6419                      | CUSIP: 36180JDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     897566 | PA      | $823595.89     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7036                      | CUSIP: 36180JY99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165241 | PA      | $150940.66     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7015                      | CUSIP: 36180JYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62726 | PA      | $59306.63      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7209                      | CUSIP: 36180KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85030 | PA      | $77845.35      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7213                      | CUSIP: 36180KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119174 | PA      | $111949.44     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7260                      | CUSIP: 36180KB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55912 | PA      | $51324.08      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7253                      | CUSIP: 36180KBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414353 | PA      | $368800.36     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7254                      | CUSIP: 36180KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114591 | PA      | $104083.47     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7256                      | CUSIP: 36180KBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287678 | PA      | $271282.45     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7353                      | CUSIP: 36180KE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134764 | PA      | $126884.13     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7332                      | CUSIP: 36180KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63044 | PA      | $59658.04      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7333                      | CUSIP: 36180KEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96837 | PA      | $91097.23      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7349                      | CUSIP: 36180KEW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305894 | PA      | $279837.31     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7350                      | CUSIP: 36180KEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147263 | PA      | $138163.41     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7464                      | CUSIP: 36180KJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18985 | PA      | $17427.20      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7479                      | CUSIP: 36180KJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187197 | PA      | $175586.40     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7528                      | CUSIP: 36180KLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112401 | PA      | $105507.58     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7577                      | CUSIP: 36180KM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     467671 | PA      | $438236.46     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7579                      | CUSIP: 36180KM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69131 | PA      | $64880.27      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7580                      | CUSIP: 36180KM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93879 | PA      | $87927.79      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7574                      | CUSIP: 36180KMX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102052 | PA      | $95629.29      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7676                      | CUSIP: 36180KQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337767 | PA      | $316895.26     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD7693                      | CUSIP: 36180KRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149461 | PA      | $140541.62     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8901                      | CUSIP: 36180M3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217820 | PA      | $199868.75     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8915                      | CUSIP: 36180M3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3494849 | PA      | $3105757.48    | 0.03%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8995                      | CUSIP: 36180M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40272 | PA      | $36745.63      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8307                      | CUSIP: 36180MGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75323 | PA      | $70145.55      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8312                      | CUSIP: 36180MGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148452 | PA      | $137566.44     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8315                      | CUSIP: 36180MGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117823 | PA      | $110570.12     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8332                      | CUSIP: 36180MHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58538 | PA      | $53452.43      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8431                      | CUSIP: 36180MLL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60119 | PA      | $55101.95      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8697                      | CUSIP: 36180MUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5529 | PA      | $5042.95       | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8801                      | CUSIP: 36180MX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     290043 | PA      | $273369.22     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8802                      | CUSIP: 36180MX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1341289 | PA      | $1262865.50    | 0.01%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8777                      | CUSIP: 36180MXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2792888 | PA      | $2487154.92    | 0.02%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8778                      | CUSIP: 36180MXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19106 | PA      | $17014.78      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8781                      | CUSIP: 36180MXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60488 | PA      | $55652.69      | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8783                      | CUSIP: 36180MXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     833215 | PA      | $765134.37     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD8784                      | CUSIP: 36180MXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     655909 | PA      | $602546.98     | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9006                      | CUSIP: 36180NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389478 | PA      | $364964.54     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9013                      | CUSIP: 36180NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88036 | PA      | $80688.54      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9015                      | CUSIP: 36180NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80066 | PA      | $73495.28      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9016                      | CUSIP: 36180NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239789 | PA      | $219943.22     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9017                      | CUSIP: 36180NAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42016 | PA      | $38553.78      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9094                      | CUSIP: 36180NC78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80301 | PA      | $73655.59      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9109                      | CUSIP: 36180NDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4232282 | PA      | $3882009.90    | 0.04%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2945943 | PA      | $2702130.94    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9111                      | CUSIP: 36180NDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40491 | PA      | $37125.47      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9113                      | CUSIP: 36180NDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53321 | PA      | $50216.48      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9301                      | CUSIP: 36180NKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409666 | PA      | $373524.74     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9302                      | CUSIP: 36180NKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1037863 | PA      | $952330.84     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9306                      | CUSIP: 36180NKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89034 | PA      | $81511.21      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9312                      | CUSIP: 36180NKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87897 | PA      | $80440.08      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9408                      | CUSIP: 36180NNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1414469 | PA      | $1302931.17    | 0.01%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9421                      | CUSIP: 36180NPE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141070 | PA      | $129443.75     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9431                      | CUSIP: 36180NPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91702 | PA      | $84338.82      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9450                      | CUSIP: 36180NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528216 | PA      | $482860.38     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9648                      | CUSIP: 36180NWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365027 | PA      | $334688.97     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD9682                      | CUSIP: 36180NXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     982486 | PA      | $900148.63     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0023                      | CUSIP: 36180SAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92051 | PA      | $87079.61      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0188                      | CUSIP: 36180SF58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325465 | PA      | $297964.82     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0175                      | CUSIP: 36180SFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15944 | PA      | $14612.92      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0391                      | CUSIP: 36180SNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3165 | PA      | $2953.76       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0543                      | CUSIP: 36180SS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110183 | PA      | $100608.00     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0576                      | CUSIP: 36180ST95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315445 | PA      | $295448.97     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0577                      | CUSIP: 36180SUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312704 | PA      | $286389.85     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2625                      | CUSIP: 36180U4J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475720 | PA      | $447559.36     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2631                      | CUSIP: 36180U4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     520501 | PA      | $489315.52     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2685                      | CUSIP: 36180U6W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     737881 | PA      | $692800.50     | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1862                      | CUSIP: 36180UB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     780187 | PA      | $716438.62     | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1839                      | CUSIP: 36180UBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43847 | PA      | $40052.44      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1869                      | CUSIP: 36180UCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27233 | PA      | $24848.77      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1876                      | CUSIP: 36180UCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381533 | PA      | $349032.78     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1881                      | CUSIP: 36180UCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394865 | PA      | $363444.15     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1882                      | CUSIP: 36180UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85499 | PA      | $77984.81      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1888                      | CUSIP: 36180UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68104 | PA      | $62326.24      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1897                      | CUSIP: 36180UDA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     560652 | PA      | $513860.84     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1903                      | CUSIP: 36180UDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36811 | PA      | $33850.23      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1907                      | CUSIP: 36180UDL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158959 | PA      | $144988.63     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1919                      | CUSIP: 36180UDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153274 | PA      | $140696.16     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1930                      | CUSIP: 36180UEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     584830 | PA      | $536633.12     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1942                      | CUSIP: 36180UEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212775 | PA      | $199528.91     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE1965                      | CUSIP: 36180UFE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121546 | PA      | $115204.58     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2028                      | CUSIP: 36180UHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88241 | PA      | $80815.77      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2118                      | CUSIP: 36180UK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20422 | PA      | $18668.48      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2097                      | CUSIP: 36180UKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358509 | PA      | $337547.69     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2145                      | CUSIP: 36180UL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1530261 | PA      | $1439676.07    | 0.01%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2175                      | CUSIP: 36180UMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90248 | PA      | $82622.40      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2294                      | CUSIP: 36180URP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77832 | PA      | $71363.46      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2325                      | CUSIP: 36180USN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428257 | PA      | $391484.44     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2327                      | CUSIP: 36180USQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230888 | PA      | $216944.59     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2372                      | CUSIP: 36180UT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17679 | PA      | $16620.99      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2347                      | CUSIP: 36180UTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     310358 | PA      | $291615.26     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2524                      | CUSIP: 36180UYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172639 | PA      | $163773.87     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2525                      | CUSIP: 36180UYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289878 | PA      | $271502.10     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2544                      | CUSIP: 36180UZH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173325 | PA      | $158560.44     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE2551                      | CUSIP: 36180UZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22235 | PA      | $22004.18      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE3135                      | CUSIP: 36180VPU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62583 | PA      | $57425.58      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE3196                      | CUSIP: 36180VRR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49367 | PA      | $45078.40      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4274                      | CUSIP: 36180WXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164772 | PA      | $150290.56     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4602                      | CUSIP: 36180XDF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23219 | PA      | $21289.45      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE4909                      | CUSIP: 36180XN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     220931 | PA      | $207381.43     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6230                      | CUSIP: 36180Y4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89046 | PA      | $82317.36      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6246                      | CUSIP: 36180Y5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84667 | PA      | $77929.35      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5433                      | CUSIP: 36180YBA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2176530 | PA      | $2036694.97    | 0.02%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5434                      | CUSIP: 36180YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4356377 | PA      | $3973426.78    | 0.04%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AE5683                      | CUSIP: 36180YJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3671757 | PA      | $3353803.79    | 0.03%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7112                      | CUSIP: 36181A3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     449122 | PA      | $411018.51     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6446                      | CUSIP: 36181AET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68351 | PA      | $64190.89      | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6567                      | CUSIP: 36181AJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78070 | PA      | $71500.72      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6580                      | CUSIP: 36181AJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     611765 | PA      | $560920.37     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6599                      | CUSIP: 36181AKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     558974 | PA      | $526982.42     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6611                      | CUSIP: 36181AKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92605 | PA      | $84685.08      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6632                      | CUSIP: 36181ALM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     985653 | PA      | $905116.35     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6633                      | CUSIP: 36181ALN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148286 | PA      | $136013.84     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6664                      | CUSIP: 36181AMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67476 | PA      | $62034.02      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6693                      | CUSIP: 36181ANJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7955 | PA      | $7288.04       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7022                      | CUSIP: 36181AYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2681157 | PA      | $2460197.62    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7025                      | CUSIP: 36181AYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     766912 | PA      | $702906.29     | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7026                      | CUSIP: 36181AYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94662 | PA      | $86860.60      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7027                      | CUSIP: 36181AYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89156 | PA      | $81808.86      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7209                      | CUSIP: 36181BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2921 | PA      | $2678.23       | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7247                      | CUSIP: 36181BBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107033 | PA      | $100247.70     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7513                      | CUSIP: 36181BK25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2542790 | PA      | $2329690.52    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7514                      | CUSIP: 36181BK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1674175 | PA      | $1533290.54    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7515                      | CUSIP: 36181BK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107267 | PA      | $98389.08      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7501                      | CUSIP: 36181BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     432458 | PA      | $407383.87     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7508                      | CUSIP: 36181BKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347905 | PA      | $334131.22     | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7510                      | CUSIP: 36181BKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2512384 | PA      | $2298372.59    | 0.02%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7511                      | CUSIP: 36181BKY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9370306 | PA      | $8588272.64    | 0.08%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7512                      | CUSIP: 36181BKZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     257149 | PA      | $236046.69     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7613                      | CUSIP: 36181BN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     615997 | PA      | $563314.12     | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7604                      | CUSIP: 36181BNV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        838 | PA      | $811.21        | 0.00%             | 2043-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7690                      | CUSIP: 36181BRK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130177 | PA      | $119267.90     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2191643 | PA      | $2007213.48    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE7714                      | CUSIP: 36181BSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2356130 | PA      | $2155428.51    | 0.02%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8924                      | CUSIP: 36181C4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161097 | PA      | $147877.02     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8173                      | CUSIP: 36181CCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129461 | PA      | $127947.18     | 0.00%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8313                      | CUSIP: 36181CGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40342 | PA      | $39876.22      | 0.00%             | 2044-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE8796                      | CUSIP: 36181CXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44837 | PA      | $40972.16      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9843                      | CUSIP: 36181D5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66899 | PA      | $62628.40      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9880                      | CUSIP: 36181D6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     251631 | PA      | $230542.83     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9881                      | CUSIP: 36181D6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54819 | PA      | $50243.82      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9884                      | CUSIP: 36181D6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369909 | PA      | $337771.03     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9893                      | CUSIP: 36181D7E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196433 | PA      | $188716.84     | 0.00%             | 2043-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9767                      | CUSIP: 36181DZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344162 | PA      | $322422.45     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9747                      | CUSIP: 36181DZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     419094 | PA      | $392812.48     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE9985                      | CUSIP: 36181ECW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81204 | PA      | $74483.55      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0048                      | CUSIP: 36181FBR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305280 | PA      | $286557.18     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0125                      | CUSIP: 36181FD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187697 | PA      | $181531.49     | 0.00%             | 2043-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0127                      | CUSIP: 36181FD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     507495 | PA      | $477699.25     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0128                      | CUSIP: 36181FD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187929 | PA      | $176452.60     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0490                      | CUSIP: 36181FRK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70367 | PA      | $64445.55      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0586                      | CUSIP: 36181FUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2390 | PA      | $2242.05       | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0702                      | CUSIP: 36181FX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14242 | PA      | $12976.07      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0703                      | CUSIP: 36181FX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8176 | PA      | $7399.06       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0704                      | CUSIP: 36181FX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64136 | PA      | $58414.40      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0695                      | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46462 | PA      | $40891.32      | 0.00%             | 2043-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0705                      | CUSIP: 36181FYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63918 | PA      | $58194.27      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0710                      | CUSIP: 36181FYF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23079 | PA      | $21772.74      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF0711                      | CUSIP: 36181FYG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167341 | PA      | $157315.27     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1071                      | CUSIP: 36181GFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1681038 | PA      | $1540157.59    | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1074                      | CUSIP: 36181GFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3586 | PA      | $3379.12       | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1078                      | CUSIP: 36181GFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38459 | PA      | $35249.44      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131570 | PA      | $120543.76     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1080                      | CUSIP: 36181GFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18294 | PA      | $16742.13      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1082                      | CUSIP: 36181GFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84672 | PA      | $79639.36      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1083                      | CUSIP: 36181GFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8489 | PA      | $7974.70       | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1084                      | CUSIP: 36181GFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1395364 | PA      | $1279394.13    | 0.01%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF1137                      | CUSIP: 36181GHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2326 | PA      | $2141.65       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2661                      | CUSIP: 36181H5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29789 | PA      | $27150.99      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2664                      | CUSIP: 36181H5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3721 | PA      | $3430.37       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF2678                      | CUSIP: 36181H6P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4652 | PA      | $4265.13       | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3150                      | CUSIP: 36181JQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155940 | PA      | $142131.27     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3826                      | CUSIP: 36181KHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153159 | PA      | $140753.01     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3869                      | CUSIP: 36181KJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16774 | PA      | $15288.53      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5070                      | CUSIP: 36181LT32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63101 | PA      | $60773.74      | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5073                      | CUSIP: 36181LT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129866 | PA      | $118892.79     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5074                      | CUSIP: 36181LT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97359 | PA      | $89233.58      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5076                      | CUSIP: 36181LT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12717 | PA      | $11931.45      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5065                      | CUSIP: 36181LTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148442 | PA      | $139477.72     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF5077                      | CUSIP: 36181LUA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15636 | PA      | $14714.45      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6712                      | CUSIP: 36181NN59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144292 | PA      | $142747.58     | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6718                      | CUSIP: 36181NPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26761 | PA      | $26459.20      | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF6842                      | CUSIP: 36181NS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58648 | PA      | $53814.29      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF9068                      | CUSIP: 36181RCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114399 | PA      | $103568.12     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG0440                      | CUSIP: 36181TPZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12940 | PA      | $11883.06      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG1132                      | CUSIP: 36181UHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35567 | PA      | $34042.31      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG1543                      | CUSIP: 36181UWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11166 | PA      | $10169.86      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AG2586                      | CUSIP: 36181V2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1738571 | PA      | $1625554.42    | 0.01%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG2293                      | CUSIP: 36181VRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29738 | PA      | $29380.57      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG2325                      | CUSIP: 36181VSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104067 | PA      | $102772.87     | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG3574                      | CUSIP: 36181W6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125387 | PA      | $117844.57     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG3587                      | CUSIP: 36181W6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43162 | PA      | $40560.66      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5649                      | CUSIP: 36182AH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22938 | PA      | $20793.88      | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5656                      | CUSIP: 36182AH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107365 | PA      | $100462.67     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5646                      | CUSIP: 36182AHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7331 | PA      | $6670.90       | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5710                      | CUSIP: 36182AKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50040 | PA      | $45559.32      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5763                      | CUSIP: 36182AML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3673 | PA      | $3632.99       | 0.00%             | 2043-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5974                      | CUSIP: 36182AT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434250 | PA      | $406334.33     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG5992                      | CUSIP: 36182AUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126080 | PA      | $124772.12     | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG6035                      | CUSIP: 36182AV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21385 | PA      | $21263.76      | 0.00%             | 2043-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG7706                      | CUSIP: 36182CR33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51205 | PA      | $47993.78      | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG9108                      | CUSIP: 36182EDM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     598388 | PA      | $541921.99     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH3638                      | CUSIP: 36182LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17953 | PA      | $17750.44      | 0.00%             | 2044-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH8011                      | CUSIP: 36182Q3U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202626 | PA      | $190198.79     | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH7281                      | CUSIP: 36182QCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315293 | PA      | $285540.86     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH7372                      | CUSIP: 36182QFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1834656 | PA      | $1715097.72    | 0.02%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH9012                      | CUSIP: 36182SAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16803 | PA      | $16183.32      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ0661                      | CUSIP: 36182UWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5149 | PA      | $4816.04       | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ0710                      | CUSIP: 36182UYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81942 | PA      | $78430.31      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1712                      | CUSIP: 36182V3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87716 | PA      | $79605.51      | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1719                      | CUSIP: 36182V4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     534623 | PA      | $487457.82     | 0.00%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1722                      | CUSIP: 36182V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140406 | PA      | $138116.65     | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1126                      | CUSIP: 36182VHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337501 | PA      | $307952.00     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1141                      | CUSIP: 36182VHS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     565123 | PA      | $512509.18     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ1147                      | CUSIP: 36182VHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494755 | PA      | $449966.42     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ2135                      | CUSIP: 36182WLQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122366 | PA      | $117390.80     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ2711                      | CUSIP: 36182XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95682 | PA      | $89750.07      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3119                      | CUSIP: 36182XPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162782 | PA      | $156967.15     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3916                      | CUSIP: 36182YK57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6371 | PA      | $5800.61       | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3926                      | CUSIP: 36182YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25212 | PA      | $22841.11      | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ4685                      | CUSIP: 36183AF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150705 | PA      | $140753.07     | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ6902                      | CUSIP: 36183CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112045 | PA      | $101865.22     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8896                      | CUSIP: 36183E3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113839 | PA      | $104299.02     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8913                      | CUSIP: 36183E3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1446743 | PA      | $1386841.55    | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8967                      | CUSIP: 36183E6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59330 | PA      | $58362.34      | 0.00%             | 2029-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8972                      | CUSIP: 36183E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51317 | PA      | $50480.13      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ8848                      | CUSIP: 36183EZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487389 | PA      | $443907.03     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9382                      | CUSIP: 36183FM71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232139 | PA      | $222735.69     | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9384                      | CUSIP: 36183FM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2526498 | PA      | $2423016.70    | 0.02%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9480                      | CUSIP: 36183FQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113162 | PA      | $102698.75     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9501                      | CUSIP: 36183FRW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122782 | PA      | $111311.89     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9566                      | CUSIP: 36183FTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86413 | PA      | $82709.50      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK0485                      | CUSIP: 36183HRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4921 | PA      | $4477.55       | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK1681                      | CUSIP: 36183J2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114296 | PA      | $103764.12     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK0995                      | CUSIP: 36183JC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8122 | PA      | $7778.97       | 0.00%             | 2044-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK3531                      | CUSIP: 36183L4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1044000 | PA      | $948812.01     | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4653                      | CUSIP: 36183NE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     511365 | PA      | $462314.65     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4648                      | CUSIP: 36183NEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     902074 | PA      | $815546.59     | 0.01%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK4661                      | CUSIP: 36183NFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168700 | PA      | $152727.76     | 0.00%             | 2045-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6176                      | CUSIP: 36183P2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     447984 | PA      | $410907.94     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6178                      | CUSIP: 36183P2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     759661 | PA      | $688455.03     | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6853                      | CUSIP: 36183QTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76794 | PA      | $69942.52      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6886                      | CUSIP: 36183QUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14676 | PA      | $13337.49      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6890                      | CUSIP: 36183QUP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     380888 | PA      | $346781.33     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6893                      | CUSIP: 36183QUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70528 | PA      | $63850.54      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6974                      | CUSIP: 36183QXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99387 | PA      | $95836.32      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7006                      | CUSIP: 36183QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196644 | PA      | $188216.34     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7294                      | CUSIP: 36183RC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294697 | PA      | $284169.28     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7330                      | CUSIP: 36183REB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366844 | PA      | $333396.84     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7369                      | CUSIP: 36183RFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230475 | PA      | $220932.34     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7857                      | CUSIP: 36183RWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86182 | PA      | $82513.46      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8998                      | CUSIP: 36183S7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110779 | PA      | $100118.65     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8141                      | CUSIP: 36183SBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     799765 | PA      | $726586.84     | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8147                      | CUSIP: 36183SBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252692 | PA      | $230148.47     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8569                      | CUSIP: 36183SQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9320 | PA      | $8963.81       | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK8697                      | CUSIP: 36183SUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     853893 | PA      | $775762.58     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9710                      | CUSIP: 36183TYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232082 | PA      | $222336.17     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9718                      | CUSIP: 36183TYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     597096 | PA      | $572999.49     | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9991                      | CUSIP: 36183UC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     483619 | PA      | $442258.13     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK9982                      | CUSIP: 36183UCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     677742 | PA      | $649381.48     | 0.01%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1029                      | CUSIP: 36183WEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174311 | PA      | $167042.28     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1136                      | CUSIP: 36183WHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112758 | PA      | $102698.30     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1468                      | CUSIP: 36183WTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255350 | PA      | $245162.28     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1535                      | CUSIP: 36183WV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23421 | PA      | $21820.00      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1539                      | CUSIP: 36183WV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1209 | PA      | $1094.85       | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2579                      | CUSIP: 36183X2L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107480 | PA      | $98585.08      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2581                      | CUSIP: 36183X2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5145 | PA      | $4793.31       | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2582                      | CUSIP: 36183X2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143660 | PA      | $130239.67     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2590                      | CUSIP: 36183X2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     563089 | PA      | $509953.52     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2591                      | CUSIP: 36183X2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13973 | PA      | $12645.50      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1884                      | CUSIP: 36183XCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53430 | PA      | $48628.14      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2276                      | CUSIP: 36183XQ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     666691 | PA      | $606120.51     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2302                      | CUSIP: 36183XRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     479186 | PA      | $434725.65     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2972                      | CUSIP: 36183YJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137529 | PA      | $131596.06     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2996                      | CUSIP: 36183YKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308183 | PA      | $278908.65     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2998                      | CUSIP: 36183YKK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171699 | PA      | $164874.35     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL3167                      | CUSIP: 36183YQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315270 | PA      | $284835.35     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL3727                      | CUSIP: 36184AD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219658 | PA      | $210338.45     | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4202                      | CUSIP: 36184AU31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     343011 | PA      | $310967.30     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4531                      | CUSIP: 36184BA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16812 | PA      | $15279.16      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4612                      | CUSIP: 36184BDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110766 | PA      | $100489.06     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4668                      | CUSIP: 36184BFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1259403 | PA      | $1143357.76    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5058                      | CUSIP: 36184BTP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     546199 | PA      | $495001.80     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5068                      | CUSIP: 36184BTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473179 | PA      | $430343.46     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5244                      | CUSIP: 36184BZH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10565 | PA      | $9657.78       | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5681                      | CUSIP: 36184CJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262553 | PA      | $238109.43     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5682                      | CUSIP: 36184CJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     370619 | PA      | $336113.62     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5704                      | CUSIP: 36184CKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259982 | PA      | $236194.03     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL7188                      | CUSIP: 36184D6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97512 | PA      | $88249.26      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6714                      | CUSIP: 36184DN74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304345 | PA      | $275340.96     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6700                      | CUSIP: 36184DNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160884 | PA      | $154058.28     | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6707                      | CUSIP: 36184DNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37526 | PA      | $36022.99      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL6753                      | CUSIP: 36184DQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49931 | PA      | $47863.70      | 0.00%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8123                      | CUSIP: 36184FAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213965 | PA      | $204980.02     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8207                      | CUSIP: 36184FDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1209042 | PA      | $1106466.83    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8577                      | CUSIP: 36184FQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     559891 | PA      | $506882.31     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8554                      | CUSIP: 36184FQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223204 | PA      | $201932.41     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8620                      | CUSIP: 36184FSH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     471096 | PA      | $450907.22     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8626                      | CUSIP: 36184FSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52064 | PA      | $47184.01      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9863                      | CUSIP: 36184H5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226587 | PA      | $216876.18     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9126                      | CUSIP: 36184HD76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     524147 | PA      | $503233.83     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9127                      | CUSIP: 36184HD84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     869085 | PA      | $834144.60     | 0.01%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9128                      | CUSIP: 36184HD92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210264 | PA      | $201971.70     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9314                      | CUSIP: 36184HK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3956784 | PA      | $3598590.49    | 0.03%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9606                      | CUSIP: 36184HU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     337284 | PA      | $322877.60     | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9948                      | CUSIP: 36184JBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162726 | PA      | $155752.53     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0403                      | CUSIP: 36184KNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1592397 | PA      | $1524838.18    | 0.01%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0476                      | CUSIP: 36184KQ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156622 | PA      | $142909.66     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM1094                      | CUSIP: 36184LGB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101492 | PA      | $97616.92      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2610                      | CUSIP: 36184M3T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365783 | PA      | $350692.43     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2614                      | CUSIP: 36184M3X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40164 | PA      | $38426.02      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2621                      | CUSIP: 36184M4E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292774 | PA      | $281182.83     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2757                      | CUSIP: 36184NB26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103548 | PA      | $99139.60      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2756                      | CUSIP: 36184NBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214126 | PA      | $206123.08     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2789                      | CUSIP: 36184NC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12599 | PA      | $11737.65      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM3943                      | CUSIP: 36184QLY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     373471 | PA      | $357952.18     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM3944                      | CUSIP: 36184QLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296877 | PA      | $284196.61     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM4134                      | CUSIP: 36184QSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10989 | PA      | $10242.60      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5343                      | CUSIP: 36184S5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27679 | PA      | $26484.99      | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM4633                      | CUSIP: 36184SEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161061 | PA      | $154112.96     | 0.00%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5580                      | CUSIP: 36184VFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150153 | PA      | $144093.03     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM5827                      | CUSIP: 36184VPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     521853 | PA      | $500245.65     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM6371                      | CUSIP: 36184XCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44082 | PA      | $42237.09      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7297                      | CUSIP: 36184YDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54795 | PA      | $49438.88      | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7305                      | CUSIP: 36184YDJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148744 | PA      | $134079.98     | 0.00%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM7602                      | CUSIP: 36184YNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65058 | PA      | $62288.19      | 0.00%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9857                      | CUSIP: 36185C5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     224554 | PA      | $215389.98     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9858                      | CUSIP: 36185C5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241349 | PA      | $230937.47     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM9727                      | CUSIP: 36185CYY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252830 | PA      | $242588.18     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN1947                      | CUSIP: 36185KEU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154496 | PA      | $147874.62     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5715                      | CUSIP: 36186NK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     515872 | PA      | $467516.78     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5750                      | CUSIP: 36186NL72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184581 | PA      | $167454.95     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5733                      | CUSIP: 36186NLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1724381 | PA      | $1562203.63    | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5736                      | CUSIP: 36186NLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2731204 | PA      | $2474335.37    | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN5754                      | CUSIP: 36186NMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106482 | PA      | $96235.58      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6683                      | CUSIP: 36186PM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444308 | PA      | $402521.13     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6655                      | CUSIP: 36186PMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199417 | PA      | $181106.28     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6687                      | CUSIP: 36186PNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428493 | PA      | $388600.28     | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6779                      | CUSIP: 36186PQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35318 | PA      | $33031.51      | 0.00%             | 2045-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN6805                      | CUSIP: 36186PR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87214 | PA      | $79039.13      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN8980                      | CUSIP: 36186S6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71408 | PA      | $64558.80      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN8672                      | CUSIP: 36186ST57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70391 | PA      | $67354.67      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9827                      | CUSIP: 36187S4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258863 | PA      | $247806.61     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9874                      | CUSIP: 36187S6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286623 | PA      | $274504.15     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AN9209                      | CUSIP: 36187SGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85167 | PA      | $81480.60      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AP5071                      | CUSIP: 36188ST48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     577399 | PA      | $523826.72     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ1855                      | CUSIP: 36189RBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286777 | PA      | $258917.53     | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ5878                      | CUSIP: 36189WQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46409 | PA      | $41834.22      | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ6669                      | CUSIP: 36189XMS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4693 | PA      | $4375.39       | 0.00%             | 2045-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ7387                      | CUSIP: 36189YF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367065 | PA      | $332197.39     | 0.00%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ7407                      | CUSIP: 36189YGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     563885 | PA      | $508446.94     | 0.00%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0624                      | CUSIP: 3618N5VS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  117518704 | PA      | $119787155.39  | 1.09%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0686                      | CUSIP: 3618N5XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  281425514 | PA      | $283834206.41  | 2.58%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0687                      | CUSIP: 3618N5XR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   97343343 | PA      | $99404870.58   | 0.90%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0747                      | CUSIP: 3618N5ZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  213300672 | PA      | $218151214.77  | 1.98%             | 2055-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT4110                      | CUSIP: 36194CR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2592018 | PA      | $2391803.88    | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT4121                      | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8826567 | PA      | $8144781.55    | 0.07%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT8084                      | CUSIP: 36194G6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     445624 | PA      | $410013.34     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7429                      | CUSIP: 36194GHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74210 | PA      | $68280.10      | 0.00%             | 2046-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7568                      | CUSIP: 36194GMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     506068 | PA      | $465627.40     | 0.00%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AT7665                      | CUSIP: 36194GQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1029511 | PA      | $947240.83     | 0.01%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU0797                      | CUSIP: 36194M3E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     962138 | PA      | $885251.53     | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU0764                      | CUSIP: 36194MZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     864607 | PA      | $795514.74     | 0.01%             | 2046-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AU2010                      | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6551212 | PA      | $6045180.64    | 0.05%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU9426                      | CUSIP: 36194XPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8997 | PA      | $8277.69       | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AU9947                      | CUSIP: 36194YBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222698 | PA      | $204901.30     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV4742                      | CUSIP: 36195FHT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487417 | PA      | $448466.15     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV6097                      | CUSIP: 36195GX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420161 | PA      | $385665.59     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7449                      | CUSIP: 36195JH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     745898 | PA      | $686292.17     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7450                      | CUSIP: 36195JH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     762823 | PA      | $701864.65     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7439                      | CUSIP: 36195JHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183896 | PA      | $169200.18     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7466                      | CUSIP: 36195JJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     630298 | PA      | $579929.18     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7471                      | CUSIP: 36195JJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     489445 | PA      | $450332.59     | 0.00%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV7472                      | CUSIP: 36195JJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     998995 | PA      | $919163.09     | 0.01%             | 2046-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX7238                      | CUSIP: 36196KBF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188421 | PA      | $173246.28     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8692                      | CUSIP: 36196LUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173112 | PA      | $159169.83     | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8693                      | CUSIP: 36196LUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40705 | PA      | $37427.15      | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX8694                      | CUSIP: 36196LUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2659 | PA      | $2444.78       | 0.00%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AY8206                      | CUSIP: 36196YDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     390546 | PA      | $359092.67     | 0.00%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0211                      | CUSIP: 36198KGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216459 | PA      | $202884.29     | 0.00%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0227                      | CUSIP: 36198KHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40199 | PA      | $37687.59      | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0234                      | CUSIP: 36198KHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146997 | PA      | $139807.80     | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0258                      | CUSIP: 36198KJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     541832 | PA      | $506999.92     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0276                      | CUSIP: 36198KJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     507520 | PA      | $473680.13     | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0299                      | CUSIP: 36198KKL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350523 | PA      | $321026.28     | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0347                      | CUSIP: 36198KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433223 | PA      | $391936.40     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0321                      | CUSIP: 36198KLA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     740654 | PA      | $672645.50     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI0325                      | CUSIP: 36198KLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12750 | PA      | $11608.28      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI2465                      | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37828 | PA      | $37325.58      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI3113                      | CUSIP: 36198PN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79066 | PA      | $77880.31      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5179                      | CUSIP: 36198RXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2652 | PA      | $2406.48       | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5181                      | CUSIP: 36198RXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229051 | PA      | $219669.48     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5194                      | CUSIP: 36198RXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90838 | PA      | $87010.67      | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5195                      | CUSIP: 36198RXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     720556 | PA      | $654161.37     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6679                      | CUSIP: 36198TM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69965 | PA      | $68915.38      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6834                      | CUSIP: 36198TSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44304 | PA      | $42612.43      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6873                      | CUSIP: 36198TT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133869 | PA      | $121278.69     | 0.00%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6867                      | CUSIP: 36198TTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90868 | PA      | $83220.94      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6881                      | CUSIP: 36198TUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     421454 | PA      | $383027.59     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6884                      | CUSIP: 36198TUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147709 | PA      | $133632.19     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI6892                      | CUSIP: 36198TUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67866 | PA      | $61356.27      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI8443                      | CUSIP: 36198VLY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     376558 | PA      | $351692.77     | 0.00%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595800                      | CUSIP: 36200A3H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53059 | PA      | $52849.44      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595819                      | CUSIP: 36200A4C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42451 | PA      | $43057.08      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595828                      | CUSIP: 36200A4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26123 | PA      | $26012.82      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595829                      | CUSIP: 36200A4N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193985 | PA      | $196694.11     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595891                      | CUSIP: 36200A7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6654 | PA      | $6734.70       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595026                      | CUSIP: 36200AA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131389 | PA      | $135867.19     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595064                      | CUSIP: 36200AB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15038 | PA      | $15587.85      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595096                      | CUSIP: 36200AC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30008 | PA      | $30407.20      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595072                      | CUSIP: 36200ACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1536 | PA      | $1592.11       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595079                      | CUSIP: 36200ACQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16059 | PA      | $16646.63      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595117                      | CUSIP: 36200ADW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1309 | PA      | $1350.42       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595180                      | CUSIP: 36200AFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7958 | PA      | $8226.22       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595199                      | CUSIP: 36200AGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        792 | PA      | $800.70        | 0.00%             | 2032-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595212                      | CUSIP: 36200AGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5970 | PA      | $6173.70       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595288                      | CUSIP: 36200AJ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8175 | PA      | $8471.59       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595259                      | CUSIP: 36200AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1493 | PA      | $1508.09       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595273                      | CUSIP: 36200AJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2743 | PA      | $2833.29       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595414                      | CUSIP: 36200AN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        103 | PA      | $106.88        | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595442                      | CUSIP: 36200AP37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3916 | PA      | $4039.28       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595508                      | CUSIP: 36200AR50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1383 | PA      | $1426.65       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595559                      | CUSIP: 36200ATQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21345 | PA      | $22111.51      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595564                      | CUSIP: 36200ATV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3385 | PA      | $3432.87       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595598                      | CUSIP: 36200AUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13861 | PA      | $14333.05      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595618                      | CUSIP: 36200AVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4300 | PA      | $4446.49       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595652                      | CUSIP: 36200AWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15627 | PA      | $15825.80      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595663                      | CUSIP: 36200AWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31859 | PA      | $32229.63      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 595673                      | CUSIP: 36200AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14813 | PA      | $14997.49      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596680                      | CUSIP: 36200B2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25255 | PA      | $26115.60      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596714                      | CUSIP: 36200B3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3282 | PA      | $3403.62       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596613                      | CUSIP: 36200BYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34110 | PA      | $35084.66      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596645                      | CUSIP: 36200BZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31784 | PA      | $32902.47      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597579                      | CUSIP: 36200C2L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33919 | PA      | $33776.31      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597588                      | CUSIP: 36200C2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4998 | PA      | $5070.96       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597622                      | CUSIP: 36200C4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6636 | PA      | $6869.97       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 596807                      | CUSIP: 36200CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        261 | PA      | $269.91        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597339                      | CUSIP: 36200CS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2426 | PA      | $2511.56       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597549                      | CUSIP: 36200CZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11023 | PA      | $11125.01      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598487                      | CUSIP: 36200D2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9120 | PA      | $9453.34       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598543                      | CUSIP: 36200D5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        350 | PA      | $354.22        | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598584                      | CUSIP: 36200D6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        332 | PA      | $342.88        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597710                      | CUSIP: 36200DAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9628 | PA      | $9980.60       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597748                      | CUSIP: 36200DBR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19889 | PA      | $20559.25      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597767                      | CUSIP: 36200DCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6066 | PA      | $6138.99       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597891                      | CUSIP: 36200DF81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58202 | PA      | $59740.49      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597873                      | CUSIP: 36200DFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11307 | PA      | $11728.98      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597895                      | CUSIP: 36200DGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1901 | PA      | $1925.27       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597897                      | CUSIP: 36200DGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4325 | PA      | $4443.68       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597904                      | CUSIP: 36200DGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7952 | PA      | $8060.62       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597938                      | CUSIP: 36200DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2823 | PA      | $2911.83       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597944                      | CUSIP: 36200DHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2958 | PA      | $3066.41       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597983                      | CUSIP: 36200DJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7749 | PA      | $7850.72       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597962                      | CUSIP: 36200DJF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4906 | PA      | $4963.38       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597969                      | CUSIP: 36200DJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11392 | PA      | $11517.68      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 597975                      | CUSIP: 36200DJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15121 | PA      | $15285.79      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598020                      | CUSIP: 36200DK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        983 | PA      | $1018.22       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598001                      | CUSIP: 36200DKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1108 | PA      | $1130.87       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598004                      | CUSIP: 36200DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10197 | PA      | $10573.78      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598011                      | CUSIP: 36200DKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3119 | PA      | $3181.80       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598057                      | CUSIP: 36200DME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3896 | PA      | $4032.92       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598064                      | CUSIP: 36200DMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3075 | PA      | $3166.26       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598125                      | CUSIP: 36200DPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        498 | PA      | $510.97        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598172                      | CUSIP: 36200DQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5273 | PA      | $5461.78       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598205                      | CUSIP: 36200DR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13648 | PA      | $14071.30      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598242                      | CUSIP: 36200DS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5920 | PA      | $6133.33       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598252                      | CUSIP: 36200DTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17623 | PA      | $18292.52      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598444                      | CUSIP: 36200DZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23500 | PA      | $24238.36      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599388                      | CUSIP: 36200E2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17427 | PA      | $18058.18      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599400                      | CUSIP: 36200E3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47842 | PA      | $48364.00      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599414                      | CUSIP: 36200E3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49541 | PA      | $50139.89      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599428                      | CUSIP: 36200E4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82678 | PA      | $83668.20      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598623                      | CUSIP: 36200EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9534 | PA      | $9648.93       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598644                      | CUSIP: 36200EBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17176 | PA      | $17345.00      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598676                      | CUSIP: 36200ECM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27514 | PA      | $28400.16      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598721                      | CUSIP: 36200ED24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20832 | PA      | $21577.26      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598726                      | CUSIP: 36200ED73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215879 | PA      | $218464.92     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598709                      | CUSIP: 36200EDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1828 | PA      | $1849.66       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598735                      | CUSIP: 36200EEG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33906 | PA      | $33821.27      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598750                      | CUSIP: 36200EEX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9904 | PA      | $10269.76      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 598995                      | CUSIP: 36200ENL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6274 | PA      | $6507.95       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599167                      | CUSIP: 36200ETY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2255 | PA      | $2335.75       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599345                      | CUSIP: 36200EZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $290.05        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599358                      | CUSIP: 36200EZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2392 | PA      | $2477.85       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600275                      | CUSIP: 36200F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3616 | PA      | $3746.10       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600289                      | CUSIP: 36200F2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4757 | PA      | $4807.46       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599514                      | CUSIP: 36200FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2443 | PA      | $2510.64       | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599603                      | CUSIP: 36200FDG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17417 | PA      | $17363.47      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599610                      | CUSIP: 36200FDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10309 | PA      | $10449.43      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599618                      | CUSIP: 36200FDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $636.73        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599631                      | CUSIP: 36200FEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20325 | PA      | $20611.39      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599632                      | CUSIP: 36200FED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3692 | PA      | $3745.61       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599686                      | CUSIP: 36200FF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125197 | PA      | $126710.25     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599730                      | CUSIP: 36200FHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6761 | PA      | $7000.80       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599760                      | CUSIP: 36200FJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1283 | PA      | $1325.59       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599777                      | CUSIP: 36200FJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        639 | PA      | $651.44        | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599791                      | CUSIP: 36200FKC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3931 | PA      | $4067.56       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599832                      | CUSIP: 36200FLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11885 | PA      | $12323.59      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599863                      | CUSIP: 36200FML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2313 | PA      | $2392.81       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599928                      | CUSIP: 36200FPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6758 | PA      | $6851.05       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 599957                      | CUSIP: 36200FQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2665 | PA      | $2762.24       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600018                      | CUSIP: 36200FSF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12265 | PA      | $12713.72      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600103                      | CUSIP: 36200FU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23156 | PA      | $23987.06      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600085                      | CUSIP: 36200FUJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68135 | PA      | $70580.92      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600134                      | CUSIP: 36200FV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        848 | PA      | $880.25        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600132                      | CUSIP: 36200FVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9842 | PA      | $10154.66      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600199                      | CUSIP: 36200FX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7789 | PA      | $7890.33       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600175                      | CUSIP: 36200FXC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        675 | PA      | $689.63        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600185                      | CUSIP: 36200FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8679 | PA      | $8990.91       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600186                      | CUSIP: 36200FXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17976 | PA      | $18210.35      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600207                      | CUSIP: 36200FYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25973 | PA      | $25897.32      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600212                      | CUSIP: 36200FYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14682 | PA      | $14901.74      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600241                      | CUSIP: 36200FZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2877 | PA      | $2890.00       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600248                      | CUSIP: 36200FZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18279 | PA      | $18514.28      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600457                      | CUSIP: 36200GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4924 | PA      | $4981.85       | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600752                      | CUSIP: 36200GL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2939 | PA      | $2929.53       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600729                      | CUSIP: 36200GLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $514.48        | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600734                      | CUSIP: 36200GLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7963 | PA      | $8233.94       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600760                      | CUSIP: 36200GMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1444 | PA      | $1444.60       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600769                      | CUSIP: 36200GMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17122 | PA      | $17347.31      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 600773                      | CUSIP: 36200GMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2319 | PA      | $2408.72       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602104                      | CUSIP: 36200H3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6742 | PA      | $6974.16       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602109                      | CUSIP: 36200H3S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23254 | PA      | $23723.86      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602129                      | CUSIP: 36200H4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11737 | PA      | $12174.19      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601337                      | CUSIP: 36200HBE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14130 | PA      | $14083.47      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601417                      | CUSIP: 36200HDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19874 | PA      | $19809.15      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 601489                      | CUSIP: 36200HF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20434 | PA      | $21153.26      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602973                      | CUSIP: 36200J2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        450 | PA      | $459.11        | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603068                      | CUSIP: 36200J6D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41345 | PA      | $41853.68      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603069                      | CUSIP: 36200J6E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33697 | PA      | $34104.28      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603078                      | CUSIP: 36200J6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10435 | PA      | $10561.15      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603084                      | CUSIP: 36200J6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20050 | PA      | $20283.14      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603085                      | CUSIP: 36200J6W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47952 | PA      | $48537.26      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603089                      | CUSIP: 36200J7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4705 | PA      | $4761.45       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603091                      | CUSIP: 36200J7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15612 | PA      | $15812.31      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603092                      | CUSIP: 36200J7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150033 | PA      | $151863.44     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603093                      | CUSIP: 36200J7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1474 | PA      | $1491.50       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602217                      | CUSIP: 36200JAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8845 | PA      | $9115.48       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602236                      | CUSIP: 36200JBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3438 | PA      | $3559.08       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602388                      | CUSIP: 36200JF54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3626 | PA      | $3673.33       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602389                      | CUSIP: 36200JF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23792 | PA      | $24092.48      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602394                      | CUSIP: 36200JGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11044 | PA      | $11011.18      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602397                      | CUSIP: 36200JGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4432 | PA      | $4483.32       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602399                      | CUSIP: 36200JGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        356 | PA      | $365.50        | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602406                      | CUSIP: 36200JGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        274 | PA      | $277.70        | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602438                      | CUSIP: 36200JHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1038 | PA      | $1049.02       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602461                      | CUSIP: 36200JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45062 | PA      | $45672.78      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602480                      | CUSIP: 36200JJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41913 | PA      | $42514.46      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602551                      | CUSIP: 36200JL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2683 | PA      | $2721.89       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602562                      | CUSIP: 36200JMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7845 | PA      | $8155.58       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602589                      | CUSIP: 36200JNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15686 | PA      | $15639.91      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602630                      | CUSIP: 36200JPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18913 | PA      | $19624.36      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602635                      | CUSIP: 36200JPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31711 | PA      | $32904.45      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602663                      | CUSIP: 36200JQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9466 | PA      | $9576.19       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602692                      | CUSIP: 36200JRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27665 | PA      | $28020.49      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602693                      | CUSIP: 36200JRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2381 | PA      | $2412.14       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602698                      | CUSIP: 36200JRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7836 | PA      | $8116.24       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602774                      | CUSIP: 36200JT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1083 | PA      | $1092.31       | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602758                      | CUSIP: 36200JTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         94 | PA      | $94.65         | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602759                      | CUSIP: 36200JTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4785 | PA      | $4939.38       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602802                      | CUSIP: 36200JU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12974 | PA      | $13448.45      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602795                      | CUSIP: 36200JUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5813 | PA      | $6025.79       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602835                      | CUSIP: 36200JV49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        128 | PA      | $127.55        | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602819                      | CUSIP: 36200JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4492 | PA      | $4630.06       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 602919                      | CUSIP: 36200JYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21976 | PA      | $22627.45      | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603911                      | CUSIP: 36200K3U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        841 | PA      | $853.15        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603995                      | CUSIP: 36200K7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28919 | PA      | $29248.38      | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603126                      | CUSIP: 36200KA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92652 | PA      | $93823.06      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603131                      | CUSIP: 36200KA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116747 | PA      | $121218.29     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603132                      | CUSIP: 36200KA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13669 | PA      | $14164.58      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603106                      | CUSIP: 36200KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18660 | PA      | $18848.51      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603107                      | CUSIP: 36200KAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17421 | PA      | $18049.51      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603212                      | CUSIP: 36200KDR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28644 | PA      | $29053.54      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603246                      | CUSIP: 36200KET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45689 | PA      | $46251.22      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603265                      | CUSIP: 36200KFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63212 | PA      | $64017.97      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603354                      | CUSIP: 36200KH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19194 | PA      | $19811.83      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603326                      | CUSIP: 36200KHB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19392 | PA      | $20016.68      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603329                      | CUSIP: 36200KHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7954 | PA      | $8245.43       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603332                      | CUSIP: 36200KHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6208 | PA      | $6274.88       | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603341                      | CUSIP: 36200KHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5715 | PA      | $5915.65       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603420                      | CUSIP: 36200KK97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1653 | PA      | $1705.95       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603397                      | CUSIP: 36200KKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17112 | PA      | $17663.29      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603403                      | CUSIP: 36200KKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65726 | PA      | $68194.47      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603497                      | CUSIP: 36200KNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11707 | PA      | $12110.05      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603561                      | CUSIP: 36200KQN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9022 | PA      | $9170.32       | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603607                      | CUSIP: 36200KR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39311 | PA      | $39754.15      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603604                      | CUSIP: 36200KRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17435 | PA      | $17651.40      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603630                      | CUSIP: 36200KST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17983 | PA      | $18200.26      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603671                      | CUSIP: 36200KT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17211 | PA      | $17409.33      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603675                      | CUSIP: 36200KT80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3184 | PA      | $3219.14       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603650                      | CUSIP: 36200KTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9485 | PA      | $9825.30       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603668                      | CUSIP: 36200KTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10093 | PA      | $10477.31      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603678                      | CUSIP: 36200KUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2757 | PA      | $2795.03       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603709                      | CUSIP: 36200KVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4849 | PA      | $4997.91       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603715                      | CUSIP: 36200KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21868 | PA      | $22705.79      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603727                      | CUSIP: 36200KVU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26098 | PA      | $26368.64      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603765                      | CUSIP: 36200KW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156289 | PA      | $158125.01     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603772                      | CUSIP: 36200KW94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3301 | PA      | $3417.92       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603762                      | CUSIP: 36200KWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19995 | PA      | $20227.13      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603763                      | CUSIP: 36200KWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430974 | PA      | $435934.69     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603764                      | CUSIP: 36200KWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64306 | PA      | $65053.46      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603773                      | CUSIP: 36200KXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4754 | PA      | $4931.07       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603775                      | CUSIP: 36200KXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21711 | PA      | $22150.60      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603778                      | CUSIP: 36200KXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102583 | PA      | $103713.78     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603780                      | CUSIP: 36200KXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210225 | PA      | $212766.69     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 603824                      | CUSIP: 36200KYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4921 | PA      | $5095.63       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604789                      | CUSIP: 36200M2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3474 | PA      | $3463.91       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604801                      | CUSIP: 36200M3J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66538 | PA      | $67379.25      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604834                      | CUSIP: 36200M4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5348 | PA      | $5547.45       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604871                      | CUSIP: 36200M6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42097 | PA      | $42624.48      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604897                      | CUSIP: 36200M7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88860 | PA      | $89983.64      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604900                      | CUSIP: 36200M7M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42870 | PA      | $43411.68      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604060                      | CUSIP: 36200MB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2359 | PA      | $2427.96       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604154                      | CUSIP: 36200ME33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10267 | PA      | $10552.41      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604141                      | CUSIP: 36200MEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33170 | PA      | $34336.87      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604179                      | CUSIP: 36200MFU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2266 | PA      | $2291.12       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604249                      | CUSIP: 36200MH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18747 | PA      | $18969.56      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604244                      | CUSIP: 36200MHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1385 | PA      | $1436.88       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604285                      | CUSIP: 36200MJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202277 | PA      | $204581.07     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604264                      | CUSIP: 36200MJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18919 | PA      | $18831.74      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604276                      | CUSIP: 36200MJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55021 | PA      | $55739.86      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604290                      | CUSIP: 36200MKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23777 | PA      | $24061.99      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604292                      | CUSIP: 36200MKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18323 | PA      | $18967.26      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604351                      | CUSIP: 36200ML84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3762 | PA      | $3884.72       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604325                      | CUSIP: 36200MLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8942 | PA      | $9259.82       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604327                      | CUSIP: 36200MLG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13867 | PA      | $14000.26      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604338                      | CUSIP: 36200MLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97663 | PA      | $98787.36      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604344                      | CUSIP: 36200MLZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        380 | PA      | $389.55        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604412                      | CUSIP: 36200MN58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61166 | PA      | $61855.61      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604385                      | CUSIP: 36200MNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56267 | PA      | $56914.83      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604404                      | CUSIP: 36200MNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12223 | PA      | $12371.27      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604443                      | CUSIP: 36200MP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79736 | PA      | $82482.93      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604445                      | CUSIP: 36200MP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15779 | PA      | $15965.82      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604422                      | CUSIP: 36200MPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155261 | PA      | $157084.50     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604476                      | CUSIP: 36200MQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28193 | PA      | $29164.16      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604478                      | CUSIP: 36200MQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1036 | PA      | $1032.71       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604479                      | CUSIP: 36200MQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4915 | PA      | $4970.64       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604469                      | CUSIP: 36200MQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3098 | PA      | $3089.15       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604470                      | CUSIP: 36200MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34911 | PA      | $35308.35      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604505                      | CUSIP: 36200MR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4380 | PA      | $4367.45       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604481                      | CUSIP: 36200MRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        583 | PA      | $604.10        | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604484                      | CUSIP: 36200MRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36330 | PA      | $36721.74      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604485                      | CUSIP: 36200MRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26683 | PA      | $27520.91      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604491                      | CUSIP: 36200MRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47188 | PA      | $47763.44      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604497                      | CUSIP: 36200MRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182933 | PA      | $185165.27     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604501                      | CUSIP: 36200MRW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152721 | PA      | $158415.45     | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604539                      | CUSIP: 36200MS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2096 | PA      | $2138.57       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604530                      | CUSIP: 36200MST1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24569 | PA      | $24910.63      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604575                      | CUSIP: 36200MT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31658 | PA      | $31122.57      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604547                      | CUSIP: 36200MTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13492 | PA      | $13273.31      | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195588 | PA      | $194996.74     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604549                      | CUSIP: 36200MTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56922 | PA      | $57610.39      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604550                      | CUSIP: 36200MTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340208 | PA      | $344282.36     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604568                      | CUSIP: 36200MTZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2992 | PA      | $3026.09       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604579                      | CUSIP: 36200MUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        810 | PA      | $820.39        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604580                      | CUSIP: 36200MUD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397665 | PA      | $402428.07     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604585                      | CUSIP: 36200MUJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58434 | PA      | $58260.81      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604586                      | CUSIP: 36200MUK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36409 | PA      | $36836.87      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604593                      | CUSIP: 36200MUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        501 | PA      | $507.35        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604639                      | CUSIP: 36200MV83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166515 | PA      | $168528.68     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604620                      | CUSIP: 36200MVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6153 | PA      | $6133.99       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604622                      | CUSIP: 36200MVP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106209 | PA      | $107493.32     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604668                      | CUSIP: 36200MW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22211 | PA      | $23023.40      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604650                      | CUSIP: 36200MWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55569 | PA      | $56234.81      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604651                      | CUSIP: 36200MWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136783 | PA      | $138390.00     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604654                      | CUSIP: 36200MWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14857 | PA      | $15441.61      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604661                      | CUSIP: 36200MWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77084 | PA      | $77998.25      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604711                      | CUSIP: 36200MYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29404 | PA      | $29311.13      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604712                      | CUSIP: 36200MYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14296 | PA      | $14465.35      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604728                      | CUSIP: 36200MYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7460 | PA      | $7733.09       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604747                      | CUSIP: 36200MZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6598 | PA      | $6684.88       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605724                      | CUSIP: 36200N4H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3429 | PA      | $3551.89       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605759                      | CUSIP: 36200N5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141930 | PA      | $147259.57     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605764                      | CUSIP: 36200N5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62513 | PA      | $63268.45      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605768                      | CUSIP: 36200N6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40070 | PA      | $40612.78      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605770                      | CUSIP: 36200N6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     290047 | PA      | $301097.98     | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605772                      | CUSIP: 36200N6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4379 | PA      | $4366.28       | 0.00%             | 2034-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605773                      | CUSIP: 36200N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4568 | PA      | $4628.63       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605798                      | CUSIP: 36200N7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50385 | PA      | $50934.06      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604944                      | CUSIP: 36200NBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        581 | PA      | $579.02        | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604994                      | CUSIP: 36200NC74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205333 | PA      | $207950.38     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 604971                      | CUSIP: 36200NCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95459 | PA      | $96665.61      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605009                      | CUSIP: 36200NDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23202 | PA      | $23507.27      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605020                      | CUSIP: 36200NDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71834 | PA      | $72765.02      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605048                      | CUSIP: 36200NEV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126357 | PA      | $127926.41     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605061                      | CUSIP: 36200NFA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92240 | PA      | $93355.34      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605075                      | CUSIP: 36200NFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13692 | PA      | $13864.08      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605118                      | CUSIP: 36200NG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5927 | PA      | $5989.35       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605123                      | CUSIP: 36200NG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39924 | PA      | $40410.73      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605098                      | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250736 | PA      | $253931.59     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605150                      | CUSIP: 36200NH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22172 | PA      | $22095.17      | 0.00%             | 2034-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605151                      | CUSIP: 36200NH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155399 | PA      | $157412.12     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605198                      | CUSIP: 36200NKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138824 | PA      | $140622.91     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605206                      | CUSIP: 36200NKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7603 | PA      | $7706.03       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605231                      | CUSIP: 36200NLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112127 | PA      | $113532.49     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605241                      | CUSIP: 36200NLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2854 | PA      | $2891.21       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605265                      | CUSIP: 36200NMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99444 | PA      | $99072.19      | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605266                      | CUSIP: 36200NMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     342944 | PA      | $347422.40     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605300                      | CUSIP: 36200NNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7473 | PA      | $7569.09       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605307                      | CUSIP: 36200NNY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29227 | PA      | $30349.56      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605334                      | CUSIP: 36200NPT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7061 | PA      | $7152.13       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605374                      | CUSIP: 36200NQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70337 | PA      | $73016.68      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605378                      | CUSIP: 36200NQ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189835 | PA      | $192193.79     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605364                      | CUSIP: 36200NQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111417 | PA      | $115503.22     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605381                      | CUSIP: 36200NRA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3581 | PA      | $3627.09       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605384                      | CUSIP: 36200NRD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184629 | PA      | $187039.52     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605388                      | CUSIP: 36200NRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8551 | PA      | $8530.26       | 0.00%             | 2034-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605389                      | CUSIP: 36200NRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96225 | PA      | $97451.53      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605393                      | CUSIP: 36200NRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47302 | PA      | $47899.53      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605402                      | CUSIP: 36200NRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20890 | PA      | $21682.74      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605441                      | CUSIP: 36200NS69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4672 | PA      | $4852.47       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605443                      | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19509 | PA      | $19770.77      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605444                      | CUSIP: 36200NS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24042 | PA      | $24916.74      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605423                      | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15360 | PA      | $15547.06      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605426                      | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45102 | PA      | $45681.52      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605428                      | CUSIP: 36200NSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13029 | PA      | $13505.44      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605429                      | CUSIP: 36200NSS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41433 | PA      | $41291.82      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605430                      | CUSIP: 36200NST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     515619 | PA      | $522299.31     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605432                      | CUSIP: 36200NSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3677 | PA      | $3819.08       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605475                      | CUSIP: 36200NT84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4740 | PA      | $4803.67       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605460                      | CUSIP: 36200NTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26015 | PA      | $25933.27      | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     314229 | PA      | $318300.21     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605496                      | CUSIP: 36200NUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1278 | PA      | $1274.75       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605524                      | CUSIP: 36200NVR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6446 | PA      | $6691.67       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605549                      | CUSIP: 36200NWJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69796 | PA      | $72526.36      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605559                      | CUSIP: 36200NWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93237 | PA      | $96628.70      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605564                      | CUSIP: 36200NWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21312 | PA      | $22135.57      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605584                      | CUSIP: 36200NXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56731 | PA      | $57533.75      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605590                      | CUSIP: 36200NXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56525 | PA      | $57251.22      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605632                      | CUSIP: 36200NY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1548 | PA      | $1568.96       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605615                      | CUSIP: 36200NYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11568 | PA      | $11725.94      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605617                      | CUSIP: 36200NYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86157 | PA      | $87188.69      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605652                      | CUSIP: 36200NZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1061 | PA      | $1075.27       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605656                      | CUSIP: 36200NZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38799 | PA      | $39293.28      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569711                      | CUSIP: 36200Q3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7655 | PA      | $7621.21       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569712                      | CUSIP: 36200Q3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60167 | PA      | $61022.97      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569054                      | CUSIP: 36200QE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2441 | PA      | $2472.02       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569058                      | CUSIP: 36200QE75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85313 | PA      | $86409.75      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569047                      | CUSIP: 36200QEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31249 | PA      | $31815.20      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569086                      | CUSIP: 36200QF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18918 | PA      | $19196.18      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569215                      | CUSIP: 36200QK45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        126 | PA      | $129.85        | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569379                      | CUSIP: 36200QQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112205 | PA      | $111762.13     | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569427                      | CUSIP: 36200QSQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16943 | PA      | $17507.53      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569452                      | CUSIP: 36200QTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1112 | PA      | $1134.52       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569569                      | CUSIP: 36200QW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16181 | PA      | $16663.24      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569553                      | CUSIP: 36200QWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1111 | PA      | $1161.33       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 569563                      | CUSIP: 36200QWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3593 | PA      | $3755.52       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570581                      | CUSIP: 36200R2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2433 | PA      | $2466.22       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570671                      | CUSIP: 36200R6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1292 | PA      | $1350.14       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570125                      | CUSIP: 36200RLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1349 | PA      | $1370.33       | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570133                      | CUSIP: 36200RLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16100 | PA      | $16560.32      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570185                      | CUSIP: 36200RNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7085 | PA      | $7404.87       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570254                      | CUSIP: 36200RQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3373 | PA      | $3459.72       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570401                      | CUSIP: 36200RU26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7570 | PA      | $7912.12       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570399                      | CUSIP: 36200RUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6844 | PA      | $7153.19       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570433                      | CUSIP: 36200RV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17733 | PA      | $18534.95      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570462                      | CUSIP: 36200RWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3585 | PA      | $3747.17       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570504                      | CUSIP: 36200RX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9388 | PA      | $9812.99       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570517                      | CUSIP: 36200RYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17243 | PA      | $17721.69      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570565                      | CUSIP: 36200RZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4482 | PA      | $4631.21       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570566                      | CUSIP: 36200RZ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30097 | PA      | $31219.46      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570559                      | CUSIP: 36200RZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8111 | PA      | $8387.78       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570767                      | CUSIP: 36200SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13577 | PA      | $14029.54      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 570788                      | CUSIP: 36200SCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        765 | PA      | $788.24        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571215                      | CUSIP: 36200SSC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11019 | PA      | $11517.13      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571273                      | CUSIP: 36200ST67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3954 | PA      | $4034.16       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571246                      | CUSIP: 36200STB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10662 | PA      | $10984.35      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571287                      | CUSIP: 36200SUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        885 | PA      | $888.18        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571352                      | CUSIP: 36200SWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28557 | PA      | $29487.40      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571379                      | CUSIP: 36200SXG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        164 | PA      | $166.88        | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572400                      | CUSIP: 36200T3H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        827 | PA      | $852.61        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572447                      | CUSIP: 36200T5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17657 | PA      | $18455.74      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572470                      | CUSIP: 36200T6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8053 | PA      | $8216.55       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572497                      | CUSIP: 36200T7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        286 | PA      | $298.99        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571828                      | CUSIP: 36200THD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8994 | PA      | $9127.85       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571829                      | CUSIP: 36200THE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34475 | PA      | $34223.58      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571920                      | CUSIP: 36200TK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7256 | PA      | $7584.63       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 571956                      | CUSIP: 36200TMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        456 | PA      | $471.04        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572045                      | CUSIP: 36200TP69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153677 | PA      | $157703.62     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572039                      | CUSIP: 36200TPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126584 | PA      | $129871.52     | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572049                      | CUSIP: 36200TQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46707 | PA      | $47302.40      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572050                      | CUSIP: 36200TQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18329 | PA      | $18818.33      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572072                      | CUSIP: 36200TQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28631 | PA      | $29394.41      | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572107                      | CUSIP: 36200TR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3853 | PA      | $3965.96       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572096                      | CUSIP: 36200TRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32441 | PA      | $32833.57      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572100                      | CUSIP: 36200TRV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103701 | PA      | $105054.89     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572139                      | CUSIP: 36200TS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20844 | PA      | $21473.32      | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572144                      | CUSIP: 36200TS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269985 | PA      | $273807.95     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572172                      | CUSIP: 36200TT57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50694 | PA      | $51259.01      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572205                      | CUSIP: 36200TU63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46791 | PA      | $47382.86      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572180                      | CUSIP: 36200TUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9934 | PA      | $9905.66       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572181                      | CUSIP: 36200TUE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19725 | PA      | $19949.95      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572189                      | CUSIP: 36200TUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8427 | PA      | $8530.41       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572190                      | CUSIP: 36200TUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29238 | PA      | $29795.10      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572258                      | CUSIP: 36200TWT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        965 | PA      | $992.66        | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572515                      | CUSIP: 36200UAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1974 | PA      | $2029.29       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572553                      | CUSIP: 36200UBW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7404 | PA      | $7738.57       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 572603                      | CUSIP: 36200UDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26618 | PA      | $27465.09      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573044                      | CUSIP: 36200US97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39293 | PA      | $37792.74      | 0.00%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573054                      | CUSIP: 36200UTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     742230 | PA      | $698651.91     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574170                      | CUSIP: 36200V2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        896 | PA      | $936.25        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574174                      | CUSIP: 36200V2F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21518 | PA      | $22159.56      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573430                      | CUSIP: 36200VA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3432 | PA      | $3523.53       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573649                      | CUSIP: 36200VH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5430 | PA      | $5606.98       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573660                      | CUSIP: 36200VJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2990 | PA      | $3096.75       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573673                      | CUSIP: 36200VJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11465 | PA      | $11732.07      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573738                      | CUSIP: 36200VLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1327 | PA      | $1370.97       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573907                      | CUSIP: 36200VR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9557 | PA      | $9668.24       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573910                      | CUSIP: 36200VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12155 | PA      | $12312.48      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573950                      | CUSIP: 36200VTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25413 | PA      | $26230.91      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574002                      | CUSIP: 36200VU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        548 | PA      | $564.34        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 573994                      | CUSIP: 36200VUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8678 | PA      | $8936.74       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574068                      | CUSIP: 36200VW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8292 | PA      | $8667.17       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574054                      | CUSIP: 36200VWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        355 | PA      | $371.00        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574097                      | CUSIP: 36200VX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2012 | PA      | $2102.47       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574100                      | CUSIP: 36200VX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        738 | PA      | $761.09        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575128                      | CUSIP: 36200W4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5044 | PA      | $5271.72       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574408                      | CUSIP: 36200WDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5925 | PA      | $6122.60       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574454                      | CUSIP: 36200WE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3690 | PA      | $3857.25       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574452                      | CUSIP: 36200WEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39601 | PA      | $40829.45      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574550                      | CUSIP: 36200WH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31559 | PA      | $32725.35      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574534                      | CUSIP: 36200WHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15682 | PA      | $15890.76      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574546                      | CUSIP: 36200WHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64126 | PA      | $66544.27      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574585                      | CUSIP: 36200WJ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38623 | PA      | $39148.94      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574559                      | CUSIP: 36200WJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162834 | PA      | $164960.81     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574560                      | CUSIP: 36200WJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60149 | PA      | $60896.11      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574561                      | CUSIP: 36200WJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28137 | PA      | $28502.02      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574562                      | CUSIP: 36200WJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138312 | PA      | $140103.52     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574574                      | CUSIP: 36200WJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8128 | PA      | $8439.69       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574668                      | CUSIP: 36200WMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21848 | PA      | $22143.54      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574671                      | CUSIP: 36200WMU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9943 | PA      | $10077.40      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574672                      | CUSIP: 36200WMV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4480 | PA      | $4529.53       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574773                      | CUSIP: 36200WQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12877 | PA      | $12832.85      | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574777                      | CUSIP: 36200WQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6482 | PA      | $6566.85       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574779                      | CUSIP: 36200WQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50072 | PA      | $50671.34      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574766                      | CUSIP: 36200WQT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11740 | PA      | $11899.86      | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574769                      | CUSIP: 36200WQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1089 | PA      | $1124.52       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574770                      | CUSIP: 36200WQX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4913 | PA      | $4898.62       | 0.00%             | 2034-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574931                      | CUSIP: 36200WVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15191 | PA      | $15680.55      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574951                      | CUSIP: 36200WWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50007 | PA      | $51498.61      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 574975                      | CUSIP: 36200WXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4417 | PA      | $4520.05       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575023                      | CUSIP: 36200WYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5543 | PA      | $5737.97       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575980                      | CUSIP: 36200X2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10053 | PA      | $10508.00      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575220                      | CUSIP: 36200XAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6512 | PA      | $6645.99       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575246                      | CUSIP: 36200XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        447 | PA      | $461.73        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575346                      | CUSIP: 36200XET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1646 | PA      | $1647.60       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575388                      | CUSIP: 36200XF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5711 | PA      | $5969.02       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575390                      | CUSIP: 36200XF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12718 | PA      | $13292.73      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575424                      | CUSIP: 36200XG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        383 | PA      | $389.72        | 0.00%             | 2031-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575436                      | CUSIP: 36200XHM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9455 | PA      | $9882.77       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575492                      | CUSIP: 36200XKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $157.23        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575497                      | CUSIP: 36200XKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49405 | PA      | $50725.67      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575501                      | CUSIP: 36200XKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        961 | PA      | $1004.49       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575509                      | CUSIP: 36200XKW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4046 | PA      | $4229.05       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575815                      | CUSIP: 36200XVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6309 | PA      | $6382.92       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575821                      | CUSIP: 36200XVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        644 | PA      | $651.53        | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575827                      | CUSIP: 36200XVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2949 | PA      | $3029.36       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575858                      | CUSIP: 36200XWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39882 | PA      | $41151.11      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575892                      | CUSIP: 36200XXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6746 | PA      | $7051.44       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575907                      | CUSIP: 36200XYC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53548 | PA      | $55145.35      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575913                      | CUSIP: 36200XYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        922 | PA      | $952.80        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575918                      | CUSIP: 36200XYP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3004 | PA      | $3064.81       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575919                      | CUSIP: 36200XYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36402 | PA      | $37559.90      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 575949                      | CUSIP: 36200XZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        446 | PA      | $459.07        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576288                      | CUSIP: 36200YF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28850 | PA      | $29205.26      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576264                      | CUSIP: 36200YFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15067 | PA      | $15569.74      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576482                      | CUSIP: 36200YM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1489 | PA      | $1556.33       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 576497                      | CUSIP: 36200YNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3721 | PA      | $3889.57       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577784                      | CUSIP: 36201A2R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        275 | PA      | $287.32        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577879                      | CUSIP: 36201A6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6472 | PA      | $6672.87       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577881                      | CUSIP: 36201A6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        682 | PA      | $697.36        | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577417                      | CUSIP: 36201APA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1299 | PA      | $1324.99       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577436                      | CUSIP: 36201APV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15711 | PA      | $16228.39      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577470                      | CUSIP: 36201AQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2280 | PA      | $2358.36       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577496                      | CUSIP: 36201ARR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2280 | PA      | $2382.78       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577534                      | CUSIP: 36201ASX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        123 | PA      | $128.33        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577558                      | CUSIP: 36201ATP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $901.37        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577633                      | CUSIP: 36201AV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68710 | PA      | $70674.42      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577638                      | CUSIP: 36201AV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        408 | PA      | $420.91        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577683                      | CUSIP: 36201AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12048 | PA      | $12366.09      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577689                      | CUSIP: 36201AXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11216 | PA      | $11532.09      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577735                      | CUSIP: 36201AY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28908 | PA      | $29872.25      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577706                      | CUSIP: 36201AYB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32754 | PA      | $33808.77      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 577982                      | CUSIP: 36201BCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8006 | PA      | $8260.63       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578000                      | CUSIP: 36201BDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7580 | PA      | $7676.33       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578108                      | CUSIP: 36201BGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        373 | PA      | $380.89        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578252                      | CUSIP: 36201BL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14535 | PA      | $14956.36      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578286                      | CUSIP: 36201BNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5995 | PA      | $6197.31       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578343                      | CUSIP: 36201BP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30694 | PA      | $31670.66      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578345                      | CUSIP: 36201BP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10814 | PA      | $11182.99      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578395                      | CUSIP: 36201BRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        210 | PA      | $217.11        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 578398                      | CUSIP: 36201BRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4097 | PA      | $4245.24       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579072                      | CUSIP: 36201CJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1191 | PA      | $1226.03       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579145                      | CUSIP: 36201CL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $46.66         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579147                      | CUSIP: 36201CL44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1551 | PA      | $1595.12       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579128                      | CUSIP: 36201CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1812 | PA      | $1894.09       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579133                      | CUSIP: 36201CLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         64 | PA      | $67.36         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579179                      | CUSIP: 36201CM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        734 | PA      | $758.05        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579204                      | CUSIP: 36201CNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2696 | PA      | $2784.84       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579229                      | CUSIP: 36201CPN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        453 | PA      | $473.36        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579230                      | CUSIP: 36201CPP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12802 | PA      | $13381.04      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579312                      | CUSIP: 36201CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1607 | PA      | $1639.60       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579480                      | CUSIP: 36201CXH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6808 | PA      | $7035.30       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579538                      | CUSIP: 36201CZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3891 | PA      | $4014.44       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 579749                      | CUSIP: 36201DBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22633 | PA      | $23352.52      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580307                      | CUSIP: 36201DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100972 | PA      | $102247.94     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580291                      | CUSIP: 36201DUQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21186 | PA      | $21451.29      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580329                      | CUSIP: 36201DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2554 | PA      | $2584.15       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580354                      | CUSIP: 36201DWP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277430 | PA      | $262862.55     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580405                      | CUSIP: 36201DYA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94773 | PA      | $95929.36      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580409                      | CUSIP: 36201DYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9945 | PA      | $10072.33      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581433                      | CUSIP: 36201E4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18808 | PA      | $19413.44      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580662                      | CUSIP: 36201EB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15788 | PA      | $16302.64      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580653                      | CUSIP: 36201EBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65721 | PA      | $66565.51      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580684                      | CUSIP: 36201ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16820 | PA      | $17032.27      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580797                      | CUSIP: 36201EGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34687 | PA      | $34570.92      | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580808                      | CUSIP: 36201EGR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19620 | PA      | $20333.82      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580836                      | CUSIP: 36201EHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9914 | PA      | $10033.42      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580837                      | CUSIP: 36201EHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55662 | PA      | $56398.41      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580840                      | CUSIP: 36201EHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46220 | PA      | $47878.97      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580982                      | CUSIP: 36201EM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2584 | PA      | $2662.86       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580971                      | CUSIP: 36201EMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9382 | PA      | $9676.65       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 580985                      | CUSIP: 36201ENA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1300 | PA      | $1326.48       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581047                      | CUSIP: 36201EP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3329 | PA      | $3437.12       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581017                      | CUSIP: 36201EPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21962 | PA      | $22651.81      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581107                      | CUSIP: 36201ER44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        353 | PA      | $369.06        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581081                      | CUSIP: 36201ERA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9208 | PA      | $9624.91       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581144                      | CUSIP: 36201ES92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2815 | PA      | $2899.40       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581135                      | CUSIP: 36201ESY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2542 | PA      | $2593.77       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582353                      | CUSIP: 36201F5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12870 | PA      | $13332.12      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582354                      | CUSIP: 36201F5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106527 | PA      | $109997.53     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582356                      | CUSIP: 36201F5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40502 | PA      | $41897.08      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582368                      | CUSIP: 36201F6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9839 | PA      | $10136.20      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582381                      | CUSIP: 36201F6S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2101 | PA      | $2143.59       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582382                      | CUSIP: 36201F6T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3529 | PA      | $3652.75       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582386                      | CUSIP: 36201F6X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73071 | PA      | $75367.03      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581530                      | CUSIP: 36201FA72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12937 | PA      | $13353.35      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581506                      | CUSIP: 36201FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3643 | PA      | $3764.12       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581557                      | CUSIP: 36201FB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         79 | PA      | $79.32         | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581564                      | CUSIP: 36201FB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2233 | PA      | $2253.09       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581534                      | CUSIP: 36201FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3772 | PA      | $3907.07       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581537                      | CUSIP: 36201FBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3191 | PA      | $3308.14       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581642                      | CUSIP: 36201FEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2981 | PA      | $3076.92       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 581763                      | CUSIP: 36201FJG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        619 | PA      | $640.09        | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582031                      | CUSIP: 36201FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32301 | PA      | $33198.20      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582128                      | CUSIP: 36201FVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        277 | PA      | $289.58        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582145                      | CUSIP: 36201FWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13029 | PA      | $13477.57      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582202                      | CUSIP: 36201FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15224 | PA      | $15620.17      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582182                      | CUSIP: 36201FXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3219 | PA      | $3364.80       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582188                      | CUSIP: 36201FXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         13 | PA      | $12.49         | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583169                      | CUSIP: 36201G2A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19979 | PA      | $20667.27      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583203                      | CUSIP: 36201G3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3755 | PA      | $3881.93       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583298                      | CUSIP: 36201G7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        424 | PA      | $437.61        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582429                      | CUSIP: 36201GA62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34301 | PA      | $34863.59      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582401                      | CUSIP: 36201GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35815 | PA      | $37112.82      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582408                      | CUSIP: 36201GAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1118 | PA      | $1154.28       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582413                      | CUSIP: 36201GAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2972 | PA      | $3061.76       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582746                      | CUSIP: 36201GL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2088 | PA      | $2162.43       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582738                      | CUSIP: 36201GLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27254 | PA      | $28182.59      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582758                      | CUSIP: 36201GMF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1036 | PA      | $1060.79       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582973                      | CUSIP: 36201GT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3314 | PA      | $3399.99       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583001                      | CUSIP: 36201GU29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43849 | PA      | $44412.75      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583003                      | CUSIP: 36201GU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26823 | PA      | $27137.74      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582997                      | CUSIP: 36201GUW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3264 | PA      | $3252.27       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 582998                      | CUSIP: 36201GUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4122 | PA      | $4175.86       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583000                      | CUSIP: 36201GUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52064 | PA      | $52727.52      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583025                      | CUSIP: 36201GVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        627 | PA      | $624.35        | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583059                      | CUSIP: 36201GWU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14272 | PA      | $14819.96      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583086                      | CUSIP: 36201GXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17677 | PA      | $17989.71      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583125                      | CUSIP: 36201GYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6394 | PA      | $6389.69       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583126                      | CUSIP: 36201GYX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59125 | PA      | $59976.83      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583166                      | CUSIP: 36201GZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16742 | PA      | $17088.22      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583159                      | CUSIP: 36201GZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9829 | PA      | $10181.42      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584087                      | CUSIP: 36201H2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7975 | PA      | $8267.34       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584139                      | CUSIP: 36201H4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18945 | PA      | $19631.39      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583344                      | CUSIP: 36201HBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25716 | PA      | $26648.08      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583684                      | CUSIP: 36201HM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2804 | PA      | $2795.64       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583670                      | CUSIP: 36201HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55758 | PA      | $56392.96      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583673                      | CUSIP: 36201HMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        461 | PA      | $460.29        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583685                      | CUSIP: 36201HNA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8380 | PA      | $8483.60       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 583822                      | CUSIP: 36201HSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12092 | PA      | $12231.68      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584067                      | CUSIP: 36201HZ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18300 | PA      | $18950.14      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584056                      | CUSIP: 36201HZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5584 | PA      | $5734.77       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584986                      | CUSIP: 36201J2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6792 | PA      | $7003.15       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585073                      | CUSIP: 36201J6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4557 | PA      | $4705.23       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584244                      | CUSIP: 36201JBM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1455 | PA      | $1497.10       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584287                      | CUSIP: 36201JCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5826 | PA      | $5987.75       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 584345                      | CUSIP: 36201JES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9552 | PA      | $9852.03       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585116                      | CUSIP: 36201KAR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        358 | PA      | $370.47        | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585117                      | CUSIP: 36201KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7520 | PA      | $7776.21       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585133                      | CUSIP: 36201KBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1072 | PA      | $1085.30       | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585172                      | CUSIP: 36201KCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3289 | PA      | $3409.76       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585208                      | CUSIP: 36201KDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        998 | PA      | $1008.87       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585305                      | CUSIP: 36201KGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14539 | PA      | $15066.00      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585311                      | CUSIP: 36201KGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73206 | PA      | $75728.52      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585347                      | CUSIP: 36201KHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2139 | PA      | $2216.58       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585478                      | CUSIP: 36201KM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        342 | PA      | $354.02        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 585461                      | CUSIP: 36201KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        746 | PA      | $772.32        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586795                      | CUSIP: 36201L3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33060 | PA      | $32960.84      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586145                      | CUSIP: 36201LES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21322 | PA      | $22138.77      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586151                      | CUSIP: 36201LEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1107 | PA      | $1121.36       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586311                      | CUSIP: 36201LKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        728 | PA      | $738.08        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586345                      | CUSIP: 36201LL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10986 | PA      | $11142.60      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586517                      | CUSIP: 36201LSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19591 | PA      | $20244.69      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586521                      | CUSIP: 36201LSJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13964 | PA      | $14319.83      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586529                      | CUSIP: 36201LSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22185 | PA      | $22771.34      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586533                      | CUSIP: 36201LSW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3822 | PA      | $3901.36       | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586595                      | CUSIP: 36201LUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        394 | PA      | $407.28        | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587751                      | CUSIP: 36201M5L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5415 | PA      | $5593.83       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587777                      | CUSIP: 36201M6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3225 | PA      | $3344.93       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587783                      | CUSIP: 36201M6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1741 | PA      | $1776.44       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586904                      | CUSIP: 36201MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41239 | PA      | $42501.64      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586955                      | CUSIP: 36201MBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21060 | PA      | $21753.98      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586966                      | CUSIP: 36201MCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        240 | PA      | $243.83        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 586967                      | CUSIP: 36201MCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9926 | PA      | $10245.96      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587079                      | CUSIP: 36201MFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        525 | PA      | $541.97        | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587112                      | CUSIP: 36201MGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15847 | PA      | $16381.35      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587128                      | CUSIP: 36201MHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5345 | PA      | $5523.03       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587174                      | CUSIP: 36201MJT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        367 | PA      | $378.18        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587218                      | CUSIP: 36201MK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6930 | PA      | $7171.55       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587300                      | CUSIP: 36201MNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15803 | PA      | $16280.29      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587345                      | CUSIP: 36201MP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14154 | PA      | $14631.47      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587423                      | CUSIP: 36201MSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1854 | PA      | $1914.71       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587465                      | CUSIP: 36201MTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12719 | PA      | $13133.81      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587535                      | CUSIP: 36201MV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        481 | PA      | $496.13        | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587526                      | CUSIP: 36201MVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27252 | PA      | $28129.28      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587527                      | CUSIP: 36201MVU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25412 | PA      | $26297.20      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587551                      | CUSIP: 36201MWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3463 | PA      | $3556.53       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587648                      | CUSIP: 36201MZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15382 | PA      | $15906.13      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587829                      | CUSIP: 36201NA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65828 | PA      | $66645.31      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587822                      | CUSIP: 36201NAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $514.12        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587842                      | CUSIP: 36201NBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3741 | PA      | $3787.03       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587851                      | CUSIP: 36201NBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3480 | PA      | $3522.55       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 587874                      | CUSIP: 36201NCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        443 | PA      | $448.72        | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588056                      | CUSIP: 36201NH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5751 | PA      | $5959.05       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588093                      | CUSIP: 36201NKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47150 | PA      | $48757.14      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588101                      | CUSIP: 36201NKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4083 | PA      | $4224.96       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588121                      | CUSIP: 36201NLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3591 | PA      | $3704.11       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588141                      | CUSIP: 36201NLW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4726 | PA      | $4822.18       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588142                      | CUSIP: 36201NLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2594 | PA      | $2667.00       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588175                      | CUSIP: 36201NMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32416 | PA      | $33613.12      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588211                      | CUSIP: 36201NN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9263 | PA      | $9571.58       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588206                      | CUSIP: 36201NNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1158 | PA      | $1163.45       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588233                      | CUSIP: 36201NPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6961 | PA      | $7020.14       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588240                      | CUSIP: 36201NPZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18163 | PA      | $18852.52      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588280                      | CUSIP: 36201NQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2483 | PA      | $2560.14       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588262                      | CUSIP: 36201NQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4200 | PA      | $4232.60       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588323                      | CUSIP: 36201NSL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21346 | PA      | $21618.23      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588373                      | CUSIP: 36201NT67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3656 | PA      | $3703.53       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588375                      | CUSIP: 36201NT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46861 | PA      | $46727.57      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588354                      | CUSIP: 36201NTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3677 | PA      | $3665.31       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588355                      | CUSIP: 36201NTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9619 | PA      | $9727.29       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588357                      | CUSIP: 36201NTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118482 | PA      | $119914.90     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588361                      | CUSIP: 36201NTS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6074 | PA      | $6276.32       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588363                      | CUSIP: 36201NTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3954 | PA      | $4022.29       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588365                      | CUSIP: 36201NTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38370 | PA      | $38838.42      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588402                      | CUSIP: 36201NU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9319 | PA      | $9420.55       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589519                      | CUSIP: 36201P4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23943 | PA      | $24686.07      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589552                      | CUSIP: 36201P5M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5789 | PA      | $5992.66       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589572                      | CUSIP: 36201P6H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1319 | PA      | $1358.05       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589576                      | CUSIP: 36201P6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48302 | PA      | $49857.37      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589587                      | CUSIP: 36201P6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        405 | PA      | $415.53        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 588967                      | CUSIP: 36201PJL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1126 | PA      | $1163.64       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589156                      | CUSIP: 36201PQH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1377 | PA      | $1405.08       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589420                      | CUSIP: 36201PYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1503 | PA      | $1550.89       | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 589467                      | CUSIP: 36201PZ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1063 | PA      | $1077.16       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590370                      | CUSIP: 36201Q2B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1435 | PA      | $1478.55       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590450                      | CUSIP: 36201Q5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40801 | PA      | $42251.14      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590452                      | CUSIP: 36201Q5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12923 | PA      | $13387.03      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590459                      | CUSIP: 36201Q5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47509 | PA      | $48829.30      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590484                      | CUSIP: 36201Q6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66126 | PA      | $68229.26      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590497                      | CUSIP: 36201Q7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124846 | PA      | $128961.06     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590071                      | CUSIP: 36201QQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1216 | PA      | $1257.06       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590111                      | CUSIP: 36201QR88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11474 | PA      | $11630.58      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590094                      | CUSIP: 36201QRP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43462 | PA      | $44020.81      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590114                      | CUSIP: 36201QSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1377 | PA      | $1429.77       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590122                      | CUSIP: 36201QSK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4582 | PA      | $4727.87       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590235                      | CUSIP: 36201QV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        737 | PA      | $759.82        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 590259                      | CUSIP: 36201QWU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7632 | PA      | $7905.69       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591280                      | CUSIP: 36201R2M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52083 | PA      | $53677.79      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591284                      | CUSIP: 36201R2R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172433 | PA      | $178310.85     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591305                      | CUSIP: 36201R3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16612 | PA      | $17153.64      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591330                      | CUSIP: 36201R4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        893 | PA      | $894.80        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591202                      | CUSIP: 36201RX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4601 | PA      | $4588.18       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591215                      | CUSIP: 36201RYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1197 | PA      | $1227.20       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591264                      | CUSIP: 36201RZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3755 | PA      | $3875.57       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591631                      | CUSIP: 36201SHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14397 | PA      | $14786.60      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591687                      | CUSIP: 36201SJ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2317 | PA      | $2404.29       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591729                      | CUSIP: 36201SLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13836 | PA      | $14302.75      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591754                      | CUSIP: 36201SMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3016 | PA      | $3019.87       | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591799                      | CUSIP: 36201SNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10869 | PA      | $11223.38      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591860                      | CUSIP: 36201SQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30333 | PA      | $31378.36      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 591884                      | CUSIP: 36201SRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18078 | PA      | $18757.82      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592008                      | CUSIP: 36201SU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $514.13        | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592038                      | CUSIP: 36201SV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105182 | PA      | $106418.00     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592071                      | CUSIP: 36201SW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123842 | PA      | $125420.08     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592042                      | CUSIP: 36201SWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1253 | PA      | $1266.16       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592058                      | CUSIP: 36201SWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56350 | PA      | $57004.88      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592074                      | CUSIP: 36201SXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94764 | PA      | $95961.60      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592077                      | CUSIP: 36201SXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101979 | PA      | $103153.02     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592084                      | CUSIP: 36201SXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274105 | PA      | $277194.10     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592085                      | CUSIP: 36201SXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41086 | PA      | $41568.62      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592132                      | CUSIP: 36201SY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2112 | PA      | $2177.10       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592121                      | CUSIP: 36201SYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        920 | PA      | $951.19        | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592125                      | CUSIP: 36201SYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11222 | PA      | $11636.88      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592159                      | CUSIP: 36201SZY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $880.18        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592353                      | CUSIP: 36201TBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15344 | PA      | $15549.93      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592389                      | CUSIP: 36201TC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23352 | PA      | $23652.29      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592509                      | CUSIP: 36201TGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4514 | PA      | $4659.57       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592593                      | CUSIP: 36201TKE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3537 | PA      | $3641.49       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592641                      | CUSIP: 36201TLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3452 | PA      | $3574.30       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592678                      | CUSIP: 36201TM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1061 | PA      | $1093.47       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592661                      | CUSIP: 36201TMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26838 | PA      | $27140.27      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592752                      | CUSIP: 36201TQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16056 | PA      | $16627.05      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592754                      | CUSIP: 36201TQF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5002 | PA      | $5056.48       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592769                      | CUSIP: 36201TQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4554 | PA      | $4720.54       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592838                      | CUSIP: 36201TS32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39362 | PA      | $40519.02      | 0.00%             | 2035-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592852                      | CUSIP: 36201TTH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29670 | PA      | $30110.24      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592878                      | CUSIP: 36201TUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10208 | PA      | $10506.58      | 0.00%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592918                      | CUSIP: 36201TVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2789 | PA      | $2831.30       | 0.00%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592928                      | CUSIP: 36201TVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159015 | PA      | $161421.96     | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592929                      | CUSIP: 36201TVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167210 | PA      | $171885.11     | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592954                      | CUSIP: 36201TWP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35309 | PA      | $36274.01      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 592963                      | CUSIP: 36201TWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11356 | PA      | $11677.05      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593011                      | CUSIP: 36201TYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12747 | PA      | $13230.76      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593983                      | CUSIP: 36201U2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4037 | PA      | $4087.04       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593984                      | CUSIP: 36201U2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34308 | PA      | $34741.29      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594049                      | CUSIP: 36201U5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33220 | PA      | $33609.75      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37176 | PA      | $37066.27      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594081                      | CUSIP: 36201U6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184611 | PA      | $186884.17     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594082                      | CUSIP: 36201U6T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5270 | PA      | $5335.28       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594083                      | CUSIP: 36201U6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26920 | PA      | $27260.33      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594087                      | CUSIP: 36201U6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5390 | PA      | $5458.81       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593224                      | CUSIP: 36201UAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19476 | PA      | $20147.31      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593247                      | CUSIP: 36201UBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        537 | PA      | $555.02        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593293                      | CUSIP: 36201UC69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2215 | PA      | $2298.48       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593268                      | CUSIP: 36201UCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5556 | PA      | $5743.20       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593361                      | CUSIP: 36201UFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29193 | PA      | $29686.72      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593420                      | CUSIP: 36201UG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14990 | PA      | $14946.32      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593424                      | CUSIP: 36201UG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29476 | PA      | $29793.26      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593413                      | CUSIP: 36201UGW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39944 | PA      | $40461.96      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593454                      | CUSIP: 36201UH72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100167 | PA      | $99852.39      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593428                      | CUSIP: 36201UHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3024 | PA      | $3061.62       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593430                      | CUSIP: 36201UHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8012 | PA      | $8098.76       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593443                      | CUSIP: 36201UHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36753 | PA      | $37221.87      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593457                      | CUSIP: 36201UJA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1770 | PA      | $1790.33       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593586                      | CUSIP: 36201UNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3523 | PA      | $3632.13       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593623                      | CUSIP: 36201UPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8022 | PA      | $8318.55       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593653                      | CUSIP: 36201UQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12513 | PA      | $12841.18      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593739                      | CUSIP: 36201US47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27091 | PA      | $27838.20      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593741                      | CUSIP: 36201US62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69693 | PA      | $70566.48      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593772                      | CUSIP: 36201UT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49268 | PA      | $49901.30      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593753                      | CUSIP: 36201UTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4866 | PA      | $4930.11       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593783                      | CUSIP: 36201UUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10486 | PA      | $10623.73      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593852                      | CUSIP: 36201UWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1768 | PA      | $1809.43       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 593875                      | CUSIP: 36201UXC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2303 | PA      | $2331.51       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594900                      | CUSIP: 36201V3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60087 | PA      | $62112.98      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594933                      | CUSIP: 36201V4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29718 | PA      | $30784.81      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594948                      | CUSIP: 36201V5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63692 | PA      | $65668.39      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594952                      | CUSIP: 36201V5M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45513 | PA      | $46907.40      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594107                      | CUSIP: 36201VAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29586 | PA      | $29944.07      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594111                      | CUSIP: 36201VAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102426 | PA      | $103720.32     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594120                      | CUSIP: 36201VAV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59793 | PA      | $60515.89      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594139                      | CUSIP: 36201VBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7848 | PA      | $7945.90       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594140                      | CUSIP: 36201VBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3641 | PA      | $3685.77       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594145                      | CUSIP: 36201VBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47204 | PA      | $47774.43      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594167                      | CUSIP: 36201VCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3403 | PA      | $3442.95       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594206                      | CUSIP: 36201VDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8229 | PA      | $8449.44       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594233                      | CUSIP: 36201VEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $483.34        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594347                      | CUSIP: 36201VHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16473 | PA      | $16679.72      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594430                      | CUSIP: 36201VLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $389.09        | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594513                      | CUSIP: 36201VN65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3803 | PA      | $3845.75       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594518                      | CUSIP: 36201VPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7070 | PA      | $7164.08       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594669                      | CUSIP: 36201VT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22553 | PA      | $23378.31      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594728                      | CUSIP: 36201VVV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17338 | PA      | $17528.72      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 594824                      | CUSIP: 36201VYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8152 | PA      | $8411.49       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606638                      | CUSIP: 36201X4X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6463 | PA      | $6694.45       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606672                      | CUSIP: 36201X6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34527 | PA      | $34924.24      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606677                      | CUSIP: 36201X6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35735 | PA      | $36198.19      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606684                      | CUSIP: 36201X6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3968 | PA      | $4119.58       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606696                      | CUSIP: 36201X7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11829 | PA      | $12196.26      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606698                      | CUSIP: 36201X7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16323 | PA      | $16941.07      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605802                      | CUSIP: 36201XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        709 | PA      | $718.04        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605806                      | CUSIP: 36201XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207716 | PA      | $210513.74     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605809                      | CUSIP: 36201XAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157752 | PA      | $159877.23     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605811                      | CUSIP: 36201XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77459 | PA      | $80417.18      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605812                      | CUSIP: 36201XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1420 | PA      | $1414.05       | 0.00%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605892                      | CUSIP: 36201XC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12200 | PA      | $12667.14      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605873                      | CUSIP: 36201XCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3716 | PA      | $3846.63       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605912                      | CUSIP: 36201XDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        334 | PA      | $340.94        | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605938                      | CUSIP: 36201XEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7044 | PA      | $7137.27       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 605967                      | CUSIP: 36201XFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30565 | PA      | $31513.50      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606119                      | CUSIP: 36201XK80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2610 | PA      | $2663.17       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606094                      | CUSIP: 36201XKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61462 | PA      | $62251.52      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606128                      | CUSIP: 36201XLH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10736 | PA      | $10882.95      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606153                      | CUSIP: 36201XMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4241 | PA      | $4292.59       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606244                      | CUSIP: 36201XP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11144 | PA      | $11458.16      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606311                      | CUSIP: 36201XR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166342 | PA      | $172924.18     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606285                      | CUSIP: 36201XRE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8564 | PA      | $8673.53       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606494                      | CUSIP: 36201XXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105965 | PA      | $107172.53     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606534                      | CUSIP: 36201XY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8292 | PA      | $8542.33       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606528                      | CUSIP: 36201XYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1887 | PA      | $1915.34       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606541                      | CUSIP: 36201XZE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        608 | PA      | $624.62        | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607483                      | CUSIP: 36201Y2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40933 | PA      | $41489.90      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607516                      | CUSIP: 36201Y3Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42004 | PA      | $42581.48      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606701                      | CUSIP: 36201YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13295 | PA      | $13798.48      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606706                      | CUSIP: 36201YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7213 | PA      | $7493.07       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606757                      | CUSIP: 36201YB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10739 | PA      | $11146.95      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606796                      | CUSIP: 36201YC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12737 | PA      | $12875.84      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606771                      | CUSIP: 36201YCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3817 | PA      | $3861.64       | 0.00%             | 2033-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606798                      | CUSIP: 36201YDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        481 | PA      | $479.53        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606804                      | CUSIP: 36201YDH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111446 | PA      | $112781.24     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606856                      | CUSIP: 36201YE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1824 | PA      | $1889.64       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606859                      | CUSIP: 36201YE85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58587 | PA      | $59340.34      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606838                      | CUSIP: 36201YEK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1818 | PA      | $1812.00       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606847                      | CUSIP: 36201YEU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23911 | PA      | $24188.75      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606849                      | CUSIP: 36201YEW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4414 | PA      | $4400.35       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606886                      | CUSIP: 36201YF35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11827 | PA      | $12247.46      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606888                      | CUSIP: 36201YF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9572 | PA      | $9687.29       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606895                      | CUSIP: 36201YGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6291 | PA      | $6366.94       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606947                      | CUSIP: 36201YHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9522 | PA      | $9876.58       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606986                      | CUSIP: 36201YJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10300 | PA      | $10686.63      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 606980                      | CUSIP: 36201YJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19813 | PA      | $20565.11      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607020                      | CUSIP: 36201YK96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12374 | PA      | $12772.92      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607000                      | CUSIP: 36201YKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43337 | PA      | $44982.18      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607006                      | CUSIP: 36201YKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        818 | PA      | $825.83        | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607047                      | CUSIP: 36201YL46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2690 | PA      | $2793.45       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607025                      | CUSIP: 36201YLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6401 | PA      | $6646.80       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607147                      | CUSIP: 36201YP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14041 | PA      | $14555.14      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607119                      | CUSIP: 36201YPC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1007 | PA      | $1019.78       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607124                      | CUSIP: 36201YPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3001 | PA      | $3036.83       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607152                      | CUSIP: 36201YQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1556 | PA      | $1612.88       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607205                      | CUSIP: 36201YR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29953 | PA      | $31051.31      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607193                      | CUSIP: 36201YRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23972 | PA      | $24885.24      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607269                      | CUSIP: 36201YT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62373 | PA      | $63154.92      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607275                      | CUSIP: 36201YT89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18023 | PA      | $18250.98      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607262                      | CUSIP: 36201YTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4548 | PA      | $4603.30       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607267                      | CUSIP: 36201YTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6509 | PA      | $6757.31       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607367                      | CUSIP: 36201YW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5166 | PA      | $5233.02       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607370                      | CUSIP: 36201YW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37727 | PA      | $38759.35      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607396                      | CUSIP: 36201YXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20509 | PA      | $20990.30      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2576                        | CUSIP: 36202C2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12220 | PA      | $12467.73      | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2589                        | CUSIP: 36202C2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16911 | PA      | $17253.32      | 0.00%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2657                        | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17055 | PA      | $17399.87      | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2671                        | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8550 | PA      | $8722.62       | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2699                        | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90410 | PA      | $92240.32      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3470                        | CUSIP: 36202D2B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1399 | PA      | $1393.22       | 0.00%             | 2033-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3487                        | CUSIP: 36202D2U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1517 | PA      | $1528.58       | 0.00%             | 2033-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3500                        | CUSIP: 36202D3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1500023 | PA      | $1530663.28    | 0.01%             | 2034-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3512                        | CUSIP: 36202D3V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5299 | PA      | $5275.37       | 0.00%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3513                        | CUSIP: 36202D3W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1837 | PA      | $1850.78       | 0.00%             | 2034-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3542                        | CUSIP: 36202D5B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $603.54        | 0.00%             | 2034-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3543                        | CUSIP: 36202D5C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3628 | PA      | $3656.43       | 0.00%             | 2034-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3554                        | CUSIP: 36202D5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2344 | PA      | $2333.64       | 0.00%             | 2034-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3555                        | CUSIP: 36202D5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279321 | PA      | $281482.67     | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3567                        | CUSIP: 36202D6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1010 | PA      | $1005.64       | 0.00%             | 2034-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3568                        | CUSIP: 36202D6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2240 | PA      | $2257.81       | 0.00%             | 2034-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3582                        | CUSIP: 36202D6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92790 | PA      | $93520.32      | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 2713                        | CUSIP: 36202DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99796 | PA      | $101815.67     | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3052                        | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35776 | PA      | $36532.50      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3067                        | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42664 | PA      | $43578.43      | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3294                        | CUSIP: 36202DUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        640 | PA      | $644.04        | 0.00%             | 2032-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3319                        | CUSIP: 36202DVL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        514 | PA      | $517.32        | 0.00%             | 2032-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3330                        | CUSIP: 36202DVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17713 | PA      | $17642.95      | 0.00%             | 2032-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3331                        | CUSIP: 36202DVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        487 | PA      | $489.80        | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3345                        | CUSIP: 36202DWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1743 | PA      | $1754.77       | 0.00%             | 2033-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3358                        | CUSIP: 36202DWT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        335 | PA      | $333.42        | 0.00%             | 2033-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3359                        | CUSIP: 36202DWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3814 | PA      | $3840.51       | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3401                        | CUSIP: 36202DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29968 | PA      | $29843.20      | 0.00%             | 2033-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3402                        | CUSIP: 36202DX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        792 | PA      | $797.18        | 0.00%             | 2033-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3374                        | CUSIP: 36202DXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106515 | PA      | $107265.48     | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3388                        | CUSIP: 36202DXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2282 | PA      | $2273.47       | 0.00%             | 2033-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3413                        | CUSIP: 36202DYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5337 | PA      | $5314.11       | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3414                        | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528593 | PA      | $532425.53     | 0.00%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33637 | PA      | $33490.35      | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3428                        | CUSIP: 36202DYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15069 | PA      | $15176.94      | 0.00%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3442                        | CUSIP: 36202DZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88102 | PA      | $88746.58      | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3457                        | CUSIP: 36202DZW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1263 | PA      | $1257.85       | 0.00%             | 2033-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3458                        | CUSIP: 36202DZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6887 | PA      | $6937.38       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4398                        | CUSIP: 36202E3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3704 | PA      | $3738.78       | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4422                        | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1503 | PA      | $1457.24       | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4446                        | CUSIP: 36202E5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1658 | PA      | $1645.04       | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4457                        | CUSIP: 36202E5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1236793 | PA      | $1176316.20    | 0.01%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4458                        | CUSIP: 36202E5T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     837282 | PA      | $812169.54     | 0.01%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4309 | PA      | $4349.50       | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4470                        | CUSIP: 36202E6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35506 | PA      | $36482.18      | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     333437 | PA      | $330770.53     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3623                        | CUSIP: 36202EAY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     193279 | PA      | $194852.62     | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3650                        | CUSIP: 36202EBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14502 | PA      | $14430.79      | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3651                        | CUSIP: 36202EBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $1003.52       | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3689                        | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9286 | PA      | $9245.34       | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3690                        | CUSIP: 36202EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41727 | PA      | $42073.76      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3679                        | CUSIP: 36202ECQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        345 | PA      | $356.69        | 0.00%             | 2035-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3722                        | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40738 | PA      | $40517.68      | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3723                        | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60164 | PA      | $60672.68      | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3700                        | CUSIP: 36202EDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1551 | PA      | $1542.51       | 0.00%             | 2035-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3703                        | CUSIP: 36202EDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        455 | PA      | $470.77        | 0.00%             | 2035-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3709                        | CUSIP: 36202EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6707 | PA      | $6672.56       | 0.00%             | 2035-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3759                        | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1580270 | PA      | $1593732.90    | 0.01%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3734                        | CUSIP: 36202EEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9773 | PA      | $9722.00       | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3735                        | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2155161 | PA      | $2173452.46    | 0.02%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3747                        | CUSIP: 36202EEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     565661 | PA      | $570497.27     | 0.01%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3749                        | CUSIP: 36202EEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3577 | PA      | $3703.31       | 0.00%             | 2035-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3785                        | CUSIP: 36202EF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     512589 | PA      | $516989.60     | 0.00%             | 2035-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3772                        | CUSIP: 36202EFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     622141 | PA      | $627462.53     | 0.01%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3819                        | CUSIP: 36202EG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     915270 | PA      | $937307.47     | 0.01%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3795                        | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     646953 | PA      | $652507.69     | 0.01%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3805                        | CUSIP: 36202EGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39325 | PA      | $39665.10      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3851                        | CUSIP: 36202EH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     405599 | PA      | $415512.60     | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3829                        | CUSIP: 36202EHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54040 | PA      | $54507.10      | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3839                        | CUSIP: 36202EHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3159 | PA      | $3141.32       | 0.00%             | 2036-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3840                        | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127870 | PA      | $128983.41     | 0.00%             | 2036-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3863                        | CUSIP: 36202EJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235922 | PA      | $237989.67     | 0.00%             | 2036-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3876                        | CUSIP: 36202EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16526 | PA      | $16664.85      | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3918                        | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16969 | PA      | $17113.40      | 0.00%             | 2036-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3897                        | CUSIP: 36202EKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88902 | PA      | $89699.56      | 0.00%             | 2036-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3908                        | CUSIP: 36202EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15323 | PA      | $15454.51      | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3952                        | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76833 | PA      | $77531.31      | 0.00%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3929                        | CUSIP: 36202ELJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159708 | PA      | $161145.15     | 0.00%             | 2036-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3939                        | CUSIP: 36202ELU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35155 | PA      | $35469.26      | 0.00%             | 2037-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3977                        | CUSIP: 36202EM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        285 | PA      | $298.55        | 0.00%             | 2037-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3984                        | CUSIP: 36202EM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6350 | PA      | $6407.11       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3964                        | CUSIP: 36202EMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26259 | PA      | $26493.06      | 0.00%             | 2037-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3974                        | CUSIP: 36202EMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2154 | PA      | $2173.30       | 0.00%             | 2037-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3975                        | CUSIP: 36202EMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45437 | PA      | $46618.52      | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4015                        | CUSIP: 36202EN88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7632 | PA      | $7700.38       | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3987                        | CUSIP: 36202ENC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3668 | PA      | $3841.26       | 0.00%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3994                        | CUSIP: 36202ENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8242 | PA      | $8316.99       | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4004                        | CUSIP: 36202ENV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33106 | PA      | $33409.54      | 0.00%             | 2037-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4007                        | CUSIP: 36202ENY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5233 | PA      | $5485.03       | 0.00%             | 2037-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4047                        | CUSIP: 36202EP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        470 | PA      | $473.92        | 0.00%             | 2037-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4029                        | CUSIP: 36202EPN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2436 | PA      | $2554.21       | 0.00%             | 2037-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4037                        | CUSIP: 36202EPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1007 | PA      | $1016.03       | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6833 | PA      | $7164.70       | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84353 | PA      | $88450.27      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4058                        | CUSIP: 36202EQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16599 | PA      | $16750.59      | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4071                        | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15232 | PA      | $15370.52      | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4097                        | CUSIP: 36202ERS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3650 | PA      | $3683.66       | 0.00%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4142                        | CUSIP: 36202ES75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26802 | PA      | $26604.58      | 0.00%             | 2038-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4113                        | CUSIP: 36202ESA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420119 | PA      | $423993.51     | 0.00%             | 2038-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4193                        | CUSIP: 36202EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4788 | PA      | $4832.56       | 0.00%             | 2038-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4214                        | CUSIP: 36202EVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4653 | PA      | $4636.11       | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4220                        | CUSIP: 36202EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59468 | PA      | $60018.30      | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4266                        | CUSIP: 36202EW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $612.44        | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4268                        | CUSIP: 36202EW54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21912 | PA      | $22790.31      | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4289                        | CUSIP: 36202EXS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2811 | PA      | $2837.50       | 0.00%             | 2038-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4314                        | CUSIP: 36202EYK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        762 | PA      | $768.91        | 0.00%             | 2038-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4343                        | CUSIP: 36202EZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12034 | PA      | $12366.52      | 0.00%             | 2039-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21615 | PA      | $20516.61      | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13472414 | PA      | $13003081.00   | 0.12%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25026 | PA      | $24149.72      | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5306                        | CUSIP: 36202F3P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27889 | PA      | $27627.16      | 0.00%             | 2042-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     278901 | PA      | $264603.87     | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3211901 | PA      | $3098905.73    | 0.03%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5334                        | CUSIP: 36202F4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4403 | PA      | $4444.00       | 0.00%             | 2042-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57110 | PA      | $56652.72      | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4520                        | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3557 | PA      | $3590.39       | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4558                        | CUSIP: 36202FB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     258793 | PA      | $256674.16     | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3687 | PA      | $3721.61       | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4560                        | CUSIP: 36202FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2440974 | PA      | $2506098.46    | 0.02%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4540                        | CUSIP: 36202FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158694 | PA      | $157394.90     | 0.00%             | 2039-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1167 | PA      | $1178.17       | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     764594 | PA      | $758298.20     | 0.01%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4598                        | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1794 | PA      | $1778.94       | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4600                        | CUSIP: 36202FDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     456329 | PA      | $468503.37     | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33640 | PA      | $33359.41      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4619                        | CUSIP: 36202FDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     461039 | PA      | $473370.06     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12513897 | PA      | $12408802.73   | 0.11%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4640                        | CUSIP: 36202FEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1814 | PA      | $1896.29       | 0.00%             | 2040-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3855 | PA      | $3822.01       | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4680                        | CUSIP: 36202FFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3524 | PA      | $3618.77       | 0.00%             | 2040-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17972778 | PA      | $18141449.41   | 0.16%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61158 | PA      | $60629.90      | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24083600 | PA      | $24309689.64   | 0.22%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4026478 | PA      | $3991509.41    | 0.04%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5626674 | PA      | $5679495.02    | 0.05%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3052 | PA      | $3025.39       | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        974 | PA      | $965.89        | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8745 | PA      | $8826.72       | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4852                        | CUSIP: 36202FL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8585 | PA      | $8167.31       | 0.00%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4832                        | CUSIP: 36202FLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112615 | PA      | $107141.95     | 0.00%             | 2040-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4833 | PA      | $4674.05       | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40566 | PA      | $40209.89      | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4881                        | CUSIP: 36202FM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9068 | PA      | $8631.46       | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98504 | PA      | $95239.67      | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6158 | PA      | $6103.66       | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4944                        | CUSIP: 36202FP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1367 | PA      | $1300.31       | 0.00%             | 2041-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48286 | PA      | $46686.52      | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37812 | PA      | $37474.38      | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4924                        | CUSIP: 36202FPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4593 | PA      | $4636.55       | 0.00%             | 2041-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4976                        | CUSIP: 36202FQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4551 | PA      | $4328.47       | 0.00%             | 2041-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4978                        | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2263456 | PA      | $2243094.52    | 0.02%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4992                        | CUSIP: 36202FRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79339 | PA      | $82922.46      | 0.00%             | 2041-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5017                        | CUSIP: 36202FSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267925 | PA      | $265499.12     | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5072                        | CUSIP: 36202FT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12456 | PA      | $13056.89      | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26805384 | PA      | $26561165.22   | 0.24%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34838 | PA      | $33655.30      | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25857575 | PA      | $25619147.27   | 0.23%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5139                        | CUSIP: 36202FV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     347400 | PA      | $335468.49     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5140                        | CUSIP: 36202FV94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28559345 | PA      | $28293100.69   | 0.26%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1514059 | PA      | $1500020.70    | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20084 | PA      | $20272.48      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58845 | PA      | $55859.01      | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5204                        | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9104525 | PA      | $9019147.94    | 0.08%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17012144 | PA      | $16853589.53   | 0.15%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5181                        | CUSIP: 36202FXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454363 | PA      | $431621.95     | 0.00%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     615214 | PA      | $593870.87     | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5261                        | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6068 | PA      | $6125.27       | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43213175 | PA      | $41026601.42   | 0.37%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8524224 | PA      | $8227236.01    | 0.07%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     676583 | PA      | $670233.48     | 0.01%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608393                      | CUSIP: 36202S3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4015 | PA      | $4064.93       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607631                      | CUSIP: 36202SA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36436 | PA      | $37691.55      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607623                      | CUSIP: 36202SAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4916 | PA      | $5089.14       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607681                      | CUSIP: 36202SCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12428 | PA      | $12887.46      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607728                      | CUSIP: 36202SD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1208 | PA      | $1253.26       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607752                      | CUSIP: 36202SEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12643 | PA      | $13074.15      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 607785                      | CUSIP: 36202SF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        867 | PA      | $897.23        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608147                      | CUSIP: 36202STC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24758 | PA      | $25042.62      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608221                      | CUSIP: 36202SVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     284836 | PA      | $287794.76     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608223                      | CUSIP: 36202SVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30652 | PA      | $31012.50      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608253                      | CUSIP: 36202SWN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112576 | PA      | $113998.77     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608254                      | CUSIP: 36202SWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192585 | PA      | $194869.17     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608255                      | CUSIP: 36202SWQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136520 | PA      | $138123.75     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608259                      | CUSIP: 36202SWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33927 | PA      | $33819.73      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608279                      | CUSIP: 36202SXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139199 | PA      | $140850.66     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608280                      | CUSIP: 36202SXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200424 | PA      | $202778.26     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608281                      | CUSIP: 36202SXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23017 | PA      | $23312.70      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608288                      | CUSIP: 36202SXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4604 | PA      | $4591.12       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608315                      | CUSIP: 36202SYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50775 | PA      | $51432.52      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608316                      | CUSIP: 36202SYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21026 | PA      | $21300.20      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608317                      | CUSIP: 36202SYN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3338 | PA      | $3378.40       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609364                      | CUSIP: 36202T5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8982 | PA      | $9298.12       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608536                      | CUSIP: 36202TBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72841 | PA      | $73792.70      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608552                      | CUSIP: 36202TBV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7213 | PA      | $7310.60       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608589                      | CUSIP: 36202TC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59150 | PA      | $60828.11      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608572                      | CUSIP: 36202TCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30281 | PA      | $31426.96      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608612                      | CUSIP: 36202TDR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108785 | PA      | $111953.94     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608642                      | CUSIP: 36202TEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10779 | PA      | $11185.78      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608823                      | CUSIP: 36202TLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4842 | PA      | $4901.73       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608948                      | CUSIP: 36202TP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60235 | PA      | $62591.51      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 608987                      | CUSIP: 36202TRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19121 | PA      | $19882.29      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609002                      | CUSIP: 36202TRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55091 | PA      | $54807.24      | 0.00%             | 2036-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609101                      | CUSIP: 36202TU20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221521 | PA      | $204863.89     | 0.00%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609089                      | CUSIP: 36202TUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72030 | PA      | $73172.50      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609111                      | CUSIP: 36202TVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1074825 | PA      | $984006.86     | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609119                      | CUSIP: 36202TVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     993672 | PA      | $909028.65     | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609159                      | CUSIP: 36202TWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199964 | PA      | $181927.31     | 0.00%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609233                      | CUSIP: 36202TY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1272222 | PA      | $1157052.13    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609213                      | CUSIP: 36202TYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     567822 | PA      | $515319.02     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609224                      | CUSIP: 36202TYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1342385 | PA      | $1222624.16    | 0.01%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610202                      | CUSIP: 36202U3K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11123 | PA      | $11436.53      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610209                      | CUSIP: 36202U3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73519 | PA      | $76131.56      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610255                      | CUSIP: 36202U5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42637 | PA      | $43184.79      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610258                      | CUSIP: 36202U5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3242 | PA      | $3276.18       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610279                      | CUSIP: 36202U6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55606 | PA      | $56290.76      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610295                      | CUSIP: 36202U7G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327373 | PA      | $331475.47     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610297                      | CUSIP: 36202U7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4492 | PA      | $4618.67       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609432                      | CUSIP: 36202UA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5517 | PA      | $5665.97       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609457                      | CUSIP: 36202UB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50293 | PA      | $50939.38      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609462                      | CUSIP: 36202UB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28959 | PA      | $29298.94      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609443                      | CUSIP: 36202UBL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $330.69        | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609452                      | CUSIP: 36202UBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6829 | PA      | $6699.17       | 0.00%             | 2033-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609453                      | CUSIP: 36202UBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18750 | PA      | $18690.74      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609454                      | CUSIP: 36202UBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9564 | PA      | $9685.86       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609511                      | CUSIP: 36202UDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24363 | PA      | $25284.51      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609544                      | CUSIP: 36202UER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4158 | PA      | $4308.11       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609588                      | CUSIP: 36202UF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13987 | PA      | $14171.16      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609592                      | CUSIP: 36202UF99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24164 | PA      | $24415.39      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609580                      | CUSIP: 36202UFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33636 | PA      | $34023.17      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609682                      | CUSIP: 36202UJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115476 | PA      | $116947.79     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609659                      | CUSIP: 36202UJC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54067 | PA      | $54708.85      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609672                      | CUSIP: 36202UJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93829 | PA      | $94994.91      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609689                      | CUSIP: 36202UKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3917 | PA      | $3967.31       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 609712                      | CUSIP: 36202UKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5450 | PA      | $5520.73       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611153                      | CUSIP: 36202V5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4801 | PA      | $4860.98       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611184                      | CUSIP: 36202V6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3289 | PA      | $3355.31       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610304                      | CUSIP: 36202VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164949 | PA      | $166787.76     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610323                      | CUSIP: 36202VAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19197 | PA      | $19449.64      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610361                      | CUSIP: 36202VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77605 | PA      | $78479.60      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610363                      | CUSIP: 36202VB83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22546 | PA      | $22746.98      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610343                      | CUSIP: 36202VBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120243 | PA      | $121627.30     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610344                      | CUSIP: 36202VBM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37265 | PA      | $37652.37      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610350                      | CUSIP: 36202VBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66828 | PA      | $67597.38      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610389                      | CUSIP: 36202VC25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10548 | PA      | $10682.83      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610391                      | CUSIP: 36202VC41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1728 | PA      | $1791.27       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610371                      | CUSIP: 36202VCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7376 | PA      | $7461.25       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610372                      | CUSIP: 36202VCH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76930 | PA      | $77860.23      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610377                      | CUSIP: 36202VCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4045 | PA      | $4190.76       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610383                      | CUSIP: 36202VCU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27344 | PA      | $27668.77      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610422                      | CUSIP: 36202VD32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12692 | PA      | $12834.72      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610456                      | CUSIP: 36202VE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20595 | PA      | $21344.13      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610476                      | CUSIP: 36202VFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7442 | PA      | $7675.36       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610478                      | CUSIP: 36202VFT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17964 | PA      | $18622.80      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610504                      | CUSIP: 36202VGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5733 | PA      | $5917.27       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610553                      | CUSIP: 36202VH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3811 | PA      | $3935.22       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610554                      | CUSIP: 36202VH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14219 | PA      | $14407.45      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610531                      | CUSIP: 36202VHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6703 | PA      | $6815.94       | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610843                      | CUSIP: 36202VS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7033 | PA      | $7302.62       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610849                      | CUSIP: 36202VTE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5041 | PA      | $5097.58       | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610851                      | CUSIP: 36202VTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3842 | PA      | $3982.13       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610858                      | CUSIP: 36202VTP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2912 | PA      | $3020.42       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610884                      | CUSIP: 36202VUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86948 | PA      | $87896.21      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610886                      | CUSIP: 36202VUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        293 | PA      | $303.97        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610891                      | CUSIP: 36202VUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1061 | PA      | $1101.26       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610935                      | CUSIP: 36202VV40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34354 | PA      | $34785.00      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610977                      | CUSIP: 36202VXE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81523 | PA      | $82596.28      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610978                      | CUSIP: 36202VXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1375 | PA      | $1392.81       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610982                      | CUSIP: 36202VXK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3199 | PA      | $3242.59       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610990                      | CUSIP: 36202VXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8155 | PA      | $8261.38       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 610991                      | CUSIP: 36202VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67299 | PA      | $68171.32      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611005                      | CUSIP: 36202VYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52561 | PA      | $53256.52      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612015                      | CUSIP: 36202W3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10750 | PA      | $10887.03      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612032                      | CUSIP: 36202W4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9725 | PA      | $9811.53       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612037                      | CUSIP: 36202W4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13735 | PA      | $13913.09      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611209                      | CUSIP: 36202WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3354 | PA      | $3400.32       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611264                      | CUSIP: 36202WB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11987 | PA      | $12101.97      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611270                      | CUSIP: 36202WCF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22996 | PA      | $23252.43      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611282                      | CUSIP: 36202WCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84380 | PA      | $84115.39      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611417                      | CUSIP: 36202WG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        128 | PA      | $128.64        | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611452                      | CUSIP: 36202WH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1444 | PA      | $1509.63       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611442                      | CUSIP: 36202WHT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        416 | PA      | $423.94        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611457                      | CUSIP: 36202WJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6865 | PA      | $7078.01       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611472                      | CUSIP: 36202WJR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8731 | PA      | $9034.59       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611491                      | CUSIP: 36202WKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1081 | PA      | $1122.01       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611537                      | CUSIP: 36202WLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        259 | PA      | $263.96        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611578                      | CUSIP: 36202WM30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15120 | PA      | $15668.25      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611566                      | CUSIP: 36202WMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        590 | PA      | $597.66        | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611899                      | CUSIP: 36202WX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29090 | PA      | $29460.79      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611881                      | CUSIP: 36202WXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15386 | PA      | $15581.67      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 611893                      | CUSIP: 36202WXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170677 | PA      | $172681.64     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612871                      | CUSIP: 36202X2C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21561 | PA      | $21753.21      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612872                      | CUSIP: 36202X2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147042 | PA      | $148803.15     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612895                      | CUSIP: 36202X3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1512 | PA      | $1565.40       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612902                      | CUSIP: 36202X3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253203 | PA      | $256117.92     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612919                      | CUSIP: 36202X4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43492 | PA      | $44007.90      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612941                      | CUSIP: 36202X5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56879 | PA      | $57572.57      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612975                      | CUSIP: 36202X6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        784 | PA      | $785.90        | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612101                      | CUSIP: 36202XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9690 | PA      | $9821.45       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612172                      | CUSIP: 36202XCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20398 | PA      | $20357.25      | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612225                      | CUSIP: 36202XD61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236805 | PA      | $239668.43     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612200                      | CUSIP: 36202XDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4043 | PA      | $4182.30       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612204                      | CUSIP: 36202XDH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12954 | PA      | $13093.31      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612217                      | CUSIP: 36202XDW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1231 | PA      | $1243.81       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612350                      | CUSIP: 36202XH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1862 | PA      | $1886.01       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612390                      | CUSIP: 36202XKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4165 | PA      | $4220.75       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612520                      | CUSIP: 36202XPD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5792 | PA      | $5866.25       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612523                      | CUSIP: 36202XPG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6499 | PA      | $6559.70       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612726                      | CUSIP: 36202XVT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        799 | PA      | $822.47        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612765                      | CUSIP: 36202XW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84003 | PA      | $84897.23      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612766                      | CUSIP: 36202XW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4553 | PA      | $4607.31       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612749                      | CUSIP: 36202XWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4478 | PA      | $4638.63       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612764                      | CUSIP: 36202XWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5091 | PA      | $5149.78       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612773                      | CUSIP: 36202XXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18435 | PA      | $18649.73      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612785                      | CUSIP: 36202XXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4530 | PA      | $4586.75       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612787                      | CUSIP: 36202XXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83705 | PA      | $84717.21      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612796                      | CUSIP: 36202XXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23760 | PA      | $24064.95      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612805                      | CUSIP: 36202XYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        883 | PA      | $892.82        | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612813                      | CUSIP: 36202XYJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146671 | PA      | $148359.52     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 612845                      | CUSIP: 36202XZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16917 | PA      | $17536.37      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 347187                      | CUSIP: 36203EUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         11 | PA      | $11.16         | 0.00%             | 2026-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359175                      | CUSIP: 36203T6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1216 | PA      | $1271.36       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359178                      | CUSIP: 36203T6P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1009 | PA      | $1054.90       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359184                      | CUSIP: 36203T6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4165 | PA      | $4353.72       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 359191                      | CUSIP: 36203T7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5595 | PA      | $5847.68       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 360760                      | CUSIP: 36203VWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        762 | PA      | $796.53        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366977                      | CUSIP: 36204DUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80654 | PA      | $80021.87      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2958 | PA      | $2857.29       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 366985                      | CUSIP: 36204DUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1749931 | PA      | $1735845.21    | 0.02%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367098                      | CUSIP: 36204DX38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56968 | PA      | $55030.45      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367103                      | CUSIP: 36204DX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29411 | PA      | $29823.85      | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367088                      | CUSIP: 36204DXR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     436439 | PA      | $421656.73     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367105                      | CUSIP: 36204DYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57023 | PA      | $54957.50      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 377671                      | CUSIP: 36204RQY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3111 | PA      | $3251.32       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 378179                      | CUSIP: 36204SCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1605 | PA      | $1665.74       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 382219                      | CUSIP: 36204WSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7684 | PA      | $7934.33       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 382828                      | CUSIP: 36204XHD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2976 | PA      | $3110.68       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389719                      | CUSIP: 36205F4C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12484 | PA      | $12927.51      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389762                      | CUSIP: 36205F5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1642 | PA      | $1696.16       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389784                      | CUSIP: 36205F6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        394 | PA      | $398.65        | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389797                      | CUSIP: 36205F7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32888 | PA      | $34020.80      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389804                      | CUSIP: 36205GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        863 | PA      | $872.60        | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 389807                      | CUSIP: 36205GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35373 | PA      | $36591.52      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391113                      | CUSIP: 36205HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4293 | PA      | $4487.11       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391137                      | CUSIP: 36205HPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1017 | PA      | $1016.12       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391164                      | CUSIP: 36205HQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $43.94         | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 391714                      | CUSIP: 36205JDT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34641 | PA      | $34424.38      | 0.00%             | 2038-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 393300                      | CUSIP: 36205K3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        326 | PA      | $326.85        | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 396798                      | CUSIP: 36205PX30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1982 | PA      | $2071.71       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 396787                      | CUSIP: 36205PXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1624 | PA      | $1656.55       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398171                      | CUSIP: 36205RJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        707 | PA      | $709.87        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398173                      | CUSIP: 36205RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4247 | PA      | $4439.31       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398412                      | CUSIP: 36205RR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1680 | PA      | $1756.17       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398413                      | CUSIP: 36205RSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1594 | PA      | $1666.38       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 398655                      | CUSIP: 36205RZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         16 | PA      | $15.54         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400594                      | CUSIP: 36205T7F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1133 | PA      | $1125.35       | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400142                      | CUSIP: 36205TP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        256 | PA      | $257.92        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400143                      | CUSIP: 36205TP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8881 | PA      | $9061.05       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400144                      | CUSIP: 36205TP56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        581 | PA      | $606.99        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400145                      | CUSIP: 36205TP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        485 | PA      | $494.80        | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 400137                      | CUSIP: 36205TPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2111 | PA      | $2206.96       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403391                      | CUSIP: 36205XC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1795 | PA      | $1862.39       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403386                      | CUSIP: 36205XCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10874 | PA      | $11006.81      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403423                      | CUSIP: 36205XD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        727 | PA      | $735.96        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403404                      | CUSIP: 36205XDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4821 | PA      | $4877.70       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403419                      | CUSIP: 36205XDY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10167 | PA      | $10299.81      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403456                      | CUSIP: 36205XE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14110 | PA      | $14262.00      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403449                      | CUSIP: 36205XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4056 | PA      | $4043.49       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403450                      | CUSIP: 36205XEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14680 | PA      | $14864.05      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 403886                      | CUSIP: 36205XUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2547 | PA      | $2662.63       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 404209                      | CUSIP: 36205YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1207 | PA      | $1261.84       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 404243                      | CUSIP: 36205YBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3673 | PA      | $3839.11       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 406554                      | CUSIP: 36206BTK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37258 | PA      | $37006.41      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407772                      | CUSIP: 36206C6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30945 | PA      | $30642.12      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407812                      | CUSIP: 36206DAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5911 | PA      | $6030.54       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407813                      | CUSIP: 36206DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3223 | PA      | $3287.93       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407963                      | CUSIP: 36206DFC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        785 | PA      | $787.01        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 407967                      | CUSIP: 36206DFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5046 | PA      | $5148.68       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 409568                      | CUSIP: 36206E6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9153 | PA      | $9338.09       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 410986                      | CUSIP: 36206GRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21257 | PA      | $21113.36      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411002                      | CUSIP: 36206GRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5547 | PA      | $5511.53       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411078                      | CUSIP: 36206GUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1893 | PA      | $1921.90       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411498                      | CUSIP: 36206HDB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1900 | PA      | $1985.86       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 411833                      | CUSIP: 36206HPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2183 | PA      | $2282.14       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 412407                      | CUSIP: 36206JDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1142 | PA      | $1193.41       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 413979                      | CUSIP: 36206K2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2444 | PA      | $2554.87       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416459                      | CUSIP: 36206NTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1469.43       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416479                      | CUSIP: 36206NUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        837 | PA      | $853.95        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 416628                      | CUSIP: 36206NYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1502 | PA      | $1570.44       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417677                      | CUSIP: 36206P6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6558 | PA      | $6691.02       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 417703                      | CUSIP: 36206QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        363 | PA      | $369.99        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 418377                      | CUSIP: 36206QXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3148 | PA      | $3290.07       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419150                      | CUSIP: 36206RTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        637 | PA      | $665.76        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419152                      | CUSIP: 36206RTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        578 | PA      | $604.52        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419155                      | CUSIP: 36206RTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3465 | PA      | $3534.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419156                      | CUSIP: 36206RTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8213 | PA      | $8584.64       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 419159                      | CUSIP: 36206RTQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        284 | PA      | $289.64        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 420625                      | CUSIP: 36206THA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2593 | PA      | $2710.08       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 420628                      | CUSIP: 36206THD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7718 | PA      | $8066.52       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422687                      | CUSIP: 36206VRG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $16.73         | 0.00%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 422964                      | CUSIP: 36206VZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2254 | PA      | $2356.37       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424889                      | CUSIP: 36206X7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        801 | PA      | $836.87        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424124                      | CUSIP: 36206XD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5115 | PA      | $5346.02       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424109                      | CUSIP: 36206XDN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        739 | PA      | $772.82        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 424988                      | CUSIP: 36206YCZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13183 | PA      | $13642.34      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425011                      | CUSIP: 36206YDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71920 | PA      | $72748.37      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425313                      | CUSIP: 36206YN64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        792 | PA      | $828.28        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425306                      | CUSIP: 36206YNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8682 | PA      | $9074.75       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425346                      | CUSIP: 36206YP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15942 | PA      | $16265.12      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425318                      | CUSIP: 36206YPB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2980 | PA      | $3114.27       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425326                      | CUSIP: 36206YPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2381 | PA      | $2429.60       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425330                      | CUSIP: 36206YPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10127 | PA      | $10331.96      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425331                      | CUSIP: 36206YPQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3283 | PA      | $3349.53       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425338                      | CUSIP: 36206YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3391 | PA      | $3460.09       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 425824                      | CUSIP: 36207AAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        332 | PA      | $347.11        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427217                      | CUSIP: 36207BSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6000 | PA      | $6121.61       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 427712                      | CUSIP: 36207CDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3505 | PA      | $3528.31       | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429676                      | CUSIP: 36207EJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8916 | PA      | $9033.33       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429705                      | CUSIP: 36207EKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17955 | PA      | $17613.95      | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429706                      | CUSIP: 36207EKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        497 | PA      | $495.37        | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429726                      | CUSIP: 36207ELF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2178 | PA      | $2202.54       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429784                      | CUSIP: 36207EM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58523 | PA      | $60725.32      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429760                      | CUSIP: 36207EMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20871 | PA      | $21662.87      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429773                      | CUSIP: 36207EMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5132 | PA      | $5198.96       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 429799                      | CUSIP: 36207ENQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58449 | PA      | $60660.14      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430360                      | CUSIP: 36207FB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54462 | PA      | $54084.79      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430349                      | CUSIP: 36207FBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29904 | PA      | $28912.53      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430354                      | CUSIP: 36207FBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     986544 | PA      | $952987.83     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430355                      | CUSIP: 36207FBY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47423 | PA      | $48084.11      | 0.00%             | 2041-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430615                      | CUSIP: 36207FK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10578 | PA      | $10791.80      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430591                      | CUSIP: 36207FKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2251 | PA      | $2352.73       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430632                      | CUSIP: 36207FLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10340 | PA      | $10549.38      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430634                      | CUSIP: 36207FLP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        331 | PA      | $345.79        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 430637                      | CUSIP: 36207FLS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1427 | PA      | $1491.25       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433771                      | CUSIP: 36207J2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1564 | PA      | $1634.38       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433787                      | CUSIP: 36207J2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         91 | PA      | $91.80         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433804                      | CUSIP: 36207J3M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2252 | PA      | $2266.54       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433872                      | CUSIP: 36207J6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1309 | PA      | $1315.53       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433880                      | CUSIP: 36207J6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1343 | PA      | $1403.47       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433891                      | CUSIP: 36207J7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2063 | PA      | $2155.79       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433520                      | CUSIP: 36207JSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2714 | PA      | $2837.25       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433527                      | CUSIP: 36207JSQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        802 | PA      | $805.52        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433666                      | CUSIP: 36207JW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1124 | PA      | $1175.16       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433647                      | CUSIP: 36207JWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $170.00        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433681                      | CUSIP: 36207JXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2763 | PA      | $2888.01       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433684                      | CUSIP: 36207JXM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2160 | PA      | $2173.73       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433705                      | CUSIP: 36207JYA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3714 | PA      | $3882.04       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433723                      | CUSIP: 36207JYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $103.85        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433745                      | CUSIP: 36207JZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6793 | PA      | $7099.75       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433750                      | CUSIP: 36207JZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3122 | PA      | $3263.27       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433931                      | CUSIP: 36207KA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4050 | PA      | $4232.89       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433908                      | CUSIP: 36207KAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2262 | PA      | $2364.36       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433911                      | CUSIP: 36207KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1406 | PA      | $1469.82       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433994                      | CUSIP: 36207KC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1926 | PA      | $1964.58       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 433969                      | CUSIP: 36207KCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $660.57        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434058                      | CUSIP: 36207KE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        223 | PA      | $232.85        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434029                      | CUSIP: 36207KEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3343 | PA      | $3410.63       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434032                      | CUSIP: 36207KED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4215 | PA      | $4405.73       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434036                      | CUSIP: 36207KEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5348 | PA      | $5456.78       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434064                      | CUSIP: 36207KFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        316 | PA      | $322.36        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434076                      | CUSIP: 36207KFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6068 | PA      | $6190.96       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434082                      | CUSIP: 36207KFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $435.43        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434127                      | CUSIP: 36207KHC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3685 | PA      | $3759.63       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434128                      | CUSIP: 36207KHD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        190 | PA      | $198.82        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434139                      | CUSIP: 36207KHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2592 | PA      | $2644.68       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434143                      | CUSIP: 36207KHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13274 | PA      | $13543.10      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434181                      | CUSIP: 36207KJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        123 | PA      | $123.59        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434218                      | CUSIP: 36207KK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1244 | PA      | $1269.28       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434205                      | CUSIP: 36207KKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        585 | PA      | $611.11        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434249                      | CUSIP: 36207KL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2229 | PA      | $2329.73       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434223                      | CUSIP: 36207KLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1856 | PA      | $1893.89       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434228                      | CUSIP: 36207KLH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        694 | PA      | $724.99        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434237                      | CUSIP: 36207KLS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        875 | PA      | $892.84        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434239                      | CUSIP: 36207KLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        583 | PA      | $609.80        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434282                      | CUSIP: 36207KM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1010 | PA      | $1030.89       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434271                      | CUSIP: 36207KMU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3422 | PA      | $3491.69       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434315                      | CUSIP: 36207KN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        226 | PA      | $230.91        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434294                      | CUSIP: 36207KNK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3048 | PA      | $3109.31       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434306                      | CUSIP: 36207KNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5146 | PA      | $5250.56       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434343                      | CUSIP: 36207KP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5826 | PA      | $5943.85       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434318                      | CUSIP: 36207KPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        543 | PA      | $567.97        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434326                      | CUSIP: 36207KPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17749 | PA      | $18551.46      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434380                      | CUSIP: 36207KQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2119 | PA      | $2161.89       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434367                      | CUSIP: 36207KQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        302 | PA      | $315.95        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434381                      | CUSIP: 36207KRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        424 | PA      | $443.66        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434403                      | CUSIP: 36207KRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        992 | PA      | $1036.47       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434424                      | CUSIP: 36207KSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        137 | PA      | $142.99        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434469                      | CUSIP: 36207KT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        513 | PA      | $535.72        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 434482                      | CUSIP: 36207KUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1119 | PA      | $1169.37       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 435036                      | CUSIP: 36207LHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3552 | PA      | $3712.60       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 435068                      | CUSIP: 36207LJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1124 | PA      | $1156.70       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 436256                      | CUSIP: 36207MTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8106 | PA      | $8270.27       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437478                      | CUSIP: 36207N6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1066 | PA      | $1114.31       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437480                      | CUSIP: 36207N6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3072 | PA      | $3134.59       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437481                      | CUSIP: 36207N6S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1018 | PA      | $1064.34       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437483                      | CUSIP: 36207N6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10314 | PA      | $10523.40      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437088                      | CUSIP: 36207NRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3547 | PA      | $3707.31       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437092                      | CUSIP: 36207NRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        216 | PA      | $221.91        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437093                      | CUSIP: 36207NRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3990 | PA      | $4170.43       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 437096                      | CUSIP: 36207NRR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        795 | PA      | $831.08        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438068                      | CUSIP: 36207PTZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        221 | PA      | $231.26        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438104                      | CUSIP: 36207PU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5555 | PA      | $5805.94       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438553                      | CUSIP: 36207QE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1376 | PA      | $1366.00       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438560                      | CUSIP: 36207QE94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74137 | PA      | $73599.92      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438561                      | CUSIP: 36207QFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44303 | PA      | $43932.99      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438564                      | CUSIP: 36207QFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38917 | PA      | $38766.00      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438566                      | CUSIP: 36207QFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132617 | PA      | $131556.03     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438567                      | CUSIP: 36207QFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123991 | PA      | $125727.20     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438583                      | CUSIP: 36207QFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83344 | PA      | $80917.14      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438596                      | CUSIP: 36207QGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47818 | PA      | $45224.89      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439448                      | CUSIP: 36207REV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          4 | PA      | $4.49          | 0.00%             | 2026-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 439811                      | CUSIP: 36207RR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        590 | PA      | $592.29        | 0.00%             | 2027-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 441972                      | CUSIP: 36207T6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30468 | PA      | $31845.51      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 441693                      | CUSIP: 36207TUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2148 | PA      | $2162.36       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442874                      | CUSIP: 36207U6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5839 | PA      | $6103.41       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442333                      | CUSIP: 36207ULN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1015 | PA      | $1020.33       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442419                      | CUSIP: 36207UPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166738 | PA      | $161513.51     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443671                      | CUSIP: 36207V2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2861 | PA      | $2919.35       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443678                      | CUSIP: 36207V2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6145 | PA      | $6423.33       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443685                      | CUSIP: 36207V2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2720 | PA      | $2842.76       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443686                      | CUSIP: 36207V2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        560 | PA      | $562.92        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443689                      | CUSIP: 36207V2W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6201 | PA      | $6326.96       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443704                      | CUSIP: 36207V3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2780 | PA      | $2835.81       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443713                      | CUSIP: 36207V3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        928 | PA      | $970.11        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443715                      | CUSIP: 36207V3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3691 | PA      | $3857.89       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443728                      | CUSIP: 36207V4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1246 | PA      | $1270.87       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442958                      | CUSIP: 36207VB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3521 | PA      | $3592.15       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 442959                      | CUSIP: 36207VB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1291 | PA      | $1317.16       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443000                      | CUSIP: 36207VDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        537 | PA      | $561.47        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443272                      | CUSIP: 36207VMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3258 | PA      | $3405.72       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443564                      | CUSIP: 36207VWZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        464 | PA      | $484.84        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443577                      | CUSIP: 36207VXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2695 | PA      | $2816.96       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443613                      | CUSIP: 36207VYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1518 | PA      | $1548.97       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443619                      | CUSIP: 36207VYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1333 | PA      | $1392.95       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443664                      | CUSIP: 36207VZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $354.25        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444207                      | CUSIP: 36207WNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53860 | PA      | $53412.80      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444240                      | CUSIP: 36207WPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49649 | PA      | $49165.33      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444341                      | CUSIP: 36207WS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1004 | PA      | $1011.79       | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444352                      | CUSIP: 36207WTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3746 | PA      | $3915.79       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 444362                      | CUSIP: 36207WTT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8807 | PA      | $9205.62       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445323                      | CUSIP: 36207XVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4691 | PA      | $4903.01       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445608                      | CUSIP: 36207YAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1410 | PA      | $1416.31       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445848                      | CUSIP: 36207YHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1311 | PA      | $1318.73       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445915                      | CUSIP: 36207YK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7258 | PA      | $7404.85       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445917                      | CUSIP: 36207YK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1155 | PA      | $1207.42       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445958                      | CUSIP: 36207YMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4658 | PA      | $4752.30       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 445970                      | CUSIP: 36207YMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1994 | PA      | $2034.51       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446687                      | CUSIP: 36208CF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2385 | PA      | $2493.11       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446689                      | CUSIP: 36208CF69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        810 | PA      | $846.49        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446691                      | CUSIP: 36208CF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1240 | PA      | $1296.51       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446662                      | CUSIP: 36208CFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        831 | PA      | $868.83        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446699                      | CUSIP: 36208CGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2549 | PA      | $2600.57       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446715                      | CUSIP: 36208CGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5386 | PA      | $5494.81       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446729                      | CUSIP: 36208CHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        368 | PA      | $384.87        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446731                      | CUSIP: 36208CHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1883 | PA      | $1967.81       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446762                      | CUSIP: 36208CJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2898 | PA      | $2908.78       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446766                      | CUSIP: 36208CJK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $686.72        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446772                      | CUSIP: 36208CJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1564 | PA      | $1570.51       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446776                      | CUSIP: 36208CJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        922 | PA      | $941.16        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 446780                      | CUSIP: 36208CJZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1329 | PA      | $1388.94       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447472                      | CUSIP: 36208DCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1399 | PA      | $1401.67       | 0.00%             | 2027-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447920                      | CUSIP: 36208DSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        386 | PA      | $385.90        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447924                      | CUSIP: 36208DSM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        110 | PA      | $110.77        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447975                      | CUSIP: 36208DT88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3183 | PA      | $3327.42       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 447977                      | CUSIP: 36208DUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1899 | PA      | $1984.87       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448316                      | CUSIP: 36208EAR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1622 | PA      | $1695.48       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        895 | PA      | $935.81        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 448367                      | CUSIP: 36208ECC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        607 | PA      | $633.95        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449253                      | CUSIP: 36208FBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5909 | PA      | $6029.18       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449295                      | CUSIP: 36208FC81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4078 | PA      | $4262.01       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449485                      | CUSIP: 36208FJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3634 | PA      | $3798.28       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449546                      | CUSIP: 36208FL32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        288 | PA      | $300.74        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449548                      | CUSIP: 36208FL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2542 | PA      | $2593.54       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449523                      | CUSIP: 36208FLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2641 | PA      | $2760.42       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449542                      | CUSIP: 36208FLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4490 | PA      | $4693.20       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449556                      | CUSIP: 36208FMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        106 | PA      | $110.58        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449560                      | CUSIP: 36208FMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1293.42       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 449889                      | CUSIP: 36208FXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        455 | PA      | $475.43        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450891                      | CUSIP: 36208G2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29238 | PA      | $30560.51      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450367                      | CUSIP: 36208GJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5819 | PA      | $6082.38       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450465                      | CUSIP: 36208GMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        512 | PA      | $535.65        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450623                      | CUSIP: 36208GSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1973 | PA      | $2061.93       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450630                      | CUSIP: 36208GST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2246 | PA      | $2347.41       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 450634                      | CUSIP: 36208GSX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        571 | PA      | $571.72        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451215                      | CUSIP: 36208HGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4093 | PA      | $4277.94       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451253                      | CUSIP: 36208HH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8896 | PA      | $9075.93       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451232                      | CUSIP: 36208HHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        894 | PA      | $911.63        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451437                      | CUSIP: 36208HPW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        740 | PA      | $773.46        | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451467                      | CUSIP: 36208HQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3634 | PA      | $3798.74       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451623                      | CUSIP: 36208HVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11767 | PA      | $12005.21      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451678                      | CUSIP: 36208HXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6974 | PA      | $7114.82       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 451706                      | CUSIP: 36208HYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12011 | PA      | $12553.67      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452764                      | CUSIP: 36208J5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5247 | PA      | $5483.94       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452782                      | CUSIP: 36208J6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2479 | PA      | $2591.13       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452792                      | CUSIP: 36208J7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2083 | PA      | $2092.68       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452286                      | CUSIP: 36208JNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14639 | PA      | $14852.20      | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452349                      | CUSIP: 36208JQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23190 | PA      | $24086.36      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452801                      | CUSIP: 36208KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2767 | PA      | $2891.93       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 452805                      | CUSIP: 36208KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2928 | PA      | $3060.54       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453041                      | CUSIP: 36208KHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12962 | PA      | $13548.27      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453042                      | CUSIP: 36208KHT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7648 | PA      | $7993.97       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453438                      | CUSIP: 36208KV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8485 | PA      | $8656.79       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453441                      | CUSIP: 36208KWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2912 | PA      | $3043.22       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453448                      | CUSIP: 36208KWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6577 | PA      | $6709.91       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453452                      | CUSIP: 36208KWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2419 | PA      | $2467.55       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 453456                      | CUSIP: 36208KWR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8336 | PA      | $8505.09       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454500                      | CUSIP: 36208L3H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7347 | PA      | $7496.28       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454559                      | CUSIP: 36208L5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3286 | PA      | $3352.56       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454560                      | CUSIP: 36208L5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2423 | PA      | $2532.33       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454570                      | CUSIP: 36208L6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2498 | PA      | $2611.47       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454257                      | CUSIP: 36208LTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1021 | PA      | $1067.34       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454374                      | CUSIP: 36208LXB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1246.18       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454385                      | CUSIP: 36208LXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2036 | PA      | $2128.30       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454411                      | CUSIP: 36208LYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2465 | PA      | $2493.65       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454463                      | CUSIP: 36208LZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2990 | PA      | $3124.85       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 454639                      | CUSIP: 36208MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1547 | PA      | $1617.22       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455018                      | CUSIP: 36208MPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        986 | PA      | $1030.35       | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455029                      | CUSIP: 36208MPN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3201 | PA      | $3345.66       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 455951                      | CUSIP: 36208NQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3620 | PA      | $3693.06       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456155                      | CUSIP: 36208NWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        439 | PA      | $439.13        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456182                      | CUSIP: 36208NXK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6676 | PA      | $6977.78       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456262                      | CUSIP: 36208NZ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        974 | PA      | $1017.60       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456249                      | CUSIP: 36208NZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17243 | PA      | $17591.95      | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456623                      | CUSIP: 36208PG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2849 | PA      | $2978.03       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456704                      | CUSIP: 36208PKR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1452 | PA      | $1517.85       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456706                      | CUSIP: 36208PKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2572 | PA      | $2688.44       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456737                      | CUSIP: 36208PLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6673 | PA      | $6710.78       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456740                      | CUSIP: 36208PLV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2513 | PA      | $2527.24       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456779                      | CUSIP: 36208PM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        143 | PA      | $149.16        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456822                      | CUSIP: 36208PPF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4799 | PA      | $5015.66       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456873                      | CUSIP: 36208PQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2571 | PA      | $2687.42       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456884                      | CUSIP: 36208PRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4555 | PA      | $4760.47       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456941                      | CUSIP: 36208PS66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2877 | PA      | $3007.49       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456944                      | CUSIP: 36208PS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         33 | PA      | $34.88         | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456921                      | CUSIP: 36208PSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3604 | PA      | $3766.74       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456970                      | CUSIP: 36208PT32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        438 | PA      | $458.03        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456953                      | CUSIP: 36208PTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1642 | PA      | $1716.64       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 456960                      | CUSIP: 36208PTR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1974 | PA      | $2063.53       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457067                      | CUSIP: 36208PW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16821 | PA      | $17161.93      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457059                      | CUSIP: 36208PWU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10757 | PA      | $10974.85      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457062                      | CUSIP: 36208PWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5939 | PA      | $6058.96       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457097                      | CUSIP: 36208PX29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        602 | PA      | $629.40        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457100                      | CUSIP: 36208PX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3138 | PA      | $3279.55       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457076                      | CUSIP: 36208PXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4764 | PA      | $4979.94       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457089                      | CUSIP: 36208PXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2033 | PA      | $2124.58       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457134                      | CUSIP: 36208PY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        601 | PA      | $613.03        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457135                      | CUSIP: 36208PY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $81.38         | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457105                      | CUSIP: 36208PYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13265 | PA      | $13533.25      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457113                      | CUSIP: 36208PYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18712 | PA      | $19090.82      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457119                      | CUSIP: 36208PYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        483 | PA      | $493.08        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457120                      | CUSIP: 36208PYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1724 | PA      | $1802.01       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457126                      | CUSIP: 36208PYX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1402 | PA      | $1429.99       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457127                      | CUSIP: 36208PYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3669 | PA      | $3834.65       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457150                      | CUSIP: 36208PZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2640 | PA      | $2759.28       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457154                      | CUSIP: 36208PZT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7606 | PA      | $7950.19       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458077                      | CUSIP: 36208Q2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1361 | PA      | $1422.62       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458082                      | CUSIP: 36208Q2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2146 | PA      | $2189.71       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458093                      | CUSIP: 36208Q3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1483 | PA      | $1513.36       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458173                      | CUSIP: 36208Q6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        360 | PA      | $376.06        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457421                      | CUSIP: 36208QD29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4426 | PA      | $4626.02       | 0.00%             | 2027-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457555                      | CUSIP: 36208QH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        804 | PA      | $840.72        | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457724                      | CUSIP: 36208QPH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1602 | PA      | $1674.14       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457733                      | CUSIP: 36208QPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        696 | PA      | $727.66        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457778                      | CUSIP: 36208QQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         92 | PA      | $96.59         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457808                      | CUSIP: 36208QR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1243 | PA      | $1298.98       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457791                      | CUSIP: 36208QRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        325 | PA      | $331.49        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457800                      | CUSIP: 36208QRV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4496 | PA      | $4699.32       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457842                      | CUSIP: 36208QS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5586 | PA      | $5838.93       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457844                      | CUSIP: 36208QS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        907 | PA      | $947.64        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457815                      | CUSIP: 36208QSC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        735 | PA      | $768.05        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457816                      | CUSIP: 36208QSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1257 | PA      | $1313.75       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457818                      | CUSIP: 36208QSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2784 | PA      | $2910.30       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457822                      | CUSIP: 36208QSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4234 | PA      | $4425.48       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457825                      | CUSIP: 36208QSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2015 | PA      | $2106.52       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457871                      | CUSIP: 36208QT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3287 | PA      | $3435.74       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457872                      | CUSIP: 36208QT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13688 | PA      | $13964.90      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457847                      | CUSIP: 36208QTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1169 | PA      | $1222.08       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457849                      | CUSIP: 36208QTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        556 | PA      | $580.68        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457858                      | CUSIP: 36208QTP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7306 | PA      | $7453.53       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457862                      | CUSIP: 36208QTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3956 | PA      | $4036.11       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457912                      | CUSIP: 36208QVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1866 | PA      | $1903.68       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457914                      | CUSIP: 36208QVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $74.67         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457924                      | CUSIP: 36208QVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3405 | PA      | $3474.24       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457926                      | CUSIP: 36208QVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4822 | PA      | $4919.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457927                      | CUSIP: 36208QVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        603 | PA      | $630.47        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457929                      | CUSIP: 36208QVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1270 | PA      | $1295.41       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457930                      | CUSIP: 36208QVX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2721 | PA      | $2775.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457972                      | CUSIP: 36208QW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        105 | PA      | $104.63        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457941                      | CUSIP: 36208QWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8651 | PA      | $8825.96       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457942                      | CUSIP: 36208QWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6799 | PA      | $6936.43       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457957                      | CUSIP: 36208QWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2791 | PA      | $2847.19       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457980                      | CUSIP: 36208QXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1429 | PA      | $1493.76       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 457994                      | CUSIP: 36208QXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3333 | PA      | $3483.86       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458035                      | CUSIP: 36208QY83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        239 | PA      | $244.04        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458036                      | CUSIP: 36208QY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        555 | PA      | $565.75        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458022                      | CUSIP: 36208QYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        692 | PA      | $706.01        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458023                      | CUSIP: 36208QYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3209 | PA      | $3274.21       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458024                      | CUSIP: 36208QYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2409 | PA      | $2457.88       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458062                      | CUSIP: 36208QZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5972 | PA      | $6092.49       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458068                      | CUSIP: 36208QZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6831 | PA      | $6969.40       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458037                      | CUSIP: 36208QZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2272 | PA      | $2318.01       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458047                      | CUSIP: 36208QZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4790 | PA      | $4887.40       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458974                      | CUSIP: 36208R2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2480 | PA      | $2529.85       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458977                      | CUSIP: 36208R2J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6424 | PA      | $6553.75       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458983                      | CUSIP: 36208R2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1330 | PA      | $1356.67       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459004                      | CUSIP: 36208R3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1437 | PA      | $1501.63       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459007                      | CUSIP: 36208R3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4032 | PA      | $4113.78       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459014                      | CUSIP: 36208R3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10887 | PA      | $11107.94      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459022                      | CUSIP: 36208R4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3051 | PA      | $3189.08       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458265                      | CUSIP: 36208RCA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6211 | PA      | $6336.98       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458321                      | CUSIP: 36208RD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2589 | PA      | $2706.50       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458323                      | CUSIP: 36208RD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4982 | PA      | $5206.93       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458299                      | CUSIP: 36208RDC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        456 | PA      | $456.23        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458336                      | CUSIP: 36208REH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1791 | PA      | $1871.97       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458382                      | CUSIP: 36208RFX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         95 | PA      | $95.70         | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458383                      | CUSIP: 36208RFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3011 | PA      | $3147.00       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458485                      | CUSIP: 36208RJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13844 | PA      | $14470.47      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458620                      | CUSIP: 36208RPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        106 | PA      | $110.45        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458832                      | CUSIP: 36208RVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $656.39        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458871                      | CUSIP: 36208RW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5431 | PA      | $5676.90       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458898                      | CUSIP: 36208RX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3033 | PA      | $3170.53       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458878                      | CUSIP: 36208RXF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         77 | PA      | $77.27         | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458930                      | CUSIP: 36208RY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8143 | PA      | $8307.49       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458931                      | CUSIP: 36208RY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4148 | PA      | $4335.90       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458916                      | CUSIP: 36208RYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        847 | PA      | $885.24        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458920                      | CUSIP: 36208RYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1999 | PA      | $2089.09       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 458938                      | CUSIP: 36208RZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6826 | PA      | $6964.25       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459207                      | CUSIP: 36208SDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $69.41         | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459346                      | CUSIP: 36208SHX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1892 | PA      | $1977.33       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459768                      | CUSIP: 36208SW57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2145 | PA      | $2188.41       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 459802                      | CUSIP: 36208SX72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3562 | PA      | $3723.11       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460780                      | CUSIP: 36208T2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3162 | PA      | $3226.43       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460783                      | CUSIP: 36208T2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1688 | PA      | $1763.99       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460807                      | CUSIP: 36208T3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        393 | PA      | $410.70        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460827                      | CUSIP: 36208T4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        386 | PA      | $402.95        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460833                      | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2729 | PA      | $2852.75       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460856                      | CUSIP: 36208T5R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1764 | PA      | $1843.74       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460872                      | CUSIP: 36208T6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4661 | PA      | $4872.07       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460210                      | CUSIP: 36208TGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2872 | PA      | $3002.28       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460317                      | CUSIP: 36208TK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5908 | PA      | $6174.88       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460293                      | CUSIP: 36208TKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1140 | PA      | $1191.37       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460323                      | CUSIP: 36208TLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1865 | PA      | $1877.13       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460508                      | CUSIP: 36208TR51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1834 | PA      | $1870.76       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460484                      | CUSIP: 36208TRD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4817 | PA      | $5034.54       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460545                      | CUSIP: 36208TTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2919 | PA      | $3050.94       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460596                      | CUSIP: 36208TUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6305 | PA      | $6590.61       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460669                      | CUSIP: 36208TW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        871 | PA      | $910.68        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460689                      | CUSIP: 36208TXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1220 | PA      | $1226.06       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460719                      | CUSIP: 36208TYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1295 | PA      | $1300.46       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460726                      | CUSIP: 36208TYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1206 | PA      | $1260.41       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460727                      | CUSIP: 36208TYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4084 | PA      | $4166.87       | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460761                      | CUSIP: 36208TZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        724 | PA      | $728.41        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460754                      | CUSIP: 36208TZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $24.85         | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460759                      | CUSIP: 36208TZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1031 | PA      | $1077.26       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461680                      | CUSIP: 36208U2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        574 | PA      | $585.17        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460913                      | CUSIP: 36208UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3996 | PA      | $4176.64       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 460915                      | CUSIP: 36208UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1518 | PA      | $1587.16       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461073                      | CUSIP: 36208UFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2114 | PA      | $2113.60       | 0.00%             | 2027-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461213                      | CUSIP: 36208UK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3725 | PA      | $3893.53       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461206                      | CUSIP: 36208UKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        924 | PA      | $966.17        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461398                      | CUSIP: 36208URT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2717 | PA      | $2839.77       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461414                      | CUSIP: 36208USB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2107 | PA      | $2201.94       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461508                      | CUSIP: 36208UU96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2741 | PA      | $2865.35       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461510                      | CUSIP: 36208UVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        186 | PA      | $194.91        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461576                      | CUSIP: 36208UXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2003 | PA      | $2093.73       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461592                      | CUSIP: 36208UXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        124 | PA      | $129.28        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461629                      | CUSIP: 36208UY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5862 | PA      | $5980.90       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462598                      | CUSIP: 36208V3F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2293 | PA      | $2339.77       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462599                      | CUSIP: 36208V3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2036 | PA      | $2128.07       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462622                      | CUSIP: 36208V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2063 | PA      | $2155.87       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462624                      | CUSIP: 36208V4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20162 | PA      | $20570.67      | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462626                      | CUSIP: 36208V4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        496 | PA      | $518.40        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462641                      | CUSIP: 36208V5A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18401 | PA      | $18773.97      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462642                      | CUSIP: 36208V5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2134 | PA      | $2230.48       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462667                      | CUSIP: 36208V6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2656 | PA      | $2709.32       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462674                      | CUSIP: 36208V6K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6337 | PA      | $6623.41       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462682                      | CUSIP: 36208V6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1550 | PA      | $1620.03       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462683                      | CUSIP: 36208V6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3407 | PA      | $3560.54       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 461801                      | CUSIP: 36208VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1713 | PA      | $1790.02       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462086                      | CUSIP: 36208VJ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4879 | PA      | $5100.08       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462074                      | CUSIP: 36208VJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10577 | PA      | $11055.10      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462113                      | CUSIP: 36208VK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        418 | PA      | $436.86        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462127                      | CUSIP: 36208VLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        389 | PA      | $406.34        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462172                      | CUSIP: 36208VMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6786 | PA      | $7092.56       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462213                      | CUSIP: 36208VN68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3338 | PA      | $3489.45       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462186                      | CUSIP: 36208VNB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5691 | PA      | $5806.10       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462198                      | CUSIP: 36208VNP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2499 | PA      | $2611.91       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462244                      | CUSIP: 36208VP58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9823 | PA      | $10022.02      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462245                      | CUSIP: 36208VP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4039 | PA      | $4221.87       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462256                      | CUSIP: 36208VQH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        157 | PA      | $160.53        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462265                      | CUSIP: 36208VQS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3025 | PA      | $3086.09       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462362                      | CUSIP: 36208VTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2234 | PA      | $2335.01       | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462444                      | CUSIP: 36208VWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2926 | PA      | $3058.47       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462455                      | CUSIP: 36208VWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1376 | PA      | $1438.67       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462480                      | CUSIP: 36208VXH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20054 | PA      | $20960.89      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462563                      | CUSIP: 36208VZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7672 | PA      | $7826.96       | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462542                      | CUSIP: 36208VZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        263 | PA      | $264.97        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462707                      | CUSIP: 36208WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3057 | PA      | $3194.97       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462763                      | CUSIP: 36208WB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $276.62        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462736                      | CUSIP: 36208WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $670.25        | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462737                      | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2234 | PA      | $2334.60       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462743                      | CUSIP: 36208WBL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3815 | PA      | $3987.01       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462801                      | CUSIP: 36208WDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2391 | PA      | $2499.26       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462818                      | CUSIP: 36208WDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2013 | PA      | $2103.90       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462820                      | CUSIP: 36208WDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2150 | PA      | $2193.53       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462838                      | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        150 | PA      | $156.46        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462843                      | CUSIP: 36208WEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        740 | PA      | $773.39        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462918                      | CUSIP: 36208WG31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1109 | PA      | $1116.95       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462920                      | CUSIP: 36208WG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        154 | PA      | $160.91        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462907                      | CUSIP: 36208WGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2350 | PA      | $2456.21       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462925                      | CUSIP: 36208WHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        286 | PA      | $299.17        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462928                      | CUSIP: 36208WHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        885 | PA      | $925.07        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462929                      | CUSIP: 36208WHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10153 | PA      | $10612.53      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 462933                      | CUSIP: 36208WHJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1957 | PA      | $2045.74       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464378                      | CUSIP: 36208X2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10310 | PA      | $10519.14      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464410                      | CUSIP: 36208X3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4204 | PA      | $4288.96       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464419                      | CUSIP: 36208X4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2363 | PA      | $2411.04       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464423                      | CUSIP: 36208X4G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5655 | PA      | $5910.67       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464432                      | CUSIP: 36208X4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10233 | PA      | $10695.43      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464444                      | CUSIP: 36208X5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6029 | PA      | $6151.12       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464451                      | CUSIP: 36208X5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10347 | PA      | $10556.25      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464457                      | CUSIP: 36208X5S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         56 | PA      | $58.68         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464463                      | CUSIP: 36208X5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        394 | PA      | $401.55        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464480                      | CUSIP: 36208X6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3080 | PA      | $3218.96       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464488                      | CUSIP: 36208X6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3420 | PA      | $3489.45       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463729                      | CUSIP: 36208XEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4397 | PA      | $4595.71       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463732                      | CUSIP: 36208XED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7877 | PA      | $8036.47       | 0.00%             | 2028-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463821                      | CUSIP: 36208XG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2931 | PA      | $3063.11       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463867                      | CUSIP: 36208XJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8878 | PA      | $9057.87       | 0.00%             | 2028-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463868                      | CUSIP: 36208XJM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5519 | PA      | $5768.37       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463880                      | CUSIP: 36208XJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        206 | PA      | $214.85        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463898                      | CUSIP: 36208XKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        339 | PA      | $353.95        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 463975                      | CUSIP: 36208XMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3453 | PA      | $3522.78       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464089                      | CUSIP: 36208XRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         71 | PA      | $72.64         | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464127                      | CUSIP: 36208XSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        403 | PA      | $421.53        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464196                      | CUSIP: 36208XUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1712 | PA      | $1789.31       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464200                      | CUSIP: 36208XUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        487 | PA      | $508.78        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464215                      | CUSIP: 36208XVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        608 | PA      | $635.78        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464262                      | CUSIP: 36208XWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4023 | PA      | $4205.03       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464303                      | CUSIP: 36208XX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5999 | PA      | $6120.34       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464283                      | CUSIP: 36208XXL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13091 | PA      | $13355.82      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464332                      | CUSIP: 36208XY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2015 | PA      | $2106.09       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464315                      | CUSIP: 36208XYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2748 | PA      | $2803.15       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464318                      | CUSIP: 36208XYP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        404 | PA      | $421.79        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464323                      | CUSIP: 36208XYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        937 | PA      | $979.27        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464364                      | CUSIP: 36208XZ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        346 | PA      | $352.64        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464353                      | CUSIP: 36208XZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3065 | PA      | $3203.43       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464360                      | CUSIP: 36208XZZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         48 | PA      | $48.23         | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465311                      | CUSIP: 36208Y3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2164 | PA      | $2261.54       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465360                      | CUSIP: 36208Y5V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3073 | PA      | $3212.05       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465362                      | CUSIP: 36208Y5X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         66 | PA      | $68.69         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465366                      | CUSIP: 36208Y6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4310 | PA      | $4505.24       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465373                      | CUSIP: 36208Y6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1182 | PA      | $1206.07       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464501                      | CUSIP: 36208YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2712 | PA      | $2834.58       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464519                      | CUSIP: 36208YAU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3425 | PA      | $3494.31       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464538                      | CUSIP: 36208YBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1189 | PA      | $1213.18       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464593                      | CUSIP: 36208YC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2470 | PA      | $2519.70       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464613                      | CUSIP: 36208YDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3257 | PA      | $3404.37       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464617                      | CUSIP: 36208YDW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3410 | PA      | $3479.28       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464633                      | CUSIP: 36208YEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        306 | PA      | $319.82        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464646                      | CUSIP: 36208YET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1159 | PA      | $1182.15       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464686                      | CUSIP: 36208YF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         24 | PA      | $25.17         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464752                      | CUSIP: 36208YH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4789 | PA      | $5005.60       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464754                      | CUSIP: 36208YH77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1629 | PA      | $1703.10       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464755                      | CUSIP: 36208YH85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2144 | PA      | $2240.58       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464756                      | CUSIP: 36208YH93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2752 | PA      | $2876.41       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464819                      | CUSIP: 36208YK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2120 | PA      | $2216.26       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464851                      | CUSIP: 36208YL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1499 | PA      | $1529.15       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464826                      | CUSIP: 36208YLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6130 | PA      | $6253.87       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464827                      | CUSIP: 36208YLG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        391 | PA      | $408.28        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464833                      | CUSIP: 36208YLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        135 | PA      | $141.30        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464834                      | CUSIP: 36208YLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1949 | PA      | $2036.64       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464835                      | CUSIP: 36208YLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3819 | PA      | $3991.80       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 464893                      | CUSIP: 36208YNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5842 | PA      | $6106.36       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465233                      | CUSIP: 36208YY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2744 | PA      | $2799.48       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465221                      | CUSIP: 36208YYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1024 | PA      | $1070.21       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465223                      | CUSIP: 36208YYU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1192 | PA      | $1245.64       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465241                      | CUSIP: 36208YZE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3593 | PA      | $3666.12       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465527                      | CUSIP: 36209AD80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         23 | PA      | $23.60         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465528                      | CUSIP: 36209AD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2331 | PA      | $2377.75       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465555                      | CUSIP: 36209AE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1659 | PA      | $1692.30       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465556                      | CUSIP: 36209AE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        762 | PA      | $777.71        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465559                      | CUSIP: 36209AE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        427 | PA      | $446.03        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465529                      | CUSIP: 36209AEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        211 | PA      | $220.25        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465538                      | CUSIP: 36209AEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1167 | PA      | $1219.62       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465540                      | CUSIP: 36209AEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $132.12        | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465541                      | CUSIP: 36209AEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3393 | PA      | $3462.14       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465542                      | CUSIP: 36209AEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2138 | PA      | $2235.09       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465549                      | CUSIP: 36209AEW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1056 | PA      | $1103.63       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465551                      | CUSIP: 36209AEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2821 | PA      | $2948.37       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465573                      | CUSIP: 36209AFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11775 | PA      | $12013.99      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465574                      | CUSIP: 36209AFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3716 | PA      | $3884.08       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465577                      | CUSIP: 36209AFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2685 | PA      | $2739.54       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465579                      | CUSIP: 36209AFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8443 | PA      | $8613.62       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465664                      | CUSIP: 36209AJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3960 | PA      | $4139.28       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465703                      | CUSIP: 36209AKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        246 | PA      | $251.14        | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465791                      | CUSIP: 36209ANG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4950 | PA      | $5173.71       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465825                      | CUSIP: 36209APJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1094 | PA      | $1101.97       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465826                      | CUSIP: 36209APK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2218 | PA      | $2318.71       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465975                      | CUSIP: 36209AT83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        388 | PA      | $405.14        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465948                      | CUSIP: 36209ATD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4793 | PA      | $5010.23       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465963                      | CUSIP: 36209ATU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         82 | PA      | $82.77         | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466004                      | CUSIP: 36209AU57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1498 | PA      | $1566.05       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465983                      | CUSIP: 36209AUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1310 | PA      | $1369.35       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465984                      | CUSIP: 36209AUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        552 | PA      | $577.35        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465991                      | CUSIP: 36209AUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1573 | PA      | $1644.33       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 465996                      | CUSIP: 36209AUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        216 | PA      | $225.29        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466069                      | CUSIP: 36209AW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2075 | PA      | $2168.39       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466051                      | CUSIP: 36209AWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        212 | PA      | $212.05        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466057                      | CUSIP: 36209AWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5324 | PA      | $5564.35       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466061                      | CUSIP: 36209AWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3623 | PA      | $3786.61       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466091                      | CUSIP: 36209AXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3161 | PA      | $3304.18       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466109                      | CUSIP: 36209AYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1556 | PA      | $1625.95       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466123                      | CUSIP: 36209AYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1041 | PA      | $1088.16       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466125                      | CUSIP: 36209AYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7371 | PA      | $7520.48       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467113                      | CUSIP: 36209B3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2158 | PA      | $2166.63       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467148                      | CUSIP: 36209B5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3153 | PA      | $3295.53       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466395                      | CUSIP: 36209BC89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1997 | PA      | $2037.52       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466422                      | CUSIP: 36209BD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1268 | PA      | $1293.88       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466423                      | CUSIP: 36209BD47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        507 | PA      | $530.16        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466453                      | CUSIP: 36209BE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        372 | PA      | $379.63        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466454                      | CUSIP: 36209BE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        421 | PA      | $440.35        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466460                      | CUSIP: 36209BE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1773 | PA      | $1809.23       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466439                      | CUSIP: 36209BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7034 | PA      | $7176.58       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466440                      | CUSIP: 36209BEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2545 | PA      | $2659.62       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466461                      | CUSIP: 36209BFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3563 | PA      | $3724.19       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466471                      | CUSIP: 36209BFL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2029 | PA      | $2069.62       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466472                      | CUSIP: 36209BFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        131 | PA      | $131.61        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466552                      | CUSIP: 36209BH50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11561 | PA      | $11794.75      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466530                      | CUSIP: 36209BHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4515 | PA      | $4606.14       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466533                      | CUSIP: 36209BHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1188 | PA      | $1242.23       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466542                      | CUSIP: 36209BHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $488.18        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466566                      | CUSIP: 36209BJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3144 | PA      | $3285.68       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466689                      | CUSIP: 36209BNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         88 | PA      | $92.40         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466739                      | CUSIP: 36209BPY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2767 | PA      | $2892.54       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466750                      | CUSIP: 36209BQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1741 | PA      | $1776.70       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466753                      | CUSIP: 36209BQE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15479 | PA      | $16178.84      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466833                      | CUSIP: 36209BSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        644 | PA      | $673.51        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 466949                      | CUSIP: 36209BWJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        966 | PA      | $969.37        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467003                      | CUSIP: 36209BX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        424 | PA      | $443.10        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467013                      | CUSIP: 36209BYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        215 | PA      | $224.47        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467038                      | CUSIP: 36209BZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2733 | PA      | $2856.58       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467055                      | CUSIP: 36209BZU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1663 | PA      | $1738.40       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467993                      | CUSIP: 36209C3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        830 | PA      | $868.03        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467994                      | CUSIP: 36209C3B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10393 | PA      | $10603.08      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468044                      | CUSIP: 36209C5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        758 | PA      | $792.12        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468073                      | CUSIP: 36209C6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         31 | PA      | $32.89         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468083                      | CUSIP: 36209C6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2547 | PA      | $2662.20       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468094                      | CUSIP: 36209C7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2830 | PA      | $2957.99       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467295                      | CUSIP: 36209CC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10663 | PA      | $10879.31      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467279                      | CUSIP: 36209CCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        699 | PA      | $702.94        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467316                      | CUSIP: 36209CDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2479 | PA      | $2590.86       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467342                      | CUSIP: 36209CEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16614 | PA      | $16950.16      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467451                      | CUSIP: 36209CH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $46.73         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467455                      | CUSIP: 36209CH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9905 | PA      | $10105.22      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467470                      | CUSIP: 36209CJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3031 | PA      | $3092.88       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467589                      | CUSIP: 36209CNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2981 | PA      | $3115.43       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467628                      | CUSIP: 36209CPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3493 | PA      | $3650.81       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467664                      | CUSIP: 36209CQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2415 | PA      | $2523.97       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467666                      | CUSIP: 36209CQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1451 | PA      | $1517.12       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467705                      | CUSIP: 36209CR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $125.84        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467783                      | CUSIP: 36209CUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2874 | PA      | $3004.31       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467796                      | CUSIP: 36209CUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $81.52         | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467889                      | CUSIP: 36209CXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3338 | PA      | $3489.17       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 467932                      | CUSIP: 36209CY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1256 | PA      | $1313.16       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468971                      | CUSIP: 36209D6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5193 | PA      | $5428.30       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468986                      | CUSIP: 36209D6X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        259 | PA      | $258.91        | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468128                      | CUSIP: 36209DA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        675 | PA      | $705.54        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468157                      | CUSIP: 36209DB29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3901 | PA      | $4077.14       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468164                      | CUSIP: 36209DB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4049 | PA      | $4231.81       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468151                      | CUSIP: 36209DBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $114.10        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468154                      | CUSIP: 36209DBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        913 | PA      | $954.33        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468155                      | CUSIP: 36209DBY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17876 | PA      | $18684.56      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468156                      | CUSIP: 36209DBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2814 | PA      | $2941.01       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468172                      | CUSIP: 36209DCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1186 | PA      | $1239.27       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468223                      | CUSIP: 36209DD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        490 | PA      | $512.28        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468260                      | CUSIP: 36209DE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        979 | PA      | $1023.64       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468350                      | CUSIP: 36209DH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22782 | PA      | $23243.42      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468334                      | CUSIP: 36209DHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2222 | PA      | $2322.80       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468360                      | CUSIP: 36209DJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5386 | PA      | $5629.07       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468367                      | CUSIP: 36209DJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1621 | PA      | $1654.30       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468588                      | CUSIP: 36209DRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2740 | PA      | $2864.12       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468705                      | CUSIP: 36209DU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2573 | PA      | $2688.85       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468733                      | CUSIP: 36209DV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3080 | PA      | $3219.79       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 468722                      | CUSIP: 36209DVP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3493 | PA      | $3651.02       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469779                      | CUSIP: 36209E2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        237 | PA      | $241.87        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469781                      | CUSIP: 36209E2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         27 | PA      | $27.16         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469786                      | CUSIP: 36209E2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2483 | PA      | $2594.97       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469788                      | CUSIP: 36209E2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2510 | PA      | $2623.14       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469789                      | CUSIP: 36209E2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2814 | PA      | $2941.29       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469790                      | CUSIP: 36209E2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         64 | PA      | $66.90         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469865                      | CUSIP: 36209E6A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1004 | PA      | $1024.30       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469875                      | CUSIP: 36209E6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1361 | PA      | $1388.83       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469879                      | CUSIP: 36209E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1167 | PA      | $1220.20       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469883                      | CUSIP: 36209E6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2989 | PA      | $3124.67       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469027                      | CUSIP: 36209EA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6861 | PA      | $7000.20       | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469084                      | CUSIP: 36209ECV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        345 | PA      | $360.90        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469128                      | CUSIP: 36209ED90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        552 | PA      | $554.64        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469115                      | CUSIP: 36209EDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        396 | PA      | $413.55        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469131                      | CUSIP: 36209EEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16893 | PA      | $17656.82      | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469162                      | CUSIP: 36209EFB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2257 | PA      | $2268.25       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469204                      | CUSIP: 36209EGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        919 | PA      | $960.63        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469228                      | CUSIP: 36209EHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9152 | PA      | $9565.94       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469410                      | CUSIP: 36209EN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        988 | PA      | $1033.18       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469389                      | CUSIP: 36209ENE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4407 | PA      | $4606.41       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469391                      | CUSIP: 36209ENG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        435 | PA      | $454.28        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469458                      | CUSIP: 36209EQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        854 | PA      | $860.10        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469543                      | CUSIP: 36209ES86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10617 | PA      | $11097.07      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469610                      | CUSIP: 36209EVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        477 | PA      | $478.14        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469613                      | CUSIP: 36209EVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4396 | PA      | $4594.54       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469614                      | CUSIP: 36209EVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6099 | PA      | $6374.74       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469698                      | CUSIP: 36209EX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12182 | PA      | $12428.80      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469687                      | CUSIP: 36209EXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2061 | PA      | $2102.70       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469688                      | CUSIP: 36209EXR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2084 | PA      | $2126.39       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469689                      | CUSIP: 36209EXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         80 | PA      | $81.79         | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469690                      | CUSIP: 36209EXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4856 | PA      | $4954.71       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469691                      | CUSIP: 36209EXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1454 | PA      | $1519.30       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469693                      | CUSIP: 36209EXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        874 | PA      | $913.53        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469706                      | CUSIP: 36209EYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6094 | PA      | $6217.86       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470761                      | CUSIP: 36209F5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        277 | PA      | $282.86        | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470769                      | CUSIP: 36209F6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1301 | PA      | $1359.75       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469903                      | CUSIP: 36209FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        513 | PA      | $515.29        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469905                      | CUSIP: 36209FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        847 | PA      | $885.48        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469921                      | CUSIP: 36209FAW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2639 | PA      | $2692.63       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469991                      | CUSIP: 36209FC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $64.27         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469987                      | CUSIP: 36209FCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8752 | PA      | $8928.82       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469988                      | CUSIP: 36209FCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1331 | PA      | $1357.67       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 469999                      | CUSIP: 36209FDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        753 | PA      | $787.31        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470008                      | CUSIP: 36209FDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        943 | PA      | $985.64        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470055                      | CUSIP: 36209FE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        301 | PA      | $300.63        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470108                      | CUSIP: 36209FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12701 | PA      | $12958.64      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470109                      | CUSIP: 36209FGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        820 | PA      | $836.23        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470112                      | CUSIP: 36209FGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3884 | PA      | $3962.57       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470116                      | CUSIP: 36209FGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7963 | PA      | $8124.20       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470131                      | CUSIP: 36209FHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        842 | PA      | $845.75        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470132                      | CUSIP: 36209FHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        632 | PA      | $660.85        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470139                      | CUSIP: 36209FHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2931 | PA      | $3063.10       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470221                      | CUSIP: 36209FLA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        275 | PA      | $287.32        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470270                      | CUSIP: 36209FMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        156 | PA      | $159.61        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470293                      | CUSIP: 36209FNJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1294 | PA      | $1352.25       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470299                      | CUSIP: 36209FNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1190 | PA      | $1243.58       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470471                      | CUSIP: 36209FT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1076 | PA      | $1124.67       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470473                      | CUSIP: 36209FT66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $159.71        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470474                      | CUSIP: 36209FT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        718 | PA      | $750.48        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470460                      | CUSIP: 36209FTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     424060 | PA      | $409636.33     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470461                      | CUSIP: 36209FTS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273934 | PA      | $271555.89     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470462                      | CUSIP: 36209FTT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1120 | PA      | $1143.41       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470479                      | CUSIP: 36209FUC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        365 | PA      | $381.82        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470486                      | CUSIP: 36209FUK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        874 | PA      | $913.05        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470629                      | CUSIP: 36209FY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3679 | PA      | $3845.65       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470617                      | CUSIP: 36209FYN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        995 | PA      | $1039.91       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471590                      | CUSIP: 36209G2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4767 | PA      | $4863.57       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471592                      | CUSIP: 36209G2Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3574 | PA      | $3591.99       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471614                      | CUSIP: 36209G3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2380 | PA      | $2427.92       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471615                      | CUSIP: 36209G3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4539 | PA      | $4744.73       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471617                      | CUSIP: 36209G4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1171 | PA      | $1224.18       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471627                      | CUSIP: 36209G4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        788 | PA      | $823.44        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471628                      | CUSIP: 36209G4M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1518 | PA      | $1586.85       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471630                      | CUSIP: 36209G4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6028 | PA      | $6149.72       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471631                      | CUSIP: 36209G4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6857 | PA      | $6995.91       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471653                      | CUSIP: 36209G5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6262 | PA      | $6388.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471661                      | CUSIP: 36209G5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6745 | PA      | $7050.52       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471670                      | CUSIP: 36209G6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1367 | PA      | $1429.04       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471671                      | CUSIP: 36209G6G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1991 | PA      | $2080.82       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471674                      | CUSIP: 36209G6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        384 | PA      | $384.67        | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471690                      | CUSIP: 36209G7B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        389 | PA      | $406.71        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471700                      | CUSIP: 36209G7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3284 | PA      | $3432.45       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470924                      | CUSIP: 36209GD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2759 | PA      | $2883.84       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470903                      | CUSIP: 36209GDG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        648 | PA      | $677.76        | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 470973                      | CUSIP: 36209GFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25477 | PA      | $26629.58      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471124                      | CUSIP: 36209GLD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2101 | PA      | $2144.02       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471183                      | CUSIP: 36209GM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3360 | PA      | $3511.88       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471184                      | CUSIP: 36209GM95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1828 | PA      | $1910.49       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471213                      | CUSIP: 36209GN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1226 | PA      | $1230.13       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471242                      | CUSIP: 36209GP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2927 | PA      | $3058.92       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471312                      | CUSIP: 36209GR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6149 | PA      | $6355.86       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471297                      | CUSIP: 36209GRS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3571 | PA      | $3732.00       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471343                      | CUSIP: 36209GS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35320 | PA      | $36415.77      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471350                      | CUSIP: 36209GTF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5984 | PA      | $6183.09       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471377                      | CUSIP: 36209GUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3157 | PA      | $3194.79       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471563                      | CUSIP: 36209GZ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1281 | PA      | $1338.90       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471568                      | CUSIP: 36209GZ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        348 | PA      | $363.52        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472490                      | CUSIP: 36209H2X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2373 | PA      | $2421.17       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472532                      | CUSIP: 36209H4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7884 | PA      | $8240.22       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471705                      | CUSIP: 36209HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        557 | PA      | $581.71        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471739                      | CUSIP: 36209HBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7622 | PA      | $7966.52       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471809                      | CUSIP: 36209HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1939 | PA      | $2027.19       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471816                      | CUSIP: 36209HDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2998 | PA      | $3133.15       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471855                      | CUSIP: 36209HE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6664 | PA      | $6965.46       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471856                      | CUSIP: 36209HE50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2844 | PA      | $2972.32       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471847                      | CUSIP: 36209HEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5384 | PA      | $5627.61       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471863                      | CUSIP: 36209HFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1464 | PA      | $1529.99       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471895                      | CUSIP: 36209HGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        271 | PA      | $283.69        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471915                      | CUSIP: 36209HGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3256 | PA      | $3403.50       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471951                      | CUSIP: 36209HH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        979 | PA      | $998.82        | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471960                      | CUSIP: 36209HJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3210 | PA      | $3355.39       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 471990                      | CUSIP: 36209HKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        401 | PA      | $419.06        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472005                      | CUSIP: 36209HKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1402 | PA      | $1430.77       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472028                      | CUSIP: 36209HLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2790 | PA      | $2916.60       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472038                      | CUSIP: 36209HLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5103 | PA      | $5333.60       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472053                      | CUSIP: 36209HMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         46 | PA      | $45.98         | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472443                      | CUSIP: 36209HZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8547 | PA      | $8720.07       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472448                      | CUSIP: 36209HZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8208 | PA      | $8374.08       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472454                      | CUSIP: 36209HZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        201 | PA      | $204.91        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473451                      | CUSIP: 36209J5L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5878 | PA      | $6143.41       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473458                      | CUSIP: 36209J5T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5421 | PA      | $5666.16       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473459                      | CUSIP: 36209J5U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3257 | PA      | $3404.45       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473469                      | CUSIP: 36209J6E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2388 | PA      | $2495.81       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473483                      | CUSIP: 36209J6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2846 | PA      | $2975.08       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473492                      | CUSIP: 36209J7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2569 | PA      | $2685.14       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472622                      | CUSIP: 36209JAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        474 | PA      | $495.63        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472715                      | CUSIP: 36209JDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2654 | PA      | $2708.01       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472926                      | CUSIP: 36209JLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1501 | PA      | $1569.29       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472978                      | CUSIP: 36209JM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1851 | PA      | $1934.77       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472957                      | CUSIP: 36209JME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1447 | PA      | $1512.83       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472965                      | CUSIP: 36209JMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        375 | PA      | $382.79        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472966                      | CUSIP: 36209JMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1821 | PA      | $1903.02       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 472969                      | CUSIP: 36209JMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2857 | PA      | $2985.91       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473000                      | CUSIP: 36209JNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        584 | PA      | $609.98        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473045                      | CUSIP: 36209JP62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1933 | PA      | $2020.24       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473048                      | CUSIP: 36209JP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5941 | PA      | $6209.46       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473074                      | CUSIP: 36209JQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1154 | PA      | $1206.02       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473076                      | CUSIP: 36209JQ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2008 | PA      | $2048.17       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473067                      | CUSIP: 36209JQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3109 | PA      | $3249.67       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473107                      | CUSIP: 36209JR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2935 | PA      | $3067.39       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473086                      | CUSIP: 36209JRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3056 | PA      | $3117.77       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473088                      | CUSIP: 36209JRH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3317 | PA      | $3384.36       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473093                      | CUSIP: 36209JRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        174 | PA      | $182.27        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473140                      | CUSIP: 36209JS51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12322 | PA      | $12571.12      | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473113                      | CUSIP: 36209JSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1014 | PA      | $1059.40       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473120                      | CUSIP: 36209JSH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        981 | PA      | $1025.67       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473129                      | CUSIP: 36209JSS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3486 | PA      | $3644.09       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473134                      | CUSIP: 36209JSX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1112 | PA      | $1162.77       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473174                      | CUSIP: 36209JT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        482 | PA      | $485.25        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473156                      | CUSIP: 36209JTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        687 | PA      | $689.49        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473184                      | CUSIP: 36209JUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        270 | PA      | $275.20        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473188                      | CUSIP: 36209JUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5473 | PA      | $5583.81       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473254                      | CUSIP: 36209JWP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7574 | PA      | $7916.00       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474385                      | CUSIP: 36209K6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1476 | PA      | $1542.80       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473519                      | CUSIP: 36209KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1912 | PA      | $1998.97       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473557                      | CUSIP: 36209KB23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1861 | PA      | $1945.02       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473533                      | CUSIP: 36209KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2470 | PA      | $2581.60       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473538                      | CUSIP: 36209KBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2108 | PA      | $2202.99       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473539                      | CUSIP: 36209KBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3926 | PA      | $4103.77       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473541                      | CUSIP: 36209KBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5078 | PA      | $5307.59       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473590                      | CUSIP: 36209KC30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5509 | PA      | $5758.64       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473573                      | CUSIP: 36209KCJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $623.37        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473597                      | CUSIP: 36209KDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5402 | PA      | $5646.06       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473605                      | CUSIP: 36209KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3922 | PA      | $4099.02       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473610                      | CUSIP: 36209KDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4079 | PA      | $4263.14       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473618                      | CUSIP: 36209KDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        624 | PA      | $652.38        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473620                      | CUSIP: 36209KDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2585 | PA      | $2637.25       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473658                      | CUSIP: 36209KE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3936 | PA      | $4016.09       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473659                      | CUSIP: 36209KE87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1786 | PA      | $1821.88       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473630                      | CUSIP: 36209KEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2743 | PA      | $2798.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473631                      | CUSIP: 36209KEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21277 | PA      | $21707.51      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473632                      | CUSIP: 36209KED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        121 | PA      | $123.70        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473640                      | CUSIP: 36209KEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        939 | PA      | $981.24        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473642                      | CUSIP: 36209KEP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20157 | PA      | $20564.88      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473646                      | CUSIP: 36209KET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2299 | PA      | $2345.38       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473675                      | CUSIP: 36209KFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3901 | PA      | $4077.19       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473723                      | CUSIP: 36209KG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2847 | PA      | $2975.77       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473813                      | CUSIP: 36209KK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        779 | PA      | $794.61        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473817                      | CUSIP: 36209KK64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8736 | PA      | $8912.97       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473805                      | CUSIP: 36209KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2295 | PA      | $2398.85       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473851                      | CUSIP: 36209KL89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12073 | PA      | $12619.05      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473882                      | CUSIP: 36209KM70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2950 | PA      | $3082.96       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 473996                      | CUSIP: 36209KRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        168 | PA      | $175.58        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474047                      | CUSIP: 36209KTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5421 | PA      | $5665.83       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474111                      | CUSIP: 36209KVC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9471 | PA      | $9899.78       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474166                      | CUSIP: 36209KW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20013 | PA      | $20917.86      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474157                      | CUSIP: 36209KWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14445 | PA      | $15098.16      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474160                      | CUSIP: 36209KWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4859 | PA      | $5078.60       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474179                      | CUSIP: 36209KXG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1422 | PA      | $1485.83       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474209                      | CUSIP: 36209KYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        249 | PA      | $260.68        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475201                      | CUSIP: 36209L3J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1055 | PA      | $1102.82       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475207                      | CUSIP: 36209L3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2022 | PA      | $2113.47       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475213                      | CUSIP: 36209L3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        822 | PA      | $823.31        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475214                      | CUSIP: 36209L3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        812 | PA      | $816.39        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475217                      | CUSIP: 36209L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1631 | PA      | $1704.63       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474569                      | CUSIP: 36209LFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11475 | PA      | $11707.22      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474579                      | CUSIP: 36209LFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        953 | PA      | $954.80        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474580                      | CUSIP: 36209LFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1675 | PA      | $1708.80       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474581                      | CUSIP: 36209LFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2962 | PA      | $3096.05       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474656                      | CUSIP: 36209LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5553 | PA      | $5665.90       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474630                      | CUSIP: 36209LHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1133 | PA      | $1184.27       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474632                      | CUSIP: 36209LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2189 | PA      | $2288.17       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474638                      | CUSIP: 36209LHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5647 | PA      | $5901.89       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474642                      | CUSIP: 36209LHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        475 | PA      | $496.12        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474645                      | CUSIP: 36209LHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        548 | PA      | $572.73        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474646                      | CUSIP: 36209LHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1409 | PA      | $1437.68       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474659                      | CUSIP: 36209LJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $598.63        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474663                      | CUSIP: 36209LJG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2322 | PA      | $2369.01       | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474664                      | CUSIP: 36209LJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         95 | PA      | $95.42         | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474670                      | CUSIP: 36209LJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        741 | PA      | $774.04        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474694                      | CUSIP: 36209LKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2553 | PA      | $2604.41       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474700                      | CUSIP: 36209LKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        930 | PA      | $949.07        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474705                      | CUSIP: 36209LKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17227 | PA      | $17575.93      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474706                      | CUSIP: 36209LKT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3227 | PA      | $3373.05       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474712                      | CUSIP: 36209LKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3124 | PA      | $3265.00       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474727                      | CUSIP: 36209LLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3641 | PA      | $3806.05       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474779                      | CUSIP: 36209LM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        427 | PA      | $446.00        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474766                      | CUSIP: 36209LMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4323 | PA      | $4518.18       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474804                      | CUSIP: 36209LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9836 | PA      | $10280.93      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 474821                      | CUSIP: 36209LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9150 | PA      | $9564.25       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475072                      | CUSIP: 36209LW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2225 | PA      | $2325.11       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476103                      | CUSIP: 36209M3L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6805 | PA      | $6943.22       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476106                      | CUSIP: 36209M3P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3198 | PA      | $3342.80       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476107                      | CUSIP: 36209M3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1238 | PA      | $1293.90       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476113                      | CUSIP: 36209M3W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2992 | PA      | $3127.49       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476114                      | CUSIP: 36209M3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3320 | PA      | $3469.94       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476116                      | CUSIP: 36209M3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6009 | PA      | $6280.87       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476173                      | CUSIP: 36209M6J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2348 | PA      | $2453.80       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475332                      | CUSIP: 36209MA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203029 | PA      | $194455.02     | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475339                      | CUSIP: 36209MBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129386 | PA      | $124044.87     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 475345                      | CUSIP: 36209MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39644 | PA      | $37977.13      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475371                      | CUSIP: 36209MCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2923 | PA      | $3055.30       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475374                      | CUSIP: 36209MCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15215 | PA      | $15523.48      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475401                      | CUSIP: 36209MDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        713 | PA      | $744.89        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475404                      | CUSIP: 36209MDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5328 | PA      | $5568.67       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475496                      | CUSIP: 36209MGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        462 | PA      | $482.63        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475501                      | CUSIP: 36209MGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1604 | PA      | $1676.66       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475502                      | CUSIP: 36209MGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $690.35        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475551                      | CUSIP: 36209MH49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1461 | PA      | $1526.89       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475562                      | CUSIP: 36209MJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1866 | PA      | $1950.11       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475614                      | CUSIP: 36209MK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        842 | PA      | $880.01        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475651                      | CUSIP: 36209ML85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         18 | PA      | $18.47         | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475654                      | CUSIP: 36209MMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3927 | PA      | $4007.00       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475657                      | CUSIP: 36209MME1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2206 | PA      | $2305.23       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475692                      | CUSIP: 36209MNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1931 | PA      | $1969.64       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475699                      | CUSIP: 36209MNQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5030 | PA      | $5132.28       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475803                      | CUSIP: 36209MRY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1407 | PA      | $1470.13       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475841                      | CUSIP: 36209MS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3526 | PA      | $3685.93       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475847                      | CUSIP: 36209MTC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        494 | PA      | $516.66        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475865                      | CUSIP: 36209MTW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         57 | PA      | $59.42         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475902                      | CUSIP: 36209MU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        143 | PA      | $149.29        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475955                      | CUSIP: 36209MWQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5803 | PA      | $6065.04       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 475964                      | CUSIP: 36209MWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1368 | PA      | $1384.98       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476042                      | CUSIP: 36209MZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2820 | PA      | $2947.29       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476043                      | CUSIP: 36209MZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2878 | PA      | $3008.44       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476055                      | CUSIP: 36209MZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4664 | PA      | $4874.58       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476057                      | CUSIP: 36209MZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1088 | PA      | $1136.94       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476971                      | CUSIP: 36209N2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5056 | PA      | $5158.15       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476975                      | CUSIP: 36209N2G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        278 | PA      | $283.47        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476981                      | CUSIP: 36209N2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        824 | PA      | $840.93        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476985                      | CUSIP: 36209N2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1555 | PA      | $1586.60       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476986                      | CUSIP: 36209N2T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6314 | PA      | $6441.99       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476988                      | CUSIP: 36209N2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3875 | PA      | $3953.36       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476989                      | CUSIP: 36209N2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7574 | PA      | $7727.92       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476992                      | CUSIP: 36209N2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        667 | PA      | $697.64        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476994                      | CUSIP: 36209N3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1350 | PA      | $1410.63       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476997                      | CUSIP: 36209N3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16707 | PA      | $17045.14      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476998                      | CUSIP: 36209N3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        263 | PA      | $274.57        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477006                      | CUSIP: 36209N3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1737 | PA      | $1815.07       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477072                      | CUSIP: 36209N6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        646 | PA      | $649.82        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476205                      | CUSIP: 36209NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1217 | PA      | $1272.51       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476218                      | CUSIP: 36209NAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2939 | PA      | $3071.39       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476293                      | CUSIP: 36209NC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2216 | PA      | $2316.42       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476266                      | CUSIP: 36209NCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        209 | PA      | $218.15        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476272                      | CUSIP: 36209NCH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        516 | PA      | $539.10        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476274                      | CUSIP: 36209NCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1059 | PA      | $1107.19       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476276                      | CUSIP: 36209NCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        377 | PA      | $376.59        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476325                      | CUSIP: 36209ND66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1207 | PA      | $1261.43       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476302                      | CUSIP: 36209NDF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        814 | PA      | $851.25        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476305                      | CUSIP: 36209NDJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        974 | PA      | $980.96        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476315                      | CUSIP: 36209NDU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1038 | PA      | $1084.44       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476317                      | CUSIP: 36209NDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         18 | PA      | $17.85         | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476356                      | CUSIP: 36209NE57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        705 | PA      | $736.81        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476343                      | CUSIP: 36209NEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2096 | PA      | $2191.21       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476363                      | CUSIP: 36209NFC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        429 | PA      | $448.40        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476364                      | CUSIP: 36209NFD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5653 | PA      | $5767.92       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476378                      | CUSIP: 36209NFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1032 | PA      | $1078.42       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476529                      | CUSIP: 36209NLJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17179 | PA      | $17955.53      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476590                      | CUSIP: 36209NNF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        119 | PA      | $123.98        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476597                      | CUSIP: 36209NNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6991 | PA      | $7306.95       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476620                      | CUSIP: 36209NPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3841 | PA      | $4014.61       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476622                      | CUSIP: 36209NPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        994 | PA      | $1039.43       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476625                      | CUSIP: 36209NPJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3359 | PA      | $3510.96       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476725                      | CUSIP: 36209NSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6602 | PA      | $6736.24       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476729                      | CUSIP: 36209NSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3147 | PA      | $3289.50       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476757                      | CUSIP: 36209NTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10837 | PA      | $11056.29      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476783                      | CUSIP: 36209NUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4985 | PA      | $5210.65       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476796                      | CUSIP: 36209NUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3013 | PA      | $3149.16       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476810                      | CUSIP: 36209NVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1152 | PA      | $1203.86       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 476811                      | CUSIP: 36209NVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2983 | PA      | $3118.35       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477227                      | CUSIP: 36209PD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        275 | PA      | $287.18        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477198                      | CUSIP: 36209PDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7996 | PA      | $8157.61       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477199                      | CUSIP: 36209PDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11070 | PA      | $11570.96      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477219                      | CUSIP: 36209PDY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        999 | PA      | $1019.38       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477481                      | CUSIP: 36209PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3159 | PA      | $3301.98       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477475                      | CUSIP: 36209PMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3022 | PA      | $3158.13       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477476                      | CUSIP: 36209PMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        212 | PA      | $221.95        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477496                      | CUSIP: 36209PNM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8315 | PA      | $8483.07       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477498                      | CUSIP: 36209PNP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2184 | PA      | $2282.48       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477544                      | CUSIP: 36209PP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6660 | PA      | $6960.66       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477546                      | CUSIP: 36209PP76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13092 | PA      | $13356.70      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477547                      | CUSIP: 36209PP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2290 | PA      | $2393.75       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477551                      | CUSIP: 36209PQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9224 | PA      | $9410.60       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477557                      | CUSIP: 36209PQJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        699 | PA      | $713.42        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477558                      | CUSIP: 36209PQK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5505 | PA      | $5616.12       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477559                      | CUSIP: 36209PQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        585 | PA      | $611.18        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477562                      | CUSIP: 36209PQP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3543 | PA      | $3615.04       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477598                      | CUSIP: 36209PRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2781 | PA      | $2837.63       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477614                      | CUSIP: 36209PSB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2660 | PA      | $2713.86       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477615                      | CUSIP: 36209PSC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        403 | PA      | $421.72        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477622                      | CUSIP: 36209PSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2511 | PA      | $2561.41       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 477648                      | CUSIP: 36209PTD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        200 | PA      | $200.10        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478002                      | CUSIP: 36209QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4877 | PA      | $5097.82       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478024                      | CUSIP: 36209QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2759 | PA      | $2883.88       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478047                      | CUSIP: 36209QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6430 | PA      | $6560.68       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478072                      | CUSIP: 36209QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3415 | PA      | $3569.05       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478110                      | CUSIP: 36209QDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        116 | PA      | $121.19        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478112                      | CUSIP: 36209QDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2565 | PA      | $2680.73       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478224                      | CUSIP: 36209QG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        938 | PA      | $980.32        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478216                      | CUSIP: 36209QGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        448 | PA      | $468.36        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478346                      | CUSIP: 36209QL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        447 | PA      | $467.26        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478348                      | CUSIP: 36209QL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        521 | PA      | $544.95        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478433                      | CUSIP: 36209QPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $952.92        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478435                      | CUSIP: 36209QPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6949 | PA      | $7262.88       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478562                      | CUSIP: 36209QTT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1858 | PA      | $1942.07       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478615                      | CUSIP: 36209QVG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1325 | PA      | $1327.77       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478648                      | CUSIP: 36209QWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $183.89        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 478693                      | CUSIP: 36209QXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29322 | PA      | $28328.91      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479060                      | CUSIP: 36209RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2796 | PA      | $2922.80       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479175                      | CUSIP: 36209RJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38556 | PA      | $36367.87      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168216 | PA      | $162359.67     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479607                      | CUSIP: 36209RYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18688 | PA      | $18062.81      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480569                      | CUSIP: 36209S2A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        414 | PA      | $432.92        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480628                      | CUSIP: 36209S4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4901 | PA      | $5000.22       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480632                      | CUSIP: 36209S4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        903 | PA      | $943.75        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480649                      | CUSIP: 36209S5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3414 | PA      | $3482.88       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480668                      | CUSIP: 36209S6D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        528 | PA      | $552.33        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480671                      | CUSIP: 36209S6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        433 | PA      | $453.04        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480697                      | CUSIP: 36209S7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        730 | PA      | $762.53        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479806                      | CUSIP: 36209SAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35908 | PA      | $34619.50      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479809                      | CUSIP: 36209SAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17709 | PA      | $17532.30      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480004                      | CUSIP: 36209SGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1566 | PA      | $1597.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480051                      | CUSIP: 36209SH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12642 | PA      | $13213.45      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480084                      | CUSIP: 36209SJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4495 | PA      | $4585.98       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480069                      | CUSIP: 36209SJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        778 | PA      | $780.43        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480073                      | CUSIP: 36209SJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        960 | PA      | $1002.93       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480074                      | CUSIP: 36209SJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2716 | PA      | $2839.33       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480091                      | CUSIP: 36209SKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6125 | PA      | $6249.55       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480093                      | CUSIP: 36209SKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        899 | PA      | $917.58        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480096                      | CUSIP: 36209SKH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1931 | PA      | $1969.62       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480102                      | CUSIP: 36209SKP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2046 | PA      | $2138.43       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480104                      | CUSIP: 36209SKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        292 | PA      | $297.75        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480106                      | CUSIP: 36209SKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        198 | PA      | $202.06        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480107                      | CUSIP: 36209SKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        285 | PA      | $297.52        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480111                      | CUSIP: 36209SKY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3397 | PA      | $3551.00       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480213                      | CUSIP: 36209SN64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $276.84        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480191                      | CUSIP: 36209SNG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3606 | PA      | $3678.68       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480208                      | CUSIP: 36209SNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1384 | PA      | $1411.58       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480219                      | CUSIP: 36209SPC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21265 | PA      | $21695.94      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480282                      | CUSIP: 36209SRB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23270 | PA      | $24322.22      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480331                      | CUSIP: 36209SSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9238 | PA      | $9424.63       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480359                      | CUSIP: 36209STQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $309.33        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480362                      | CUSIP: 36209STT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4125 | PA      | $4137.69       | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480365                      | CUSIP: 36209STW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        162 | PA      | $169.41        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480418                      | CUSIP: 36209SVK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $34.86         | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480501                      | CUSIP: 36209SX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8991 | PA      | $9173.28       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480561                      | CUSIP: 36209SZ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2040 | PA      | $2131.78       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480565                      | CUSIP: 36209SZ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2184 | PA      | $2282.88       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481471                      | CUSIP: 36209T2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4608 | PA      | $4816.72       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481511                      | CUSIP: 36209T3U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3437 | PA      | $3592.86       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481513                      | CUSIP: 36209T3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6517 | PA      | $6811.51       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481520                      | CUSIP: 36209T4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        717 | PA      | $731.97        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481534                      | CUSIP: 36209T4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1212 | PA      | $1267.26       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481540                      | CUSIP: 36209T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6131 | PA      | $6408.47       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481567                      | CUSIP: 36209T6C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1499 | PA      | $1566.51       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481576                      | CUSIP: 36209T6M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2455 | PA      | $2504.82       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481578                      | CUSIP: 36209T6P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        911 | PA      | $952.13        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480717                      | CUSIP: 36209TAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        950 | PA      | $954.77        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480792                      | CUSIP: 36209TC56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        467 | PA      | $466.23        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 480922                      | CUSIP: 36209TG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2054 | PA      | $2064.34       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481080                      | CUSIP: 36209TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5048 | PA      | $5275.82       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481206                      | CUSIP: 36209TR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9863 | PA      | $10309.40      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481207                      | CUSIP: 36209TR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        364 | PA      | $380.78        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481183                      | CUSIP: 36209TRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2272 | PA      | $2318.16       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481203                      | CUSIP: 36209TRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         64 | PA      | $66.84         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481260                      | CUSIP: 36209TTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4294 | PA      | $4380.70       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481318                      | CUSIP: 36209TVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3320 | PA      | $3470.15       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481321                      | CUSIP: 36209TVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4028 | PA      | $4210.07       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481371                      | CUSIP: 36209TW88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        272 | PA      | $277.32        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481343                      | CUSIP: 36209TWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5734 | PA      | $5849.99       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481347                      | CUSIP: 36209TWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3341 | PA      | $3491.84       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481348                      | CUSIP: 36209TWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         90 | PA      | $94.02         | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481399                      | CUSIP: 36209TX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1898 | PA      | $1936.48       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481400                      | CUSIP: 36209TX53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        786 | PA      | $802.06        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481402                      | CUSIP: 36209TX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4533 | PA      | $4625.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481376                      | CUSIP: 36209TXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8150 | PA      | $8518.24       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481434                      | CUSIP: 36209TY78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5380 | PA      | $5488.89       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482481                      | CUSIP: 36209U6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8129 | PA      | $8496.72       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482491                      | CUSIP: 36209U7C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1441 | PA      | $1506.47       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481620                      | CUSIP: 36209UAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1516 | PA      | $1584.03       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481663                      | CUSIP: 36209UB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7817 | PA      | $8170.95       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481776                      | CUSIP: 36209UFR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2693 | PA      | $2814.96       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481895                      | CUSIP: 36209UKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        963 | PA      | $1006.35       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481922                      | CUSIP: 36209ULB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1123 | PA      | $1128.71       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481961                      | CUSIP: 36209UMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2362 | PA      | $2468.36       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481970                      | CUSIP: 36209UMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4978 | PA      | $5078.70       | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 481990                      | CUSIP: 36209UNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2503 | PA      | $2616.29       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482073                      | CUSIP: 36209UQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5358 | PA      | $5600.44       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482088                      | CUSIP: 36209URH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        654 | PA      | $666.96        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482114                      | CUSIP: 36209USB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2927 | PA      | $3058.98       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482151                      | CUSIP: 36209UTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14120 | PA      | $14758.40      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483283                      | CUSIP: 36209V2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1165 | PA      | $1168.25       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483321                      | CUSIP: 36209V4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        987 | PA      | $1031.36       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482545                      | CUSIP: 36209VBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        315 | PA      | $317.04        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482684                      | CUSIP: 36209VFZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        379 | PA      | $395.66        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482704                      | CUSIP: 36209VGM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        113 | PA      | $118.13        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482712                      | CUSIP: 36209VGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15452 | PA      | $16151.19      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482725                      | CUSIP: 36209VHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4569 | PA      | $4775.49       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482745                      | CUSIP: 36209VHW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15085 | PA      | $15767.06      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482788                      | CUSIP: 36209VJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3178 | PA      | $3242.74       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482802                      | CUSIP: 36209VKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3434 | PA      | $3589.48       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482825                      | CUSIP: 36209VLE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13910 | PA      | $14191.68      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482827                      | CUSIP: 36209VLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        747 | PA      | $762.33        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482829                      | CUSIP: 36209VLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5866 | PA      | $6131.77       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482832                      | CUSIP: 36209VLM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        327 | PA      | $341.33        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482837                      | CUSIP: 36209VLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         38 | PA      | $39.54         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482877                      | CUSIP: 36209VM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        452 | PA      | $472.28        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482879                      | CUSIP: 36209VM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         63 | PA      | $66.12         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482880                      | CUSIP: 36209VM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1313 | PA      | $1339.65       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482875                      | CUSIP: 36209VMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36632 | PA      | $37374.19      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482889                      | CUSIP: 36209VNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1507 | PA      | $1537.38       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482891                      | CUSIP: 36209VNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1691 | PA      | $1725.17       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482895                      | CUSIP: 36209VNL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11635 | PA      | $12161.66      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482900                      | CUSIP: 36209VNR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2081 | PA      | $2175.60       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482903                      | CUSIP: 36209VNU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5945 | PA      | $6065.84       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482941                      | CUSIP: 36209VP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12632 | PA      | $13202.84      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482926                      | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3977 | PA      | $4057.63       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482928                      | CUSIP: 36209VPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        732 | PA      | $764.85        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482932                      | CUSIP: 36209VPR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2337 | PA      | $2384.26       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 482951                      | CUSIP: 36209VQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1902 | PA      | $1987.78       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483016                      | CUSIP: 36209VSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9606 | PA      | $10040.62      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483234                      | CUSIP: 36209VY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1970 | PA      | $2058.83       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483213                      | CUSIP: 36209VYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4938 | PA      | $5160.86       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483267                      | CUSIP: 36209VZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        247 | PA      | $246.99        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483250                      | CUSIP: 36209VZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1623 | PA      | $1696.69       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484185                      | CUSIP: 36209W2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4210 | PA      | $4400.07       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484205                      | CUSIP: 36209W3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        522 | PA      | $546.03        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484221                      | CUSIP: 36209W4E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6696 | PA      | $6999.09       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484276                      | CUSIP: 36209W6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1278 | PA      | $1335.93       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484292                      | CUSIP: 36209W7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1800 | PA      | $1881.26       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483459                      | CUSIP: 36209WB43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1219 | PA      | $1273.80       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483522                      | CUSIP: 36209WD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3744 | PA      | $3913.00       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483525                      | CUSIP: 36209WD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2230 | PA      | $2331.06       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483507                      | CUSIP: 36209WDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        761 | PA      | $760.60        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483508                      | CUSIP: 36209WDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        549 | PA      | $573.98        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483536                      | CUSIP: 36209WEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2333 | PA      | $2438.65       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483585                      | CUSIP: 36209WF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4012 | PA      | $4093.60       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483577                      | CUSIP: 36209WFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        276 | PA      | $281.46        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483578                      | CUSIP: 36209WFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        503 | PA      | $525.50        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483649                      | CUSIP: 36209WH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1514 | PA      | $1544.25       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483629                      | CUSIP: 36209WHE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        135 | PA      | $135.70        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483660                      | CUSIP: 36209WJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9128 | PA      | $9312.79       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483661                      | CUSIP: 36209WJE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1032 | PA      | $1079.18       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483667                      | CUSIP: 36209WJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2345 | PA      | $2450.93       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483794                      | CUSIP: 36209WNK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $68.00         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483841                      | CUSIP: 36209WP22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2880 | PA      | $2937.90       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483842                      | CUSIP: 36209WP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5094 | PA      | $5197.02       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483821                      | CUSIP: 36209WPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        110 | PA      | $115.31        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483822                      | CUSIP: 36209WPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5095 | PA      | $5325.32       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483823                      | CUSIP: 36209WPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1918 | PA      | $1932.16       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483850                      | CUSIP: 36209WQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9494 | PA      | $9686.29       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483862                      | CUSIP: 36209WQP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5355 | PA      | $5462.96       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483866                      | CUSIP: 36209WQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         86 | PA      | $86.01         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483905                      | CUSIP: 36209WR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4781 | PA      | $4997.12       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483888                      | CUSIP: 36209WRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3889 | PA      | $3967.51       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483898                      | CUSIP: 36209WRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1570 | PA      | $1640.91       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483940                      | CUSIP: 36209WS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3023 | PA      | $3084.61       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483918                      | CUSIP: 36209WSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        522 | PA      | $545.18        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483931                      | CUSIP: 36209WSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11993 | PA      | $12235.73      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 483958                      | CUSIP: 36209WTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23184 | PA      | $24232.44      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484002                      | CUSIP: 36209WU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2233 | PA      | $2334.04       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484034                      | CUSIP: 36209WV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5066 | PA      | $5168.59       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484038                      | CUSIP: 36209WV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6432 | PA      | $6562.43       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484040                      | CUSIP: 36209WV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9312 | PA      | $9500.19       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484069                      | CUSIP: 36209WW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4420 | PA      | $4509.68       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484078                      | CUSIP: 36209WXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5372 | PA      | $5480.81       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484125                      | CUSIP: 36209WYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         61 | PA      | $63.85         | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485119                      | CUSIP: 36209X4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3667 | PA      | $3740.89       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485138                      | CUSIP: 36209X4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2280 | PA      | $2326.30       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485158                      | CUSIP: 36209X5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3485 | PA      | $3555.20       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485179                      | CUSIP: 36209X6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1865 | PA      | $1948.96       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485195                      | CUSIP: 36209X7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2472 | PA      | $2583.46       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484342                      | CUSIP: 36209XBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        263 | PA      | $275.35        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484380                      | CUSIP: 36209XCR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        518 | PA      | $540.96        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484383                      | CUSIP: 36209XCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        429 | PA      | $438.04        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484424                      | CUSIP: 36209XD56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1015 | PA      | $1060.93       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484427                      | CUSIP: 36209XD80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        857 | PA      | $895.86        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484398                      | CUSIP: 36209XDB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1794 | PA      | $1830.12       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484429                      | CUSIP: 36209XEA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2137 | PA      | $2233.53       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484431                      | CUSIP: 36209XEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2703 | PA      | $2825.03       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484442                      | CUSIP: 36209XEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10180 | PA      | $10386.00      | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484445                      | CUSIP: 36209XES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2356 | PA      | $2462.78       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484509                      | CUSIP: 36209XGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1033 | PA      | $1040.21       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484554                      | CUSIP: 36209XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1913 | PA      | $1998.99       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484526                      | CUSIP: 36209XHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        811 | PA      | $827.39        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484534                      | CUSIP: 36209XHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7497 | PA      | $7648.37       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484557                      | CUSIP: 36209XJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2139 | PA      | $2153.21       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484568                      | CUSIP: 36209XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8923 | PA      | $9326.00       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484842                      | CUSIP: 36209XS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        480 | PA      | $489.94        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484824                      | CUSIP: 36209XSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        818 | PA      | $834.86        | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484836                      | CUSIP: 36209XSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28986 | PA      | $30297.00      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 484975                      | CUSIP: 36209XXC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10855 | PA      | $11075.26      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485046                      | CUSIP: 36209XZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3347 | PA      | $3498.04       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485312                      | CUSIP: 36209YDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1075 | PA      | $1104.64       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485384                      | CUSIP: 36209YFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1009 | PA      | $1029.51       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485521                      | CUSIP: 36209YLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        931 | PA      | $957.47        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485524                      | CUSIP: 36209YLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20538 | PA      | $21466.25      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485525                      | CUSIP: 36209YLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1276 | PA      | $1333.46       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485530                      | CUSIP: 36209YLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        481 | PA      | $502.74        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485597                      | CUSIP: 36209YNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        344 | PA      | $350.59        | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485598                      | CUSIP: 36209YNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        505 | PA      | $515.30        | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485601                      | CUSIP: 36209YNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3550 | PA      | $3710.88       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485602                      | CUSIP: 36209YNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7528 | PA      | $7867.98       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485603                      | CUSIP: 36209YNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2213 | PA      | $2312.79       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485604                      | CUSIP: 36209YNV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1830 | PA      | $1913.26       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485678                      | CUSIP: 36209YQ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8062 | PA      | $8283.06       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        254 | PA      | $265.40        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485769                      | CUSIP: 36209YT24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        244 | PA      | $255.07        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485764                      | CUSIP: 36209YTV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        798 | PA      | $818.05        | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485850                      | CUSIP: 36209YWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5517 | PA      | $5677.20       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485929                      | CUSIP: 36209YY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3988 | PA      | $4168.43       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 485957                      | CUSIP: 36209YZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $26.04         | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714710                      | CUSIP: 3620A0AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296206 | PA      | $294219.52     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716480                      | CUSIP: 3620A16R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2768 | PA      | $2809.41       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716046                      | CUSIP: 3620A1P77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93299 | PA      | $92572.21      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716078                      | CUSIP: 3620A1Q76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     141844 | PA      | $140770.29     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716067                      | CUSIP: 3620A1QU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15691 | PA      | $15567.55      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717284                      | CUSIP: 3620A22R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35186 | PA      | $34912.26      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717312                      | CUSIP: 3620A23V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5006 | PA      | $4847.28       | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717313                      | CUSIP: 3620A23W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28951 | PA      | $27324.88      | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717323                      | CUSIP: 3620A24G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34143 | PA      | $32105.37      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717344                      | CUSIP: 3620A25D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107897 | PA      | $101432.51     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717360                      | CUSIP: 3620A25V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318575 | PA      | $300182.27     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717368                      | CUSIP: 3620A26D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293907 | PA      | $276297.36     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717393                      | CUSIP: 3620A27E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243841 | PA      | $228886.71     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716503                      | CUSIP: 3620A2AC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        748 | PA      | $759.41        | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716514                      | CUSIP: 3620A2AP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51273 | PA      | $52030.93      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716733                      | CUSIP: 3620A2HJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152000 | PA      | $147427.20     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716737                      | CUSIP: 3620A2HN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146413 | PA      | $145415.58     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716818                      | CUSIP: 3620A2K70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56771 | PA      | $56399.59      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716802                      | CUSIP: 3620A2KP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4856 | PA      | $4823.32       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716812                      | CUSIP: 3620A2KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11813 | PA      | $11734.20      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 716842                      | CUSIP: 3620A2LX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29709 | PA      | $28834.04      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717072                      | CUSIP: 3620A2T55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21528 | PA      | $21844.67      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717168                      | CUSIP: 3620A2W51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34211 | PA      | $33976.16      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717145                      | CUSIP: 3620A2WE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87537 | PA      | $86998.59      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717175                      | CUSIP: 3620A2XC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2930995 | PA      | $2911663.58    | 0.03%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718195                      | CUSIP: 3620A33C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18878 | PA      | $18738.44      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717458                      | CUSIP: 3620A3B37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62886 | PA      | $57594.16      | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717513                      | CUSIP: 3620A3DS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30925 | PA      | $30075.75      | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717600                      | CUSIP: 3620A3GH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53884 | PA      | $52178.61      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717795                      | CUSIP: 3620A3NL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311182 | PA      | $301919.65     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717798                      | CUSIP: 3620A3NP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        689 | PA      | $692.58        | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717801                      | CUSIP: 3620A3NS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     278147 | PA      | $276039.34     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717938                      | CUSIP: 3620A3S39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50895 | PA      | $51656.50      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717997                      | CUSIP: 3620A3UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6110 | PA      | $6200.73       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718029                      | CUSIP: 3620A3VW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2826 | PA      | $2804.25       | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718117                      | CUSIP: 3620A3YN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175785 | PA      | $174644.74     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718121                      | CUSIP: 3620A3YS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     438156 | PA      | $434955.92     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718150                      | CUSIP: 3620A3ZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     336624 | PA      | $334292.71     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718157                      | CUSIP: 3620A3ZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4482 | PA      | $4455.25       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718398                      | CUSIP: 3620A4DB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33270 | PA      | $30527.97      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 718516                      | CUSIP: 3620A4GZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219038 | PA      | $217569.67     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719022                      | CUSIP: 3620A4YT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1127 | PA      | $1118.91       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720027                      | CUSIP: 3620A54L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3467 | PA      | $3398.00       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720054                      | CUSIP: 3620A55P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123406 | PA      | $119713.14     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720064                      | CUSIP: 3620A55Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46633 | PA      | $46354.08      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720065                      | CUSIP: 3620A56A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21109 | PA      | $20969.40      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720075                      | CUSIP: 3620A56L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401687 | PA      | $399060.09     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720097                      | CUSIP: 3620A57J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     991091 | PA      | $984499.28     | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719225                      | CUSIP: 3620A5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272229 | PA      | $270284.72     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719226                      | CUSIP: 3620A5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98028 | PA      | $99498.43      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719227                      | CUSIP: 3620A5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     336586 | PA      | $334182.44     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719229                      | CUSIP: 3620A5A66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1689512 | PA      | $1676989.59    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719232                      | CUSIP: 3620A5A90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1226986 | PA      | $1217891.30    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719221                      | CUSIP: 3620A5AW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3484 | PA      | $3387.39       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719261                      | CUSIP: 3620A5B65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157283 | PA      | $156176.88     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719234                      | CUSIP: 3620A5BB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1944280 | PA      | $1973166.78    | 0.02%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719252                      | CUSIP: 3620A5BV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112587 | PA      | $108839.21     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719424                      | CUSIP: 3620A5G94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24406 | PA      | $24268.00      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719398                      | CUSIP: 3620A5GF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46798 | PA      | $46446.02      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719454                      | CUSIP: 3620A5H77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10272 | PA      | $9974.23       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719440                      | CUSIP: 3620A5HR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9172 | PA      | $9108.92       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719472                      | CUSIP: 3620A5JR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6943 | PA      | $6706.52       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719503                      | CUSIP: 3620A5KQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2316 | PA      | $2300.27       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719571                      | CUSIP: 3620A5MU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     313233 | PA      | $311167.24     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719649                      | CUSIP: 3620A5QA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54837 | PA      | $53170.04      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719650                      | CUSIP: 3620A5QB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1044 | PA      | $1073.12       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719876                      | CUSIP: 3620A5XD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112767 | PA      | $116235.71     | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720929                      | CUSIP: 3620A64N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100077 | PA      | $99324.52      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720969                      | CUSIP: 3620A66E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39724 | PA      | $39434.22      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720110                      | CUSIP: 3620A6AK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5387 | PA      | $5225.75       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720165                      | CUSIP: 3620A6CA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4104 | PA      | $3976.67       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720181                      | CUSIP: 3620A6CS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36073 | PA      | $34987.92      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720199                      | CUSIP: 3620A6DC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13795 | PA      | $13998.37      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720200                      | CUSIP: 3620A6DD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1261 | PA      | $1280.93       | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720208                      | CUSIP: 3620A6DM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19127 | PA      | $18999.07      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720287                      | CUSIP: 3620A6F44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49643 | PA      | $49283.48      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720581                      | CUSIP: 3620A6RA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2424 | PA      | $2499.16       | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720786                      | CUSIP: 3620A6XP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22184 | PA      | $22034.15      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720849                      | CUSIP: 3620A6ZN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24197 | PA      | $23457.45      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721136                      | CUSIP: 3620A7EH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201591 | PA      | $200043.29     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721139                      | CUSIP: 3620A7EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58558 | PA      | $58111.29      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721143                      | CUSIP: 3620A7EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7255 | PA      | $7200.51       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721187                      | CUSIP: 3620A7F42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2854 | PA      | $2896.37       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721217                      | CUSIP: 3620A7G25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3892 | PA      | $3871.23       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721222                      | CUSIP: 3620A7G74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48716 | PA      | $49442.84      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721200                      | CUSIP: 3620A7GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2468 | PA      | $2504.25       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721203                      | CUSIP: 3620A7GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126665 | PA      | $128533.33     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721210                      | CUSIP: 3620A7GT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2855 | PA      | $2897.31       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721212                      | CUSIP: 3620A7GV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3212 | PA      | $3260.17       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721215                      | CUSIP: 3620A7GY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1618 | PA      | $1643.89       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721249                      | CUSIP: 3620A7H24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244454 | PA      | $242550.88     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721250                      | CUSIP: 3620A7H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5174 | PA      | $5251.32       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721228                      | CUSIP: 3620A7HD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13736 | PA      | $13938.52      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721231                      | CUSIP: 3620A7HG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1147 | PA      | $1164.22       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721234                      | CUSIP: 3620A7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62381 | PA      | $63310.02      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721238                      | CUSIP: 3620A7HP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46171 | PA      | $46864.19      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721241                      | CUSIP: 3620A7HS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11731 | PA      | $11904.81      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721266                      | CUSIP: 3620A7JK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190144 | PA      | $192798.39     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721330                      | CUSIP: 3620A7LK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246192 | PA      | $244447.19     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721333                      | CUSIP: 3620A7LN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181331 | PA      | $179871.04     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721337                      | CUSIP: 3620A7LS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163840 | PA      | $162547.36     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721411                      | CUSIP: 3620A7N43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40703 | PA      | $40457.50      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721422                      | CUSIP: 3620A7PF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19917 | PA      | $20230.50      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721542                      | CUSIP: 3620A7S71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1861 | PA      | $1888.50       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721544                      | CUSIP: 3620A7S97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12394 | PA      | $12297.35      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721746                      | CUSIP: 3620A7ZK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1847 | PA      | $1788.55       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721747                      | CUSIP: 3620A7ZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75672 | PA      | $75119.07      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721756                      | CUSIP: 3620A7ZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     281604 | PA      | $272564.67     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722702                      | CUSIP: 3620A83K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1090616 | PA      | $1083302.56    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721989                      | CUSIP: 3620A8C27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2555675 | PA      | $2332775.52    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 721990                      | CUSIP: 3620A8C35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34134 | PA      | $32080.65      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722000                      | CUSIP: 3620A8DD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177608 | PA      | $162358.00     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722019                      | CUSIP: 3620A8DY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29706 | PA      | $27897.91      | 0.00%             | 2043-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722035                      | CUSIP: 3620A8EG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     650383 | PA      | $593877.47     | 0.01%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722041                      | CUSIP: 3620A8EN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     512919 | PA      | $465492.46     | 0.00%             | 2044-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722044                      | CUSIP: 3620A8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     918581 | PA      | $833646.28     | 0.01%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722080                      | CUSIP: 3620A8FV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63429 | PA      | $62986.67      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722112                      | CUSIP: 3620A8GV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23362 | PA      | $23193.89      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722116                      | CUSIP: 3620A8GZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7349 | PA      | $7301.52       | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722533                      | CUSIP: 3620A8V26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95738 | PA      | $95106.71      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723600                      | CUSIP: 3620A93H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29641 | PA      | $29444.07      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723606                      | CUSIP: 3620A93P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1115041 | PA      | $1107258.96    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723645                      | CUSIP: 3620A95E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71818 | PA      | $71300.95      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723646                      | CUSIP: 3620A95F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70727 | PA      | $70272.22      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723654                      | CUSIP: 3620A95P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105159 | PA      | $106750.39     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723656                      | CUSIP: 3620A95R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107019 | PA      | $108592.21     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723662                      | CUSIP: 3620A95X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156358 | PA      | $155258.42     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722804                      | CUSIP: 3620A9AD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72340 | PA      | $71796.15      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 722971                      | CUSIP: 3620A9FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1286 | PA      | $1323.50       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723002                      | CUSIP: 3620A9GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28851 | PA      | $28638.82      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723027                      | CUSIP: 3620A9HC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46409 | PA      | $46089.99      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723033                      | CUSIP: 3620A9HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170903 | PA      | $169756.70     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723038                      | CUSIP: 3620A9HP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10260 | PA      | $10413.66      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723082                      | CUSIP: 3620A9J36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7002 | PA      | $6761.92       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723069                      | CUSIP: 3620A9JN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24620 | PA      | $24426.69      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723073                      | CUSIP: 3620A9JS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     192370 | PA      | $190791.13     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723132                      | CUSIP: 3620A9LM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23217 | PA      | $22401.18      | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723183                      | CUSIP: 3620A9M81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26279 | PA      | $26673.13      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723156                      | CUSIP: 3620A9MD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41267 | PA      | $41873.25      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723186                      | CUSIP: 3620A9NB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26596 | PA      | $27020.28      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723231                      | CUSIP: 3620A9PQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174294 | PA      | $169078.11     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723234                      | CUSIP: 3620A9PT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48395 | PA      | $48059.79      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723235                      | CUSIP: 3620A9PU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21472 | PA      | $21323.71      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723281                      | CUSIP: 3620A9RA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199435 | PA      | $198130.51     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723283                      | CUSIP: 3620A9RC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91878 | PA      | $91196.88      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723288                      | CUSIP: 3620A9RH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219426 | PA      | $217918.97     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16181 | PA      | $15684.20      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723319                      | CUSIP: 3620A9SG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1380235 | PA      | $1371055.86    | 0.01%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723324                      | CUSIP: 3620A9SM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8160 | PA      | $7913.29       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723329                      | CUSIP: 3620A9SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8197 | PA      | $8143.32       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723352                      | CUSIP: 3620A9TH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1146 | PA      | $1162.41       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723354                      | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16133 | PA      | $16369.92      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723363                      | CUSIP: 3620A9TU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3033485 | PA      | $3078297.63    | 0.03%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723433                      | CUSIP: 3620A9V24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6676 | PA      | $6774.53       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723419                      | CUSIP: 3620A9VL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     672358 | PA      | $682244.27     | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723427                      | CUSIP: 3620A9VU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1929 | PA      | $1869.79       | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723428                      | CUSIP: 3620A9VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20152 | PA      | $20017.10      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723432                      | CUSIP: 3620A9VZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39010 | PA      | $39582.83      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723470                      | CUSIP: 3620A9W72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105171 | PA      | $104368.55     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723534                      | CUSIP: 3620A9Y70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172831 | PA      | $171644.10     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47430 | PA      | $47101.21      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723562                      | CUSIP: 3620A9Z38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148119 | PA      | $147013.18     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723566                      | CUSIP: 3620A9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27654 | PA      | $28090.23      | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723537                      | CUSIP: 3620A9ZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     351844 | PA      | $349465.08     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723540                      | CUSIP: 3620A9ZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50326 | PA      | $51069.91      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     624475 | PA      | $620082.44     | 0.01%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723559                      | CUSIP: 3620A9ZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150789 | PA      | $149638.63     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723720                      | CUSIP: 3620AAAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140882 | PA      | $136554.97     | 0.00%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723759                      | CUSIP: 3620AAB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     299527 | PA      | $290095.00     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723763                      | CUSIP: 3620AAB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366131 | PA      | $353836.09     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723739                      | CUSIP: 3620AABG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327548 | PA      | $316789.05     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723743                      | CUSIP: 3620AABL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145098 | PA      | $140663.59     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723753                      | CUSIP: 3620AABW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131935 | PA      | $130708.35     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723799                      | CUSIP: 3620AADC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7891 | PA      | $7829.69       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723820                      | CUSIP: 3620AADZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7772 | PA      | $7715.39       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723830                      | CUSIP: 3620AAEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2313 | PA      | $2304.48       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723847                      | CUSIP: 3620AAEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105628 | PA      | $107194.90     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724138                      | CUSIP: 3620AAPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244956 | PA      | $243127.15     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724164                      | CUSIP: 3620AAQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254829 | PA      | $245682.40     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724172                      | CUSIP: 3620AAQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94095 | PA      | $90850.33      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724205                      | CUSIP: 3620AAR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3259 | PA      | $3160.77       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724181                      | CUSIP: 3620AARA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3303 | PA      | $3351.05       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724182                      | CUSIP: 3620AARB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4840 | PA      | $4978.19       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724190                      | CUSIP: 3620AARK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     375920 | PA      | $373378.29     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724239                      | CUSIP: 3620AAS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328398 | PA      | $326034.37     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724221                      | CUSIP: 3620AASJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165887 | PA      | $164775.08     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724227                      | CUSIP: 3620AASQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75095 | PA      | $76207.54      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724248                      | CUSIP: 3620AATD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253106 | PA      | $256839.57     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724255                      | CUSIP: 3620AATL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130437 | PA      | $132470.29     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724258                      | CUSIP: 3620AATP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1342 | PA      | $1333.33       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724267                      | CUSIP: 3620AATY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3814 | PA      | $3870.29       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724304                      | CUSIP: 3620AAU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16342 | PA      | $16586.25      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724384                      | CUSIP: 3620AAXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4182 | PA      | $4245.10       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724680                      | CUSIP: 3620ABCR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2577 | PA      | $2559.52       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724681                      | CUSIP: 3620ABCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117789 | PA      | $121326.01     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724686                      | CUSIP: 3620ABCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77005 | PA      | $76332.38      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724702                      | CUSIP: 3620ABDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194015 | PA      | $192264.48     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724707                      | CUSIP: 3620ABDL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10050 | PA      | $9779.46       | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724822                      | CUSIP: 3620ABG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170841 | PA      | $164950.91     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724795                      | CUSIP: 3620ABGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43816 | PA      | $43484.39      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724828                      | CUSIP: 3620ABHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74626 | PA      | $74005.35      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724832                      | CUSIP: 3620ABHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69479 | PA      | $68810.08      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724833                      | CUSIP: 3620ABHJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6781 | PA      | $6582.78       | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724845                      | CUSIP: 3620ABHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30728 | PA      | $28260.63      | 0.00%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724859                      | CUSIP: 3620ABJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128147 | PA      | $120258.29     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724958                      | CUSIP: 3620ABMF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        772 | PA      | $767.60        | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725105                      | CUSIP: 3620ABR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55570 | PA      | $53897.95      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725266                      | CUSIP: 3620ABW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78539 | PA      | $77948.11      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726270                      | CUSIP: 3620AC2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11411 | PA      | $11334.86      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726271                      | CUSIP: 3620AC2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100979 | PA      | $100279.64     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726289                      | CUSIP: 3620AC2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28604 | PA      | $28405.55      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726328                      | CUSIP: 3620AC4M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9536 | PA      | $9239.96       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726331                      | CUSIP: 3620AC4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73817 | PA      | $73403.66      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726334                      | CUSIP: 3620AC4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1403 | PA      | $1393.53       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726336                      | CUSIP: 3620AC4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8494 | PA      | $8435.67       | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726362                      | CUSIP: 3620AC5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4400 | PA      | $4376.53       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726380                      | CUSIP: 3620AC6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26184 | PA      | $26004.51      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725531                      | CUSIP: 3620ACA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7202 | PA      | $7155.28       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725544                      | CUSIP: 3620ACBM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57756 | PA      | $58562.57      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725707                      | CUSIP: 3620ACGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120390 | PA      | $119510.66     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725839                      | CUSIP: 3620ACLU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49580 | PA      | $47966.11      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 725999                      | CUSIP: 3620ACRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7663 | PA      | $7606.28       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726000                      | CUSIP: 3620ACRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13032 | PA      | $12940.71      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726017                      | CUSIP: 3620ACSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153384 | PA      | $152288.91     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726018                      | CUSIP: 3620ACSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38556 | PA      | $38267.67      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726031                      | CUSIP: 3620ACSU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68189 | PA      | $67713.09      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726139                      | CUSIP: 3620ACV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105929 | PA      | $105149.13     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726168                      | CUSIP: 3620ACW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20662 | PA      | $19992.33      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726195                      | CUSIP: 3620ACXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43027 | PA      | $41468.77      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726222                      | CUSIP: 3620ACYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4504 | PA      | $4241.46       | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726228                      | CUSIP: 3620ACYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4092 | PA      | $3854.21       | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726262                      | CUSIP: 3620ACZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        795 | PA      | $807.13        | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726268                      | CUSIP: 3620ACZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6622 | PA      | $6578.80       | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726240                      | CUSIP: 3620ACZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327560 | PA      | $307624.66     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726247                      | CUSIP: 3620ACZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272716 | PA      | $257334.70     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727274                      | CUSIP: 3620AD6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        470 | PA      | $476.99        | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726402                      | CUSIP: 3620ADAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41729 | PA      | $41417.96      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726417                      | CUSIP: 3620ADAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10136 | PA      | $9674.12       | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726433                      | CUSIP: 3620ADBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22756 | PA      | $22603.72      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726436                      | CUSIP: 3620ADBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23310 | PA      | $23656.78      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726439                      | CUSIP: 3620ADBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89211 | PA      | $90534.23      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726440                      | CUSIP: 3620ADBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1652308 | PA      | $1676954.28    | 0.02%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726484                      | CUSIP: 3620ADCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97176 | PA      | $96450.81      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726850                      | CUSIP: 3620ADQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3507 | PA      | $3559.09       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726973                      | CUSIP: 3620ADT69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9521 | PA      | $9453.79       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726986                      | CUSIP: 3620ADUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9958 | PA      | $9629.43       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727312                      | CUSIP: 3620AEAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148607 | PA      | $147634.82     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727324                      | CUSIP: 3620AEAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37884 | PA      | $38441.72      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727357                      | CUSIP: 3620AEB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     218552 | PA      | $221789.65     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727380                      | CUSIP: 3620AECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13125 | PA      | $13030.06      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727382                      | CUSIP: 3620AECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97045 | PA      | $96299.92      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727565                      | CUSIP: 3620AEJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252139 | PA      | $243708.65     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727572                      | CUSIP: 3620AEJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3428 | PA      | $3367.27       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727837                      | CUSIP: 3620AES27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79842 | PA      | $81048.47      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727842                      | CUSIP: 3620AES76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     470910 | PA      | $466926.40     | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727815                      | CUSIP: 3620AESC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39804 | PA      | $39485.31      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727827                      | CUSIP: 3620AESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84092 | PA      | $83345.23      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727851                      | CUSIP: 3620AETG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34793 | PA      | $33665.83      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727853                      | CUSIP: 3620AETJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16263 | PA      | $15735.97      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727901                      | CUSIP: 3620AEU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     338074 | PA      | $326526.75     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727902                      | CUSIP: 3620AEU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     533973 | PA      | $516592.62     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727903                      | CUSIP: 3620AEU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     529650 | PA      | $512018.03     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727905                      | CUSIP: 3620AEU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355337 | PA      | $343717.61     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727907                      | CUSIP: 3620AEU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     355524 | PA      | $343380.74     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727883                      | CUSIP: 3620AEUG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     573330 | PA      | $554498.01     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727886                      | CUSIP: 3620AEUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     529656 | PA      | $512102.38     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727888                      | CUSIP: 3620AEUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219017 | PA      | $211598.66     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727921                      | CUSIP: 3620AEVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134192 | PA      | $126747.19     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728975                      | CUSIP: 3620AF2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6418 | PA      | $6518.78       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729017                      | CUSIP: 3620AF4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22423 | PA      | $22286.43      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729029                      | CUSIP: 3620AF4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201875 | PA      | $200421.91     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206190 | PA      | $209257.77     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729038                      | CUSIP: 3620AF4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409228 | PA      | $415354.31     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728316                      | CUSIP: 3620AFDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3104 | PA      | $3150.17       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728445                      | CUSIP: 3620AFHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66013 | PA      | $63924.37      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728627                      | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70110 | PA      | $69608.87      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728637                      | CUSIP: 3620AFPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297772 | PA      | $295628.77     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728721                      | CUSIP: 3620AFSJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273380 | PA      | $271165.36     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728792                      | CUSIP: 3620AFUR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61574 | PA      | $61140.97      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728796                      | CUSIP: 3620AFUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132572 | PA      | $134544.62     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728922                      | CUSIP: 3620AFYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2628464 | PA      | $2667407.01    | 0.02%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728924                      | CUSIP: 3620AFYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12253 | PA      | $12433.90      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728962                      | CUSIP: 3620AFZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57018 | PA      | $57875.38      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728954                      | CUSIP: 3620AFZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16989 | PA      | $16859.95      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 728958                      | CUSIP: 3620AFZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     290599 | PA      | $288383.20     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729360                      | CUSIP: 3620AGJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10670 | PA      | $10312.10      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729392                      | CUSIP: 3620AGKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7021 | PA      | $6975.39       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729511                      | CUSIP: 3620AGN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     481932 | PA      | $478541.98     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729488                      | CUSIP: 3620AGND3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66582 | PA      | $66052.90      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729542                      | CUSIP: 3620AGP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9170 | PA      | $9101.47       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 729530                      | CUSIP: 3620AGPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     351360 | PA      | $348717.53     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730096                      | CUSIP: 3620AHC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32146 | PA      | $32599.91      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730118                      | CUSIP: 3620AHDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34653 | PA      | $35205.76      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730380                      | CUSIP: 3620AHM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55643 | PA      | $55212.72      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730387                      | CUSIP: 3620AHNC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39535 | PA      | $40131.29      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730389                      | CUSIP: 3620AHNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24161 | PA      | $23979.28      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730392                      | CUSIP: 3620AHNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40882 | PA      | $40575.04      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731688                      | CUSIP: 3620AJ2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139261 | PA      | $141203.75     | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 730930                      | CUSIP: 3620AJA74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51136 | PA      | $50743.39      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731026                      | CUSIP: 3620AJD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16144 | PA      | $16028.98      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731245                      | CUSIP: 3620AJL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5212 | PA      | $5181.86       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731537                      | CUSIP: 3620AJV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35941 | PA      | $35655.78      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731525                      | CUSIP: 3620AJVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56742 | PA      | $56312.56      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731526                      | CUSIP: 3620AJVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1600 | PA      | $1587.71       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731532                      | CUSIP: 3620AJVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1888 | PA      | $1873.76       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731594                      | CUSIP: 3620AJXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     612007 | PA      | $591544.20     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731636                      | CUSIP: 3620AJY94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4244 | PA      | $4311.38       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731646                      | CUSIP: 3620AJZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34481 | PA      | $35555.36      | 0.00%             | 2040-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732016                      | CUSIP: 3620AKGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33503 | PA      | $33226.27      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732061                      | CUSIP: 3620AKJE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118812 | PA      | $115162.49     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732062                      | CUSIP: 3620AKJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7542 | PA      | $7659.80       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732170                      | CUSIP: 3620AKMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26909 | PA      | $26826.61      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732208                      | CUSIP: 3620AKNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8277 | PA      | $8222.57       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732221                      | CUSIP: 3620AKPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11265 | PA      | $11199.28      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732293                      | CUSIP: 3620AKRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120638 | PA      | $122457.72     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732438                      | CUSIP: 3620AKV78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3669 | PA      | $3639.97       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732462                      | CUSIP: 3620AKWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10843 | PA      | $10797.95      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732504                      | CUSIP: 3620AKX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7233 | PA      | $7339.74       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732489                      | CUSIP: 3620AKXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5465 | PA      | $5626.28       | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732513                      | CUSIP: 3620AKYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14159 | PA      | $14371.07      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732519                      | CUSIP: 3620AKYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11304 | PA      | $11484.42      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732549                      | CUSIP: 3620AKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2004 | PA      | $1989.58       | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732551                      | CUSIP: 3620AKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206604 | PA      | $205072.65     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733469                      | CUSIP: 3620AL2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159277 | PA      | $153928.08     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733474                      | CUSIP: 3620AL2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4459 | PA      | $4442.02       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733476                      | CUSIP: 3620AL2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34593 | PA      | $33416.31      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733482                      | CUSIP: 3620AL2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256352 | PA      | $254383.69     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733484                      | CUSIP: 3620AL2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63685 | PA      | $64637.11      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733495                      | CUSIP: 3620AL3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38516 | PA      | $37205.60      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733524                      | CUSIP: 3620AL4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173056 | PA      | $167606.62     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733525                      | CUSIP: 3620AL4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196807 | PA      | $190459.92     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733526                      | CUSIP: 3620AL4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     207368 | PA      | $200404.93     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733535                      | CUSIP: 3620AL4U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     376544 | PA      | $364514.29     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733536                      | CUSIP: 3620AL4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9567 | PA      | $9235.67       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733600                      | CUSIP: 3620AL7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22396 | PA      | $22735.90      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732823                      | CUSIP: 3620ALD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51728 | PA      | $51339.40      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732858                      | CUSIP: 3620ALE75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2475463 | PA      | $2391619.20    | 0.02%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732832                      | CUSIP: 3620ALED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2160 | PA      | $2189.92       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732842                      | CUSIP: 3620ALEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134265 | PA      | $133198.79     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732892                      | CUSIP: 3620ALF90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     525943 | PA      | $521089.34     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732871                      | CUSIP: 3620ALFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     865025 | PA      | $836483.25     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732872                      | CUSIP: 3620ALFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200245 | PA      | $193578.79     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732873                      | CUSIP: 3620ALFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59506 | PA      | $57433.84      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732919                      | CUSIP: 3620ALG40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18150 | PA      | $17511.64      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732893                      | CUSIP: 3620ALGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16184 | PA      | $16413.29      | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733033                      | CUSIP: 3620ALLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46376 | PA      | $45487.62      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733086                      | CUSIP: 3620ALNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134188 | PA      | $133200.88     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733089                      | CUSIP: 3620ALNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44532 | PA      | $44187.83      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733200                      | CUSIP: 3620ALRV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75922 | PA      | $75334.61      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733225                      | CUSIP: 3620ALSN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     365516 | PA      | $362669.75     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733226                      | CUSIP: 3620ALSP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37067 | PA      | $36935.85      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733236                      | CUSIP: 3620ALSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67346 | PA      | $68337.94      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733276                      | CUSIP: 3620ALT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1481 | PA      | $1501.32       | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733255                      | CUSIP: 3620ALTL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5560 | PA      | $5527.64       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733312                      | CUSIP: 3620ALVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7687 | PA      | $7442.94       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733317                      | CUSIP: 3620ALVJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33603 | PA      | $33352.09      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733401                      | CUSIP: 3620ALX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70805 | PA      | $64395.12      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733374                      | CUSIP: 3620ALXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     834773 | PA      | $760851.41     | 0.01%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733379                      | CUSIP: 3620ALXG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1046994 | PA      | $950185.13     | 0.01%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733384                      | CUSIP: 3620ALXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2566636 | PA      | $2326865.61    | 0.02%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733385                      | CUSIP: 3620ALXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2065721 | PA      | $1882794.79    | 0.02%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733395                      | CUSIP: 3620ALXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1247812 | PA      | $1135259.65    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733429                      | CUSIP: 3620ALY24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     444558 | PA      | $403028.32     | 0.00%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733454                      | CUSIP: 3620ALZT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     590622 | PA      | $572481.28     | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733457                      | CUSIP: 3620ALZW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171854 | PA      | $170507.27     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734390                      | CUSIP: 3620AM2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     520682 | PA      | $516573.18     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734399                      | CUSIP: 3620AM3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68080 | PA      | $69033.92      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734423                      | CUSIP: 3620AM4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51540 | PA      | $49823.88      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734431                      | CUSIP: 3620AM4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36238 | PA      | $35961.26      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734444                      | CUSIP: 3620AM5D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120747 | PA      | $113955.72     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11496 | PA      | $11670.30      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733604                      | CUSIP: 3620AMAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51972 | PA      | $50351.01      | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733607                      | CUSIP: 3620AMAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2647 | PA      | $2628.13       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733609                      | CUSIP: 3620AMAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5224 | PA      | $5300.35       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733671                      | CUSIP: 3620AMCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26690 | PA      | $27085.17      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733676                      | CUSIP: 3620AMCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6105 | PA      | $6195.59       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733724                      | CUSIP: 3620AMD58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2337 | PA      | $2320.07       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13847 | PA      | $13735.82      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733733                      | CUSIP: 3620AMEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179451 | PA      | $182140.84     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733734                      | CUSIP: 3620AMEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11120 | PA      | $10771.11      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733746                      | CUSIP: 3620AMET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216570 | PA      | $214964.96     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733792                      | CUSIP: 3620AMF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43550 | PA      | $44199.34      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733776                      | CUSIP: 3620AMFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4053 | PA      | $3916.60       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733780                      | CUSIP: 3620AMFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4167 | PA      | $4031.20       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733798                      | CUSIP: 3620AMGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26614 | PA      | $27013.86      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733812                      | CUSIP: 3620AMGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10231 | PA      | $9632.47       | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733868                      | CUSIP: 3620AMJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52848 | PA      | $53586.60      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733871                      | CUSIP: 3620AMJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168411 | PA      | $167162.68     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733873                      | CUSIP: 3620AMJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155755 | PA      | $158080.71     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733913                      | CUSIP: 3620AMK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20795 | PA      | $20655.83      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734017                      | CUSIP: 3620AMPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2042 | PA      | $1974.81       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734018                      | CUSIP: 3620AMPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168812 | PA      | $163242.03     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734029                      | CUSIP: 3620AMPN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16649 | PA      | $16527.11      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734094                      | CUSIP: 3620AMRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     813815 | PA      | $787447.77     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734095                      | CUSIP: 3620AMRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     419060 | PA      | $404806.02     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734097                      | CUSIP: 3620AMRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196314 | PA      | $195040.85     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734104                      | CUSIP: 3620AMRZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65861 | PA      | $62385.12      | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734150                      | CUSIP: 3620AMTF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5766 | PA      | $5575.65       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734153                      | CUSIP: 3620AMTJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     686991 | PA      | $664425.30     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734166                      | CUSIP: 3620AMTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117586 | PA      | $113551.31     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734180                      | CUSIP: 3620AMUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75119 | PA      | $72607.10      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734218                      | CUSIP: 3620AMVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61366 | PA      | $59314.32      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734224                      | CUSIP: 3620AMVR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     641527 | PA      | $636532.44     | 0.01%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734363                      | CUSIP: 3620AMZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1713920 | PA      | $1621469.69    | 0.01%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735348                      | CUSIP: 3620AN5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1118 | PA      | $1110.23       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734610                      | CUSIP: 3620ANDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     975176 | PA      | $968105.77     | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734611                      | CUSIP: 3620ANDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101821 | PA      | $101087.84     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734618                      | CUSIP: 3620ANDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12557 | PA      | $12171.76      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734690                      | CUSIP: 3620ANF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1305292 | PA      | $1295757.48    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734670                      | CUSIP: 3620ANFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13369 | PA      | $13271.35      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734672                      | CUSIP: 3620ANFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     245748 | PA      | $243993.13     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734716                      | CUSIP: 3620ANGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1014251 | PA      | $1006733.46    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734767                      | CUSIP: 3620ANJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42207 | PA      | $40807.88      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734768                      | CUSIP: 3620ANJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45569 | PA      | $42882.81      | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735197                      | CUSIP: 3620ANX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555571 | PA      | $537570.89     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735198                      | CUSIP: 3620ANX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40278 | PA      | $39894.90      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735203                      | CUSIP: 3620ANX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     390640 | PA      | $377866.72     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735185                      | CUSIP: 3620ANXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249736 | PA      | $241569.47     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735193                      | CUSIP: 3620ANXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318742 | PA      | $308131.26     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735196                      | CUSIP: 3620ANXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     555353 | PA      | $537111.48     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735205                      | CUSIP: 3620ANYA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27707 | PA      | $26756.71      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735209                      | CUSIP: 3620ANYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13314 | PA      | $12858.85      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735210                      | CUSIP: 3620ANYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28495 | PA      | $27563.25      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735211                      | CUSIP: 3620ANYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45245 | PA      | $43712.25      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735212                      | CUSIP: 3620ANYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37528 | PA      | $36240.92      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735216                      | CUSIP: 3620ANYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24288 | PA      | $23454.39      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735219                      | CUSIP: 3620ANYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24603 | PA      | $23758.91      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735221                      | CUSIP: 3620ANYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33691 | PA      | $32539.96      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735222                      | CUSIP: 3620ANYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52141 | PA      | $50360.00      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735223                      | CUSIP: 3620ANYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35991 | PA      | $34749.65      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735224                      | CUSIP: 3620ANYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49515 | PA      | $47816.10      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735697                      | CUSIP: 3620APKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     501136 | PA      | $508516.17     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 735750                      | CUSIP: 3620APL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117591 | PA      | $116783.42     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736068                      | CUSIP: 3620APW50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164564 | PA      | $169649.18     | 0.00%             | 2040-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736082                      | CUSIP: 3620APXK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101128 | PA      | $100367.35     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736106                      | CUSIP: 3620APYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97659 | PA      | $96982.35      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736107                      | CUSIP: 3620APYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26723 | PA      | $27124.37      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736118                      | CUSIP: 3620APYP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2627 | PA      | $2663.89       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736161                      | CUSIP: 3620APZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72341 | PA      | $71640.10      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736163                      | CUSIP: 3620APZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110385 | PA      | $109473.21     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736165                      | CUSIP: 3620APZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11116 | PA      | $11049.58      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736150                      | CUSIP: 3620APZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163861 | PA      | $162726.46     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736154                      | CUSIP: 3620APZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49458 | PA      | $49073.26      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736156                      | CUSIP: 3620APZV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120606 | PA      | $119738.48     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736158                      | CUSIP: 3620APZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23723 | PA      | $23536.55      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737106                      | CUSIP: 3620AQ3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70454 | PA      | $69942.83      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737111                      | CUSIP: 3620AQ3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73006 | PA      | $72492.89      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737113                      | CUSIP: 3620AQ3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37408 | PA      | $37094.50      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737186                      | CUSIP: 3620AQ6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     343043 | PA      | $332722.78     | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737193                      | CUSIP: 3620AQ7E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19614 | PA      | $19903.08      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736548                      | CUSIP: 3620AQHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232279 | PA      | $230708.32     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736558                      | CUSIP: 3620AQJB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25823 | PA      | $26202.55      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736561                      | CUSIP: 3620AQJE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219638 | PA      | $218045.85     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736567                      | CUSIP: 3620AQJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3259 | PA      | $3174.33       | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736568                      | CUSIP: 3620AQJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30631 | PA      | $30406.81      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736622                      | CUSIP: 3620AQLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83583 | PA      | $84855.42      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736678                      | CUSIP: 3620AQM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20796 | PA      | $21104.43      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736670                      | CUSIP: 3620AQMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25486 | PA      | $25867.04      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736727                      | CUSIP: 3620AQPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1228.33       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736728                      | CUSIP: 3620AQPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2417 | PA      | $2453.17       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736749                      | CUSIP: 3620AQQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38013 | PA      | $35001.45      | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736761                      | CUSIP: 3620AQQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137581 | PA      | $126387.80     | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736768                      | CUSIP: 3620AQQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267343 | PA      | $245782.76     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736950                      | CUSIP: 3620AQWK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38794 | PA      | $37490.91      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736954                      | CUSIP: 3620AQWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55189 | PA      | $53343.48      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737014                      | CUSIP: 3620AQYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446305 | PA      | $443141.55     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737022                      | CUSIP: 3620AQYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31559 | PA      | $31342.25      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737037                      | CUSIP: 3620AQZA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1826 | PA      | $1852.80       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737991                      | CUSIP: 3620AR2Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133303 | PA      | $129064.67     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737993                      | CUSIP: 3620AR3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     368870 | PA      | $356918.95     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737999                      | CUSIP: 3620AR3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     424500 | PA      | $411796.79     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738002                      | CUSIP: 3620AR3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4575059 | PA      | $4426826.52    | 0.04%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738003                      | CUSIP: 3620AR3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1497 | PA      | $1485.75       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738005                      | CUSIP: 3620AR3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6339 | PA      | $6044.35       | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738006                      | CUSIP: 3620AR3P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1302267 | PA      | $1260073.41    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738015                      | CUSIP: 3620AR3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39680 | PA      | $39401.38      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738016                      | CUSIP: 3620AR3Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76183 | PA      | $77249.53      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9715 | PA      | $9394.20       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738019                      | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16003 | PA      | $15883.03      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737201                      | CUSIP: 3620ARAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25738 | PA      | $25563.55      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737222                      | CUSIP: 3620ARAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16501 | PA      | $16397.21      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737264                      | CUSIP: 3620ARB91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76286 | PA      | $74015.23      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737270                      | CUSIP: 3620ARCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     606761 | PA      | $615811.27     | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737285                      | CUSIP: 3620ARCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39542 | PA      | $38285.17      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737305                      | CUSIP: 3620ARDJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98120 | PA      | $95168.37      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737320                      | CUSIP: 3620ARDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164527 | PA      | $159147.56     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737362                      | CUSIP: 3620ARFB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     519852 | PA      | $527625.39     | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737377                      | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29419 | PA      | $29856.94      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737423                      | CUSIP: 3620ARG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5154 | PA      | $4989.36       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737449                      | CUSIP: 3620ARH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487617 | PA      | $471528.34     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737453                      | CUSIP: 3620ARH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13117 | PA      | $13021.41      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737454                      | CUSIP: 3620ARH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7866 | PA      | $7983.69       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737428                      | CUSIP: 3620ARHD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382659 | PA      | $379843.26     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737431                      | CUSIP: 3620ARHG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56624 | PA      | $57470.84      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737433                      | CUSIP: 3620ARHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10981 | PA      | $10631.91      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737442                      | CUSIP: 3620ARHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     547854 | PA      | $530518.00     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737458                      | CUSIP: 3620ARJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14564 | PA      | $14776.88      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737460                      | CUSIP: 3620ARJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4999493 | PA      | $4964058.46    | 0.05%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737547                      | CUSIP: 3620ARL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105447 | PA      | $104856.63     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737551                      | CUSIP: 3620ARL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31671 | PA      | $30722.94      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737528                      | CUSIP: 3620ARLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     353668 | PA      | $342477.24     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737532                      | CUSIP: 3620ARLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1183059 | PA      | $1145084.25    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737535                      | CUSIP: 3620ARLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     980304 | PA      | $950193.61     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737536                      | CUSIP: 3620ARLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19382 | PA      | $19235.05      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737539                      | CUSIP: 3620ARLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75170 | PA      | $72745.33      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737577                      | CUSIP: 3620ARM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237517 | PA      | $230221.82     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737555                      | CUSIP: 3620ARMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1766009 | PA      | $1753491.80    | 0.02%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737556                      | CUSIP: 3620ARMD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21767 | PA      | $21607.91      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737576                      | CUSIP: 3620ARMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89863 | PA      | $87305.39      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737648                      | CUSIP: 3620ARP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131951 | PA      | $130952.13     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737673                      | CUSIP: 3620ARQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23154 | PA      | $22977.80      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737680                      | CUSIP: 3620ARQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83861 | PA      | $83312.86      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737654                      | CUSIP: 3620ARQF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259600 | PA      | $257496.32     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737657                      | CUSIP: 3620ARQJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34065 | PA      | $33812.33      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737658                      | CUSIP: 3620ARQK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61005 | PA      | $57756.48      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737660                      | CUSIP: 3620ARQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6454 | PA      | $6244.76       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737662                      | CUSIP: 3620ARQP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292390 | PA      | $276820.32     | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737663                      | CUSIP: 3620ARQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22464 | PA      | $21742.51      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737665                      | CUSIP: 3620ARQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131663 | PA      | $133504.49     | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737672                      | CUSIP: 3620ARQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3563975 | PA      | $3450113.90    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737707                      | CUSIP: 3620ARR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28152 | PA      | $27218.81      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737710                      | CUSIP: 3620ARR78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151681 | PA      | $146609.17     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737702                      | CUSIP: 3620ARRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225675 | PA      | $218707.83     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737704                      | CUSIP: 3620ARRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22460 | PA      | $21692.63      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737713                      | CUSIP: 3620ARSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164907 | PA      | $159465.88     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737801                      | CUSIP: 3620ARU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136691 | PA      | $138605.21     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737790                      | CUSIP: 3620ARUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     554679 | PA      | $536624.56     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737797                      | CUSIP: 3620ARUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30128 | PA      | $28551.50      | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737833                      | CUSIP: 3620ARV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54821 | PA      | $53027.97      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737837                      | CUSIP: 3620ARV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21457 | PA      | $20723.86      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737809                      | CUSIP: 3620ARVA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48816 | PA      | $47241.89      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737815                      | CUSIP: 3620ARVG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65457 | PA      | $63335.82      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737822                      | CUSIP: 3620ARVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91077 | PA      | $92419.23      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737831                      | CUSIP: 3620ARVY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38091 | PA      | $36777.53      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737904                      | CUSIP: 3620ARX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173120 | PA      | $163942.23     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737905                      | CUSIP: 3620ARYA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123195 | PA      | $119221.92     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737908                      | CUSIP: 3620ARYD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62315 | PA      | $60296.07      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737914                      | CUSIP: 3620ARYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6254 | PA      | $6054.46       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737915                      | CUSIP: 3620ARYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27657 | PA      | $26748.48      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737923                      | CUSIP: 3620ARYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8343 | PA      | $8476.32       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738890                      | CUSIP: 3620AS2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13057 | PA      | $12647.66      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738901                      | CUSIP: 3620AS3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     694912 | PA      | $671476.01     | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5772 | PA      | $5576.80       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738906                      | CUSIP: 3620AS3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78715 | PA      | $78072.67      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738950                      | CUSIP: 3620AS5K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50294 | PA      | $49940.52      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738956                      | CUSIP: 3620AS5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185224 | PA      | $179921.39     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738971                      | CUSIP: 3620AS6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1341 | PA      | $1337.21       | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738101                      | CUSIP: 3620ASAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238645 | PA      | $230700.51     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738111                      | CUSIP: 3620ASAL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116868 | PA      | $113046.16     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738112                      | CUSIP: 3620ASAM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64597 | PA      | $64111.04      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738114                      | CUSIP: 3620ASAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26923 | PA      | $26042.29      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738120                      | CUSIP: 3620ASAV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     911481 | PA      | $881138.90     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738152                      | CUSIP: 3620ASBV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18320 | PA      | $18166.14      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738221                      | CUSIP: 3620ASD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1582628 | PA      | $1570897.55    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738224                      | CUSIP: 3620ASD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87488 | PA      | $86783.86      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738227                      | CUSIP: 3620ASD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191064 | PA      | $185135.54     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738255                      | CUSIP: 3620ASE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208217 | PA      | $206741.52     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738256                      | CUSIP: 3620ASE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44722 | PA      | $45349.56      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738235                      | CUSIP: 3620ASEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261388 | PA      | $252918.66     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738238                      | CUSIP: 3620ASEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     659877 | PA      | $638299.75     | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738287                      | CUSIP: 3620ASF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71452 | PA      | $69268.14      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738291                      | CUSIP: 3620ASF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6976 | PA      | $6924.37       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738295                      | CUSIP: 3620ASGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83919 | PA      | $85098.39      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738305                      | CUSIP: 3620ASGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45956 | PA      | $44419.39      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738310                      | CUSIP: 3620ASGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9049 | PA      | $8979.92       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738314                      | CUSIP: 3620ASGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17715 | PA      | $17975.20      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738316                      | CUSIP: 3620ASGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        165 | PA      | $163.99        | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738414                      | CUSIP: 3620ASK32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202560 | PA      | $200866.02     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738422                      | CUSIP: 3620ASLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1300883 | PA      | $1290685.61    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738432                      | CUSIP: 3620ASLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1166 | PA      | $1128.15       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738507                      | CUSIP: 3620ASNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95684 | PA      | $92671.22      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738547                      | CUSIP: 3620ASP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332686 | PA      | $329991.02     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738548                      | CUSIP: 3620ASP94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2759 | PA      | $2800.57       | 0.00%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738520                      | CUSIP: 3620ASPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132515 | PA      | $131462.36     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738525                      | CUSIP: 3620ASPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108325 | PA      | $107264.69     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738526                      | CUSIP: 3620ASPK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82959 | PA      | $80359.50      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69982 | PA      | $67641.73      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738629                      | CUSIP: 3620ASSS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88658 | PA      | $85642.59      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738630                      | CUSIP: 3620ASST7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68790 | PA      | $66418.09      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738635                      | CUSIP: 3620ASSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53455 | PA      | $53122.94      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738652                      | CUSIP: 3620ASTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8960 | PA      | $8872.91       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738653                      | CUSIP: 3620ASTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8023 | PA      | $7957.04       | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738735                      | CUSIP: 3620ASV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79484 | PA      | $76921.09      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738710                      | CUSIP: 3620ASVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247351 | PA      | $239116.78     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738720                      | CUSIP: 3620ASVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97565 | PA      | $94448.37      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738729                      | CUSIP: 3620ASVW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154781 | PA      | $149418.05     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738793                      | CUSIP: 3620ASXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     894983 | PA      | $887452.48     | 0.01%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738846                      | CUSIP: 3620ASZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77377 | PA      | $74656.61      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738851                      | CUSIP: 3620ASZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159676 | PA      | $154455.26     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739842                      | CUSIP: 3620AT5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48128 | PA      | $47824.33      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739860                      | CUSIP: 3620AT5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62140 | PA      | $59987.02      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739091                      | CUSIP: 3620ATC47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74538 | PA      | $74042.50      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739095                      | CUSIP: 3620ATC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10014 | PA      | $9991.84       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739144                      | CUSIP: 3620ATER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148861 | PA      | $147757.22     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739185                      | CUSIP: 3620ATF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50485 | PA      | $51243.89      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739190                      | CUSIP: 3620ATF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173252 | PA      | $171995.45     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739191                      | CUSIP: 3620ATF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302599 | PA      | $300339.82     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739201                      | CUSIP: 3620ATGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76582 | PA      | $75969.51      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739233                      | CUSIP: 3620ATHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147190 | PA      | $149376.78     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739341                      | CUSIP: 3620ATLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1075724 | PA      | $1014954.18    | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739373                      | CUSIP: 3620ATMW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58454 | PA      | $57995.87      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739387                      | CUSIP: 3620ATNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38332 | PA      | $38936.60      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739557                      | CUSIP: 3620ATTN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25684 | PA      | $25483.57      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739615                      | CUSIP: 3620ATVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111403 | PA      | $102618.71     | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739672                      | CUSIP: 3620ATW94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131146 | PA      | $130090.75     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739673                      | CUSIP: 3620ATXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165036 | PA      | $160475.52     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739708                      | CUSIP: 3620ATYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98653 | PA      | $100133.41     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740669                      | CUSIP: 3620AU2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58243 | PA      | $57764.70      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740685                      | CUSIP: 3620AU2S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8596 | PA      | $8294.95       | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740710                      | CUSIP: 3620AU3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22268 | PA      | $21496.14      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740751                      | CUSIP: 3620AU5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3548 | PA      | $3427.58       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739908                      | CUSIP: 3620AUAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102074 | PA      | $98828.04      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739956                      | CUSIP: 3620AUBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109171 | PA      | $105569.22     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739983                      | CUSIP: 3620AUCU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48368 | PA      | $44659.99      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740040                      | CUSIP: 3620AUEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39753 | PA      | $39437.18      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740090                      | CUSIP: 3620AUF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20869 | PA      | $20285.72      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740068                      | CUSIP: 3620AUFH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6757 | PA      | $6533.19       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740081                      | CUSIP: 3620AUFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44698 | PA      | $43178.00      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740094                      | CUSIP: 3620AUGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36779 | PA      | $35575.96      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740102                      | CUSIP: 3620AUGK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9774 | PA      | $9437.13       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740106                      | CUSIP: 3620AUGP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180448 | PA      | $174335.96     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740115                      | CUSIP: 3620AUGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7685 | PA      | $7430.29       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740131                      | CUSIP: 3620AUHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8687 | PA      | $8614.55       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740134                      | CUSIP: 3620AUHK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20031 | PA      | $19870.39      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740138                      | CUSIP: 3620AUHP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18326 | PA      | $18276.53      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740141                      | CUSIP: 3620AUHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30200 | PA      | $29153.31      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740162                      | CUSIP: 3620AUJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155176 | PA      | $149721.72     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740194                      | CUSIP: 3620AUKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49698 | PA      | $48476.36      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740440                      | CUSIP: 3620AUS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255789 | PA      | $254115.90     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740470                      | CUSIP: 3620AUT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75092 | PA      | $74555.24      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740449                      | CUSIP: 3620AUTE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5201 | PA      | $5033.40       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740450                      | CUSIP: 3620AUTF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     275372 | PA      | $266165.15     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740479                      | CUSIP: 3620AUUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53109 | PA      | $53893.63      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740520                      | CUSIP: 3620AUVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89123 | PA      | $90536.43      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740531                      | CUSIP: 3620AUVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28349 | PA      | $28143.44      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740554                      | CUSIP: 3620AUWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10365 | PA      | $10287.48      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740592                      | CUSIP: 3620AUXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121761 | PA      | $123581.43     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741579                      | CUSIP: 3620AV2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48651 | PA      | $48367.29      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741580                      | CUSIP: 3620AV2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157012 | PA      | $151545.33     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741597                      | CUSIP: 3620AV3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40882 | PA      | $39458.88      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741628                      | CUSIP: 3620AV4M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93794 | PA      | $93103.82      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741645                      | CUSIP: 3620AV5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75296 | PA      | $74501.81      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741646                      | CUSIP: 3620AV5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3851 | PA      | $3839.80       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741680                      | CUSIP: 3620AV6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9001 | PA      | $8695.30       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741682                      | CUSIP: 3620AV6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13503 | PA      | $13018.46      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741688                      | CUSIP: 3620AV6Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100646 | PA      | $99671.82      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741691                      | CUSIP: 3620AV7C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54121 | PA      | $52335.25      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741699                      | CUSIP: 3620AV7L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164994 | PA      | $159382.13     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741700                      | CUSIP: 3620AV7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     257923 | PA      | $249187.16     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740805                      | CUSIP: 3620AVAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115613 | PA      | $108938.53     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740864                      | CUSIP: 3620AVB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6701 | PA      | $6650.66       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740896                      | CUSIP: 3620AVC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58668 | PA      | $58211.27      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740881                      | CUSIP: 3620AVCS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10460 | PA      | $10617.11      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740925                      | CUSIP: 3620AVD66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25388 | PA      | $24584.46      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740926                      | CUSIP: 3620AVD74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17817 | PA      | $17674.49      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740911                      | CUSIP: 3620AVDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4602 | PA      | $4671.34       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740919                      | CUSIP: 3620AVDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12487 | PA      | $12392.64      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740931                      | CUSIP: 3620AVEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16483 | PA      | $15951.20      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740934                      | CUSIP: 3620AVEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     706581 | PA      | $683371.94     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740942                      | CUSIP: 3620AVEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2714 | PA      | $2622.90       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 740982                      | CUSIP: 3620AVFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59397 | PA      | $60289.53      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741032                      | CUSIP: 3620AVHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209813 | PA      | $208406.50     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741034                      | CUSIP: 3620AVHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5922 | PA      | $5729.86       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741215                      | CUSIP: 3620AVN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135701 | PA      | $134695.66     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741200                      | CUSIP: 3620AVNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135434 | PA      | $134422.66     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741205                      | CUSIP: 3620AVNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9390 | PA      | $9321.00       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741243                      | CUSIP: 3620AVP48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     244857 | PA      | $243029.16     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741219                      | CUSIP: 3620AVPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50539 | PA      | $50197.74      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741227                      | CUSIP: 3620AVPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40614 | PA      | $40328.03      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741275                      | CUSIP: 3620AVQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        362 | PA      | $367.24        | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741262                      | CUSIP: 3620AVQP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7818 | PA      | $7757.32       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741269                      | CUSIP: 3620AVQW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7927 | PA      | $7862.65       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741309                      | CUSIP: 3620AVR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22742 | PA      | $22579.72      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741301                      | CUSIP: 3620AVRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105485 | PA      | $104669.76     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741337                      | CUSIP: 3620AVS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19407 | PA      | $19262.86      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741334                      | CUSIP: 3620AVSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153346 | PA      | $152200.89     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741372                      | CUSIP: 3620AVT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300099 | PA      | $297939.61     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741348                      | CUSIP: 3620AVTD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89898 | PA      | $89188.15      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741351                      | CUSIP: 3620AVTG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15332 | PA      | $15562.92      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741444                      | CUSIP: 3620AVWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20780 | PA      | $20107.04      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741445                      | CUSIP: 3620AVWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1813543 | PA      | $1753705.08    | 0.02%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741485                      | CUSIP: 3620AVXN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267938 | PA      | $259541.81     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741517                      | CUSIP: 3620AVYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279284 | PA      | $270532.68     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741518                      | CUSIP: 3620AVYP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9998 | PA      | $9667.71       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741557                      | CUSIP: 3620AVZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238935 | PA      | $230616.42     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742474                      | CUSIP: 3620AW2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136015 | PA      | $134941.33     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742540                      | CUSIP: 3620AW4Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139574 | PA      | $141626.22     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741701                      | CUSIP: 3620AWAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47661 | PA      | $45958.13      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741794                      | CUSIP: 3620AWC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335306 | PA      | $315619.60     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741846                      | CUSIP: 3620AWET3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4440 | PA      | $4298.47       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741864                      | CUSIP: 3620AWFD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1036 | PA      | $1051.02       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741876                      | CUSIP: 3620AWFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30632 | PA      | $30414.55      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742239                      | CUSIP: 3620AWS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2042 | PA      | $1972.10       | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742217                      | CUSIP: 3620AWSE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30136 | PA      | $29919.21      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742219                      | CUSIP: 3620AWSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292694 | PA      | $290556.25     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742221                      | CUSIP: 3620AWSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56457 | PA      | $56008.08      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742224                      | CUSIP: 3620AWSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46415 | PA      | $46071.23      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742235                      | CUSIP: 3620AWSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49405 | PA      | $47811.85      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742245                      | CUSIP: 3620AWTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166631 | PA      | $161035.72     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742401                      | CUSIP: 3620AWX62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8062 | PA      | $7999.72       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742402                      | CUSIP: 3620AWX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12112 | PA      | $12281.30      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742405                      | CUSIP: 3620AWYA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24829 | PA      | $25192.56      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742409                      | CUSIP: 3620AWYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28588 | PA      | $28998.29      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742418                      | CUSIP: 3620AWYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38629 | PA      | $38475.06      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742425                      | CUSIP: 3620AWYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39193 | PA      | $38894.46      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742450                      | CUSIP: 3620AWZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17983 | PA      | $17848.58      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743479                      | CUSIP: 3620AX6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30497 | PA      | $29560.41      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742979                      | CUSIP: 3620AXM47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38342 | PA      | $37032.01      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743009                      | CUSIP: 3620AXN20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     350975 | PA      | $338696.15     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743012                      | CUSIP: 3620AXN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     458900 | PA      | $442923.01     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743013                      | CUSIP: 3620AXN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30304 | PA      | $29997.67      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743015                      | CUSIP: 3620AXN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     561641 | PA      | $542086.92     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743016                      | CUSIP: 3620AXN95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     203461 | PA      | $196343.46     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742986                      | CUSIP: 3620AXNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18052 | PA      | $17451.33      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742987                      | CUSIP: 3620AXNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227055 | PA      | $219299.23     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742988                      | CUSIP: 3620AXND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272405 | PA      | $262967.19     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742989                      | CUSIP: 3620AXNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420715 | PA      | $406895.40     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742992                      | CUSIP: 3620AXNH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     383975 | PA      | $370670.97     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742994                      | CUSIP: 3620AXNK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163868 | PA      | $158162.77     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742996                      | CUSIP: 3620AXNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452361 | PA      | $436611.70     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742999                      | CUSIP: 3620AXNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     516936 | PA      | $499025.69     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743001                      | CUSIP: 3620AXNS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239885 | PA      | $232185.03     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743004                      | CUSIP: 3620AXNV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358221 | PA      | $346192.14     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743017                      | CUSIP: 3620AXPA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428390 | PA      | $413818.59     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743018                      | CUSIP: 3620AXPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68103 | PA      | $67484.42      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743030                      | CUSIP: 3620AXPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164991 | PA      | $159247.01     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743088                      | CUSIP: 3620AXRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104717 | PA      | $103896.34     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743132                      | CUSIP: 3620AXSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16075 | PA      | $15967.68      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743157                      | CUSIP: 3620AXTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69067 | PA      | $66902.47      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743353                      | CUSIP: 3620AXZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8465 | PA      | $8400.07       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744275                      | CUSIP: 3620AY2G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38971 | PA      | $37661.85      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744313                      | CUSIP: 3620AY3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162046 | PA      | $160836.48     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744339                      | CUSIP: 3620AY4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40283 | PA      | $38843.54      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744346                      | CUSIP: 3620AY5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     718715 | PA      | $713464.97     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744348                      | CUSIP: 3620AY5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41521 | PA      | $40030.74      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744349                      | CUSIP: 3620AY5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209535 | PA      | $207903.46     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744371                      | CUSIP: 3620AY6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354186 | PA      | $342344.05     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744386                      | CUSIP: 3620AY6X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     708202 | PA      | $684626.51     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744394                      | CUSIP: 3620AY7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42246 | PA      | $41839.27      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744397                      | CUSIP: 3620AY7J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     624173 | PA      | $603122.38     | 0.01%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743708                      | CUSIP: 3620AYGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80333 | PA      | $81521.17      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743716                      | CUSIP: 3620AYGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43286 | PA      | $43896.43      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743727                      | CUSIP: 3620AYHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23992 | PA      | $23823.00      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743728                      | CUSIP: 3620AYHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25292 | PA      | $25670.44      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743740                      | CUSIP: 3620AYHR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70051 | PA      | $71096.28      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743762                      | CUSIP: 3620AYJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41157 | PA      | $40874.65      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743794                      | CUSIP: 3620AYKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178840 | PA      | $177202.21     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743799                      | CUSIP: 3620AYKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90339 | PA      | $89637.93      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 743877                      | CUSIP: 3620AYM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25927 | PA      | $25720.07      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744018                      | CUSIP: 3620AYSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3825 | PA      | $3882.19       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744243                      | CUSIP: 3620AYZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6683 | PA      | $6632.96       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744251                      | CUSIP: 3620AYZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271727 | PA      | $269742.02     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745188                      | CUSIP: 3620C02V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10643 | PA      | $10563.93      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745197                      | CUSIP: 3620C03E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     639117 | PA      | $648737.48     | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745199                      | CUSIP: 3620C03G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     629228 | PA      | $638647.98     | 0.01%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745203                      | CUSIP: 3620C03L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     205802 | PA      | $204188.65     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745242                      | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1700710 | PA      | $1688104.26    | 0.02%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745256                      | CUSIP: 3620C05R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52560 | PA      | $52144.86      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745266                      | CUSIP: 3620C06B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13735 | PA      | $13936.22      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745279                      | CUSIP: 3620C06Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83290 | PA      | $86622.88      | 0.00%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745288                      | CUSIP: 3620C06Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163158 | PA      | $165597.85     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745289                      | CUSIP: 3620C07A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6504 | PA      | $6457.48       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745053                      | CUSIP: 3620C0WN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99902 | PA      | $101408.84     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745055                      | CUSIP: 3620C0WQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8736 | PA      | $8675.42       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745060                      | CUSIP: 3620C0WV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48665 | PA      | $48327.80      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745062                      | CUSIP: 3620C0WX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     548043 | PA      | $544549.01     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745086                      | CUSIP: 3620C0XP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49868 | PA      | $49517.37      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745106                      | CUSIP: 3620C0YB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26515 | PA      | $26905.06      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745164                      | CUSIP: 3620C0Z50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20807 | PA      | $21116.29      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745166                      | CUSIP: 3620C0Z76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36031 | PA      | $35936.07      | 0.00%             | 2038-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745142                      | CUSIP: 3620C0ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5087 | PA      | $5162.10       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745147                      | CUSIP: 3620C0ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298206 | PA      | $296044.02     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746107                      | CUSIP: 3620C13Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73396 | PA      | $74550.08      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746140                      | CUSIP: 3620C14Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15432 | PA      | $14964.86      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746148                      | CUSIP: 3620C15H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153880 | PA      | $149034.64     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746179                      | CUSIP: 3620C16Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103391 | PA      | $99948.84      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745304                      | CUSIP: 3620C1AD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3275 | PA      | $3323.98       | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745322                      | CUSIP: 3620C1AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45250 | PA      | $44888.56      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745409                      | CUSIP: 3620C1DN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63800 | PA      | $63296.98      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745645                      | CUSIP: 3620C1L20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191758 | PA      | $185146.39     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745746                      | CUSIP: 3620C1P75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133503 | PA      | $128961.87     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745793                      | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8469 | PA      | $8406.23       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745815                      | CUSIP: 3620C1SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1912 | PA      | $1847.68       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745854                      | CUSIP: 3620C1TK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99714 | PA      | $96453.12      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745908                      | CUSIP: 3620C1U95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95943 | PA      | $92586.80      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746001                      | CUSIP: 3620C1X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161498 | PA      | $152786.99     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746065                      | CUSIP: 3620C1Z66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48378 | PA      | $47970.50      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746066                      | CUSIP: 3620C1Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20930 | PA      | $20754.08      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746058                      | CUSIP: 3620C1ZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     323476 | PA      | $312850.37     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746271                      | CUSIP: 3620C2CG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34794 | PA      | $34496.48      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746272                      | CUSIP: 3620C2CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85105 | PA      | $84286.08      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746324                      | CUSIP: 3620C2D50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184945 | PA      | $183485.75     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746305                      | CUSIP: 3620C2DJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104776 | PA      | $103899.50     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746311                      | CUSIP: 3620C2DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49219 | PA      | $48827.52      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746333                      | CUSIP: 3620C2EE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107183 | PA      | $106292.53     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746350                      | CUSIP: 3620C2EX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359002 | PA      | $347316.68     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746391                      | CUSIP: 3620C2F82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75536 | PA      | $76591.31      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746368                      | CUSIP: 3620C2FH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243775 | PA      | $241825.27     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746373                      | CUSIP: 3620C2FN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82617 | PA      | $81960.79      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746384                      | CUSIP: 3620C2FZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155191 | PA      | $154074.38     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746404                      | CUSIP: 3620C2GM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     538322 | PA      | $534159.12     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746798                      | CUSIP: 3620C2UX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     270149 | PA      | $261518.27     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746800                      | CUSIP: 3620C2UZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1500535 | PA      | $1450804.07    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746813                      | CUSIP: 3620C2VE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32086 | PA      | $31017.49      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746868                      | CUSIP: 3620C2W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7811 | PA      | $7784.15       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746876                      | CUSIP: 3620C2XD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46676 | PA      | $46295.48      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747869                      | CUSIP: 3620C32A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12987 | PA      | $12546.72      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747894                      | CUSIP: 3620C33B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     497890 | PA      | $481535.47     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747923                      | CUSIP: 3620C34G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328848 | PA      | $317852.94     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747929                      | CUSIP: 3620C34N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1572590 | PA      | $1520010.32    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747932                      | CUSIP: 3620C34R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46576 | PA      | $46194.26      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747936                      | CUSIP: 3620C34V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32358 | PA      | $32850.26      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747948                      | CUSIP: 3620C35H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430971 | PA      | $416878.66     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747977                      | CUSIP: 3620C36N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154483 | PA      | $149571.29     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747979                      | CUSIP: 3620C36Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     624438 | PA      | $603560.19     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747136                      | CUSIP: 3620C3BD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24888 | PA      | $24070.94      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747171                      | CUSIP: 3620C3CG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311486 | PA      | $300981.00     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747172                      | CUSIP: 3620C3CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440417 | PA      | $426015.71     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747250                      | CUSIP: 3620C3EX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67006 | PA      | $64896.42      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748811                      | CUSIP: 3620C43U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40982 | PA      | $40702.96      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748823                      | CUSIP: 3620C44G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7969 | PA      | $7910.69       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748063                      | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4895 | PA      | $4854.01       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748053                      | CUSIP: 3620C4BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36080 | PA      | $34863.58      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748082                      | CUSIP: 3620C4CT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110685 | PA      | $109805.19     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748083                      | CUSIP: 3620C4CU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149431 | PA      | $148181.82     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748144                      | CUSIP: 3620C4ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3386 | PA      | $3263.91       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748223                      | CUSIP: 3620C4G87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1060928 | PA      | $1024841.72    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748256                      | CUSIP: 3620C4H94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4253 | PA      | $4317.00       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748374                      | CUSIP: 3620C4MX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36632 | PA      | $34608.67      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748410                      | CUSIP: 3620C4N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24738 | PA      | $22673.09      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748511                      | CUSIP: 3620C4R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4181 | PA      | $4039.53       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748481                      | CUSIP: 3620C4RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30191 | PA      | $28531.14      | 0.00%             | 2040-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748521                      | CUSIP: 3620C4SJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6698 | PA      | $6646.53       | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748523                      | CUSIP: 3620C4SL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150378 | PA      | $149175.08     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748527                      | CUSIP: 3620C4SQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17057 | PA      | $16932.77      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748547                      | CUSIP: 3620C4TC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12570 | PA      | $13169.98      | 0.00%             | 2039-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748554                      | CUSIP: 3620C4TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27627 | PA      | $26715.28      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748603                      | CUSIP: 3620C4U40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18551 | PA      | $18810.71      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748638                      | CUSIP: 3620C4V72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2062384 | PA      | $1975686.47    | 0.02%             | 2040-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748730                      | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2053077 | PA      | $1966374.78    | 0.02%             | 2040-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749680                      | CUSIP: 3620C52M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31953 | PA      | $31713.01      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749695                      | CUSIP: 3620C53C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21990 | PA      | $21258.34      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749747                      | CUSIP: 3620C55G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143594 | PA      | $145604.84     | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749757                      | CUSIP: 3620C55S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     856001 | PA      | $849701.88     | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749783                      | CUSIP: 3620C56U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232514 | PA      | $224379.59     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749786                      | CUSIP: 3620C56X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     415996 | PA      | $402705.94     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748969                      | CUSIP: 3620C5CE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24990 | PA      | $24154.66      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749037                      | CUSIP: 3620C5EJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20978 | PA      | $20914.17      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749101                      | CUSIP: 3620C5GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13017 | PA      | $12545.43      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749102                      | CUSIP: 3620C5GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48593 | PA      | $48264.25      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749106                      | CUSIP: 3620C5GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249850 | PA      | $247747.66     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749113                      | CUSIP: 3620C5GW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11126 | PA      | $10734.78      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749197                      | CUSIP: 3620C5KJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     826008 | PA      | $798269.68     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749198                      | CUSIP: 3620C5KK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     607515 | PA      | $587649.95     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749203                      | CUSIP: 3620C5KQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     381318 | PA      | $368041.72     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749207                      | CUSIP: 3620C5KU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     578579 | PA      | $558434.79     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749208                      | CUSIP: 3620C5KV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196979 | PA      | $190054.33     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749249                      | CUSIP: 3620C5L62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     289405 | PA      | $279770.77     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749250                      | CUSIP: 3620C5L70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     461566 | PA      | $444999.32     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749251                      | CUSIP: 3620C5L88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80036 | PA      | $77223.02      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749221                      | CUSIP: 3620C5LA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255707 | PA      | $241455.27     | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749222                      | CUSIP: 3620C5LB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1302851 | PA      | $1258151.75    | 0.01%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749223                      | CUSIP: 3620C5LC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     448244 | PA      | $432562.80     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749225                      | CUSIP: 3620C5LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255360 | PA      | $252878.58     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749229                      | CUSIP: 3620C5LJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219871 | PA      | $212252.62     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749231                      | CUSIP: 3620C5LL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     957926 | PA      | $945531.82     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749234                      | CUSIP: 3620C5LP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     419928 | PA      | $406196.59     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749243                      | CUSIP: 3620C5LY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97419 | PA      | $92014.29      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749280                      | CUSIP: 3620C5M53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74244 | PA      | $73574.57      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749281                      | CUSIP: 3620C5M61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104161 | PA      | $100422.79     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749253                      | CUSIP: 3620C5MA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     240737 | PA      | $232548.78     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749257                      | CUSIP: 3620C5ME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379211 | PA      | $374304.95     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749258                      | CUSIP: 3620C5MF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230829 | PA      | $227842.44     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749259                      | CUSIP: 3620C5MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65845 | PA      | $65179.40      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749266                      | CUSIP: 3620C5MP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     788143 | PA      | $759855.00     | 0.01%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749269                      | CUSIP: 3620C5MS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     629554 | PA      | $606748.72     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749271                      | CUSIP: 3620C5MU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311354 | PA      | $300075.40     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749291                      | CUSIP: 3620C5NG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189146 | PA      | $187270.90     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749378                      | CUSIP: 3620C5Q75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159811 | PA      | $158246.61     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749367                      | CUSIP: 3620C5QU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13456 | PA      | $13358.06      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749442                      | CUSIP: 3620C5S73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112639 | PA      | $111749.94     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749627                      | CUSIP: 3620C5YY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4364 | PA      | $4219.68       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750666                      | CUSIP: 3620C66B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7389 | PA      | $7138.33       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749860                      | CUSIP: 3620C6B53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228390 | PA      | $220820.42     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749862                      | CUSIP: 3620C6B79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149999 | PA      | $144827.20     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749834                      | CUSIP: 3620C6BB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106579 | PA      | $102999.61     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749838                      | CUSIP: 3620C6BF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225233 | PA      | $218933.72     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749840                      | CUSIP: 3620C6BH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13586 | PA      | $13455.02      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749855                      | CUSIP: 3620C6BY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19305 | PA      | $18248.71      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749869                      | CUSIP: 3620C6CE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149969 | PA      | $148584.77     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749877                      | CUSIP: 3620C6CN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367023 | PA      | $354306.42     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 749908                      | CUSIP: 3620C6DM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209842 | PA      | $208197.24     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750197                      | CUSIP: 3620C6NN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     318890 | PA      | $316390.31     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750244                      | CUSIP: 3620C6P58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250262 | PA      | $241785.36     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750239                      | CUSIP: 3620C6PY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18554 | PA      | $18426.30      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750253                      | CUSIP: 3620C6QE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111206 | PA      | $107519.92     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750262                      | CUSIP: 3620C6QP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7994 | PA      | $7720.52       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750311                      | CUSIP: 3620C6R80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102282 | PA      | $101469.55     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750281                      | CUSIP: 3620C6RA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34159 | PA      | $33975.15      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750297                      | CUSIP: 3620C6RS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28405 | PA      | $28131.12      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750298                      | CUSIP: 3620C6RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     226390 | PA      | $224663.37     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750316                      | CUSIP: 3620C6SD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     507782 | PA      | $491713.84     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750328                      | CUSIP: 3620C6SR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316984 | PA      | $306247.53     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750329                      | CUSIP: 3620C6SS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7236 | PA      | $7010.79       | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750531                      | CUSIP: 3620C6Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2499 | PA      | $2421.71       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750523                      | CUSIP: 3620C6YU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37896 | PA      | $36691.17      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486873                      | CUSIP: 36210A2E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4177 | PA      | $4366.05       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486874                      | CUSIP: 36210A2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1185 | PA      | $1238.14       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486876                      | CUSIP: 36210A2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        593 | PA      | $604.72        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486877                      | CUSIP: 36210A2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        868 | PA      | $885.75        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486880                      | CUSIP: 36210A2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $212.35        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486920                      | CUSIP: 36210A4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3878 | PA      | $3931.75       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486933                      | CUSIP: 36210A4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6167 | PA      | $6291.45       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486934                      | CUSIP: 36210A4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1623 | PA      | $1655.40       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486935                      | CUSIP: 36210A4U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2703 | PA      | $2824.76       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486936                      | CUSIP: 36210A4V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1952 | PA      | $2040.01       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486947                      | CUSIP: 36210A5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3380 | PA      | $3532.72       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486948                      | CUSIP: 36210A5H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3514 | PA      | $3673.24       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486958                      | CUSIP: 36210A5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1107 | PA      | $1157.00       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486960                      | CUSIP: 36210A5V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3539 | PA      | $3610.19       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486961                      | CUSIP: 36210A5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1067 | PA      | $1088.32       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486965                      | CUSIP: 36210A6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5038 | PA      | $5265.48       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486968                      | CUSIP: 36210A6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7952 | PA      | $8112.77       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486970                      | CUSIP: 36210A6F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5843 | PA      | $5960.89       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486977                      | CUSIP: 36210A6N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        565 | PA      | $590.11        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486334                      | CUSIP: 36210AHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2167 | PA      | $2264.60       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486447                      | CUSIP: 36210AL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8079 | PA      | $8444.09       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486482                      | CUSIP: 36210AM79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        499 | PA      | $521.45        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486470                      | CUSIP: 36210AMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        394 | PA      | $412.07        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486474                      | CUSIP: 36210AMX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        846 | PA      | $863.63        | 0.00%             | 2028-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486515                      | CUSIP: 36210AN86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3335 | PA      | $3402.48       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486516                      | CUSIP: 36210AN94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4286 | PA      | $4480.01       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486542                      | CUSIP: 36210AP35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        505 | PA      | $527.63        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486543                      | CUSIP: 36210AP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1780 | PA      | $1788.91       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486544                      | CUSIP: 36210AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1367 | PA      | $1394.53       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486528                      | CUSIP: 36210APM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1225 | PA      | $1280.25       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486610                      | CUSIP: 36210AR74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        227 | PA      | $237.59        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486592                      | CUSIP: 36210ARM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1943 | PA      | $1970.50       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486597                      | CUSIP: 36210ARS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2773 | PA      | $2829.22       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486598                      | CUSIP: 36210ART6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3756 | PA      | $3925.94       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486639                      | CUSIP: 36210AS40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2835 | PA      | $2963.17       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486620                      | CUSIP: 36210ASH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3739 | PA      | $3815.17       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486621                      | CUSIP: 36210ASJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5885 | PA      | $6150.79       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486628                      | CUSIP: 36210ASR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122538 | PA      | $124179.35     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486629                      | CUSIP: 36210ASS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1109 | PA      | $1131.94       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486630                      | CUSIP: 36210AST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5699 | PA      | $5956.62       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486631                      | CUSIP: 36210ASU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3286 | PA      | $3434.53       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486634                      | CUSIP: 36210ASX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23740 | PA      | $24220.78      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486669                      | CUSIP: 36210AT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1208 | PA      | $1224.86       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486667                      | CUSIP: 36210ATY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15162 | PA      | $15736.89      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486703                      | CUSIP: 36210AU47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8330 | PA      | $8498.45       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486678                      | CUSIP: 36210AUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8232 | PA      | $8398.92       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486679                      | CUSIP: 36210AUC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29572 | PA      | $30909.78      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486690                      | CUSIP: 36210AUP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1067 | PA      | $1115.32       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486691                      | CUSIP: 36210AUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4366 | PA      | $4563.02       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486693                      | CUSIP: 36210AUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         19 | PA      | $18.71         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486694                      | CUSIP: 36210AUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3124 | PA      | $3187.62       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486710                      | CUSIP: 36210AVB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7507 | PA      | $7846.89       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486713                      | CUSIP: 36210AVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5453 | PA      | $5563.79       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486722                      | CUSIP: 36210AVP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4846 | PA      | $4944.42       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486759                      | CUSIP: 36210AWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17629 | PA      | $17985.61      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486760                      | CUSIP: 36210AWV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        220 | PA      | $229.66        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486802                      | CUSIP: 36210AX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3435 | PA      | $3505.06       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486788                      | CUSIP: 36210AXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2576 | PA      | $2692.75       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486792                      | CUSIP: 36210AXV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3436 | PA      | $3475.24       | 0.00%             | 2028-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486794                      | CUSIP: 36210AXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6165 | PA      | $6444.16       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486795                      | CUSIP: 36210AXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        853 | PA      | $870.64        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486796                      | CUSIP: 36210AXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25634 | PA      | $26152.83      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486807                      | CUSIP: 36210AYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1229 | PA      | $1253.61       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486842                      | CUSIP: 36210AZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8811 | PA      | $8989.03       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486843                      | CUSIP: 36210AZG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24801 | PA      | $25303.40      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486845                      | CUSIP: 36210AZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27083 | PA      | $28307.35      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486850                      | CUSIP: 36210AZP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4929 | PA      | $5151.66       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 486851                      | CUSIP: 36210AZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $115.03        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487782                      | CUSIP: 36210B2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22326 | PA      | $22177.11      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487807                      | CUSIP: 36210B3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306521 | PA      | $304533.15     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     331712 | PA      | $329487.34     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487057                      | CUSIP: 36210BB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        599 | PA      | $626.02        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487058                      | CUSIP: 36210BB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        618 | PA      | $646.00        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487060                      | CUSIP: 36210BB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13673 | PA      | $13950.41      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487035                      | CUSIP: 36210BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        312 | PA      | $325.86        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487039                      | CUSIP: 36210BBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24174 | PA      | $24434.79      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487041                      | CUSIP: 36210BBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        839 | PA      | $876.45        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487056                      | CUSIP: 36210BBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9730 | PA      | $10170.14      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487067                      | CUSIP: 36210BCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        342 | PA      | $342.31        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487068                      | CUSIP: 36210BCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2273 | PA      | $2376.05       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487071                      | CUSIP: 36210BCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14939 | PA      | $15614.57      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487108                      | CUSIP: 36210BDM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2016 | PA      | $2056.60       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487116                      | CUSIP: 36210BDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12558 | PA      | $12812.47      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487130                      | CUSIP: 36210BEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9995 | PA      | $10197.17      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487134                      | CUSIP: 36210BEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123743 | PA      | $125410.00     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487224                      | CUSIP: 36210BG90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         22 | PA      | $23.34         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487198                      | CUSIP: 36210BGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5823 | PA      | $5940.84       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487199                      | CUSIP: 36210BGG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        305 | PA      | $319.16        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487200                      | CUSIP: 36210BGH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        603 | PA      | $629.96        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487249                      | CUSIP: 36210BH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1089 | PA      | $1138.15       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487225                      | CUSIP: 36210BHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1171 | PA      | $1223.84       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487226                      | CUSIP: 36210BHB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4576 | PA      | $4668.66       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487234                      | CUSIP: 36210BHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1623 | PA      | $1656.25       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487235                      | CUSIP: 36210BHL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11048 | PA      | $11547.58      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487238                      | CUSIP: 36210BHP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9191 | PA      | $9376.98       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487239                      | CUSIP: 36210BHQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        268 | PA      | $280.54        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487247                      | CUSIP: 36210BHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11613 | PA      | $11848.51      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487300                      | CUSIP: 36210BKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2537 | PA      | $2588.31       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487346                      | CUSIP: 36210BL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13065 | PA      | $13656.25      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487340                      | CUSIP: 36210BLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1082 | PA      | $1130.70       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487382                      | CUSIP: 36210BM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5073 | PA      | $5175.26       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487383                      | CUSIP: 36210BM85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4290 | PA      | $4377.24       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487384                      | CUSIP: 36210BM93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16654 | PA      | $16991.81      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487356                      | CUSIP: 36210BMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17574 | PA      | $17930.22      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487397                      | CUSIP: 36210BNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29660 | PA      | $30260.46      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487405                      | CUSIP: 36210BNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1328 | PA      | $1387.75       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487406                      | CUSIP: 36210BNX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1823 | PA      | $1905.29       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487407                      | CUSIP: 36210BNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3981 | PA      | $4061.95       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487442                      | CUSIP: 36210BP33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        677 | PA      | $691.10        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487428                      | CUSIP: 36210BPM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23997 | PA      | $25082.25      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487430                      | CUSIP: 36210BPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9559 | PA      | $9752.23       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487475                      | CUSIP: 36210BQ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1473 | PA      | $1539.44       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487460                      | CUSIP: 36210BQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2253 | PA      | $2298.31       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487463                      | CUSIP: 36210BQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3139 | PA      | $3202.92       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487466                      | CUSIP: 36210BQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6277 | PA      | $6403.72       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487468                      | CUSIP: 36210BQV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3346 | PA      | $3413.35       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487492                      | CUSIP: 36210BRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9798 | PA      | $9996.76       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487493                      | CUSIP: 36210BRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1549 | PA      | $1580.96       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487499                      | CUSIP: 36210BRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16300 | PA      | $17037.40      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487501                      | CUSIP: 36210BRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        891 | PA      | $931.34        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487532                      | CUSIP: 36210BSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        739 | PA      | $754.13        | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487533                      | CUSIP: 36210BSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3413 | PA      | $3481.81       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487573                      | CUSIP: 36210BT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2915 | PA      | $2973.56       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487547                      | CUSIP: 36210BTC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3333 | PA      | $3483.45       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487549                      | CUSIP: 36210BTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3444 | PA      | $3599.63       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487602                      | CUSIP: 36210BU37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11922 | PA      | $12460.77      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487582                      | CUSIP: 36210BUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        209 | PA      | $218.49        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487584                      | CUSIP: 36210BUH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1453 | PA      | $1518.38       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487588                      | CUSIP: 36210BUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3583 | PA      | $3656.06       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487589                      | CUSIP: 36210BUN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1157 | PA      | $1180.09       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487616                      | CUSIP: 36210BVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1124 | PA      | $1175.21       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487620                      | CUSIP: 36210BVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3208 | PA      | $3352.96       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487624                      | CUSIP: 36210BVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3540 | PA      | $3615.83       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487628                      | CUSIP: 36210BVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1546 | PA      | $1615.90       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487642                      | CUSIP: 36210BWB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        432 | PA      | $440.85        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487695                      | CUSIP: 36210BXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4474 | PA      | $4544.45       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487696                      | CUSIP: 36210BXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60643 | PA      | $57039.01      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487710                      | CUSIP: 36210BYF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57417 | PA      | $57050.53      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487721                      | CUSIP: 36210BYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7933 | PA      | $7879.79       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487754                      | CUSIP: 36210BZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28906 | PA      | $29782.58      | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488724                      | CUSIP: 36210C4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4718 | PA      | $4931.51       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488750                      | CUSIP: 36210C5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6533 | PA      | $6828.60       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487968                      | CUSIP: 36210CCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        134 | PA      | $140.12        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488059                      | CUSIP: 36210CE82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1171 | PA      | $1224.06       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488182                      | CUSIP: 36210CJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7180 | PA      | $7325.47       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488185                      | CUSIP: 36210CJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6820 | PA      | $7128.50       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488174                      | CUSIP: 36210CJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4779 | PA      | $4875.72       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488176                      | CUSIP: 36210CJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3490 | PA      | $3560.72       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488220                      | CUSIP: 36210CK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19889 | PA      | $20291.89      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488246                      | CUSIP: 36210CL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        373 | PA      | $389.77        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488229                      | CUSIP: 36210CLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.33         | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488230                      | CUSIP: 36210CLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1474 | PA      | $1540.68       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488233                      | CUSIP: 36210CLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5646 | PA      | $5760.21       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488234                      | CUSIP: 36210CLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        919 | PA      | $960.43        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488242                      | CUSIP: 36210CLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        701 | PA      | $732.94        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488255                      | CUSIP: 36210CMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        648 | PA      | $677.76        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488259                      | CUSIP: 36210CMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        996 | PA      | $1041.08       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488317                      | CUSIP: 36210CPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1927 | PA      | $2014.48       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488330                      | CUSIP: 36210CPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        167 | PA      | $167.23        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488472                      | CUSIP: 36210CT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5581 | PA      | $5694.33       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488506                      | CUSIP: 36210CU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7251 | PA      | $7578.77       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488483                      | CUSIP: 36210CUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16709 | PA      | $17047.08      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488484                      | CUSIP: 36210CUH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2721 | PA      | $2844.06       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488492                      | CUSIP: 36210CUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2724 | PA      | $2846.90       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488593                      | CUSIP: 36210CXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2911 | PA      | $3042.95       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489575                      | CUSIP: 36210D2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30367 | PA      | $30982.05      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489582                      | CUSIP: 36210D2P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        937 | PA      | $979.18        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489583                      | CUSIP: 36210D2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12394 | PA      | $12645.09      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489595                      | CUSIP: 36210D3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2698 | PA      | $2752.83       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489609                      | CUSIP: 36210D3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8317 | PA      | $8488.45       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489610                      | CUSIP: 36210D3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1666 | PA      | $1741.85       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489700                      | CUSIP: 36210D7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2999 | PA      | $3059.78       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488809                      | CUSIP: 36210DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1676 | PA      | $1710.26       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488927                      | CUSIP: 36210DD81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3573 | PA      | $3734.45       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 488993                      | CUSIP: 36210DGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1940 | PA      | $2027.50       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489053                      | CUSIP: 36210DH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $37.28         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489044                      | CUSIP: 36210DHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1697 | PA      | $1706.83       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489216                      | CUSIP: 36210DN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5644 | PA      | $5758.30       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489246                      | CUSIP: 36210DP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2248 | PA      | $2350.06       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489230                      | CUSIP: 36210DPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        102 | PA      | $107.01        | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489259                      | CUSIP: 36210DQL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16584 | PA      | $17333.92      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489325                      | CUSIP: 36210DSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3275 | PA      | $3341.61       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490491                      | CUSIP: 36210E2Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2137 | PA      | $2146.34       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490494                      | CUSIP: 36210E3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        780 | PA      | $795.52        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490503                      | CUSIP: 36210E3L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21872 | PA      | $22315.43      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490518                      | CUSIP: 36210E4B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17568 | PA      | $18362.76      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490524                      | CUSIP: 36210E4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4218 | PA      | $4303.07       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490576                      | CUSIP: 36210E6M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3116 | PA      | $3256.75       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490586                      | CUSIP: 36210E6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         83 | PA      | $86.35         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490598                      | CUSIP: 36210E7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        802 | PA      | $837.75        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489790                      | CUSIP: 36210EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10711026 | PA      | $10100587.38   | 0.09%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489825                      | CUSIP: 36210ED63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4043 | PA      | $4225.61       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489836                      | CUSIP: 36210EEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4610 | PA      | $4818.86       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489965                      | CUSIP: 36210EJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1571 | PA      | $1641.86       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489980                      | CUSIP: 36210EJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        955 | PA      | $998.70        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 489993                      | CUSIP: 36210EKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4227 | PA      | $4312.76       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490008                      | CUSIP: 36210EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2111 | PA      | $2153.42       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490067                      | CUSIP: 36210EMQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2818 | PA      | $2945.42       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490070                      | CUSIP: 36210EMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5671 | PA      | $5785.54       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490096                      | CUSIP: 36210ENM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9991 | PA      | $10192.98      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490097                      | CUSIP: 36210ENN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        863 | PA      | $901.77        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490103                      | CUSIP: 36210ENU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6863 | PA      | $7001.69       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490120                      | CUSIP: 36210EPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1550 | PA      | $1581.28       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490123                      | CUSIP: 36210EPG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1193 | PA      | $1247.45       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490138                      | CUSIP: 36210EPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        654 | PA      | $667.28        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490149                      | CUSIP: 36210EQA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11134 | PA      | $11359.64      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490164                      | CUSIP: 36210EQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $36.29         | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490212                      | CUSIP: 36210ER92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5123 | PA      | $5233.56       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490255                      | CUSIP: 36210ETL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2146 | PA      | $2189.01       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490262                      | CUSIP: 36210ETT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3182 | PA      | $3326.25       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490264                      | CUSIP: 36210ETV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9695 | PA      | $9891.32       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490372                      | CUSIP: 36210EW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1362 | PA      | $1423.53       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490399                      | CUSIP: 36210EX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        103 | PA      | $103.42        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490394                      | CUSIP: 36210EXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1342 | PA      | $1369.05       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490408                      | CUSIP: 36210EYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3413 | PA      | $3482.46       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491387                      | CUSIP: 36210F2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2090 | PA      | $2184.64       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491402                      | CUSIP: 36210F3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1181 | PA      | $1187.71       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491424                      | CUSIP: 36210F4H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4300 | PA      | $4494.53       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491490                      | CUSIP: 36210F7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11823 | PA      | $12357.61      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490604                      | CUSIP: 36210FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $175.23        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490609                      | CUSIP: 36210FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2151 | PA      | $2248.00       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490664                      | CUSIP: 36210FB96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2978 | PA      | $3112.32       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490676                      | CUSIP: 36210FCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        344 | PA      | $359.69        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490723                      | CUSIP: 36210FD45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2547 | PA      | $2599.09       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490756                      | CUSIP: 36210FE51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9594 | PA      | $10027.41      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490785                      | CUSIP: 36210FF27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        612 | PA      | $639.16        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490769                      | CUSIP: 36210FFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         39 | PA      | $39.40         | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490819                      | CUSIP: 36210FG42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1934 | PA      | $2021.45       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490796                      | CUSIP: 36210FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6301 | PA      | $6428.33       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490800                      | CUSIP: 36210FGH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1876 | PA      | $1913.59       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490803                      | CUSIP: 36210FGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1787 | PA      | $1823.48       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490804                      | CUSIP: 36210FGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        290 | PA      | $303.54        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490827                      | CUSIP: 36210FHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        128 | PA      | $133.42        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490828                      | CUSIP: 36210FHD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        191 | PA      | $195.11        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490914                      | CUSIP: 36210FK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3875 | PA      | $3953.22       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490892                      | CUSIP: 36210FKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2584 | PA      | $2636.32       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490922                      | CUSIP: 36210FLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5017 | PA      | $5118.61       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490924                      | CUSIP: 36210FLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1563 | PA      | $1595.03       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490925                      | CUSIP: 36210FLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9367 | PA      | $9556.31       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490926                      | CUSIP: 36210FLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5169 | PA      | $5273.94       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490927                      | CUSIP: 36210FLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        810 | PA      | $847.11        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490984                      | CUSIP: 36210FM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2657 | PA      | $2710.80       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490963                      | CUSIP: 36210FML7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3024 | PA      | $3085.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490972                      | CUSIP: 36210FMV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8051 | PA      | $8213.71       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491011                      | CUSIP: 36210FN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        159 | PA      | $161.96        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491012                      | CUSIP: 36210FN51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20470 | PA      | $20884.76      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 490995                      | CUSIP: 36210FNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15180 | PA      | $15487.92      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491001                      | CUSIP: 36210FNS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        615 | PA      | $627.01        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491004                      | CUSIP: 36210FNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3317 | PA      | $3383.93       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491005                      | CUSIP: 36210FNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4122 | PA      | $4205.19       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491007                      | CUSIP: 36210FNY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20799 | PA      | $21220.38      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491008                      | CUSIP: 36210FNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20420 | PA      | $20834.03      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491073                      | CUSIP: 36210FQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3414 | PA      | $3483.55       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491075                      | CUSIP: 36210FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         21 | PA      | $21.40         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491105                      | CUSIP: 36210FR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1243 | PA      | $1268.50       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491107                      | CUSIP: 36210FR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        712 | PA      | $725.92        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491110                      | CUSIP: 36210FR73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         43 | PA      | $43.04         | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491086                      | CUSIP: 36210FRF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1541 | PA      | $1572.39       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491087                      | CUSIP: 36210FRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3765 | PA      | $3841.68       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491094                      | CUSIP: 36210FRP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21111 | PA      | $21538.26      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491103                      | CUSIP: 36210FRY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1829 | PA      | $1865.71       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491144                      | CUSIP: 36210FS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15994 | PA      | $16318.34      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491134                      | CUSIP: 36210FSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1061 | PA      | $1064.93       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491135                      | CUSIP: 36210FSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1089 | PA      | $1137.85       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491148                      | CUSIP: 36210FTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8346 | PA      | $8514.99       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491150                      | CUSIP: 36210FTF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2208 | PA      | $2307.44       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491155                      | CUSIP: 36210FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2010 | PA      | $2101.10       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491156                      | CUSIP: 36210FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3047 | PA      | $3108.53       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491202                      | CUSIP: 36210FU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1418 | PA      | $1481.73       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491187                      | CUSIP: 36210FUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10233 | PA      | $10695.84      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491196                      | CUSIP: 36210FUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5011 | PA      | $5112.63       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491227                      | CUSIP: 36210FVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1944 | PA      | $1983.62       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491229                      | CUSIP: 36210FVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5352 | PA      | $5594.17       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491252                      | CUSIP: 36210FWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        228 | PA      | $228.83        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491253                      | CUSIP: 36210FWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15270 | PA      | $15579.44      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491254                      | CUSIP: 36210FWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1248 | PA      | $1304.84       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491285                      | CUSIP: 36210FXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3616 | PA      | $3779.77       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491289                      | CUSIP: 36210FXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        225 | PA      | $229.64        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491330                      | CUSIP: 36210FY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10525 | PA      | $10737.96      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491323                      | CUSIP: 36210FYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3537 | PA      | $3696.60       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491365                      | CUSIP: 36210FZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6076 | PA      | $6351.21       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492360                      | CUSIP: 36210G5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3357 | PA      | $3508.56       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492385                      | CUSIP: 36210G6W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13111 | PA      | $13376.73      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491613                      | CUSIP: 36210GDS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26105 | PA      | $26383.06      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491739                      | CUSIP: 36210GHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6506 | PA      | $6637.68       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491787                      | CUSIP: 36210GJ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        306 | PA      | $320.27        | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491760                      | CUSIP: 36210GJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        322 | PA      | $336.21        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491771                      | CUSIP: 36210GJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         57 | PA      | $58.35         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491940                      | CUSIP: 36210GPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        328 | PA      | $327.92        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 491990                      | CUSIP: 36210GRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1530 | PA      | $1599.55       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492019                      | CUSIP: 36210GSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8065 | PA      | $8430.15       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492134                      | CUSIP: 36210GV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9183 | PA      | $9368.57       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492137                      | CUSIP: 36210GV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8420 | PA      | $8800.89       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492110                      | CUSIP: 36210GVB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1057 | PA      | $1104.61       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492131                      | CUSIP: 36210GVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1163 | PA      | $1186.21       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492164                      | CUSIP: 36210GWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4650 | PA      | $4744.16       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492199                      | CUSIP: 36210GX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5874 | PA      | $5993.46       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492194                      | CUSIP: 36210GXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2802 | PA      | $2858.62       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492195                      | CUSIP: 36210GXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2757 | PA      | $2813.14       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492205                      | CUSIP: 36210GYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1402 | PA      | $1430.89       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492426                      | CUSIP: 36210HA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        606 | PA      | $618.04        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492455                      | CUSIP: 36210HBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3084 | PA      | $3146.03       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492660                      | CUSIP: 36210HJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        139 | PA      | $144.94        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492679                      | CUSIP: 36210HJY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4224 | PA      | $4414.73       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492692                      | CUSIP: 36210HKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7157 | PA      | $7301.96       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492703                      | CUSIP: 36210HKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         23 | PA      | $22.96         | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492705                      | CUSIP: 36210HKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        820 | PA      | $856.67        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492710                      | CUSIP: 36210HKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3847 | PA      | $3925.05       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492721                      | CUSIP: 36210HLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        550 | PA      | $561.12        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492723                      | CUSIP: 36210HLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        454 | PA      | $474.70        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492730                      | CUSIP: 36210HLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        389 | PA      | $406.09        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492736                      | CUSIP: 36210HLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        791 | PA      | $826.98        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492744                      | CUSIP: 36210HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1046 | PA      | $1093.60       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492916                      | CUSIP: 36210HSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16740 | PA      | $17078.95      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492976                      | CUSIP: 36210HT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8318 | PA      | $8486.89       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492945                      | CUSIP: 36210HTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9025 | PA      | $9432.98       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492962                      | CUSIP: 36210HTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2575 | PA      | $2691.20       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493007                      | CUSIP: 36210HU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        244 | PA      | $249.03        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 492995                      | CUSIP: 36210HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4914 | PA      | $5013.57       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493034                      | CUSIP: 36210HV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2015 | PA      | $2055.69       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493012                      | CUSIP: 36210HVD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3610 | PA      | $3773.57       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493077                      | CUSIP: 36210HXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3124 | PA      | $3265.78       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493081                      | CUSIP: 36210HXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7944 | PA      | $8104.62       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493359                      | CUSIP: 36210JB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        521 | PA      | $531.84        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493361                      | CUSIP: 36210JB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21572 | PA      | $22009.37      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493362                      | CUSIP: 36210JB72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2512 | PA      | $2625.30       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493342                      | CUSIP: 36210JBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8523 | PA      | $8695.23       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493369                      | CUSIP: 36210JCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        997 | PA      | $1017.55       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493420                      | CUSIP: 36210JDZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4953 | PA      | $5177.10       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493469                      | CUSIP: 36210JFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4404 | PA      | $4603.00       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493479                      | CUSIP: 36210JFU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3392 | PA      | $3545.90       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493503                      | CUSIP: 36210JGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1683 | PA      | $1759.18       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493513                      | CUSIP: 36210JGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        320 | PA      | $333.96        | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493532                      | CUSIP: 36210JHH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6397 | PA      | $6526.12       | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493535                      | CUSIP: 36210JHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6714 | PA      | $7017.80       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493545                      | CUSIP: 36210JHW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1302 | PA      | $1339.77       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493547                      | CUSIP: 36210JHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3046 | PA      | $3184.03       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493582                      | CUSIP: 36210JJ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        435 | PA      | $445.73        | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493577                      | CUSIP: 36210JJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3467 | PA      | $3551.97       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493624                      | CUSIP: 36210JLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39058 | PA      | $39848.85      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493626                      | CUSIP: 36210JLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11454 | PA      | $11685.60      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493627                      | CUSIP: 36210JLG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12106 | PA      | $12350.95      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493629                      | CUSIP: 36210JLJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         78 | PA      | $81.64         | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493630                      | CUSIP: 36210JLK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1567 | PA      | $1637.82       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493636                      | CUSIP: 36210JLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        448 | PA      | $456.77        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493657                      | CUSIP: 36210JME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10704 | PA      | $10920.93      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493667                      | CUSIP: 36210JMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3205 | PA      | $3269.65       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493670                      | CUSIP: 36210JMT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9772 | PA      | $9969.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493671                      | CUSIP: 36210JMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2400 | PA      | $2448.83       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493674                      | CUSIP: 36210JMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1488 | PA      | $1555.02       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493708                      | CUSIP: 36210JNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3157 | PA      | $3220.48       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493787                      | CUSIP: 36210JRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2908 | PA      | $2967.18       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493840                      | CUSIP: 36210JS58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4048 | PA      | $4130.39       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493852                      | CUSIP: 36210JTH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3167 | PA      | $3231.32       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493855                      | CUSIP: 36210JTL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        871 | PA      | $909.93        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493904                      | CUSIP: 36210JU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         21 | PA      | $21.83         | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493894                      | CUSIP: 36210JUT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5109 | PA      | $5212.01       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493898                      | CUSIP: 36210JUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5784 | PA      | $6045.11       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493971                      | CUSIP: 36210JW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9860 | PA      | $10059.89      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493942                      | CUSIP: 36210JWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        337 | PA      | $344.09        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493944                      | CUSIP: 36210JWD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $417.96        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 493973                      | CUSIP: 36210JXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2756 | PA      | $2880.38       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494012                      | CUSIP: 36210JYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $36.93         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494974                      | CUSIP: 36210K2F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15642 | PA      | $15959.28      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494975                      | CUSIP: 36210K2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13455 | PA      | $13727.09      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495071                      | CUSIP: 36210K6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1144 | PA      | $1196.15       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494210                      | CUSIP: 36210KAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2993 | PA      | $3128.50       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494261                      | CUSIP: 36210KB61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        812 | PA      | $828.64        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494264                      | CUSIP: 36210KB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7827 | PA      | $8180.62       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494244                      | CUSIP: 36210KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4314 | PA      | $4401.12       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494246                      | CUSIP: 36210KBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $418.55        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494250                      | CUSIP: 36210KBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14157 | PA      | $14443.64      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494251                      | CUSIP: 36210KBU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32793 | PA      | $33456.79      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494272                      | CUSIP: 36210KCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3368 | PA      | $3436.56       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494274                      | CUSIP: 36210KCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2563 | PA      | $2614.72       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494322                      | CUSIP: 36210KD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        449 | PA      | $469.29        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494327                      | CUSIP: 36210KD85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3121 | PA      | $3184.10       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494299                      | CUSIP: 36210KDC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        576 | PA      | $601.56        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494300                      | CUSIP: 36210KDD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        826 | PA      | $842.43        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494310                      | CUSIP: 36210KDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $572.01        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494311                      | CUSIP: 36210KDQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3670 | PA      | $3835.73       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494312                      | CUSIP: 36210KDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6958 | PA      | $7098.57       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494329                      | CUSIP: 36210KEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7500 | PA      | $7651.94       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494414                      | CUSIP: 36210KGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7982 | PA      | $8143.72       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494431                      | CUSIP: 36210KHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $176.65        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494474                      | CUSIP: 36210KJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3668 | PA      | $3742.12       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494516                      | CUSIP: 36210KK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        267 | PA      | $278.56        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494520                      | CUSIP: 36210KK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2662 | PA      | $2715.45       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494494                      | CUSIP: 36210KKF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1168 | PA      | $1173.56       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494503                      | CUSIP: 36210KKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        171 | PA      | $178.73        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494505                      | CUSIP: 36210KKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12760 | PA      | $13336.86      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494546                      | CUSIP: 36210KL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2642 | PA      | $2761.56       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494526                      | CUSIP: 36210KLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7384 | PA      | $7533.85       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494581                      | CUSIP: 36210KM69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1033 | PA      | $1079.24       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494563                      | CUSIP: 36210KML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3426 | PA      | $3495.66       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494564                      | CUSIP: 36210KMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1787 | PA      | $1867.50       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494566                      | CUSIP: 36210KMP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3696 | PA      | $3863.21       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494573                      | CUSIP: 36210KMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3166 | PA      | $3309.50       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494576                      | CUSIP: 36210KMZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24784 | PA      | $25285.66      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494591                      | CUSIP: 36210KNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2686 | PA      | $2740.63       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494708                      | CUSIP: 36210KR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1087 | PA      | $1135.87       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494709                      | CUSIP: 36210KR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3449 | PA      | $3604.60       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494691                      | CUSIP: 36210KRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7938 | PA      | $8098.31       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494693                      | CUSIP: 36210KRN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1605 | PA      | $1678.00       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494694                      | CUSIP: 36210KRP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2394 | PA      | $2502.43       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494739                      | CUSIP: 36210KS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3624 | PA      | $3788.13       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494820                      | CUSIP: 36210KVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        856 | PA      | $873.43        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494825                      | CUSIP: 36210KVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7216 | PA      | $7542.65       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494899                      | CUSIP: 36210KX42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10376 | PA      | $10845.31      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494905                      | CUSIP: 36210KYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13107 | PA      | $13699.20      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494907                      | CUSIP: 36210KYC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8513 | PA      | $8897.49       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494911                      | CUSIP: 36210KYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5792 | PA      | $6054.06       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494915                      | CUSIP: 36210KYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6383 | PA      | $6671.77       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494947                      | CUSIP: 36210KZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1810 | PA      | $1846.26       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494949                      | CUSIP: 36210KZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4502 | PA      | $4706.08       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 494958                      | CUSIP: 36210KZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4690 | PA      | $4902.10       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495873                      | CUSIP: 36210L2E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        610 | PA      | $637.23        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495879                      | CUSIP: 36210L2L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12737 | PA      | $12994.77      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495880                      | CUSIP: 36210L2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1816 | PA      | $1897.93       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495883                      | CUSIP: 36210L2Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2593 | PA      | $2645.69       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495891                      | CUSIP: 36210L2Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1266 | PA      | $1292.14       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495893                      | CUSIP: 36210L3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1773 | PA      | $1853.10       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495899                      | CUSIP: 36210L3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1414 | PA      | $1443.08       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495900                      | CUSIP: 36210L3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1356 | PA      | $1383.14       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495924                      | CUSIP: 36210L4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2335 | PA      | $2381.92       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495940                      | CUSIP: 36210L4Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12290 | PA      | $12538.77      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495941                      | CUSIP: 36210L5A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        489 | PA      | $511.08        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495201                      | CUSIP: 36210LDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4703 | PA      | $4798.71       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495239                      | CUSIP: 36210LEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3107 | PA      | $3169.95       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495392                      | CUSIP: 36210LKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15651 | PA      | $16358.94      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495396                      | CUSIP: 36210LKH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2896 | PA      | $3026.95       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495405                      | CUSIP: 36210LKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2545 | PA      | $2660.18       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495505                      | CUSIP: 36210LNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        185 | PA      | $188.46        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495578                      | CUSIP: 36210LQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4775 | PA      | $4990.90       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495571                      | CUSIP: 36210LQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1231 | PA      | $1255.85       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495667                      | CUSIP: 36210LTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1000 | PA      | $1045.40       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495687                      | CUSIP: 36210LUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9365 | PA      | $9788.50       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495718                      | CUSIP: 36210LVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        543 | PA      | $568.05        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495729                      | CUSIP: 36210LVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5903 | PA      | $6169.65       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495765                      | CUSIP: 36210LW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        155 | PA      | $154.72        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495766                      | CUSIP: 36210LW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         54 | PA      | $56.42         | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495770                      | CUSIP: 36210LW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6720 | PA      | $6856.07       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495742                      | CUSIP: 36210LWB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5866 | PA      | $5985.03       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495743                      | CUSIP: 36210LWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        879 | PA      | $918.25        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495798                      | CUSIP: 36210LX32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1963 | PA      | $2051.79       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495799                      | CUSIP: 36210LX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1084 | PA      | $1084.41       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495774                      | CUSIP: 36210LXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3358 | PA      | $3426.47       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495775                      | CUSIP: 36210LXC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        830 | PA      | $867.74        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495776                      | CUSIP: 36210LXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        678 | PA      | $691.70        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495783                      | CUSIP: 36210LXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2728 | PA      | $2782.79       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495813                      | CUSIP: 36210LYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        483 | PA      | $505.12        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495828                      | CUSIP: 36210LYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1098 | PA      | $1120.72       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495840                      | CUSIP: 36210LZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3162 | PA      | $3225.66       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495842                      | CUSIP: 36210LZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        670 | PA      | $683.28        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495844                      | CUSIP: 36210LZH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2944 | PA      | $3076.95       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495853                      | CUSIP: 36210LZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        297 | PA      | $298.44        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 495860                      | CUSIP: 36210LZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18372 | PA      | $18744.32      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496779                      | CUSIP: 36210M2L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13538 | PA      | $13811.75      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496798                      | CUSIP: 36210M3F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4196 | PA      | $4385.90       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496126                      | CUSIP: 36210MD73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6603 | PA      | $6736.52       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496103                      | CUSIP: 36210MDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8832 | PA      | $9010.54       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496114                      | CUSIP: 36210MDT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4603 | PA      | $4811.00       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496117                      | CUSIP: 36210MDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4611 | PA      | $4819.94       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496142                      | CUSIP: 36210MEP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4727 | PA      | $4940.91       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496174                      | CUSIP: 36210MFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3099 | PA      | $3162.23       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496183                      | CUSIP: 36210MFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        990 | PA      | $1010.21       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496221                      | CUSIP: 36210MG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4394 | PA      | $4482.75       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496199                      | CUSIP: 36210MGG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2168 | PA      | $2212.14       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496213                      | CUSIP: 36210MGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        385 | PA      | $402.51        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496251                      | CUSIP: 36210MH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1229 | PA      | $1284.16       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496247                      | CUSIP: 36210MHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        195 | PA      | $199.43        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496474                      | CUSIP: 36210MQ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3150 | PA      | $3189.37       | 0.00%             | 2029-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496475                      | CUSIP: 36210MQ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        809 | PA      | $825.54        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496461                      | CUSIP: 36210MQN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2871 | PA      | $2928.97       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496463                      | CUSIP: 36210MQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4490 | PA      | $4581.34       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496465                      | CUSIP: 36210MQS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2886 | PA      | $3016.09       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496500                      | CUSIP: 36210MRV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6054 | PA      | $6176.12       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496515                      | CUSIP: 36210MSC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        754 | PA      | $769.04        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496520                      | CUSIP: 36210MSH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        471 | PA      | $472.12        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496521                      | CUSIP: 36210MSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        580 | PA      | $606.27        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496556                      | CUSIP: 36210MTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4724 | PA      | $4819.75       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496563                      | CUSIP: 36210MTU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1004 | PA      | $1024.27       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496565                      | CUSIP: 36210MTW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10746 | PA      | $10963.89      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496566                      | CUSIP: 36210MTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2399 | PA      | $2507.14       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496602                      | CUSIP: 36210MU33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        147 | PA      | $150.06        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496637                      | CUSIP: 36210MV65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4668 | PA      | $4879.42       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496670                      | CUSIP: 36210MW72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1795 | PA      | $1831.26       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496712                      | CUSIP: 36210MYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6983 | PA      | $7123.98       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496724                      | CUSIP: 36210MYV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17844 | PA      | $18650.47      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 496957                      | CUSIP: 36210NB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3570 | PA      | $3641.90       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497014                      | CUSIP: 36210NDT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        365 | PA      | $372.26        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497029                      | CUSIP: 36210NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5164 | PA      | $5397.90       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497120                      | CUSIP: 36210NG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17884 | PA      | $17829.69      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497099                      | CUSIP: 36210NGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53170 | PA      | $53768.91      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497261                      | CUSIP: 36210NMJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        402 | PA      | $409.65        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497272                      | CUSIP: 36210NMV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2117 | PA      | $2159.85       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497275                      | CUSIP: 36210NMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9026 | PA      | $9209.23       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497309                      | CUSIP: 36210NN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27522 | PA      | $28079.05      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497287                      | CUSIP: 36210NNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         79 | PA      | $81.00         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497307                      | CUSIP: 36210NNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        670 | PA      | $700.07        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497343                      | CUSIP: 36210NP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4558 | PA      | $4650.44       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497317                      | CUSIP: 36210NPA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14686 | PA      | $14983.69      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497320                      | CUSIP: 36210NPD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3098 | PA      | $3160.56       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497332                      | CUSIP: 36210NPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16153 | PA      | $16883.05      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497334                      | CUSIP: 36210NPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5478 | PA      | $5589.06       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497340                      | CUSIP: 36210NPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2120 | PA      | $2162.50       | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497373                      | CUSIP: 36210NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11893 | PA      | $12133.50      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497353                      | CUSIP: 36210NQE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14654 | PA      | $14951.00      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497356                      | CUSIP: 36210NQH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15218 | PA      | $15526.39      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497358                      | CUSIP: 36210NQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3604 | PA      | $3766.46       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497365                      | CUSIP: 36210NQS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9916 | PA      | $10116.63      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497411                      | CUSIP: 36210NR84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        759 | PA      | $774.63        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497394                      | CUSIP: 36210NRP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $929.98        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497420                      | CUSIP: 36210NSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         33 | PA      | $33.24         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497474                      | CUSIP: 36210NT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        470 | PA      | $491.39        | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497445                      | CUSIP: 36210NTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3262 | PA      | $3328.30       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497496                      | CUSIP: 36210NUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7606 | PA      | $7760.28       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497569                      | CUSIP: 36210NW62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        278 | PA      | $290.70        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497547                      | CUSIP: 36210NWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1242 | PA      | $1298.00       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497550                      | CUSIP: 36210NWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4474 | PA      | $4564.85       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497599                      | CUSIP: 36210NX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3961 | PA      | $4041.41       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497601                      | CUSIP: 36210NX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        232 | PA      | $242.20        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497602                      | CUSIP: 36210NX79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8350 | PA      | $8518.77       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497603                      | CUSIP: 36210NX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2170 | PA      | $2268.41       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497573                      | CUSIP: 36210NXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4525 | PA      | $4616.64       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497582                      | CUSIP: 36210NXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        853 | PA      | $891.54        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497585                      | CUSIP: 36210NXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        240 | PA      | $251.16        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497630                      | CUSIP: 36210NY37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        922 | PA      | $941.07        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497606                      | CUSIP: 36210NYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3415 | PA      | $3569.69       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497624                      | CUSIP: 36210NYV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3412 | PA      | $3480.73       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 497652                      | CUSIP: 36210NZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         32 | PA      | $33.03         | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498644                      | CUSIP: 36210P5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        917 | PA      | $958.86        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498653                      | CUSIP: 36210P5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $656.63        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498654                      | CUSIP: 36210P5P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        686 | PA      | $717.24        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498694                      | CUSIP: 36210P7F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2812 | PA      | $2939.33       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498700                      | CUSIP: 36210P7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2452 | PA      | $2502.30       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498194                      | CUSIP: 36210PNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7948 | PA      | $8136.34       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498273                      | CUSIP: 36210PQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23680 | PA      | $24750.35      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498274                      | CUSIP: 36210PQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5616 | PA      | $5870.43       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498282                      | CUSIP: 36210PRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        576 | PA      | $587.26        | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498283                      | CUSIP: 36210PRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4236 | PA      | $4321.79       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498286                      | CUSIP: 36210PRF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3830 | PA      | $4003.42       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498293                      | CUSIP: 36210PRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         16 | PA      | $15.67         | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498372                      | CUSIP: 36210PT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        279 | PA      | $291.66        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498403                      | CUSIP: 36210PU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12663 | PA      | $13235.17      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498380                      | CUSIP: 36210PUD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1785 | PA      | $1865.76       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498383                      | CUSIP: 36210PUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        931 | PA      | $972.70        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498386                      | CUSIP: 36210PUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6619 | PA      | $6753.53       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498387                      | CUSIP: 36210PUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4442 | PA      | $4532.48       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498465                      | CUSIP: 36210PW26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        805 | PA      | $840.90        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498467                      | CUSIP: 36210PW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10579 | PA      | $10793.41      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498470                      | CUSIP: 36210PW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        173 | PA      | $172.27        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498446                      | CUSIP: 36210PWF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        435 | PA      | $444.03        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498447                      | CUSIP: 36210PWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        651 | PA      | $664.15        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498449                      | CUSIP: 36210PWJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6915 | PA      | $7055.40       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498473                      | CUSIP: 36210PXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2685 | PA      | $2806.03       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498495                      | CUSIP: 36210PXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7750 | PA      | $7906.65       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498517                      | CUSIP: 36210PYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1412 | PA      | $1475.43       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499538                      | CUSIP: 36210Q4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6809 | PA      | $6947.22       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499558                      | CUSIP: 36210Q5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3056 | PA      | $3194.42       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499587                      | CUSIP: 36210Q6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3980 | PA      | $4159.46       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498737                      | CUSIP: 36210QBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        471 | PA      | $492.08        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 498753                      | CUSIP: 36210QBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3061 | PA      | $3199.87       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499205                      | CUSIP: 36210QR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3412 | PA      | $3481.49       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499185                      | CUSIP: 36210QRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2468 | PA      | $2579.43       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499243                      | CUSIP: 36210QS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3795 | PA      | $3966.78       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499213                      | CUSIP: 36210QSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        313 | PA      | $327.54        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499214                      | CUSIP: 36210QSB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        658 | PA      | $687.40        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499217                      | CUSIP: 36210QSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        396 | PA      | $404.18        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499233                      | CUSIP: 36210QSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        654 | PA      | $683.41        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499267                      | CUSIP: 36210QTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3592 | PA      | $3754.01       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499296                      | CUSIP: 36210QUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2953 | PA      | $3086.42       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499348                      | CUSIP: 36210QWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6435 | PA      | $6565.86       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499349                      | CUSIP: 36210QWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8960 | PA      | $9141.59       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499379                      | CUSIP: 36210QXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1258 | PA      | $1314.93       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499440                      | CUSIP: 36210QZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3125 | PA      | $3266.43       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499442                      | CUSIP: 36210QZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        400 | PA      | $418.15        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499452                      | CUSIP: 36210QZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2325 | PA      | $2371.76       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499817                      | CUSIP: 36210RG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7023 | PA      | $7340.20       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499814                      | CUSIP: 36210RGX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9730 | PA      | $10169.65      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499875                      | CUSIP: 36210RJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        104 | PA      | $108.43        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 499920                      | CUSIP: 36210RK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6477 | PA      | $6769.77       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500235                      | CUSIP: 36210RV49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        801 | PA      | $817.12        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500254                      | CUSIP: 36210RWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17356 | PA      | $17302.83      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501295                      | CUSIP: 36210S3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1480 | PA      | $1510.47       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501296                      | CUSIP: 36210S3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        399 | PA      | $417.03        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501298                      | CUSIP: 36210S3F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2681 | PA      | $2734.83       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501308                      | CUSIP: 36210S3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1992 | PA      | $2081.99       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501341                      | CUSIP: 36210S5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2787 | PA      | $2843.32       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501355                      | CUSIP: 36210S5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5108 | PA      | $5211.38       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501366                      | CUSIP: 36210S6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        648 | PA      | $647.07        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501370                      | CUSIP: 36210S6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1526 | PA      | $1556.62       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500599                      | CUSIP: 36210SDC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3477 | PA      | $3547.30       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500601                      | CUSIP: 36210SDE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1059 | PA      | $1106.51       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500685                      | CUSIP: 36210SF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1060 | PA      | $1107.41       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 500682                      | CUSIP: 36210SFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1125 | PA      | $1147.37       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501007                      | CUSIP: 36210SR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1010 | PA      | $1055.44       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501044                      | CUSIP: 36210SS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2786 | PA      | $2911.69       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501019                      | CUSIP: 36210SSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8226 | PA      | $8598.19       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501021                      | CUSIP: 36210SSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        918 | PA      | $959.98        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501035                      | CUSIP: 36210SSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         99 | PA      | $103.25        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501057                      | CUSIP: 36210STN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12238 | PA      | $12791.31      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502202                      | CUSIP: 36210T3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3418 | PA      | $3488.62       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502214                      | CUSIP: 36210T3X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1206 | PA      | $1230.50       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501427                      | CUSIP: 36210TA48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $182.61        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501428                      | CUSIP: 36210TA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1160 | PA      | $1212.92       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501423                      | CUSIP: 36210TAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24691 | PA      | $25190.92      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501424                      | CUSIP: 36210TAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1128 | PA      | $1179.02       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501457                      | CUSIP: 36210TB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13144 | PA      | $13410.06      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501437                      | CUSIP: 36210TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8535 | PA      | $8708.09       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501447                      | CUSIP: 36210TBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2141 | PA      | $2183.92       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501453                      | CUSIP: 36210TBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9024 | PA      | $9432.49       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501493                      | CUSIP: 36210TC61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        175 | PA      | $178.77        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501495                      | CUSIP: 36210TC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25469 | PA      | $25984.48      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501481                      | CUSIP: 36210TCS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1187 | PA      | $1240.18       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501486                      | CUSIP: 36210TCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1972 | PA      | $2060.88       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501499                      | CUSIP: 36210TDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2112 | PA      | $2154.90       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501501                      | CUSIP: 36210TDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1961 | PA      | $2000.98       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501517                      | CUSIP: 36210TDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4172 | PA      | $4257.00       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501532                      | CUSIP: 36210TED4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        683 | PA      | $696.66        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501535                      | CUSIP: 36210TEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3095 | PA      | $3235.39       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501845                      | CUSIP: 36210TP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7141 | PA      | $7463.76       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501825                      | CUSIP: 36210TPJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        455 | PA      | $475.16        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501838                      | CUSIP: 36210TPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        834 | PA      | $850.91        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501873                      | CUSIP: 36210TQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $453.96        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501862                      | CUSIP: 36210TQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5947 | PA      | $6215.53       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501884                      | CUSIP: 36210TRD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        624 | PA      | $636.63        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501887                      | CUSIP: 36210TRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         57 | PA      | $58.60         | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 501953                      | CUSIP: 36210TTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9152 | PA      | $9566.10       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503076                      | CUSIP: 36210U2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2492 | PA      | $2542.09       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503103                      | CUSIP: 36210U3L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2586 | PA      | $2702.68       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502364                      | CUSIP: 36210UB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5122 | PA      | $5353.24       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502435                      | CUSIP: 36210UEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3782 | PA      | $3952.80       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502680                      | CUSIP: 36210UM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1905 | PA      | $1991.48       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502708                      | CUSIP: 36210UNZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3842 | PA      | $4015.35       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502724                      | CUSIP: 36210UPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7766 | PA      | $8117.28       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502730                      | CUSIP: 36210UPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1917 | PA      | $2003.30       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502968                      | CUSIP: 36210UW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3548 | PA      | $3619.64       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502969                      | CUSIP: 36210UW66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15126 | PA      | $15432.78      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502948                      | CUSIP: 36210UWH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12478 | PA      | $12731.18      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502949                      | CUSIP: 36210UWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2816 | PA      | $2943.47       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502951                      | CUSIP: 36210UWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        604 | PA      | $616.74        | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502953                      | CUSIP: 36210UWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12625 | PA      | $12880.47      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502999                      | CUSIP: 36210UX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2794 | PA      | $2850.20       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503000                      | CUSIP: 36210UX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1429 | PA      | $1493.65       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502973                      | CUSIP: 36210UXA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        218 | PA      | $218.51        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502974                      | CUSIP: 36210UXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5902 | PA      | $6021.08       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502976                      | CUSIP: 36210UXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        234 | PA      | $234.77        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502981                      | CUSIP: 36210UXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1516 | PA      | $1547.20       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502989                      | CUSIP: 36210UXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2404 | PA      | $2412.79       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502991                      | CUSIP: 36210UXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         40 | PA      | $41.42         | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 502996                      | CUSIP: 36210UXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        971 | PA      | $1014.67       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503015                      | CUSIP: 36210UYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3568 | PA      | $3639.85       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503023                      | CUSIP: 36210UYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $573.41        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503058                      | CUSIP: 36210UZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         56 | PA      | $58.03         | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503354                      | CUSIP: 36210VE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $435.53        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503355                      | CUSIP: 36210VE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1788 | PA      | $1824.29       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503388                      | CUSIP: 36210VF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10138 | PA      | $10343.71      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503389                      | CUSIP: 36210VF63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3079 | PA      | $3141.00       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503390                      | CUSIP: 36210VF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3286 | PA      | $3352.22       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503391                      | CUSIP: 36210VF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        230 | PA      | $239.91        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503392                      | CUSIP: 36210VF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1472 | PA      | $1538.85       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503424                      | CUSIP: 36210VG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1148 | PA      | $1171.54       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503393                      | CUSIP: 36210VGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        661 | PA      | $690.84        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503400                      | CUSIP: 36210VGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16533 | PA      | $17280.60      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503405                      | CUSIP: 36210VGN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        618 | PA      | $645.93        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503406                      | CUSIP: 36210VGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        609 | PA      | $636.93        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503433                      | CUSIP: 36210VHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4682 | PA      | $4776.61       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503436                      | CUSIP: 36210VHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        311 | PA      | $325.11        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503443                      | CUSIP: 36210VHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        409 | PA      | $427.96        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503503                      | CUSIP: 36210VKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16700 | PA      | $17455.60      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503552                      | CUSIP: 36210VL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7006 | PA      | $7322.77       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503581                      | CUSIP: 36210VM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3636 | PA      | $3709.73       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503560                      | CUSIP: 36210VMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3040 | PA      | $3101.55       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503561                      | CUSIP: 36210VMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        160 | PA      | $167.44        | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503575                      | CUSIP: 36210VMY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2777 | PA      | $2902.95       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503673                      | CUSIP: 36210VQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2738 | PA      | $2861.62       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503739                      | CUSIP: 36210VS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2617 | PA      | $2669.68       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503730                      | CUSIP: 36210VST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1375 | PA      | $1436.93       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503756                      | CUSIP: 36210VTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        994 | PA      | $1014.57       | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503761                      | CUSIP: 36210VTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3020 | PA      | $3156.48       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503777                      | CUSIP: 36210VUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11344 | PA      | $11856.53      | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503779                      | CUSIP: 36210VUC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2175 | PA      | $2273.44       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503780                      | CUSIP: 36210VUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        317 | PA      | $331.18        | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503879                      | CUSIP: 36210VXG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        216 | PA      | $217.57        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503891                      | CUSIP: 36210VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3289 | PA      | $3355.87       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 503919                      | CUSIP: 36210VYQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2378 | PA      | $2485.74       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504237                      | CUSIP: 36210WEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3683 | PA      | $3757.21       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504322                      | CUSIP: 36210WG78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7961 | PA      | $8125.85       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504307                      | CUSIP: 36210WGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4463 | PA      | $4664.70       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504369                      | CUSIP: 36210WJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        536 | PA      | $560.50        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 504380                      | CUSIP: 36210WJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4494 | PA      | $4697.64       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505783                      | CUSIP: 36210X2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        982 | PA      | $1026.63       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505821                      | CUSIP: 36210X4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28630 | PA      | $29924.38      | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505306                      | CUSIP: 36210XKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7111 | PA      | $7432.18       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505569                      | CUSIP: 36210XT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2116 | PA      | $2158.84       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505633                      | CUSIP: 36210XV20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1892 | PA      | $1977.35       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505614                      | CUSIP: 36210XVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        500 | PA      | $509.83        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505670                      | CUSIP: 36210XW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5463 | PA      | $5573.91       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505684                      | CUSIP: 36210XXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        250 | PA      | $261.82        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505730                      | CUSIP: 36210XY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3562 | PA      | $3722.57       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505716                      | CUSIP: 36210XYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2136 | PA      | $2233.03       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505727                      | CUSIP: 36210XYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        899 | PA      | $918.15        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505755                      | CUSIP: 36210XZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3074 | PA      | $3212.54       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505760                      | CUSIP: 36210XZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5079 | PA      | $5309.14       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506690                      | CUSIP: 36210Y2X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4200 | PA      | $4284.65       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506712                      | CUSIP: 36210Y3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1265 | PA      | $1322.68       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 505972                      | CUSIP: 36210YCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25450 | PA      | $25752.29      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506396                      | CUSIP: 36210YRR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        417 | PA      | $425.59        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506397                      | CUSIP: 36210YRS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        901 | PA      | $919.41        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506398                      | CUSIP: 36210YRT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        538 | PA      | $548.69        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506402                      | CUSIP: 36210YRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9241 | PA      | $9428.13       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506403                      | CUSIP: 36210YRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        912 | PA      | $930.51        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506431                      | CUSIP: 36210YSU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        965 | PA      | $1008.87       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506471                      | CUSIP: 36210YT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2227 | PA      | $2328.16       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506451                      | CUSIP: 36210YTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6446 | PA      | $6577.08       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506453                      | CUSIP: 36210YTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1097 | PA      | $1146.49       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506486                      | CUSIP: 36210YUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1001 | PA      | $1021.65       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506500                      | CUSIP: 36210YUZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        626 | PA      | $638.22        | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506513                      | CUSIP: 36210YVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2485 | PA      | $2536.03       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506556                      | CUSIP: 36210YWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2556 | PA      | $2607.82       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506558                      | CUSIP: 36210YWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        608 | PA      | $635.09        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506563                      | CUSIP: 36210YWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        177 | PA      | $184.95        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506600                      | CUSIP: 36210YX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        690 | PA      | $703.92        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506583                      | CUSIP: 36210YXL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2065 | PA      | $2076.85       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506636                      | CUSIP: 36210YY90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        115 | PA      | $117.69        | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506606                      | CUSIP: 36210YYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        390 | PA      | $397.68        | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506617                      | CUSIP: 36210YYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3437 | PA      | $3506.23       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506637                      | CUSIP: 36210YZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        857 | PA      | $896.20        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506647                      | CUSIP: 36210YZL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5298 | PA      | $5537.27       | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506651                      | CUSIP: 36210YZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1048 | PA      | $1069.22       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506654                      | CUSIP: 36210YZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         73 | PA      | $72.88         | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506659                      | CUSIP: 36210YZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2364 | PA      | $2411.39       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507584                      | CUSIP: 36211A2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5740 | PA      | $5534.85       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507644                      | CUSIP: 36211A5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        667 | PA      | $672.40        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506805                      | CUSIP: 36211AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2238 | PA      | $2339.48       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506835                      | CUSIP: 36211ABC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3436 | PA      | $3505.09       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506837                      | CUSIP: 36211ABE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        560 | PA      | $584.94        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506874                      | CUSIP: 36211ACK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        989 | PA      | $1033.37       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 506897                      | CUSIP: 36211ADA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9498 | PA      | $9690.06       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507082                      | CUSIP: 36211AJ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4130 | PA      | $4316.93       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507152                      | CUSIP: 36211AL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        317 | PA      | $331.68        | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507314                      | CUSIP: 36211ASB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4103 | PA      | $4236.73       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507317                      | CUSIP: 36211ASE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1165 | PA      | $1217.47       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507499                      | CUSIP: 36211AX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        653 | PA      | $682.34        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507489                      | CUSIP: 36211AXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        670 | PA      | $700.42        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507513                      | CUSIP: 36211AYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1479 | PA      | $1546.34       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508486                      | CUSIP: 36211B2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5526 | PA      | $5599.07       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508495                      | CUSIP: 36211B3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4247 | PA      | $4356.39       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508543                      | CUSIP: 36211B5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12092 | PA      | $12252.22      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507719                      | CUSIP: 36211BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4595 | PA      | $4687.94       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507743                      | CUSIP: 36211BBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3875 | PA      | $3894.68       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507748                      | CUSIP: 36211BBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5883 | PA      | $6002.50       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507768                      | CUSIP: 36211BCD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1256 | PA      | $1312.79       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507811                      | CUSIP: 36211BDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3037 | PA      | $3174.39       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507856                      | CUSIP: 36211BE59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5582 | PA      | $5694.86       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507848                      | CUSIP: 36211BEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3625 | PA      | $3698.49       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507895                      | CUSIP: 36211BGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1456 | PA      | $1522.25       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 507941                      | CUSIP: 36211BHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15747 | PA      | $16072.53      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508019                      | CUSIP: 36211BK86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3234 | PA      | $3380.10       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508046                      | CUSIP: 36211BL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2476 | PA      | $2587.81       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508267                      | CUSIP: 36211BTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14156 | PA      | $14442.40      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509372                      | CUSIP: 36211C2D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4851 | PA      | $5070.17       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509391                      | CUSIP: 36211C2Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        905 | PA      | $946.32        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509396                      | CUSIP: 36211C3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        314 | PA      | $314.71        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509413                      | CUSIP: 36211C3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         56 | PA      | $58.37         | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508621                      | CUSIP: 36211CAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8350 | PA      | $8525.93       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508694                      | CUSIP: 36211CC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9530 | PA      | $9722.98       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508757                      | CUSIP: 36211CE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2558 | PA      | $2674.09       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 508758                      | CUSIP: 36211CE73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        346 | PA      | $361.52        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509071                      | CUSIP: 36211CQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1001 | PA      | $1045.88       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509235                      | CUSIP: 36211CV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7257 | PA      | $7585.67       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509237                      | CUSIP: 36211CV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6292 | PA      | $6576.02       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509294                      | CUSIP: 36211CXX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2605 | PA      | $2722.71       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509295                      | CUSIP: 36211CXY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $572.15        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509342                      | CUSIP: 36211CZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5706 | PA      | $5821.88       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510272                      | CUSIP: 36211D2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74854 | PA      | $75878.66      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510283                      | CUSIP: 36211D2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        956 | PA      | $998.77        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510304                      | CUSIP: 36211D3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3700 | PA      | $3867.03       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510333                      | CUSIP: 36211D4S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87380 | PA      | $88550.75      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510386                      | CUSIP: 36211D6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116082 | PA      | $117561.28     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510393                      | CUSIP: 36211D7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        865 | PA      | $904.62        | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510399                      | CUSIP: 36211D7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222050 | PA      | $225104.79     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509594                      | CUSIP: 36211DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3115 | PA      | $3255.58       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509583                      | CUSIP: 36211DCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        695 | PA      | $726.68        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509584                      | CUSIP: 36211DCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1581 | PA      | $1613.22       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509870                      | CUSIP: 36211DMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        886 | PA      | $926.46        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509875                      | CUSIP: 36211DMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        359 | PA      | $375.39        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509944                      | CUSIP: 36211DP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2495 | PA      | $2608.23       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509931                      | CUSIP: 36211DPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19912 | PA      | $20315.73      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509932                      | CUSIP: 36211DPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3508 | PA      | $3666.59       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509961                      | CUSIP: 36211DQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        191 | PA      | $199.12        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509963                      | CUSIP: 36211DQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10887 | PA      | $11107.55      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 509970                      | CUSIP: 36211DQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19132 | PA      | $19388.47      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510081                      | CUSIP: 36211DUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3105 | PA      | $3167.59       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510095                      | CUSIP: 36211DUU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         39 | PA      | $40.87         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510402                      | CUSIP: 36211EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        133 | PA      | $132.38        | 0.00%             | 2035-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510403                      | CUSIP: 36211EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75477 | PA      | $76454.44      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510585                      | CUSIP: 36211EF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1108 | PA      | $1103.89       | 0.00%             | 2035-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510561                      | CUSIP: 36211EFA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        361 | PA      | $377.32        | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510730                      | CUSIP: 36211ELK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10646 | PA      | $11127.30      | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510766                      | CUSIP: 36211EMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34893 | PA      | $34779.34      | 0.00%             | 2035-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510899                      | CUSIP: 36211ERU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4435 | PA      | $4524.63       | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510939                      | CUSIP: 36211ES41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17867 | PA      | $18675.10      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510925                      | CUSIP: 36211ESN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6457 | PA      | $6587.74       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510973                      | CUSIP: 36211ET65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        738 | PA      | $739.50        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 510948                      | CUSIP: 36211ETD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         58 | PA      | $57.72         | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 511460                      | CUSIP: 36211FE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1469 | PA      | $1489.22       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 511469                      | CUSIP: 36211FFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         42 | PA      | $44.08         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513030                      | CUSIP: 36211G4P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2056 | PA      | $2149.43       | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512235                      | CUSIP: 36211GBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        187 | PA      | $195.32        | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512616                      | CUSIP: 36211GN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5233 | PA      | $5469.83       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512603                      | CUSIP: 36211GNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        509 | PA      | $519.01        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512604                      | CUSIP: 36211GNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2094 | PA      | $2188.90       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512605                      | CUSIP: 36211GNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2690 | PA      | $2811.95       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512823                      | CUSIP: 36211GVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10632 | PA      | $11112.69      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512826                      | CUSIP: 36211GVT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1070 | PA      | $1118.40       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512929                      | CUSIP: 36211GY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2604 | PA      | $2721.58       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512935                      | CUSIP: 36211GY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3619 | PA      | $3782.90       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 512967                      | CUSIP: 36211GZ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        809 | PA      | $845.66        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513644                      | CUSIP: 36211HS93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3193 | PA      | $3337.66       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513669                      | CUSIP: 36211HT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        202 | PA      | $211.18        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513704                      | CUSIP: 36211HU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13288 | PA      | $13888.38      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 513696                      | CUSIP: 36211HUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        505 | PA      | $527.44        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514253                      | CUSIP: 36211JH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1211 | PA      | $1265.79       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514279                      | CUSIP: 36211JJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $509.19        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514313                      | CUSIP: 36211JK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $37.02         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514357                      | CUSIP: 36211JME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        829 | PA      | $866.72        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 514584                      | CUSIP: 36211JUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26083 | PA      | $26621.60      | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515271                      | CUSIP: 36211KMU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8071 | PA      | $8436.04       | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515513                      | CUSIP: 36211KVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1605 | PA      | $1645.58       | 0.00%             | 2030-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515957                      | CUSIP: 36211LE65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15165 | PA      | $14687.42      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 515966                      | CUSIP: 36211LFF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169158 | PA      | $167931.67     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 517023                      | CUSIP: 36211MLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2899 | PA      | $2964.41       | 0.00%             | 2029-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 518985                      | CUSIP: 36211PRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4623 | PA      | $4778.51       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 519257                      | CUSIP: 36211PZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3023 | PA      | $3131.94       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520211                      | CUSIP: 36211Q3U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2549 | PA      | $2582.96       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520079                      | CUSIP: 36211QXG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4365 | PA      | $4491.42       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520148                      | CUSIP: 36211QZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14812 | PA      | $15003.56      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520471                      | CUSIP: 36211RFL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3039 | PA      | $3176.53       | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520484                      | CUSIP: 36211RFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25371 | PA      | $25746.61      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520539                      | CUSIP: 36211RHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3203 | PA      | $3347.74       | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520766                      | CUSIP: 36211RQT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17295 | PA      | $17512.10      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520786                      | CUSIP: 36211RRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2664 | PA      | $2700.36       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520824                      | CUSIP: 36211RSM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16084 | PA      | $16016.19      | 0.00%             | 2035-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 520825                      | CUSIP: 36211RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        549 | PA      | $556.30        | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521296                      | CUSIP: 36211SC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2920 | PA      | $2961.72       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521278                      | CUSIP: 36211SCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8060 | PA      | $8166.37       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521288                      | CUSIP: 36211SCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37388 | PA      | $37896.75      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521328                      | CUSIP: 36211SD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45283 | PA      | $47001.18      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521318                      | CUSIP: 36211SDX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45272 | PA      | $46989.65      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521353                      | CUSIP: 36211SE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101820 | PA      | $105708.68     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521359                      | CUSIP: 36211SE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41142 | PA      | $41729.29      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521330                      | CUSIP: 36211SEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16410 | PA      | $16635.31      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521361                      | CUSIP: 36211SFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     214336 | PA      | $222671.56     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521364                      | CUSIP: 36211SFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1707 | PA      | $1700.85       | 0.00%             | 2035-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521365                      | CUSIP: 36211SFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32407 | PA      | $32854.83      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 521849                      | CUSIP: 36211SWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48889 | PA      | $49434.48      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523001                      | CUSIP: 36211UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6317 | PA      | $6527.43       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523002                      | CUSIP: 36211UAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        884 | PA      | $924.16        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523161                      | CUSIP: 36211UFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7994 | PA      | $8103.20       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523559                      | CUSIP: 36211UTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10966 | PA      | $11462.15      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 523608                      | CUSIP: 36211UU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        203 | PA      | $203.66        | 0.00%             | 2029-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 527597                      | CUSIP: 36212ADA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7439 | PA      | $7775.77       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 527660                      | CUSIP: 36212AE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3244 | PA      | $3390.67       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528141                      | CUSIP: 36212AWA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67996 | PA      | $70461.19      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528149                      | CUSIP: 36212AWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4448 | PA      | $4562.14       | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528150                      | CUSIP: 36212AWK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14018 | PA      | $14388.79      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528439                      | CUSIP: 36212BBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5030 | PA      | $5257.87       | 0.00%             | 2029-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528620                      | CUSIP: 36212BG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5967 | PA      | $6236.62       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528616                      | CUSIP: 36212BGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21921 | PA      | $22911.81      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 528917                      | CUSIP: 36212BSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37292 | PA      | $38617.02      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530170                      | CUSIP: 36212C6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5649 | PA      | $5904.15       | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529423                      | CUSIP: 36212CD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8162 | PA      | $8531.26       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529867                      | CUSIP: 36212CTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26643 | PA      | $27847.77      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529877                      | CUSIP: 36212CUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7851 | PA      | $8060.55       | 0.00%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529910                      | CUSIP: 36212CVB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14109 | PA      | $14747.19      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529925                      | CUSIP: 36212CVS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24461 | PA      | $25567.08      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529930                      | CUSIP: 36212CVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1425 | PA      | $1424.94       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 529966                      | CUSIP: 36212CW31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44653 | PA      | $46672.21      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530053                      | CUSIP: 36212CZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13418 | PA      | $14024.64      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530985                      | CUSIP: 36212D2S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        296 | PA      | $309.89        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531066                      | CUSIP: 36212D6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1056 | PA      | $1067.79       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531075                      | CUSIP: 36212D6L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7205 | PA      | $7279.50       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531079                      | CUSIP: 36212D6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3511 | PA      | $3499.81       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 531086                      | CUSIP: 36212D6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51809 | PA      | $52435.21      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530246                      | CUSIP: 36212DBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        180 | PA      | $188.57        | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530269                      | CUSIP: 36212DCE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        310 | PA      | $324.34        | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530445                      | CUSIP: 36212DHW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1961 | PA      | $2049.27       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530470                      | CUSIP: 36212DJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2586 | PA      | $2663.50       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530565                      | CUSIP: 36212DMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         33 | PA      | $34.61         | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530693                      | CUSIP: 36212DRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         97 | PA      | $98.64         | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530717                      | CUSIP: 36212DSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1943 | PA      | $1991.16       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530771                      | CUSIP: 36212DT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17682 | PA      | $18132.90      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530758                      | CUSIP: 36212DTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5305 | PA      | $5412.32       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530781                      | CUSIP: 36212DUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43214 | PA      | $44124.34      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530786                      | CUSIP: 36212DUK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17162 | PA      | $17603.67      | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530827                      | CUSIP: 36212DVU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30443 | PA      | $31240.27      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530828                      | CUSIP: 36212DVV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32720 | PA      | $33584.58      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 530830                      | CUSIP: 36212DVX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43408 | PA      | $44556.12      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533673                      | CUSIP: 36212G2E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21782 | PA      | $22767.20      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533725                      | CUSIP: 36212G4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9027 | PA      | $9435.10       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533787                      | CUSIP: 36212G6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        576 | PA      | $601.74        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533794                      | CUSIP: 36212G7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        743 | PA      | $776.94        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533183                      | CUSIP: 36212GJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1417 | PA      | $1480.90       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 533205                      | CUSIP: 36212GKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2740 | PA      | $2864.34       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 534016                      | CUSIP: 36212HGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52926 | PA      | $54461.23      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535572                      | CUSIP: 36212J6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3209 | PA      | $3354.21       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535760                      | CUSIP: 36212KE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3311 | PA      | $3461.11       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535746                      | CUSIP: 36212KET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5873 | PA      | $6138.72       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535749                      | CUSIP: 36212KEW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13987 | PA      | $14619.96      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535778                      | CUSIP: 36212KFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4986 | PA      | $5211.81       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535799                      | CUSIP: 36212KGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15262 | PA      | $15952.32      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535807                      | CUSIP: 36212KGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27498 | PA      | $28213.35      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 535873                      | CUSIP: 36212KJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5494 | PA      | $5741.97       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538242                      | CUSIP: 36212M5B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7885 | PA      | $8241.69       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538255                      | CUSIP: 36212M5Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21661 | PA      | $22341.19      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538270                      | CUSIP: 36212M6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1206 | PA      | $1260.84       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537404                      | CUSIP: 36212MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8766 | PA      | $9162.33       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537464                      | CUSIP: 36212MB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        250 | PA      | $261.41        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537468                      | CUSIP: 36212MCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8599 | PA      | $8987.57       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537473                      | CUSIP: 36212MCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5758 | PA      | $6018.30       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537474                      | CUSIP: 36212MCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5234 | PA      | $5470.85       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537480                      | CUSIP: 36212MCR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2208 | PA      | $2307.96       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537487                      | CUSIP: 36212MCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7625 | PA      | $7970.07       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537623                      | CUSIP: 36212MG86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1385 | PA      | $1447.38       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 537896                      | CUSIP: 36212MRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         52 | PA      | $54.71         | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539103                      | CUSIP: 36212N3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3020 | PA      | $3156.12       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539116                      | CUSIP: 36212N3Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        407 | PA      | $424.99        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539119                      | CUSIP: 36212N4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18780 | PA      | $19629.61      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 538688                      | CUSIP: 36212NND5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3898 | PA      | $4039.91       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539056                      | CUSIP: 36212NZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19008 | PA      | $19868.02      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539282                      | CUSIP: 36212PCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106261 | PA      | $97355.96      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539286                      | CUSIP: 36212PCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155146 | PA      | $145887.83     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539535                      | CUSIP: 36212PLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3810 | PA      | $3981.88       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539576                      | CUSIP: 36212PMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34803 | PA      | $35841.35      | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539760                      | CUSIP: 36212PTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33381 | PA      | $32155.08      | 0.00%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539811                      | CUSIP: 36212PVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7126 | PA      | $7327.07       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 539813                      | CUSIP: 36212PVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6086 | PA      | $6360.76       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540284                      | CUSIP: 36212QFZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2018 | PA      | $2108.89       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540352                      | CUSIP: 36212QH52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18640 | PA      | $19483.42      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540340                      | CUSIP: 36212QHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2239 | PA      | $2340.19       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540345                      | CUSIP: 36212QHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8366 | PA      | $8744.84       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540358                      | CUSIP: 36212QJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2400 | PA      | $2508.48       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 540365                      | CUSIP: 36212QJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15661 | PA      | $16369.13      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541852                      | CUSIP: 36212R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6030 | PA      | $6302.94       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541281                      | CUSIP: 36212RJ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8882 | PA      | $9284.05       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541303                      | CUSIP: 36212RKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11198 | PA      | $11704.14      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541334                      | CUSIP: 36212RLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1777 | PA      | $1857.09       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541497                      | CUSIP: 36212RRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13017 | PA      | $13415.44      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541503                      | CUSIP: 36212RRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16245 | PA      | $16979.68      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541586                      | CUSIP: 36212RUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38246 | PA      | $38131.57      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541587                      | CUSIP: 36212RUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4592 | PA      | $4650.00       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541622                      | CUSIP: 36212RVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14452 | PA      | $14647.90      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542731                      | CUSIP: 36212S4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1649 | PA      | $1723.50       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542758                      | CUSIP: 36212S5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14270 | PA      | $14583.83      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542798                      | CUSIP: 36212S7K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20934 | PA      | $21462.89      | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541904                      | CUSIP: 36212SAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1593 | PA      | $1664.85       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 541970                      | CUSIP: 36212SCF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7464 | PA      | $7801.31       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542009                      | CUSIP: 36212SDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27204 | PA      | $28434.44      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542220                      | CUSIP: 36212SK96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        104 | PA      | $104.09        | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542478                      | CUSIP: 36212SUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1033 | PA      | $1080.11       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542624                      | CUSIP: 36212SYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         28 | PA      | $29.62         | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542642                      | CUSIP: 36212SZF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1068 | PA      | $1116.45       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542658                      | CUSIP: 36212SZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64526 | PA      | $66974.56      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542826                      | CUSIP: 36212TA38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28009 | PA      | $29023.40      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542828                      | CUSIP: 36212TA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23947 | PA      | $24271.34      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 542866                      | CUSIP: 36212TCB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        202 | PA      | $211.40        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543007                      | CUSIP: 36212TGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        730 | PA      | $750.94        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543029                      | CUSIP: 36212THE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2998 | PA      | $3133.25       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544531                      | CUSIP: 36212U4Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2348 | PA      | $2418.18       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544546                      | CUSIP: 36212U5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1401 | PA      | $1464.68       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543780                      | CUSIP: 36212UCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        747 | PA      | $780.73        | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543781                      | CUSIP: 36212UCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4003 | PA      | $4183.75       | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543812                      | CUSIP: 36212UDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5644 | PA      | $5805.01       | 0.00%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543929                      | CUSIP: 36212UHE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3122 | PA      | $3262.76       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 543934                      | CUSIP: 36212UHK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3170 | PA      | $3313.53       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544007                      | CUSIP: 36212UKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4716 | PA      | $4928.79       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544115                      | CUSIP: 36212UN80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2929 | PA      | $2967.36       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544164                      | CUSIP: 36212UQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216749 | PA      | $219804.23     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544193                      | CUSIP: 36212URN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2694 | PA      | $2748.67       | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544200                      | CUSIP: 36212URV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88800 | PA      | $88459.22      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544201                      | CUSIP: 36212URW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9082 | PA      | $9213.74       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544270                      | CUSIP: 36212UT35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         65 | PA      | $67.76         | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544295                      | CUSIP: 36212UUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108302 | PA      | $107253.21     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544452                      | CUSIP: 36212UZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3745 | PA      | $3914.06       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 544456                      | CUSIP: 36212UZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32823 | PA      | $33788.36      | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545064                      | CUSIP: 36212VQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3055 | PA      | $3193.02       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545072                      | CUSIP: 36212VQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3553 | PA      | $3713.60       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545142                      | CUSIP: 36212VS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        679 | PA      | $709.85        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545116                      | CUSIP: 36212VSD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19381 | PA      | $20119.01      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545134                      | CUSIP: 36212VSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1736 | PA      | $1814.94       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545160                      | CUSIP: 36212VTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1667 | PA      | $1742.47       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545164                      | CUSIP: 36212VTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10493 | PA      | $10967.62      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545177                      | CUSIP: 36212VUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28616 | PA      | $29910.02      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546330                      | CUSIP: 36212W4P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19246 | PA      | $19461.00      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545826                      | CUSIP: 36212WLF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28948 | PA      | $29763.94      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 545904                      | CUSIP: 36212WNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        266 | PA      | $273.85        | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546094                      | CUSIP: 36212WUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16175 | PA      | $16102.42      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546413                      | CUSIP: 36212XAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1758 | PA      | $1837.41       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546575                      | CUSIP: 36212XFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3659 | PA      | $3798.34       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546600                      | CUSIP: 36212XGH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3886 | PA      | $4034.54       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546753                      | CUSIP: 36212XMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8390 | PA      | $8516.82       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546754                      | CUSIP: 36212XMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31537 | PA      | $32009.56      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 546765                      | CUSIP: 36212XMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19812 | PA      | $19688.36      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547031                      | CUSIP: 36212XVY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4599 | PA      | $4806.87       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548143                      | CUSIP: 36212Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24617 | PA      | $25730.60      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547492                      | CUSIP: 36212YF99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        663 | PA      | $693.20        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547544                      | CUSIP: 36212YHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        376 | PA      | $393.42        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547566                      | CUSIP: 36212YJK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2846 | PA      | $2975.05       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547575                      | CUSIP: 36212YJU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1572 | PA      | $1616.12       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547724                      | CUSIP: 36212YPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8874 | PA      | $9275.80       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547749                      | CUSIP: 36212YQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2139 | PA      | $2197.34       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547888                      | CUSIP: 36212YUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8431 | PA      | $8812.13       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547897                      | CUSIP: 36212YUW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21611 | PA      | $22588.20      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 547917                      | CUSIP: 36212YVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9262 | PA      | $9680.79       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548265                      | CUSIP: 36213ACA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3549 | PA      | $3665.88       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548266                      | CUSIP: 36213ACB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5040 | PA      | $5157.52       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548288                      | CUSIP: 36213ACZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3160 | PA      | $3270.84       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548302                      | CUSIP: 36213ADF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5104 | PA      | $5166.13       | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548304                      | CUSIP: 36213ADH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51258 | PA      | $52010.90      | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548308                      | CUSIP: 36213ADM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6296 | PA      | $6371.89       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548330                      | CUSIP: 36213AEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3618 | PA      | $3781.51       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548480                      | CUSIP: 36213AJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12746 | PA      | $13322.78      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548496                      | CUSIP: 36213AKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3535 | PA      | $3695.27       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548532                      | CUSIP: 36213ALM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4285 | PA      | $4421.60       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548582                      | CUSIP: 36213AM76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2068 | PA      | $2138.08       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548554                      | CUSIP: 36213AMB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9357 | PA      | $9780.24       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548609                      | CUSIP: 36213AN26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4881 | PA      | $5055.73       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548770                      | CUSIP: 36213AT38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4677 | PA      | $4848.21       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548793                      | CUSIP: 36213AUS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14847 | PA      | $14978.97      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 548919                      | CUSIP: 36213AYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4210 | PA      | $4262.94       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549175                      | CUSIP: 36213BCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $88.75         | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549313                      | CUSIP: 36213BGW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        813 | PA      | $849.83        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549326                      | CUSIP: 36213BHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        519 | PA      | $542.92        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 549424                      | CUSIP: 36213BLD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2336 | PA      | $2441.20       | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550800                      | CUSIP: 36213C3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155334 | PA      | $157481.82     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550873                      | CUSIP: 36213C6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3730 | PA      | $3830.91       | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550886                      | CUSIP: 36213C6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        372 | PA      | $370.97        | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550887                      | CUSIP: 36213C6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2612 | PA      | $2649.05       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550048                      | CUSIP: 36213CBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2913 | PA      | $2987.63       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550142                      | CUSIP: 36213CEP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        101 | PA      | $105.78        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550283                      | CUSIP: 36213CJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         41 | PA      | $42.37         | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550428                      | CUSIP: 36213CPM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        124 | PA      | $130.03        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550436                      | CUSIP: 36213CPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8056 | PA      | $8296.48       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550521                      | CUSIP: 36213CSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51853 | PA      | $52524.33      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550534                      | CUSIP: 36213CSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161429 | PA      | $163744.62     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550569                      | CUSIP: 36213CT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96855 | PA      | $100553.34     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550566                      | CUSIP: 36213CTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2147 | PA      | $2232.30       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550602                      | CUSIP: 36213CU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2801 | PA      | $2789.96       | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550603                      | CUSIP: 36213CU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3160 | PA      | $3202.75       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550579                      | CUSIP: 36213CUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        501 | PA      | $519.46        | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550639                      | CUSIP: 36213CV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115434 | PA      | $117046.45     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550609                      | CUSIP: 36213CVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65626 | PA      | $66551.12      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550613                      | CUSIP: 36213CVE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305242 | PA      | $309524.85     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550644                      | CUSIP: 36213CWD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166197 | PA      | $168580.90     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550648                      | CUSIP: 36213CWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4078 | PA      | $4133.27       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550655                      | CUSIP: 36213CWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22030 | PA      | $21944.42      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6546 | PA      | $6638.21       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550677                      | CUSIP: 36213CXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68610 | PA      | $69581.53      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550680                      | CUSIP: 36213CXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121945 | PA      | $123639.98     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550684                      | CUSIP: 36213CXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1082 | PA      | $1078.34       | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550685                      | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64070 | PA      | $64985.33      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550689                      | CUSIP: 36213CXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10726 | PA      | $10868.24      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550690                      | CUSIP: 36213CXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45491 | PA      | $46117.26      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550694                      | CUSIP: 36213CXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30564 | PA      | $30998.32      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550718                      | CUSIP: 36213CYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89563 | PA      | $90836.71      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550726                      | CUSIP: 36213CYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27075 | PA      | $26954.25      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550727                      | CUSIP: 36213CYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     519094 | PA      | $526377.44     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550762                      | CUSIP: 36213CZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34893 | PA      | $34749.69      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550763                      | CUSIP: 36213CZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        457 | PA      | $463.95        | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550760                      | CUSIP: 36213CZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27205 | PA      | $28287.40      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551694                      | CUSIP: 36213D3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        549 | PA      | $567.39        | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551723                      | CUSIP: 36213D4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14068 | PA      | $14439.53      | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551763                      | CUSIP: 36213D5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3007 | PA      | $3106.89       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550965                      | CUSIP: 36213DCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        881 | PA      | $921.15        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550986                      | CUSIP: 36213DCX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $77.04         | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 550987                      | CUSIP: 36213DCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        119 | PA      | $124.40        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551062                      | CUSIP: 36213DFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3733 | PA      | $3901.66       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551273                      | CUSIP: 36213DMW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3808 | PA      | $3980.12       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551347                      | CUSIP: 36213DP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3203 | PA      | $3348.08       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551358                      | CUSIP: 36213DQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        179 | PA      | $183.56        | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551482                      | CUSIP: 36213DUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1326 | PA      | $1386.29       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551664                      | CUSIP: 36213DZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        533 | PA      | $557.48        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552692                      | CUSIP: 36213E7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88839 | PA      | $87959.68      | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552695                      | CUSIP: 36213E7G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10829 | PA      | $11193.61      | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551832                      | CUSIP: 36213EA97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9974 | PA      | $10424.63      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551807                      | CUSIP: 36213EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20397 | PA      | $21077.42      | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551863                      | CUSIP: 36213EB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27388 | PA      | $28269.88      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551879                      | CUSIP: 36213ECQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3325 | PA      | $3475.28       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551927                      | CUSIP: 36213ED86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10088 | PA      | $10357.31      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551897                      | CUSIP: 36213EDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5075 | PA      | $5242.40       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551943                      | CUSIP: 36213EEQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3743 | PA      | $3912.18       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551977                      | CUSIP: 36213EFS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5159 | PA      | $5392.27       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 551979                      | CUSIP: 36213EFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6677 | PA      | $6979.24       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552159                      | CUSIP: 36213EMG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9150 | PA      | $9564.16       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552227                      | CUSIP: 36213EPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204608 | PA      | $192694.63     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552232                      | CUSIP: 36213EPR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115499 | PA      | $119262.21     | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552233                      | CUSIP: 36213EPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1522 | PA      | $1563.70       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552235                      | CUSIP: 36213EPU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10737 | PA      | $11082.98      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552310                      | CUSIP: 36213ER73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1928 | PA      | $1983.55       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552314                      | CUSIP: 36213ESB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1586 | PA      | $1633.52       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552321                      | CUSIP: 36213ESJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5559 | PA      | $5809.96       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552387                      | CUSIP: 36213EUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2218 | PA      | $2318.63       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552393                      | CUSIP: 36213EUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        242 | PA      | $252.54        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552559                      | CUSIP: 36213EZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        282 | PA      | $289.66        | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553471                      | CUSIP: 36213F2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17761 | PA      | $16701.03      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552753                      | CUSIP: 36213FBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71454 | PA      | $73755.27      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552775                      | CUSIP: 36213FCL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1286 | PA      | $1329.27       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552784                      | CUSIP: 36213FCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166708 | PA      | $172203.84     | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552847                      | CUSIP: 36213FEU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     328772 | PA      | $339102.77     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552851                      | CUSIP: 36213FEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66524 | PA      | $68716.49      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552902                      | CUSIP: 36213FGK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152717 | PA      | $157808.95     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552938                      | CUSIP: 36213FHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51746 | PA      | $52335.31      | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552948                      | CUSIP: 36213FHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36603 | PA      | $37823.60      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 552967                      | CUSIP: 36213FJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        894 | PA      | $924.00        | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553019                      | CUSIP: 36213FK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216838 | PA      | $224308.69     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553029                      | CUSIP: 36213FLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13156 | PA      | $13594.96      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553063                      | CUSIP: 36213FML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6419 | PA      | $6492.53       | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553125                      | CUSIP: 36213FPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31645 | PA      | $32746.41      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553184                      | CUSIP: 36213FRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43025 | PA      | $43493.54      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553201                      | CUSIP: 36213FRW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        821 | PA      | $837.45        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553242                      | CUSIP: 36213FS79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19818 | PA      | $20522.45      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553243                      | CUSIP: 36213FS87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40276 | PA      | $40749.04      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553249                      | CUSIP: 36213FTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3917 | PA      | $4047.88       | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553303                      | CUSIP: 36213FU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13150 | PA      | $13612.39      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553294                      | CUSIP: 36213FUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10339 | PA      | $10714.12      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553318                      | CUSIP: 36213FVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135081 | PA      | $136698.45     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553347                      | CUSIP: 36213FWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14230 | PA      | $14408.71      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553351                      | CUSIP: 36213FWL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45266 | PA      | $45134.27      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553352                      | CUSIP: 36213FWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403298 | PA      | $408219.17     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553353                      | CUSIP: 36213FWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180925 | PA      | $183092.46     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553354                      | CUSIP: 36213FWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264047 | PA      | $267118.03     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553356                      | CUSIP: 36213FWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75470 | PA      | $76356.20      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553357                      | CUSIP: 36213FWS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39782 | PA      | $40276.05      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553383                      | CUSIP: 36213FXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19601 | PA      | $19755.78      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553389                      | CUSIP: 36213FXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     377811 | PA      | $382115.38     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553433                      | CUSIP: 36213FY64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        827 | PA      | $850.42        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553465                      | CUSIP: 36213FZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1498 | PA      | $1447.55       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553466                      | CUSIP: 36213FZ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19546 | PA      | $19349.22      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553459                      | CUSIP: 36213FZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100114 | PA      | $96885.80      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553602                      | CUSIP: 36213GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51580 | PA      | $53261.09      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553848                      | CUSIP: 36213GHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3191 | PA      | $3335.23       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553882                      | CUSIP: 36213GJ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14351 | PA      | $15000.16      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553858                      | CUSIP: 36213GJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6198 | PA      | $6477.85       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553915                      | CUSIP: 36213GK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11349 | PA      | $11862.71      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553918                      | CUSIP: 36213GK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14403 | PA      | $15054.76      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553920                      | CUSIP: 36213GK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3713 | PA      | $3880.99       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553925                      | CUSIP: 36213GLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4705 | PA      | $4917.59       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553936                      | CUSIP: 36213GLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6092 | PA      | $6367.10       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553943                      | CUSIP: 36213GLY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14228 | PA      | $14871.15      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553960                      | CUSIP: 36213GMH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6075 | PA      | $6349.64       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553965                      | CUSIP: 36213GMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39504 | PA      | $41290.46      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553969                      | CUSIP: 36213GMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47571 | PA      | $49722.18      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 553992                      | CUSIP: 36213GNH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4476 | PA      | $4602.50       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554022                      | CUSIP: 36213GPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1089 | PA      | $1124.13       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554050                      | CUSIP: 36213GQB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30406 | PA      | $31263.03      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554051                      | CUSIP: 36213GQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23586 | PA      | $24363.92      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554094                      | CUSIP: 36213GRP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9610 | PA      | $9934.25       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554116                      | CUSIP: 36213GSD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37322 | PA      | $38308.52      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554200                      | CUSIP: 36213GUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        563 | PA      | $588.30        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555345                      | CUSIP: 36213H5E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2810 | PA      | $2883.25       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555349                      | CUSIP: 36213H5J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         26 | PA      | $25.62         | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555361                      | CUSIP: 36213H5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3481 | PA      | $3638.15       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555387                      | CUSIP: 36213H6Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5678 | PA      | $5935.09       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554687                      | CUSIP: 36213HF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5391 | PA      | $5635.19       | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554704                      | CUSIP: 36213HGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3745 | PA      | $3847.34       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554776                      | CUSIP: 36213HJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7795 | PA      | $8147.34       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554815                      | CUSIP: 36213HK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3921 | PA      | $4039.93       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554790                      | CUSIP: 36213HKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9001 | PA      | $9407.86       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554851                      | CUSIP: 36213HL80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11153 | PA      | $11657.04      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554830                      | CUSIP: 36213HLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        672 | PA      | $702.28        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554866                      | CUSIP: 36213HMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        237 | PA      | $244.18        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554870                      | CUSIP: 36213HMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1983 | PA      | $2073.11       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554886                      | CUSIP: 36213HNB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2412 | PA      | $2520.58       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554898                      | CUSIP: 36213HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5249 | PA      | $5486.37       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554922                      | CUSIP: 36213HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7714 | PA      | $8062.81       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 554967                      | CUSIP: 36213HQU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13201 | PA      | $13674.85      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555018                      | CUSIP: 36213HSF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16439 | PA      | $17057.41      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555155                      | CUSIP: 36213HWQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17469 | PA      | $18258.93      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555195                      | CUSIP: 36213HXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4080 | PA      | $4264.50       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556223                      | CUSIP: 36213J4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32400 | PA      | $33865.07      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556240                      | CUSIP: 36213J4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27784 | PA      | $29040.91      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556242                      | CUSIP: 36213J5B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41321 | PA      | $43189.42      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556246                      | CUSIP: 36213J5F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1776 | PA      | $1788.68       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555414                      | CUSIP: 36213JAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7739 | PA      | $8088.71       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555603                      | CUSIP: 36213JGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3533 | PA      | $3642.79       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555609                      | CUSIP: 36213JGS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1178 | PA      | $1231.07       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555684                      | CUSIP: 36213JJ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3722 | PA      | $3890.68       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555660                      | CUSIP: 36213JJD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8180 | PA      | $8413.50       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555672                      | CUSIP: 36213JJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4287 | PA      | $4480.66       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555690                      | CUSIP: 36213JKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        157 | PA      | $161.27        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555698                      | CUSIP: 36213JKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17592 | PA      | $17971.23      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555760                      | CUSIP: 36213JMH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6075 | PA      | $6349.29       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555824                      | CUSIP: 36213JPH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        436 | PA      | $455.65        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555831                      | CUSIP: 36213JPQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4279 | PA      | $4472.80       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555836                      | CUSIP: 36213JPV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        188 | PA      | $196.43        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555838                      | CUSIP: 36213JPX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1835 | PA      | $1918.46       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555857                      | CUSIP: 36213JQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3636 | PA      | $3800.20       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555953                      | CUSIP: 36213JTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1744 | PA      | $1823.00       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555965                      | CUSIP: 36213JTW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4274 | PA      | $4467.43       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 555992                      | CUSIP: 36213JUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7907 | PA      | $8264.98       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556407                      | CUSIP: 36213KDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10101 | PA      | $10557.36      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 556533                      | CUSIP: 36213KHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5459 | PA      | $5617.35       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557255                      | CUSIP: 36213LBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3711 | PA      | $3814.25       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557386                      | CUSIP: 36213LF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        658 | PA      | $688.12        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557423                      | CUSIP: 36213LG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20095 | PA      | $21003.33      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557441                      | CUSIP: 36213LHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29719 | PA      | $31063.43      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557458                      | CUSIP: 36213LJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2116 | PA      | $2180.42       | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557521                      | CUSIP: 36213LLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        196 | PA      | $205.31        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557580                      | CUSIP: 36213LM56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1614 | PA      | $1664.28       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557593                      | CUSIP: 36213LNJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10276 | PA      | $10740.21      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557670                      | CUSIP: 36213LQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16678 | PA      | $17431.96      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 557702                      | CUSIP: 36213LRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5391 | PA      | $5634.94       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558917                      | CUSIP: 36213M4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5456 | PA      | $5657.22       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558945                      | CUSIP: 36213M5E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        504 | PA      | $503.87        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558243                      | CUSIP: 36213MEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        598 | PA      | $605.46        | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558789                      | CUSIP: 36213MXS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45170 | PA      | $45754.91      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 558829                      | CUSIP: 36213MY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3454 | PA      | $3609.96       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559831                      | CUSIP: 36213N4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3283 | PA      | $3431.92       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559832                      | CUSIP: 36213N4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14302 | PA      | $14948.71      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559837                      | CUSIP: 36213N4W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10237 | PA      | $10699.58      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559841                      | CUSIP: 36213N5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8719 | PA      | $9113.31       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559031                      | CUSIP: 36213NA89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        844 | PA      | $864.56        | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559442                      | CUSIP: 36213NP34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        292 | PA      | $305.48        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559595                      | CUSIP: 36213NUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13822 | PA      | $14447.17      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559715                      | CUSIP: 36213NYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25661 | PA      | $26821.19      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559743                      | CUSIP: 36213NZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8597 | PA      | $8886.80       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560777                      | CUSIP: 36213P6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8072 | PA      | $8299.79       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 559987                      | CUSIP: 36213PCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14225 | PA      | $14868.48      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560055                      | CUSIP: 36213PE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2145 | PA      | $2241.75       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560146                      | CUSIP: 36213PHX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6996 | PA      | $7207.63       | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560273                      | CUSIP: 36213PMW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4267 | PA      | $4459.55       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560327                      | CUSIP: 36213PPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1874 | PA      | $1959.03       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560396                      | CUSIP: 36213PRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14160 | PA      | $14800.78      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561644                      | CUSIP: 36213Q5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21867 | PA      | $22459.00      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561645                      | CUSIP: 36213Q5E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4216 | PA      | $4406.37       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561672                      | CUSIP: 36213Q6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1379 | PA      | $1441.65       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560807                      | CUSIP: 36213QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1706 | PA      | $1782.94       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 560902                      | CUSIP: 36213QDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27099 | PA      | $28324.20      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561043                      | CUSIP: 36213QHU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16348 | PA      | $16678.73      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561519                      | CUSIP: 36213QYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        607 | PA      | $634.07        | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562502                      | CUSIP: 36213R3K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1659 | PA      | $1680.80       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562503                      | CUSIP: 36213R3L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1659 | PA      | $1679.18       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562521                      | CUSIP: 36213R4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19274 | PA      | $19536.85      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562534                      | CUSIP: 36213R4T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6930 | PA      | $7192.75       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562594                      | CUSIP: 36213R7F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1127 | PA      | $1140.72       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561763                      | CUSIP: 36213RB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4491 | PA      | $4693.69       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 561960                      | CUSIP: 36213RJD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1327 | PA      | $1387.05       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562202                      | CUSIP: 36213RRX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1556 | PA      | $1625.89       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562213                      | CUSIP: 36213RSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79576 | PA      | $82517.23      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562271                      | CUSIP: 36213RT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2173 | PA      | $2185.68       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562272                      | CUSIP: 36213RT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9156 | PA      | $9376.54       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562286                      | CUSIP: 36213RUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182218 | PA      | $188735.50     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562287                      | CUSIP: 36213RUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21476 | PA      | $22238.79      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562321                      | CUSIP: 36213RVN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18448 | PA      | $18672.66      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562345                      | CUSIP: 36213RWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1433 | PA      | $1451.65       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562348                      | CUSIP: 36213RWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2667 | PA      | $2702.70       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562356                      | CUSIP: 36213RWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122293 | PA      | $126667.54     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562428                      | CUSIP: 36213RYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8407 | PA      | $8498.17       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562467                      | CUSIP: 36213RZ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4596 | PA      | $4643.83       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562468                      | CUSIP: 36213RZ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3122 | PA      | $3163.69       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563381                      | CUSIP: 36213S2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1237 | PA      | $1293.07       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563450                      | CUSIP: 36213S5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        322 | PA      | $333.87        | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563465                      | CUSIP: 36213S6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29373 | PA      | $29707.83      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563471                      | CUSIP: 36213S6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27474 | PA      | $27815.43      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563475                      | CUSIP: 36213S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26100 | PA      | $26391.18      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 562658                      | CUSIP: 36213SB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1640 | PA      | $1661.56       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563255                      | CUSIP: 36213SWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7158 | PA      | $7482.17       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563338                      | CUSIP: 36213SZB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        185 | PA      | $193.30        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563345                      | CUSIP: 36213SZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        369 | PA      | $385.84        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564294                      | CUSIP: 36213T3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4607 | PA      | $4815.32       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564344                      | CUSIP: 36213T5D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        420 | PA      | $438.74        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564374                      | CUSIP: 36213T6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3052 | PA      | $3190.31       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563510                      | CUSIP: 36213TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3741 | PA      | $3787.68       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563641                      | CUSIP: 36213TEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7404 | PA      | $7553.53       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 563674                      | CUSIP: 36213TFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44937 | PA      | $46349.25      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564075                      | CUSIP: 36213TT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2652 | PA      | $2771.72       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564116                      | CUSIP: 36213TVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1558 | PA      | $1628.98       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564147                      | CUSIP: 36213TWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5391 | PA      | $5634.77       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564232                      | CUSIP: 36213TY56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5804 | PA      | $5963.49       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564257                      | CUSIP: 36213TZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21775 | PA      | $22759.43      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564472                      | CUSIP: 36213UCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3409 | PA      | $3563.37       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564503                      | CUSIP: 36213UDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5436 | PA      | $5586.61       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564539                      | CUSIP: 36213UEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23547 | PA      | $24193.22      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564632                      | CUSIP: 36213UHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1210 | PA      | $1256.27       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564637                      | CUSIP: 36213UHN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2374 | PA      | $2481.69       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564687                      | CUSIP: 36213UJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1001 | PA      | $1014.15       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1914 | PA      | $2000.06       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564664                      | CUSIP: 36213UJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2482 | PA      | $2551.07       | 0.00%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564715                      | CUSIP: 36213UK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1152 | PA      | $1203.80       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564703                      | CUSIP: 36213UKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1244 | PA      | $1281.02       | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564751                      | CUSIP: 36213UL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16941 | PA      | $17400.21      | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564753                      | CUSIP: 36213UMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2830 | PA      | $2958.20       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564757                      | CUSIP: 36213UME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2819 | PA      | $2946.59       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564766                      | CUSIP: 36213UMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1344 | PA      | $1405.11       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564799                      | CUSIP: 36213UNQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2133 | PA      | $2196.17       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564913                      | CUSIP: 36213USA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         44 | PA      | $45.15         | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564966                      | CUSIP: 36213UTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10952 | PA      | $11447.12      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565002                      | CUSIP: 36213UU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        305 | PA      | $318.78        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 564978                      | CUSIP: 36213UUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6070 | PA      | $6261.11       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565036                      | CUSIP: 36213UV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9996 | PA      | $10290.48      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565047                      | CUSIP: 36213UWG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2887 | PA      | $2945.22       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565134                      | CUSIP: 36213UY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1594 | PA      | $1611.77       | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565163                      | CUSIP: 36213UZ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126917 | PA      | $128521.63     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565142                      | CUSIP: 36213UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33270 | PA      | $33690.48      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565150                      | CUSIP: 36213UZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     234698 | PA      | $237508.62     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565158                      | CUSIP: 36213UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6153 | PA      | $6221.73       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566177                      | CUSIP: 36213V6N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20633 | PA      | $21381.36      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565367                      | CUSIP: 36213VCC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5074 | PA      | $5303.14       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565384                      | CUSIP: 36213VCV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9034 | PA      | $9442.68       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565463                      | CUSIP: 36213VFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20389 | PA      | $20996.73      | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565683                      | CUSIP: 36213VM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7369 | PA      | $7702.01       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565656                      | CUSIP: 36213VMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8463 | PA      | $8845.97       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565663                      | CUSIP: 36213VML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1398 | PA      | $1435.81       | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565671                      | CUSIP: 36213VMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        389 | PA      | $396.55        | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565672                      | CUSIP: 36213VMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        747 | PA      | $781.06        | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565676                      | CUSIP: 36213VMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26519 | PA      | $27352.61      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565708                      | CUSIP: 36213VNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14889 | PA      | $15333.12      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565784                      | CUSIP: 36213VRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3954 | PA      | $4132.50       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565788                      | CUSIP: 36213VRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1986 | PA      | $2045.22       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565821                      | CUSIP: 36213VSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26745 | PA      | $27626.67      | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565823                      | CUSIP: 36213VSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15425 | PA      | $15866.39      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565924                      | CUSIP: 36213VVR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6246 | PA      | $6528.71       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565929                      | CUSIP: 36213VVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3838 | PA      | $3962.94       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 565983                      | CUSIP: 36213VXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3473 | PA      | $3596.80       | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567028                      | CUSIP: 36213W4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5901 | PA      | $6167.91       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566209                      | CUSIP: 36213WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42535 | PA      | $43090.44      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566309                      | CUSIP: 36213WDN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4149 | PA      | $4336.92       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566403                      | CUSIP: 36213WGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2728 | PA      | $2851.54       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566478                      | CUSIP: 36213WJX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19954 | PA      | $20186.37      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566480                      | CUSIP: 36213WJZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12564 | PA      | $12692.53      | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566513                      | CUSIP: 36213WK21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25916 | PA      | $26237.83      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566517                      | CUSIP: 36213WK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24029 | PA      | $24333.08      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566518                      | CUSIP: 36213WK70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8307 | PA      | $8279.50       | 0.00%             | 2034-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566519                      | CUSIP: 36213WK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14480 | PA      | $14622.87      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566489                      | CUSIP: 36213WKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27575 | PA      | $27902.21      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566490                      | CUSIP: 36213WKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15948 | PA      | $16142.40      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566496                      | CUSIP: 36213WKH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5941 | PA      | $6014.98       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566499                      | CUSIP: 36213WKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2515 | PA      | $2545.49       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566582                      | CUSIP: 36213WM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2550 | PA      | $2665.03       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566555                      | CUSIP: 36213WMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6248 | PA      | $6530.73       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566596                      | CUSIP: 36213WNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12267 | PA      | $12821.29      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566644                      | CUSIP: 36213WP59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        259 | PA      | $267.52        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566706                      | CUSIP: 36213WR32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21837 | PA      | $22479.45      | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 566713                      | CUSIP: 36213WSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2391 | PA      | $2499.17       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567878                      | CUSIP: 36213X2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3018 | PA      | $3128.06       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567883                      | CUSIP: 36213X2Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48306 | PA      | $49747.12      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567917                      | CUSIP: 36213X4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3935 | PA      | $4059.10       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567919                      | CUSIP: 36213X4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34208 | PA      | $35227.90      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567970                      | CUSIP: 36213X6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12184 | PA      | $12616.77      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567993                      | CUSIP: 36213X7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4728 | PA      | $4904.78       | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567249                      | CUSIP: 36213XEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20694 | PA      | $21629.87      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567268                      | CUSIP: 36213XFH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6360 | PA      | $6648.06       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567273                      | CUSIP: 36213XFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        554 | PA      | $579.07        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567320                      | CUSIP: 36213XG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7394 | PA      | $7727.97       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567321                      | CUSIP: 36213XG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        851 | PA      | $877.99        | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567307                      | CUSIP: 36213XGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7020 | PA      | $7337.64       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567668                      | CUSIP: 36213XTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3993 | PA      | $4128.84       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 567801                      | CUSIP: 36213XX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3949 | PA      | $4082.64       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568833                      | CUSIP: 36213Y4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13874 | PA      | $14501.04      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568836                      | CUSIP: 36213Y4V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2492 | PA      | $2604.88       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568847                      | CUSIP: 36213Y5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1139 | PA      | $1190.21       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568027                      | CUSIP: 36213YA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14734 | PA      | $15400.77      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568041                      | CUSIP: 36213YBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1748 | PA      | $1826.85       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568248                      | CUSIP: 36213YHZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5326 | PA      | $5505.60       | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568283                      | CUSIP: 36213YJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7535 | PA      | $7690.68       | 0.00%             | 2032-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568267                      | CUSIP: 36213YJL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17878 | PA      | $18494.03      | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568312                      | CUSIP: 36213YKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        933 | PA      | $964.07        | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568368                      | CUSIP: 36213YMR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25028 | PA      | $26159.28      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568409                      | CUSIP: 36213YN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        136 | PA      | $136.06        | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568420                      | CUSIP: 36213YPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5623 | PA      | $5877.06       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568450                      | CUSIP: 36213YQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6245 | PA      | $6431.06       | 0.00%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 568522                      | CUSIP: 36213YSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11325 | PA      | $11837.25      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 153137                      | CUSIP: 362154BE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        415 | PA      | $416.76        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 158763                      | CUSIP: 36216AJG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1665 | PA      | $1698.50       | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 164651                      | CUSIP: 36216GZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6915 | PA      | $6706.66       | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 167426                      | CUSIP: 36216K4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1125 | PA      | $1176.36       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 167428                      | CUSIP: 36216K4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3273 | PA      | $3338.84       | 0.00%             | 2028-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 171002                      | CUSIP: 36216P3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3299 | PA      | $3448.40       | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 171812                      | CUSIP: 36216QYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1694 | PA      | $1770.35       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175306                      | CUSIP: 36216UU70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        863 | PA      | $901.95        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175328                      | CUSIP: 36216UVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7201 | PA      | $7526.37       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 175344                      | CUSIP: 36216UWD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1001 | PA      | $1046.75       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 210344                      | CUSIP: 362172S90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         50 | PA      | $50.05         | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 193706                      | CUSIP: 36217HDK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        838 | PA      | $875.72        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 193709                      | CUSIP: 36217HDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        862 | PA      | $900.92        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 271947                      | CUSIP: 36220ABQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25745 | PA      | $26075.46      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 271948                      | CUSIP: 36220ABR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7413 | PA      | $7389.55       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 326311                      | CUSIP: 36224EN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        147 | PA      | $153.20        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780770                      | CUSIP: 36225A2B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9763 | PA      | $9961.06       | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780776                      | CUSIP: 36225A2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7638 | PA      | $7983.33       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780793                      | CUSIP: 36225A3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15849 | PA      | $16565.85      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780802                      | CUSIP: 36225A3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8436 | PA      | $8817.54       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780813                      | CUSIP: 36225A3W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        292 | PA      | $305.48        | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780822                      | CUSIP: 36225A4F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2578 | PA      | $2694.41       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780824                      | CUSIP: 36225A4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        136 | PA      | $141.76        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780825                      | CUSIP: 36225A4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        929 | PA      | $970.83        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780827                      | CUSIP: 36225A4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1808 | PA      | $1889.53       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780845                      | CUSIP: 36225A5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6431 | PA      | $6722.27       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780860                      | CUSIP: 36225A5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        586 | PA      | $597.98        | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780864                      | CUSIP: 36225A5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2358 | PA      | $2406.19       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6882 | PA      | $7192.94       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780893                      | CUSIP: 36225A7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        911 | PA      | $929.18        | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780894                      | CUSIP: 36225A7F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        775 | PA      | $810.30        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780509                      | CUSIP: 36225AR69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         17 | PA      | $17.10         | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780615                      | CUSIP: 36225AVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        109 | PA      | $109.49        | 0.00%             | 2027-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780650                      | CUSIP: 36225AWK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         97 | PA      | $101.60        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780653                      | CUSIP: 36225AWN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        125 | PA      | $130.65        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780656                      | CUSIP: 36225AWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        208 | PA      | $217.50        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780678                      | CUSIP: 36225AXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        170 | PA      | $177.79        | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780680                      | CUSIP: 36225AXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        111 | PA      | $116.25        | 0.00%             | 2027-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780685                      | CUSIP: 36225AXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        418 | PA      | $436.73        | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780689                      | CUSIP: 36225AXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3158 | PA      | $3300.83       | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780734                      | CUSIP: 36225AY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2117 | PA      | $2212.52       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780747                      | CUSIP: 36225AZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        800 | PA      | $836.19        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781692                      | CUSIP: 36225B2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11142 | PA      | $11108.59      | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781702                      | CUSIP: 36225B3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        168 | PA      | $173.31        | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781703                      | CUSIP: 36225B3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     396131 | PA      | $400920.52     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781705                      | CUSIP: 36225B3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254226 | PA      | $257299.73     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781722                      | CUSIP: 36225B4F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18018 | PA      | $18234.11      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781724                      | CUSIP: 36225B4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65210 | PA      | $67503.93      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781730                      | CUSIP: 36225B4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3579 | PA      | $3624.18       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41384 | PA      | $41911.81      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781766                      | CUSIP: 36225B6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91973 | PA      | $93154.54      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781769                      | CUSIP: 36225B6E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134243 | PA      | $135835.37     | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781778                      | CUSIP: 36225B6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45963 | PA      | $46513.08      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780912                      | CUSIP: 36225BAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22192 | PA      | $23195.96      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780914                      | CUSIP: 36225BAP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23371 | PA      | $23844.43      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780958                      | CUSIP: 36225BB31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3243 | PA      | $3308.59       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780941                      | CUSIP: 36225BBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22402 | PA      | $22855.76      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780994                      | CUSIP: 36225BC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1251 | PA      | $1276.65       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 780975                      | CUSIP: 36225BCL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11728 | PA      | $11965.51      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781008                      | CUSIP: 36225BDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1822 | PA      | $1859.10       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781014                      | CUSIP: 36225BDT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27148 | PA      | $27697.69      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781029                      | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20626 | PA      | $21558.50      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781035                      | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10388 | PA      | $10857.46      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9172 | PA      | $9586.69       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781039                      | CUSIP: 36225BEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9357 | PA      | $9779.99       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781043                      | CUSIP: 36225BEQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21121 | PA      | $21549.25      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781046                      | CUSIP: 36225BET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90920 | PA      | $92762.14      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781047                      | CUSIP: 36225BEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59087 | PA      | $60284.06      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781048                      | CUSIP: 36225BEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24886 | PA      | $26011.44      | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781118                      | CUSIP: 36225BG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17910 | PA      | $18720.34      | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781119                      | CUSIP: 36225BG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3118 | PA      | $3181.35       | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781096                      | CUSIP: 36225BGD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2756 | PA      | $2880.90       | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781104                      | CUSIP: 36225BGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1920 | PA      | $2006.63       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781105                      | CUSIP: 36225BGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         62 | PA      | $63.59         | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781133                      | CUSIP: 36225BHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15224 | PA      | $15912.83      | 0.00%             | 2030-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781147                      | CUSIP: 36225BHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4335 | PA      | $4422.87       | 0.00%             | 2030-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781148                      | CUSIP: 36225BHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61403 | PA      | $62646.54      | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781216                      | CUSIP: 36225BK56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18716 | PA      | $19562.83      | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781210                      | CUSIP: 36225BKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11267 | PA      | $11776.16      | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781226                      | CUSIP: 36225BLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26486 | PA      | $27683.32      | 0.00%             | 2030-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781235                      | CUSIP: 36225BLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9853 | PA      | $10052.18      | 0.00%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781244                      | CUSIP: 36225BLZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10168 | PA      | $10374.35      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781255                      | CUSIP: 36225BMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        830 | PA      | $846.38        | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781257                      | CUSIP: 36225BME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1286 | PA      | $1316.35       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781262                      | CUSIP: 36225BMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         85 | PA      | $86.42         | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781265                      | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        229 | PA      | $239.18        | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1698 | PA      | $1774.69       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781276                      | CUSIP: 36225BMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10716 | PA      | $11200.24      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781315                      | CUSIP: 36225BN87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1312 | PA      | $1370.84       | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781288                      | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39095 | PA      | $40863.29      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781299                      | CUSIP: 36225BNQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4772 | PA      | $4987.74       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781305                      | CUSIP: 36225BNW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53078 | PA      | $55478.09      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781341                      | CUSIP: 36225BP28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3061 | PA      | $3142.60       | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781344                      | CUSIP: 36225BP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         48 | PA      | $50.51         | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781329                      | CUSIP: 36225BPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        614 | PA      | $630.56        | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781330                      | CUSIP: 36225BPP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12441 | PA      | $12693.48      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781336                      | CUSIP: 36225BPV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        130 | PA      | $134.10        | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781337                      | CUSIP: 36225BPW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        157 | PA      | $161.22        | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781340                      | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18698 | PA      | $19543.53      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781377                      | CUSIP: 36225BQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84325 | PA      | $86033.59      | 0.00%             | 2029-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781483                      | CUSIP: 36225BUG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        638 | PA      | $657.14        | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781485                      | CUSIP: 36225BUJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1551621 | PA      | $1594196.45    | 0.01%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27081 | PA      | $28305.85      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781538                      | CUSIP: 36225BV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8204 | PA      | $8575.39       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781525                      | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15984 | PA      | $16706.55      | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781527                      | CUSIP: 36225BVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1361530 | PA      | $1406925.50    | 0.01%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43958 | PA      | $45945.66      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781568                      | CUSIP: 36225BW53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166500 | PA      | $174029.58     | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781542                      | CUSIP: 36225BWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103594 | PA      | $106929.66     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781561                      | CUSIP: 36225BWW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3703 | PA      | $3870.64       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781562                      | CUSIP: 36225BWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89938 | PA      | $94005.25      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781564                      | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     316023 | PA      | $327141.38     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781597                      | CUSIP: 36225BX29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29813 | PA      | $30152.26      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781598                      | CUSIP: 36225BX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119316 | PA      | $120661.00     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781601                      | CUSIP: 36225BX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24444 | PA      | $24728.40      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781603                      | CUSIP: 36225BX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199840 | PA      | $202164.38     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781577                      | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11644 | PA      | $12170.49      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781591                      | CUSIP: 36225BXU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     723907 | PA      | $731797.95     | 0.01%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18667 | PA      | $19511.59      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781635                      | CUSIP: 36225BY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204978 | PA      | $211889.46     | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781611                      | CUSIP: 36225BYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53701 | PA      | $54325.36      | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781661                      | CUSIP: 36225BZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1473 | PA      | $1539.67       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781650                      | CUSIP: 36225BZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152057 | PA      | $157126.99     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781653                      | CUSIP: 36225BZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127871 | PA      | $132086.37     | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781655                      | CUSIP: 36225BZU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93679 | PA      | $96434.63      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781659                      | CUSIP: 36225BZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11566 | PA      | $12001.06      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18592 | PA      | $19432.30      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784458                      | CUSIP: 3622A25T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38897 | PA      | $35438.44      | 0.00%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784460                      | CUSIP: 3622A25V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11015960 | PA      | $10551782.43   | 0.10%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783625                      | CUSIP: 3622A2A28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     267930 | PA      | $246513.49     | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783604                      | CUSIP: 3622A2AD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307983 | PA      | $291913.82     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783605                      | CUSIP: 3622A2AE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18722 | PA      | $18574.06      | 0.00%             | 2042-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783607                      | CUSIP: 3622A2AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     712319 | PA      | $675153.47     | 0.01%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783609                      | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27426 | PA      | $27229.63      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783621                      | CUSIP: 3622A2AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1353198 | PA      | $1275405.59    | 0.01%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783642                      | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14329 | PA      | $14459.75      | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783711                      | CUSIP: 3622A2DQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399287 | PA      | $396199.18     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783736                      | CUSIP: 3622A2EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40838 | PA      | $38619.17      | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783748                      | CUSIP: 3622A2EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1319205 | PA      | $1241431.91    | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783749                      | CUSIP: 3622A2EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114408 | PA      | $110443.97     | 0.00%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783882                      | CUSIP: 3622A2J37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2674100 | PA      | $2508241.97    | 0.02%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783879                      | CUSIP: 3622A2JY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     561516 | PA      | $542061.05     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783880                      | CUSIP: 3622A2JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12271 | PA      | $11509.88      | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783900                      | CUSIP: 3622A2KM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143839 | PA      | $142711.70     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783903                      | CUSIP: 3622A2KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113837 | PA      | $107098.69     | 0.00%             | 2044-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783908                      | CUSIP: 3622A2KV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1753245 | PA      | $1650308.16    | 0.02%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783911                      | CUSIP: 3622A2KY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     971830 | PA      | $889380.32     | 0.01%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783946                      | CUSIP: 3622A2L34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119142 | PA      | $109239.57     | 0.00%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783931                      | CUSIP: 3622A2LL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378567 | PA      | $384559.99     | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783932                      | CUSIP: 3622A2LM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292239 | PA      | $296568.81     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783971                      | CUSIP: 3622A2MU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4951257 | PA      | $4784990.85    | 0.04%             | 2042-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783976                      | CUSIP: 3622A2MZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5531992 | PA      | $5230209.22    | 0.05%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784522                      | CUSIP: 3622A3AX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     385684 | PA      | $354019.66     | 0.00%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784718                      | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7566288 | PA      | $6655814.52    | 0.06%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784770                      | CUSIP: 3622AAFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2943016 | PA      | $3024073.16    | 0.03%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784827                      | CUSIP: 3622AAHC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20090 | PA      | $17374.18      | 0.00%             | 2049-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784986                      | CUSIP: 3622AANB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5036963 | PA      | $4676544.79    | 0.04%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784987                      | CUSIP: 3622AANC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16690194 | PA      | $15605736.84   | 0.14%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786579                      | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22913525 | PA      | $23347725.29   | 0.21%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786690                      | CUSIP: 3622ACKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21658115 | PA      | $22068525.32   | 0.20%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786916                      | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34371016 | PA      | $35033070.51   | 0.32%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788127                      | CUSIP: 3622AD4L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22709519 | PA      | $23315202.28   | 0.21%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788133                      | CUSIP: 3622AD4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22807937 | PA      | $23410949.62   | 0.21%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788135                      | CUSIP: 3622AD4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23852993 | PA      | $24515858.14   | 0.22%             | 2041-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787397                      | CUSIP: 3622ADDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   52044388 | PA      | $53046866.77   | 0.48%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 788023                      | CUSIP: 3622ADYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21439125 | PA      | $22618760.98   | 0.21%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751760                      | CUSIP: 36230K5V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     404917 | PA      | $391980.59     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751764                      | CUSIP: 36230K5Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9383 | PA      | $9306.33       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751007                      | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65197 | PA      | $64706.58      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751247                      | CUSIP: 36230KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9383 | PA      | $9076.01       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751249                      | CUSIP: 36230KL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4387 | PA      | $4249.05       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751241                      | CUSIP: 36230KLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173745 | PA      | $172580.26     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751469                      | CUSIP: 36230KT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25077 | PA      | $24216.91      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751603                      | CUSIP: 36230KX89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13350 | PA      | $12868.17      | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751573                      | CUSIP: 36230KXA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170499 | PA      | $164533.84     | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751891                      | CUSIP: 36230LC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23704 | PA      | $22918.80      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751876                      | CUSIP: 36230LCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     272870 | PA      | $264403.97     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751883                      | CUSIP: 36230LCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30405 | PA      | $29415.57      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751884                      | CUSIP: 36230LCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12441 | PA      | $12349.68      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751887                      | CUSIP: 36230LCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10943 | PA      | $10590.26      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751902                      | CUSIP: 36230LDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39836 | PA      | $38516.03      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751903                      | CUSIP: 36230LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51439 | PA      | $51119.41      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751953                      | CUSIP: 36230LE21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219347 | PA      | $212044.89     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751939                      | CUSIP: 36230LEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148382 | PA      | $143313.75     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751946                      | CUSIP: 36230LET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81661 | PA      | $79027.31      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752020                      | CUSIP: 36230LG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110290 | PA      | $109367.51     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751998                      | CUSIP: 36230LGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56169 | PA      | $55702.30      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752012                      | CUSIP: 36230LGV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104271 | PA      | $103393.46     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752059                      | CUSIP: 36230LJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250826 | PA      | $242135.72     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752060                      | CUSIP: 36230LJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190306 | PA      | $183744.93     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752073                      | CUSIP: 36230LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22521 | PA      | $22336.67      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752079                      | CUSIP: 36230LJY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44703 | PA      | $43336.73      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752093                      | CUSIP: 36230LKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25270 | PA      | $23169.49      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752130                      | CUSIP: 36230LLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475891 | PA      | $435190.45     | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752247                      | CUSIP: 36230LP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81684 | PA      | $80880.30      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752424                      | CUSIP: 36230LVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84908 | PA      | $84090.56      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752474                      | CUSIP: 36230LXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120358 | PA      | $119498.31     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753511                      | CUSIP: 36230M3U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2362 | PA      | $2345.32       | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753579                      | CUSIP: 36230M6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70857 | PA      | $68759.29      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753595                      | CUSIP: 36230M7G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     264368 | PA      | $256330.64     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753596                      | CUSIP: 36230M7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293927 | PA      | $284945.46     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753597                      | CUSIP: 36230M7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     330498 | PA      | $319691.48     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 752765                      | CUSIP: 36230MCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7849 | PA      | $7905.01       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752904                      | CUSIP: 36230MGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36783 | PA      | $36589.56      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752909                      | CUSIP: 36230MGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53258 | PA      | $52813.09      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752955                      | CUSIP: 36230MH83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41284 | PA      | $40883.99      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752943                      | CUSIP: 36230MHU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24669 | PA      | $24572.56      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752967                      | CUSIP: 36230MJL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2089 | PA      | $2013.33       | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752978                      | CUSIP: 36230MJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4431 | PA      | $4270.86       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752979                      | CUSIP: 36230MJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7708 | PA      | $7428.66       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752989                      | CUSIP: 36230MKA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25839 | PA      | $25044.88      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752990                      | CUSIP: 36230MKB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23395 | PA      | $22637.47      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 752992                      | CUSIP: 36230MKD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2219 | PA      | $2151.76       | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753207                      | CUSIP: 36230MR41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441654 | PA      | $406351.48     | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753184                      | CUSIP: 36230MRD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354354 | PA      | $334447.03     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753201                      | CUSIP: 36230MRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73942 | PA      | $69441.60      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753219                      | CUSIP: 36230MSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79325 | PA      | $74764.33      | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753286                      | CUSIP: 36230MUK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60441 | PA      | $58357.21      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753313                      | CUSIP: 36230MVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182633 | PA      | $176634.28     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753314                      | CUSIP: 36230MVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81421 | PA      | $78794.79      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753375                      | CUSIP: 36230MXC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     333668 | PA      | $331430.19     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753379                      | CUSIP: 36230MXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254680 | PA      | $252656.79     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754387                      | CUSIP: 36230N2U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37379 | PA      | $37146.42      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754393                      | CUSIP: 36230N3A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28524 | PA      | $27481.18      | 0.00%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753725                      | CUSIP: 36230ND69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6491 | PA      | $6302.86       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753764                      | CUSIP: 36230NFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     313166 | PA      | $302879.74     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753825                      | CUSIP: 36230NHA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     255488 | PA      | $246908.20     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753868                      | CUSIP: 36230NJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75863 | PA      | $73247.71      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753959                      | CUSIP: 36230NMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163005 | PA      | $161633.64     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 753961                      | CUSIP: 36230NMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63108 | PA      | $64046.48      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754058                      | CUSIP: 36230NQK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67068 | PA      | $66418.66      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754088                      | CUSIP: 36230NRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199293 | PA      | $193653.03     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754138                      | CUSIP: 36230NS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73266 | PA      | $72657.01      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754192                      | CUSIP: 36230NUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15846 | PA      | $15299.99      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754193                      | CUSIP: 36230NUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11125 | PA      | $11064.91      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754258                      | CUSIP: 36230NWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8078 | PA      | $7999.18       | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754300                      | CUSIP: 36230NX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229199 | PA      | $216079.66     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754351                      | CUSIP: 36230NZQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6289 | PA      | $6075.69       | 0.00%             | 2042-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754631                      | CUSIP: 36230PEC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59552 | PA      | $56479.23      | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754986                      | CUSIP: 36230PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78074 | PA      | $79229.32      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754997                      | CUSIP: 36230PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33117 | PA      | $32795.04      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755052                      | CUSIP: 36230PTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134683 | PA      | $126486.01     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755082                      | CUSIP: 36230PUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237038 | PA      | $223236.07     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755096                      | CUSIP: 36230PUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9482 | PA      | $8734.37       | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756271                      | CUSIP: 36230Q6G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33932 | PA      | $31989.51      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755653                      | CUSIP: 36230QH68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197038 | PA      | $190654.02     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755654                      | CUSIP: 36230QH76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     378496 | PA      | $366289.37     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755956                      | CUSIP: 36230QTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1364381 | PA      | $1320585.35    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755957                      | CUSIP: 36230QTN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     406304 | PA      | $392838.22     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756161                      | CUSIP: 36230QZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119836 | PA      | $118921.89     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757073                      | CUSIP: 36230R2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90931 | PA      | $87796.23      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757090                      | CUSIP: 36230R2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21667 | PA      | $21488.92      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757159                      | CUSIP: 36230R5U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213444 | PA      | $206854.83     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757161                      | CUSIP: 36230R5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29580 | PA      | $29337.43      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756312                      | CUSIP: 36230RAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36755 | PA      | $36451.34      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756314                      | CUSIP: 36230RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228122 | PA      | $226369.79     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756318                      | CUSIP: 36230RAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     622872 | PA      | $618423.45     | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756321                      | CUSIP: 36230RAW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1466572 | PA      | $1454920.85    | 0.01%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756322                      | CUSIP: 36230RAX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149730 | PA      | $144516.83     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756617                      | CUSIP: 36230RK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146135 | PA      | $141488.47     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756595                      | CUSIP: 36230RKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83574 | PA      | $82897.23      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756611                      | CUSIP: 36230RKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100333 | PA      | $99367.07      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756631                      | CUSIP: 36230RLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14686 | PA      | $14205.44      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756632                      | CUSIP: 36230RLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441322 | PA      | $426825.83     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756636                      | CUSIP: 36230RLR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80863 | PA      | $80238.02      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756823                      | CUSIP: 36230RSL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20647 | PA      | $20936.19      | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756849                      | CUSIP: 36230RTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62132 | PA      | $61621.88      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756884                      | CUSIP: 36230RUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25210 | PA      | $25583.25      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756933                      | CUSIP: 36230RV29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1068654 | PA      | $1033236.72    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756928                      | CUSIP: 36230RVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28253 | PA      | $26735.95      | 0.00%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756932                      | CUSIP: 36230RVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91929 | PA      | $89091.35      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756941                      | CUSIP: 36230RWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161650 | PA      | $160339.88     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756943                      | CUSIP: 36230RWC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127475 | PA      | $126571.74     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756946                      | CUSIP: 36230RWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410355 | PA      | $407269.12     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756948                      | CUSIP: 36230RWH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195215 | PA      | $193747.38     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756956                      | CUSIP: 36230RWR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61155 | PA      | $62009.49      | 0.00%             | 2040-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756982                      | CUSIP: 36230RXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42231 | PA      | $41923.00      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756987                      | CUSIP: 36230RXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     949306 | PA      | $917704.45     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757013                      | CUSIP: 36230RYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     774266 | PA      | $732300.88     | 0.01%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757039                      | CUSIP: 36230RZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23810 | PA      | $23031.51      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757044                      | CUSIP: 36230RZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21675 | PA      | $20972.64      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757045                      | CUSIP: 36230RZJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65985 | PA      | $63778.43      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757047                      | CUSIP: 36230RZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32623 | PA      | $32856.57      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757048                      | CUSIP: 36230RZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33468 | PA      | $33705.74      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 757049                      | CUSIP: 36230RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16809 | PA      | $16940.74      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758021                      | CUSIP: 36230S4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29563 | PA      | $29978.04      | 0.00%             | 2041-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758068                      | CUSIP: 36230S6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201138 | PA      | $189377.80     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758100                      | CUSIP: 36230S7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274081 | PA      | $258528.63     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757254                      | CUSIP: 36230SBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62084 | PA      | $61590.80      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757289                      | CUSIP: 36230SC28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36569 | PA      | $36446.46      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757446                      | CUSIP: 36230SHX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     409920 | PA      | $405541.48     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757458                      | CUSIP: 36230SJB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94426 | PA      | $91036.56      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757459                      | CUSIP: 36230SJC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139434 | PA      | $131180.49     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757462                      | CUSIP: 36230SJF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     662821 | PA      | $625377.06     | 0.01%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757463                      | CUSIP: 36230SJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295282 | PA      | $278526.58     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757464                      | CUSIP: 36230SJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     372957 | PA      | $351241.22     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757465                      | CUSIP: 36230SJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     530038 | PA      | $498789.68     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757473                      | CUSIP: 36230SJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     787398 | PA      | $740787.00     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757474                      | CUSIP: 36230SJT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     525632 | PA      | $495938.09     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757476                      | CUSIP: 36230SJV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     629305 | PA      | $592510.41     | 0.01%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757578                      | CUSIP: 36230SM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68531 | PA      | $66415.51      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757579                      | CUSIP: 36230SM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59987 | PA      | $57998.93      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757580                      | CUSIP: 36230SM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     618730 | PA      | $597292.72     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757555                      | CUSIP: 36230SMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3890 | PA      | $3767.81       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757570                      | CUSIP: 36230SMT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11028 | PA      | $10401.78      | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757614                      | CUSIP: 36230SN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12599 | PA      | $12147.26      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757596                      | CUSIP: 36230SNM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180333 | PA      | $174356.49     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757598                      | CUSIP: 36230SNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85130 | PA      | $82137.14      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757604                      | CUSIP: 36230SNV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75180 | PA      | $74688.07      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757619                      | CUSIP: 36230SPC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9692 | PA      | $9610.07       | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757631                      | CUSIP: 36230SPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48140 | PA      | $46419.81      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 757940                      | CUSIP: 36230SZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1909 | PA      | $1938.17       | 0.00%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758885                      | CUSIP: 36230T2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2445223 | PA      | $2232780.08    | 0.02%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758919                      | CUSIP: 36230T4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40068 | PA      | $39666.17      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758922                      | CUSIP: 36230T4F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1784568 | PA      | $1630730.25    | 0.01%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758957                      | CUSIP: 36230T5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37412 | PA      | $36038.39      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758111                      | CUSIP: 36230TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216202 | PA      | $204042.33     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758118                      | CUSIP: 36230TAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8787 | PA      | $8072.04       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758119                      | CUSIP: 36230TAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61642 | PA      | $57917.29      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758210                      | CUSIP: 36230TDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399056 | PA      | $385771.69     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758211                      | CUSIP: 36230TDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317540 | PA      | $306484.39     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758213                      | CUSIP: 36230TDS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     496276 | PA      | $479324.81     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758261                      | CUSIP: 36230TFA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78985 | PA      | $78353.69      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758308                      | CUSIP: 36230TGR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123025 | PA      | $116198.92     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758312                      | CUSIP: 36230TGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27737 | PA      | $26741.31      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758314                      | CUSIP: 36230TGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1116614 | PA      | $1079606.72    | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758453                      | CUSIP: 36230TMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113136 | PA      | $112040.99     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758473                      | CUSIP: 36230TMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5472 | PA      | $5282.22       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758677                      | CUSIP: 36230TUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18610 | PA      | $18458.95      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758682                      | CUSIP: 36230TUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53157 | PA      | $52746.43      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759837                      | CUSIP: 36230U4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86544 | PA      | $83337.52      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759865                      | CUSIP: 36230U6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21427 | PA      | $20694.91      | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759877                      | CUSIP: 36230U6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32624 | PA      | $30798.51      | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759059                      | CUSIP: 36230UB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25768 | PA      | $24910.12      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759066                      | CUSIP: 36230UCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117774 | PA      | $113905.45     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759074                      | CUSIP: 36230UCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36428 | PA      | $36134.00      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759082                      | CUSIP: 36230UCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94258 | PA      | $91106.25      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759085                      | CUSIP: 36230UCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1738951 | PA      | $1665159.19    | 0.02%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759125                      | CUSIP: 36230UD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5826745 | PA      | $5634491.20    | 0.05%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759135                      | CUSIP: 36230UEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1336024 | PA      | $1279603.35    | 0.01%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759149                      | CUSIP: 36230UEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1105144 | PA      | $1069837.25    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759186                      | CUSIP: 36230UF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164922 | PA      | $163560.44     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759162                      | CUSIP: 36230UFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139150 | PA      | $134579.21     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759184                      | CUSIP: 36230UFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     830362 | PA      | $802720.33     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759219                      | CUSIP: 36230UG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5750 | PA      | $5557.06       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759199                      | CUSIP: 36230UGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32639 | PA      | $31636.40      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759207                      | CUSIP: 36230UGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189462 | PA      | $183323.01     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759208                      | CUSIP: 36230UGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119425 | PA      | $115537.64     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759213                      | CUSIP: 36230UGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3688 | PA      | $3663.76       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759238                      | CUSIP: 36230UHP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57757 | PA      | $57294.80      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759241                      | CUSIP: 36230UHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7092 | PA      | $6856.54       | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759244                      | CUSIP: 36230UHV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2033 | PA      | $2015.72       | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759266                      | CUSIP: 36230UJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249475 | PA      | $247388.70     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759412                      | CUSIP: 36230UN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65207 | PA      | $64780.44      | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759416                      | CUSIP: 36230UN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114756 | PA      | $110902.89     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 759528                      | CUSIP: 36230USR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3306 | PA      | $3278.85       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782569                      | CUSIP: 36241K2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3437 | PA      | $3537.19       | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782604                      | CUSIP: 36241K3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7158 | PA      | $7364.84       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782610                      | CUSIP: 36241K3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137852 | PA      | $139869.22     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782619                      | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135461 | PA      | $137617.74     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116407 | PA      | $112998.13     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782644                      | CUSIP: 36241K5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5195 | PA      | $5271.49       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782662                      | CUSIP: 36241K5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8336 | PA      | $8575.79       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782690                      | CUSIP: 36241K7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170400 | PA      | $172897.67     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781830                      | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     828336 | PA      | $838806.16     | 0.01%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781802                      | CUSIP: 36241KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58807 | PA      | $58628.86      | 0.00%             | 2033-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781803                      | CUSIP: 36241KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1164 | PA      | $1216.89       | 0.00%             | 2034-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781807                      | CUSIP: 36241KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        744 | PA      | $741.22        | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781811                      | CUSIP: 36241KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     250879 | PA      | $253968.14     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781833                      | CUSIP: 36241KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7115 | PA      | $7202.60       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781846                      | CUSIP: 36241KBP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21994 | PA      | $22989.08      | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781881                      | CUSIP: 36241KCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29713 | PA      | $30108.41      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781887                      | CUSIP: 36241KCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88716 | PA      | $89897.63      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781904                      | CUSIP: 36241KDH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $554.18        | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781905                      | CUSIP: 36241KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5235 | PA      | $5304.25       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781906                      | CUSIP: 36241KDK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4886 | PA      | $4951.85       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781908                      | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18163 | PA      | $18411.18      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781912                      | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22066 | PA      | $23063.66      | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781916                      | CUSIP: 36241KDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25211 | PA      | $26350.86      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1644689 | PA      | $1667764.36    | 0.02%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781990                      | CUSIP: 36241KF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219889 | PA      | $227820.86     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781963                      | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2897 | PA      | $3028.29       | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 781976                      | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10186 | PA      | $10646.27      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782001                      | CUSIP: 36241KGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        959 | PA      | $972.12        | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782025                      | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35200 | PA      | $36791.54      | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782044                      | CUSIP: 36241KHV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52658 | PA      | $55038.91      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782085                      | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     730553 | PA      | $743674.39     | 0.01%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782086                      | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115912 | PA      | $117084.01     | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782067                      | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     630624 | PA      | $647035.20     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782068                      | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3912 | PA      | $3967.09       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782070                      | CUSIP: 36241KJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70328 | PA      | $71163.09      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782071                      | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528781 | PA      | $538041.31     | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782073                      | CUSIP: 36241KJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94388 | PA      | $95285.07      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782114                      | CUSIP: 36241KK31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428231 | PA      | $434399.15     | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782096                      | CUSIP: 36241KKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     126401 | PA      | $128025.21     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782105                      | CUSIP: 36241KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1878 | PA      | $1904.44       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782153                      | CUSIP: 36241KMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493769 | PA      | $499738.83     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782155                      | CUSIP: 36241KMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8970 | PA      | $8940.30       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782156                      | CUSIP: 36241KMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19620 | PA      | $19796.53      | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782162                      | CUSIP: 36241KMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30847 | PA      | $31226.68      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782213                      | CUSIP: 36241KN61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5410 | PA      | $5485.35       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782200                      | CUSIP: 36241KNR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213418 | PA      | $216648.27     | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782224                      | CUSIP: 36241KPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47628 | PA      | $47996.83      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782226                      | CUSIP: 36241KPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145262 | PA      | $147034.68     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782273                      | CUSIP: 36241KQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12309 | PA      | $12645.12      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782277                      | CUSIP: 36241KQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32621 | PA      | $33539.80      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782280                      | CUSIP: 36241KQ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8107 | PA      | $8340.68       | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782272                      | CUSIP: 36241KQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147534 | PA      | $151628.96     | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782310                      | CUSIP: 36241KR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17738 | PA      | $18013.28      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782293                      | CUSIP: 36241KRN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103576 | PA      | $103124.19     | 0.00%             | 2038-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782295                      | CUSIP: 36241KRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1751 | PA      | $1800.76       | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782321                      | CUSIP: 36241KSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3538 | PA      | $3593.96       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782363                      | CUSIP: 36241KTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5681 | PA      | $5845.02       | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782367                      | CUSIP: 36241KTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        285 | PA      | $293.31        | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782405                      | CUSIP: 36241KU63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154780 | PA      | $159059.42     | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782407                      | CUSIP: 36241KU89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1633 | PA      | $1679.78       | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782387                      | CUSIP: 36241KUL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164640 | PA      | $167241.23     | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782399                      | CUSIP: 36241KUY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46856 | PA      | $48141.26      | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782434                      | CUSIP: 36241KV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        281 | PA      | $280.33        | 0.00%             | 2038-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782437                      | CUSIP: 36241KV62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12986 | PA      | $13185.27      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782440                      | CUSIP: 36241KV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209903 | PA      | $213159.27     | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782423                      | CUSIP: 36241KVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31188 | PA      | $32069.25      | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782429                      | CUSIP: 36241KVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57924 | PA      | $58829.47      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782472                      | CUSIP: 36241KW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4657 | PA      | $4730.17       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782442                      | CUSIP: 36241KWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4986 | PA      | $5064.07       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782443                      | CUSIP: 36241KWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21070 | PA      | $21400.64      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782474                      | CUSIP: 36241KXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28694 | PA      | $29510.89      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782490                      | CUSIP: 36241KXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2142 | PA      | $2172.91       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782493                      | CUSIP: 36241KXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21025 | PA      | $21336.31      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782495                      | CUSIP: 36241KXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24012 | PA      | $24683.90      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782535                      | CUSIP: 36241KY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1633 | PA      | $1627.87       | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782518                      | CUSIP: 36241KYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6651 | PA      | $6752.80       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782520                      | CUSIP: 36241KYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3164 | PA      | $3250.42       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782564                      | CUSIP: 36241KZ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29583 | PA      | $30053.75      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782537                      | CUSIP: 36241KZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38222 | PA      | $39316.84      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782539                      | CUSIP: 36241KZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81171 | PA      | $83533.88      | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782548                      | CUSIP: 36241KZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1570 | PA      | $1560.42       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 782550                      | CUSIP: 36241KZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5984 | PA      | $6038.97       | 0.00%             | 2039-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782552                      | CUSIP: 36241KZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6321 | PA      | $6421.61       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783471                      | CUSIP: 36241L2C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16787 | PA      | $16245.93      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783476                      | CUSIP: 36241L2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2388268 | PA      | $2423495.54    | 0.02%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783483                      | CUSIP: 36241L2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     213607 | PA      | $219883.42     | 0.00%             | 2041-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783487                      | CUSIP: 36241L2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1085431 | PA      | $1116812.14    | 0.01%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783488                      | CUSIP: 36241L2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     466708 | PA      | $478645.50     | 0.00%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783529                      | CUSIP: 36241L4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36773 | PA      | $36526.50      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783535                      | CUSIP: 36241L4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2202483 | PA      | $2126544.67    | 0.02%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783547                      | CUSIP: 36241L5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     494411 | PA      | $478170.90     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783548                      | CUSIP: 36241L5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5546 | PA      | $5522.43       | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783579                      | CUSIP: 36241L6Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283823 | PA      | $268003.53     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783590                      | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165893 | PA      | $164363.23     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782713                      | CUSIP: 36241LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46777 | PA      | $48125.93      | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782749                      | CUSIP: 36241LBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8605 | PA      | $8732.42       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782789                      | CUSIP: 36241LC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115283 | PA      | $118596.59     | 0.00%             | 2039-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782808                      | CUSIP: 36241LDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5719 | PA      | $5884.71       | 0.00%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782810                      | CUSIP: 36241LDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25615 | PA      | $25448.54      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782813                      | CUSIP: 36241LDS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9565 | PA      | $9705.25       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782818                      | CUSIP: 36241LDX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     166096 | PA      | $164982.59     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782888                      | CUSIP: 36241LF50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75152 | PA      | $76278.04      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782889                      | CUSIP: 36241LF68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170250 | PA      | $172761.37     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782918                      | CUSIP: 36241LG34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50346 | PA      | $51095.34      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782902                      | CUSIP: 36241LGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297177 | PA      | $295135.26     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782905                      | CUSIP: 36241LGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46093 | PA      | $44713.59      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782916                      | CUSIP: 36241LGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42362 | PA      | $43631.00      | 0.00%             | 2040-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782956                      | CUSIP: 36241LH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12250 | PA      | $12164.89      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782925                      | CUSIP: 36241LHA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87190 | PA      | $86567.43      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782930                      | CUSIP: 36241LHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59216 | PA      | $58796.31      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782932                      | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17540 | PA      | $17799.38      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782935                      | CUSIP: 36241LHL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163471 | PA      | $162329.73     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782984                      | CUSIP: 36241LJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42566 | PA      | $43244.62      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782988                      | CUSIP: 36241LJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51042 | PA      | $52518.82      | 0.00%             | 2040-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782962                      | CUSIP: 36241LJF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21785 | PA      | $22107.75      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783016                      | CUSIP: 36241LK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2898983 | PA      | $2804190.07    | 0.03%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782989                      | CUSIP: 36241LKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149430 | PA      | $148346.79     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 782997                      | CUSIP: 36241LKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8443 | PA      | $8568.51       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783050                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5941392 | PA      | $5997167.74    | 0.05%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783030                      | CUSIP: 36241LLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3188 | PA      | $3089.91       | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783038                      | CUSIP: 36241LLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147127 | PA      | $151185.75     | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783081                      | CUSIP: 36241LM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176511 | PA      | $170979.97     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783060                      | CUSIP: 36241LMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20635 | PA      | $19969.49      | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783065                      | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41664 | PA      | $42327.72      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253592 | PA      | $245452.10     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783104                      | CUSIP: 36241LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13995 | PA      | $13548.03      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783143                      | CUSIP: 36241LP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1002367 | PA      | $970343.32     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2738435 | PA      | $2649709.75    | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783127                      | CUSIP: 36241LPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        793 | PA      | $804.90        | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783139                      | CUSIP: 36241LPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     691808 | PA      | $670128.89     | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783176                      | CUSIP: 36241LQ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366292 | PA      | $354314.71     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783178                      | CUSIP: 36241LQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11607 | PA      | $11517.04      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783161                      | CUSIP: 36241LQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2790661 | PA      | $2701083.33    | 0.02%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783165                      | CUSIP: 36241LQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144859 | PA      | $140209.60     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783196                      | CUSIP: 36241LRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1370250 | PA      | $1325445.02    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783199                      | CUSIP: 36241LRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7291 | PA      | $7053.66       | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783202                      | CUSIP: 36241LRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     571671 | PA      | $567342.04     | 0.01%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783237                      | CUSIP: 36241LS23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9325185 | PA      | $9017500.28    | 0.08%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783238                      | CUSIP: 36241LS31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1593912 | PA      | $1542748.85    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783240                      | CUSIP: 36241LS56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209613 | PA      | $202884.64     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783213                      | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8488 | PA      | $8732.02       | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783217                      | CUSIP: 36241LSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170812 | PA      | $173335.28     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783274                      | CUSIP: 36241LT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2934 | PA      | $3043.80       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2080112 | PA      | $2064918.13    | 0.02%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783247                      | CUSIP: 36241LTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     430979 | PA      | $416886.14     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783251                      | CUSIP: 36241LTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18522 | PA      | $18793.89      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7646248 | PA      | $7590398.40    | 0.07%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     361733 | PA      | $359130.10     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783267                      | CUSIP: 36241LTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3784 | PA      | $3661.25       | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783268                      | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31275 | PA      | $32228.13      | 0.00%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783307                      | CUSIP: 36241LU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     986151 | PA      | $953758.48     | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783281                      | CUSIP: 36241LUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63964 | PA      | $63507.02      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783283                      | CUSIP: 36241LUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8863 | PA      | $8799.37       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783298                      | CUSIP: 36241LUX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19187 | PA      | $19012.90      | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783334                      | CUSIP: 36241LV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85849 | PA      | $89302.78      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783313                      | CUSIP: 36241LVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153785 | PA      | $158302.41     | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783321                      | CUSIP: 36241LVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1225889 | PA      | $1262795.49    | 0.01%             | 2040-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783324                      | CUSIP: 36241LVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325217 | PA      | $314219.76     | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783366                      | CUSIP: 36241LW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1883 | PA      | $1900.21       | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783353                      | CUSIP: 36241LWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12878230 | PA      | $13068473.45   | 0.12%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783361                      | CUSIP: 36241LWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     705499 | PA      | $681910.18     | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783397                      | CUSIP: 36241LX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5657511 | PA      | $5710637.65    | 0.05%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783376                      | CUSIP: 36241LXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3914 | PA      | $3973.45       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783379                      | CUSIP: 36241LXG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16522650 | PA      | $15963029.78   | 0.15%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783384                      | CUSIP: 36241LXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3615 | PA      | $3722.98       | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783436                      | CUSIP: 36241LY91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28774 | PA      | $27169.80      | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     346481 | PA      | $351583.44     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783409                      | CUSIP: 36241LYE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129203 | PA      | $124808.66     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783463                      | CUSIP: 36241LZ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2209787 | PA      | $2135581.16    | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211182 | PA      | $204029.10     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613771                      | CUSIP: 36290N2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        209 | PA      | $217.42        | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613780                      | CUSIP: 36290N2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185133 | PA      | $187219.32     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613809                      | CUSIP: 36290N3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143892 | PA      | $145647.88     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613810                      | CUSIP: 36290N3T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11294 | PA      | $11439.00      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613819                      | CUSIP: 36290N4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8544 | PA      | $8648.15       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613820                      | CUSIP: 36290N4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12216 | PA      | $12362.13      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613829                      | CUSIP: 36290N4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20483 | PA      | $20731.07      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613830                      | CUSIP: 36290N4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1625 | PA      | $1645.39       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613833                      | CUSIP: 36290N4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7415 | PA      | $7507.86       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613834                      | CUSIP: 36290N4T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        780 | PA      | $789.62        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613840                      | CUSIP: 36290N4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85158 | PA      | $86177.56      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613841                      | CUSIP: 36290N5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3605 | PA      | $3650.92       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613846                      | CUSIP: 36290N5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149362 | PA      | $151116.50     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613848                      | CUSIP: 36290N5H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2905 | PA      | $2937.37       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613850                      | CUSIP: 36290N5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12836 | PA      | $13039.83      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613854                      | CUSIP: 36290N5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8401 | PA      | $8509.79       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613855                      | CUSIP: 36290N5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58223 | PA      | $58920.15      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613856                      | CUSIP: 36290N5R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33211 | PA      | $33641.59      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613857                      | CUSIP: 36290N5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1656 | PA      | $1676.33       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613871                      | CUSIP: 36290N6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29909 | PA      | $30253.21      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613872                      | CUSIP: 36290N6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29503 | PA      | $29835.43      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613874                      | CUSIP: 36290N6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8348 | PA      | $8447.96       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613886                      | CUSIP: 36290N6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20912 | PA      | $21157.97      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613025                      | CUSIP: 36290NA28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8537 | PA      | $8511.60       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613027                      | CUSIP: 36290NA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        741 | PA      | $748.89        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613028                      | CUSIP: 36290NA51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15595 | PA      | $15772.57      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613029                      | CUSIP: 36290NA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24658 | PA      | $24970.07      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613030                      | CUSIP: 36290NA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54645 | PA      | $55267.24      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613032                      | CUSIP: 36290NA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20659 | PA      | $20906.56      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613014                      | CUSIP: 36290NAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24041 | PA      | $24347.66      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613033                      | CUSIP: 36290NBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2800 | PA      | $2826.27       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613042                      | CUSIP: 36290NBK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8396 | PA      | $8373.54       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613044                      | CUSIP: 36290NBM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35363 | PA      | $35748.80      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613047                      | CUSIP: 36290NBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7200 | PA      | $7292.87       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613048                      | CUSIP: 36290NBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        784 | PA      | $792.38        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613051                      | CUSIP: 36290NBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3294 | PA      | $3333.53       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613905                      | CUSIP: 36290QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14059 | PA      | $14241.53      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 613910                      | CUSIP: 36290QAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4505 | PA      | $4656.42       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614102                      | CUSIP: 36290QGK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32735 | PA      | $33925.28      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614106                      | CUSIP: 36290QGP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4327 | PA      | $4383.01       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614158                      | CUSIP: 36290QJB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61291 | PA      | $61951.12      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614167                      | CUSIP: 36290QJL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1558 | PA      | $1552.87       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614169                      | CUSIP: 36290QJN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145962 | PA      | $147693.13     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614172                      | CUSIP: 36290QJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2810 | PA      | $2844.77       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614191                      | CUSIP: 36290QKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61600 | PA      | $62351.95      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614192                      | CUSIP: 36290QKD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112780 | PA      | $114065.25     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614310                      | CUSIP: 36290QN35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     862261 | PA      | $811635.53     | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614307                      | CUSIP: 36290QNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8194 | PA      | $7515.58       | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614360                      | CUSIP: 36290QQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4206 | PA      | $4360.20       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614362                      | CUSIP: 36290QQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6608 | PA      | $6847.56       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614434                      | CUSIP: 36290QSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7327 | PA      | $7422.60       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614470                      | CUSIP: 36290QT39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134474 | PA      | $136100.23     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614452                      | CUSIP: 36290QTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        232 | PA      | $238.93        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614460                      | CUSIP: 36290QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191745 | PA      | $193736.78     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614464                      | CUSIP: 36290QTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22050 | PA      | $22321.03      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614479                      | CUSIP: 36290QUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7472 | PA      | $7566.35       | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614488                      | CUSIP: 36290QUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        670 | PA      | $683.78        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614492                      | CUSIP: 36290QUR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68699 | PA      | $69566.84      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614524                      | CUSIP: 36290QVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161047 | PA      | $163099.75     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614530                      | CUSIP: 36290QVX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39157 | PA      | $39553.58      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614565                      | CUSIP: 36290QW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51391 | PA      | $51994.29      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614570                      | CUSIP: 36290QW76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12410 | PA      | $12558.39      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614572                      | CUSIP: 36290QW92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2880 | PA      | $2912.85       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614545                      | CUSIP: 36290QWE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239646 | PA      | $242570.11     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614548                      | CUSIP: 36290QWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97283 | PA      | $98459.24      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614555                      | CUSIP: 36290QWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88498 | PA      | $89616.38      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614561                      | CUSIP: 36290QWW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282644 | PA      | $285931.55     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614574                      | CUSIP: 36290QXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300051 | PA      | $303610.83     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614596                      | CUSIP: 36290QXZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23877 | PA      | $24160.10      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614606                      | CUSIP: 36290QYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35251 | PA      | $36413.15      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614614                      | CUSIP: 36290QYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34663 | PA      | $35066.15      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614624                      | CUSIP: 36290QYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160006 | PA      | $161975.90     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614639                      | CUSIP: 36290QZC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79252 | PA      | $80245.52      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614642                      | CUSIP: 36290QZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162391 | PA      | $164335.53     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614645                      | CUSIP: 36290QZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52190 | PA      | $52796.50      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614648                      | CUSIP: 36290QZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47137 | PA      | $47673.87      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615581                      | CUSIP: 36290R2N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38129 | PA      | $39527.41      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615587                      | CUSIP: 36290R2U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15815 | PA      | $16415.93      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615607                      | CUSIP: 36290R3Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44667 | PA      | $45175.72      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615620                      | CUSIP: 36290R4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221048 | PA      | $220367.23     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615622                      | CUSIP: 36290R4F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45911 | PA      | $46471.68      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615624                      | CUSIP: 36290R4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73375 | PA      | $74211.34      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615635                      | CUSIP: 36290R4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23754 | PA      | $24625.41      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615639                      | CUSIP: 36290R4Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30197 | PA      | $30108.29      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615652                      | CUSIP: 36290R5M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3846 | PA      | $3893.18       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615654                      | CUSIP: 36290R5P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6226 | PA      | $6301.12       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615655                      | CUSIP: 36290R5Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        445 | PA      | $450.21        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615656                      | CUSIP: 36290R5R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4642 | PA      | $4700.84       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615657                      | CUSIP: 36290R5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27169 | PA      | $27491.23      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615683                      | CUSIP: 36290R6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11405 | PA      | $11823.23      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15227 | PA      | $15181.34      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615689                      | CUSIP: 36290R7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35717 | PA      | $36132.85      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615690                      | CUSIP: 36290R7B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27305 | PA      | $27632.44      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615691                      | CUSIP: 36290R7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        335 | PA      | $338.95        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615692                      | CUSIP: 36290R7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83404 | PA      | $84258.96      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614960                      | CUSIP: 36290RE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5877 | PA      | $5954.54       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614932                      | CUSIP: 36290RED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37367 | PA      | $37819.26      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614935                      | CUSIP: 36290REG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        913 | PA      | $922.92        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 614950                      | CUSIP: 36290REX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6574 | PA      | $6568.57       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615211                      | CUSIP: 36290RN41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6873 | PA      | $6927.83       | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615213                      | CUSIP: 36290RN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44206 | PA      | $44725.24      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615197                      | CUSIP: 36290RNN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38780 | PA      | $39273.79      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615201                      | CUSIP: 36290RNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8812 | PA      | $8922.71       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615203                      | CUSIP: 36290RNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        787 | PA      | $795.61        | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615205                      | CUSIP: 36290RNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19684 | PA      | $19936.81      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615206                      | CUSIP: 36290RNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38204 | PA      | $38687.38      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615243                      | CUSIP: 36290RP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1026 | PA      | $1060.59       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615217                      | CUSIP: 36290RPA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51973 | PA      | $52640.95      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615228                      | CUSIP: 36290RPM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22600 | PA      | $23159.77      | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615238                      | CUSIP: 36290RPX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191639 | PA      | $193867.66     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615239                      | CUSIP: 36290RPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188094 | PA      | $190236.27     | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615278                      | CUSIP: 36290RQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4902 | PA      | $4959.95       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615279                      | CUSIP: 36290RQ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38097 | PA      | $38558.03      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615280                      | CUSIP: 36290RQ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29441 | PA      | $29783.44      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615259                      | CUSIP: 36290RQL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47300 | PA      | $47844.45      | 0.00%             | 2033-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615272                      | CUSIP: 36290RQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        602 | PA      | $599.87        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615305                      | CUSIP: 36290RR21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88424 | PA      | $89430.84      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615296                      | CUSIP: 36290RRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73306 | PA      | $74114.49      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615304                      | CUSIP: 36290RRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23432 | PA      | $23710.28      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615314                      | CUSIP: 36290RSB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32723 | PA      | $33110.79      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615371                      | CUSIP: 36290RT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        192 | PA      | $191.66        | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615374                      | CUSIP: 36290RT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83623 | PA      | $84614.95      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615375                      | CUSIP: 36290RT86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63873 | PA      | $64616.19      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615401                      | CUSIP: 36290RU27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18945 | PA      | $18891.64      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615403                      | CUSIP: 36290RU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51572 | PA      | $51423.74      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615406                      | CUSIP: 36290RU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     293235 | PA      | $296679.88     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615407                      | CUSIP: 36290RU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69805 | PA      | $70608.10      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615382                      | CUSIP: 36290RUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5340 | PA      | $5482.90       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615387                      | CUSIP: 36290RUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5600 | PA      | $5667.32       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615388                      | CUSIP: 36290RUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36216 | PA      | $36104.40      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615389                      | CUSIP: 36290RUN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6569 | PA      | $6549.16       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615391                      | CUSIP: 36290RUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50068 | PA      | $50655.73      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615393                      | CUSIP: 36290RUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13662 | PA      | $13839.15      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615410                      | CUSIP: 36290RVB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71271 | PA      | $72116.69      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615425                      | CUSIP: 36290RVS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2090 | PA      | $2083.47       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615431                      | CUSIP: 36290RVY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69921 | PA      | $70682.98      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615432                      | CUSIP: 36290RVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1421 | PA      | $1437.55       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615459                      | CUSIP: 36290RWU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13366 | PA      | $13524.76      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615497                      | CUSIP: 36290RX24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35910 | PA      | $36319.07      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615503                      | CUSIP: 36290RX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28132 | PA      | $28465.57      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139616 | PA      | $139173.68     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615491                      | CUSIP: 36290RXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11397 | PA      | $11364.50      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615493                      | CUSIP: 36290RXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85517 | PA      | $86551.11      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615496                      | CUSIP: 36290RXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11669 | PA      | $11636.15      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615508                      | CUSIP: 36290RYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33449 | PA      | $33849.75      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615509                      | CUSIP: 36290RYE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13889 | PA      | $13846.54      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615514                      | CUSIP: 36290RYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6106 | PA      | $6087.14       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615516                      | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1008 | PA      | $1005.32       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615517                      | CUSIP: 36290RYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10758 | PA      | $10727.13      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615518                      | CUSIP: 36290RYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8096 | PA      | $8071.98       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3530 | PA      | $3519.13       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615520                      | CUSIP: 36290RYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5475 | PA      | $5536.58       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615521                      | CUSIP: 36290RYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13526 | PA      | $13690.71      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615522                      | CUSIP: 36290RYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2450 | PA      | $2479.23       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615523                      | CUSIP: 36290RYU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51658 | PA      | $52270.49      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615525                      | CUSIP: 36290RYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15687 | PA      | $15872.77      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615526                      | CUSIP: 36290RYX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        265 | PA      | $268.13        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615528                      | CUSIP: 36290RYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     788910 | PA      | $798796.80     | 0.01%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615539                      | CUSIP: 36290RZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46400 | PA      | $48065.87      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615540                      | CUSIP: 36290RZD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3461 | PA      | $3591.31       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615548                      | CUSIP: 36290RZM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26223 | PA      | $26524.51      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615549                      | CUSIP: 36290RZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3533 | PA      | $3576.16       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615551                      | CUSIP: 36290RZQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2827 | PA      | $2853.66       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616473                      | CUSIP: 36290S2E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5601 | PA      | $5667.92       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616474                      | CUSIP: 36290S2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1544 | PA      | $1563.06       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616475                      | CUSIP: 36290S2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37519 | PA      | $37997.20      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616483                      | CUSIP: 36290S2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20721 | PA      | $20933.69      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616528                      | CUSIP: 36290S4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4206 | PA      | $4363.84       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615728                      | CUSIP: 36290SA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        874 | PA      | $905.54        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615701                      | CUSIP: 36290SAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8846 | PA      | $8944.46       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615781                      | CUSIP: 36290SCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39608 | PA      | $40064.15      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615829                      | CUSIP: 36290SEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93057 | PA      | $94182.44      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615834                      | CUSIP: 36290SEF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7462 | PA      | $7548.22       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615885                      | CUSIP: 36290SF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32440 | PA      | $32343.87      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615887                      | CUSIP: 36290SF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51092 | PA      | $51680.45      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615888                      | CUSIP: 36290SF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     586158 | PA      | $593376.06     | 0.01%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615889                      | CUSIP: 36290SF63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73035 | PA      | $73917.93      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615890                      | CUSIP: 36290SF71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171939 | PA      | $174056.27     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615891                      | CUSIP: 36290SF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61118 | PA      | $61821.99      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615892                      | CUSIP: 36290SF97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167471 | PA      | $169495.73     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615869                      | CUSIP: 36290SFJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37574 | PA      | $37461.40      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615872                      | CUSIP: 36290SFM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        563 | PA      | $561.25        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615875                      | CUSIP: 36290SFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11289 | PA      | $11706.41      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615893                      | CUSIP: 36290SGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110017 | PA      | $111359.87     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615894                      | CUSIP: 36290SGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3905 | PA      | $3948.73       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615895                      | CUSIP: 36290SGC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4649 | PA      | $4704.83       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615937                      | CUSIP: 36290SHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1570 | PA      | $1588.48       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615941                      | CUSIP: 36290SHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34417 | PA      | $34306.61      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615942                      | CUSIP: 36290SHT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132117 | PA      | $131744.03     | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615943                      | CUSIP: 36290SHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1238 | PA      | $1234.02       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615947                      | CUSIP: 36290SHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133302 | PA      | $134721.19     | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615948                      | CUSIP: 36290SHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78297 | PA      | $79235.10      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615958                      | CUSIP: 36290SJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        520 | PA      | $525.84        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615959                      | CUSIP: 36290SJC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3640 | PA      | $3684.73       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 615962                      | CUSIP: 36290SJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3694 | PA      | $3835.99       | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616015                      | CUSIP: 36290SK42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235545 | PA      | $238471.70     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616016                      | CUSIP: 36290SK59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35534 | PA      | $35967.51      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616005                      | CUSIP: 36290SKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2030 | PA      | $2105.13       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616009                      | CUSIP: 36290SKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2378 | PA      | $2370.63       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616010                      | CUSIP: 36290SKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11233 | PA      | $11198.97      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616012                      | CUSIP: 36290SKZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198034 | PA      | $200472.20     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616033                      | CUSIP: 36290SLN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123271 | PA      | $124761.50     | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616083                      | CUSIP: 36290SM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        545 | PA      | $551.12        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616084                      | CUSIP: 36290SM99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        628 | PA      | $635.94        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616065                      | CUSIP: 36290SMN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17863 | PA      | $18507.29      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616069                      | CUSIP: 36290SMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227369 | PA      | $235924.17     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616154                      | CUSIP: 36290SQF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5609 | PA      | $5681.01       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616201                      | CUSIP: 36290SRW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198451 | PA      | $205609.73     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616257                      | CUSIP: 36290STN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21479 | PA      | $21747.95      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616304                      | CUSIP: 36290SU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37831 | PA      | $38309.62      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616350                      | CUSIP: 36290SWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122919 | PA      | $124536.25     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616352                      | CUSIP: 36290SWM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        978 | PA      | $1014.02       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616360                      | CUSIP: 36290SWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98571 | PA      | $99883.19      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616361                      | CUSIP: 36290SWW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85397 | PA      | $86485.60      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616362                      | CUSIP: 36290SWX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52896 | PA      | $53576.24      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616412                      | CUSIP: 36290SYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3589 | PA      | $3638.54       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616413                      | CUSIP: 36290SYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32847 | PA      | $33272.28      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616414                      | CUSIP: 36290SYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48240 | PA      | $48849.32      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616415                      | CUSIP: 36290SYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11617 | PA      | $11761.77      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617370                      | CUSIP: 36290T2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        183 | PA      | $189.38        | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617420                      | CUSIP: 36290T4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3143 | PA      | $3170.85       | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617440                      | CUSIP: 36290T4Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23244 | PA      | $23879.63      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616629                      | CUSIP: 36290TA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17227 | PA      | $17873.98      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616787                      | CUSIP: 36290TF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        525 | PA      | $532.26        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616886                      | CUSIP: 36290TJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4177 | PA      | $4226.01       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616866                      | CUSIP: 36290TJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32419 | PA      | $32267.80      | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616913                      | CUSIP: 36290TK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1639790 | PA      | $1545522.19    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616917                      | CUSIP: 36290TK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30637 | PA      | $31078.08      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616892                      | CUSIP: 36290TKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56410 | PA      | $57181.81      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616898                      | CUSIP: 36290TKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44918 | PA      | $45559.45      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616937                      | CUSIP: 36290TLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1149 | PA      | $1194.51       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616980                      | CUSIP: 36290TM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2368 | PA      | $2454.36       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616957                      | CUSIP: 36290TME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67737 | PA      | $70355.44      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616966                      | CUSIP: 36290TMP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5572 | PA      | $5775.63       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 616970                      | CUSIP: 36290TMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4195 | PA      | $4363.00       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617014                      | CUSIP: 36290TN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28716 | PA      | $29583.59      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617060                      | CUSIP: 36290TQM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117294 | PA      | $121935.58     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617089                      | CUSIP: 36290TRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14569 | PA      | $15128.14      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617290                      | CUSIP: 36290TXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96788 | PA      | $99484.15      | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617343                      | CUSIP: 36290TZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25629 | PA      | $23516.51      | 0.00%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618327                      | CUSIP: 36290U4L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90808 | PA      | $94338.63      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618360                      | CUSIP: 36290U5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3075 | PA      | $3159.94       | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617508                      | CUSIP: 36290UAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199398 | PA      | $192587.09     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617537                      | CUSIP: 36290UBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5368 | PA      | $5451.47       | 0.00%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617556                      | CUSIP: 36290UBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14693 | PA      | $14915.54      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617645                      | CUSIP: 36290UES1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174485 | PA      | $177090.92     | 0.00%             | 2041-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 617952                      | CUSIP: 36290UQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12653 | PA      | $12230.34      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618037                      | CUSIP: 36290US23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59048 | PA      | $57262.13      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618099                      | CUSIP: 36290UUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3471 | PA      | $3519.22       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618100                      | CUSIP: 36290UUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94901 | PA      | $96299.01      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618188                      | CUSIP: 36290UXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61202 | PA      | $62996.65      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618206                      | CUSIP: 36290UYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93239 | PA      | $96928.96      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618213                      | CUSIP: 36290UYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38260 | PA      | $39718.14      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618224                      | CUSIP: 36290UYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25020 | PA      | $25792.65      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618241                      | CUSIP: 36290UZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23105 | PA      | $23428.98      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619174                      | CUSIP: 36290V2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59922 | PA      | $62280.29      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619179                      | CUSIP: 36290V2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26146 | PA      | $26455.97      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619251                      | CUSIP: 36290V5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12943 | PA      | $13407.95      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618451                      | CUSIP: 36290VBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157930 | PA      | $156734.14     | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618510                      | CUSIP: 36290VDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3164 | PA      | $3189.35       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618516                      | CUSIP: 36290VDV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        841 | PA      | $869.50        | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618615                      | CUSIP: 36290VGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        972 | PA      | $1009.35       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618630                      | CUSIP: 36290VHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29166 | PA      | $30279.50      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618631                      | CUSIP: 36290VHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6728 | PA      | $6982.23       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618671                      | CUSIP: 36290VJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4049 | PA      | $4111.37       | 0.00%             | 2036-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618748                      | CUSIP: 36290VL51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3208 | PA      | $3329.64       | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618842                      | CUSIP: 36290VP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24266 | PA      | $24559.03      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618847                      | CUSIP: 36290VP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23148 | PA      | $23087.59      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618848                      | CUSIP: 36290VP99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55591 | PA      | $56183.37      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618839                      | CUSIP: 36290VPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16807 | PA      | $17007.87      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618873                      | CUSIP: 36290VQ23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79318 | PA      | $80258.48      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618878                      | CUSIP: 36290VQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        413 | PA      | $417.16        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618883                      | CUSIP: 36290VRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10663 | PA      | $10797.78      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618902                      | CUSIP: 36290VRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13561 | PA      | $13740.84      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618959                      | CUSIP: 36290VTQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6921 | PA      | $7014.19       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618961                      | CUSIP: 36290VTS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24374 | PA      | $24707.46      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618985                      | CUSIP: 36290VUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14452 | PA      | $14621.89      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618996                      | CUSIP: 36290VUV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18753 | PA      | $18972.82      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619033                      | CUSIP: 36290VV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2256 | PA      | $2341.42       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619012                      | CUSIP: 36290VVD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7607 | PA      | $7863.75       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619018                      | CUSIP: 36290VVK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20606 | PA      | $21367.35      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619081                      | CUSIP: 36290VXJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44194 | PA      | $45889.83      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619096                      | CUSIP: 36290VXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10503 | PA      | $10860.89      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619119                      | CUSIP: 36290VYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49189 | PA      | $51078.85      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619150                      | CUSIP: 36290VZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15627 | PA      | $15840.68      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620069                      | CUSIP: 36290W2A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3745 | PA      | $3888.20       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620088                      | CUSIP: 36290W2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8330 | PA      | $8646.04       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620100                      | CUSIP: 36290W3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14195 | PA      | $14714.17      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620118                      | CUSIP: 36290W4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4236 | PA      | $4295.68       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619318                      | CUSIP: 36290WAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15882 | PA      | $16371.78      | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619368                      | CUSIP: 36290WCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4304 | PA      | $4345.60       | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619487                      | CUSIP: 36290WF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28875 | PA      | $29249.10      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619488                      | CUSIP: 36290WF56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63637 | PA      | $64399.51      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619475                      | CUSIP: 36290WFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24640 | PA      | $24935.35      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619476                      | CUSIP: 36290WFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48668 | PA      | $49245.76      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619477                      | CUSIP: 36290WFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24883 | PA      | $25199.86      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619519                      | CUSIP: 36290WG48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1414 | PA      | $1431.11       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619511                      | CUSIP: 36290WGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2770 | PA      | $2803.50       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619553                      | CUSIP: 36290WH62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12444 | PA      | $12576.13      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619584                      | CUSIP: 36290WJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14082 | PA      | $14037.81      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619587                      | CUSIP: 36290WJ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9019 | PA      | $9133.89       | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619588                      | CUSIP: 36290WJ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29987 | PA      | $30339.60      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619565                      | CUSIP: 36290WJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        646 | PA      | $654.18        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619573                      | CUSIP: 36290WJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70213 | PA      | $71037.29      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619613                      | CUSIP: 36290WK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49452 | PA      | $50044.43      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619616                      | CUSIP: 36290WK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20296 | PA      | $20536.58      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619619                      | CUSIP: 36290WK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5060 | PA      | $5119.04       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619589                      | CUSIP: 36290WKA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46384 | PA      | $46949.64      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619591                      | CUSIP: 36290WKC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        736 | PA      | $744.63        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619593                      | CUSIP: 36290WKE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9989 | PA      | $10100.75      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619595                      | CUSIP: 36290WKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19444 | PA      | $19689.94      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619596                      | CUSIP: 36290WKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42246 | PA      | $42775.82      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619598                      | CUSIP: 36290WKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15760 | PA      | $15949.25      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619611                      | CUSIP: 36290WKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25173 | PA      | $25476.87      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619612                      | CUSIP: 36290WKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96935 | PA      | $98107.18      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619647                      | CUSIP: 36290WL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18967 | PA      | $19185.12      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619621                      | CUSIP: 36290WLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3899 | PA      | $3947.27       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619622                      | CUSIP: 36290WLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22471 | PA      | $22745.34      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619627                      | CUSIP: 36290WLG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2963 | PA      | $3069.83       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619663                      | CUSIP: 36290WML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47106 | PA      | $47716.62      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619664                      | CUSIP: 36290WMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34374 | PA      | $34797.30      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619718                      | CUSIP: 36290WPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12361 | PA      | $12764.28      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619829                      | CUSIP: 36290WSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3500 | PA      | $3538.58       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 619989                      | CUSIP: 36290WXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1819 | PA      | $1841.53       | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620065                      | CUSIP: 36290WZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18217 | PA      | $18903.48      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620972                      | CUSIP: 36290X2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4929 | PA      | $4912.32       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621064                      | CUSIP: 36290X5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        872 | PA      | $895.81        | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620202                      | CUSIP: 36290XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4001 | PA      | $4097.47       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620282                      | CUSIP: 36290XCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20973 | PA      | $21788.09      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620449                      | CUSIP: 36290XH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89746 | PA      | $90831.30      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620454                      | CUSIP: 36290XH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19033 | PA      | $19261.46      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620425                      | CUSIP: 36290XHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10419 | PA      | $10605.75      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620429                      | CUSIP: 36290XHE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6517 | PA      | $6591.16       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620431                      | CUSIP: 36290XHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99794 | PA      | $101086.74     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620435                      | CUSIP: 36290XHL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6861 | PA      | $6942.81       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620439                      | CUSIP: 36290XHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71223 | PA      | $72075.85      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620444                      | CUSIP: 36290XHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9434 | PA      | $9403.23       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620445                      | CUSIP: 36290XHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36358 | PA      | $36801.74      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620448                      | CUSIP: 36290XHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5358 | PA      | $5419.51       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620488                      | CUSIP: 36290XJ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62300 | PA      | $63046.32      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620457                      | CUSIP: 36290XJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59956 | PA      | $60694.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620461                      | CUSIP: 36290XJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129200 | PA      | $130687.77     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620464                      | CUSIP: 36290XJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     196842 | PA      | $199244.39     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620469                      | CUSIP: 36290XJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61463 | PA      | $62240.09      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620477                      | CUSIP: 36290XJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        460 | PA      | $458.22        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620478                      | CUSIP: 36290XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10531 | PA      | $10652.27      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620514                      | CUSIP: 36290XK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10983 | PA      | $11388.58      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620493                      | CUSIP: 36290XKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2544 | PA      | $2631.82       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620495                      | CUSIP: 36290XKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9086 | PA      | $9195.37       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620500                      | CUSIP: 36290XKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30315 | PA      | $30674.41      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620506                      | CUSIP: 36290XKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18189 | PA      | $18382.50      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620509                      | CUSIP: 36290XKW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85228 | PA      | $86305.66      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620521                      | CUSIP: 36290XLA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        356 | PA      | $359.77        | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620525                      | CUSIP: 36290XLE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2249 | PA      | $2278.08       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620535                      | CUSIP: 36290XLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103386 | PA      | $104670.58     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620539                      | CUSIP: 36290XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7438 | PA      | $7413.80       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620540                      | CUSIP: 36290XLV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33741 | PA      | $34137.39      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620582                      | CUSIP: 36290XM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24860 | PA      | $25168.81      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620558                      | CUSIP: 36290XMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56434 | PA      | $57135.54      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620562                      | CUSIP: 36290XMK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3515 | PA      | $3503.21       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620563                      | CUSIP: 36290XML1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18624 | PA      | $18847.13      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620566                      | CUSIP: 36290XMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6481 | PA      | $6716.02       | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620568                      | CUSIP: 36290XMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1149 | PA      | $1164.13       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620574                      | CUSIP: 36290XMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56495 | PA      | $56305.60      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620575                      | CUSIP: 36290XMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45318 | PA      | $45865.97      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620614                      | CUSIP: 36290XN71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        732 | PA      | $729.80        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620615                      | CUSIP: 36290XN89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48796 | PA      | $49380.52      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620588                      | CUSIP: 36290XND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13163 | PA      | $13124.76      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620595                      | CUSIP: 36290XNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89391 | PA      | $90511.17      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620598                      | CUSIP: 36290XNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77126 | PA      | $78066.91      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620642                      | CUSIP: 36290XP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63008 | PA      | $63824.72      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620647                      | CUSIP: 36290XP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3647 | PA      | $3779.39       | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620617                      | CUSIP: 36290XPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20581 | PA      | $21334.59      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620626                      | CUSIP: 36290XPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24902 | PA      | $25219.32      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620637                      | CUSIP: 36290XPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5514 | PA      | $5580.51       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620671                      | CUSIP: 36290XQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37601 | PA      | $38029.69      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620926                      | CUSIP: 36290XYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1942 | PA      | $1936.31       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620927                      | CUSIP: 36290XYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     195671 | PA      | $198123.50     | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620941                      | CUSIP: 36290XZE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8801 | PA      | $8908.49       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620951                      | CUSIP: 36290XZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20454 | PA      | $20389.87      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 620957                      | CUSIP: 36290XZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1988 | PA      | $1982.13       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621913                      | CUSIP: 36290Y3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27364 | PA      | $27709.94      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621936                      | CUSIP: 36290Y4V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6501 | PA      | $6581.36       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621948                      | CUSIP: 36290Y5H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14031 | PA      | $14201.96      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621975                      | CUSIP: 36290Y6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48136 | PA      | $48780.43      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621129                      | CUSIP: 36290YA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23655 | PA      | $24306.83      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621256                      | CUSIP: 36290YE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3801 | PA      | $3996.02       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621274                      | CUSIP: 36290YFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2001 | PA      | $2023.74       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621331                      | CUSIP: 36290YHG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15486 | PA      | $16075.95      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621363                      | CUSIP: 36290YJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27785 | PA      | $28133.66      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621374                      | CUSIP: 36290YJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7075 | PA      | $7168.29       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621406                      | CUSIP: 36290YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44813 | PA      | $45416.99      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621410                      | CUSIP: 36290YKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40062 | PA      | $40595.87      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621572                      | CUSIP: 36290YQZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        553 | PA      | $559.65        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621639                      | CUSIP: 36290YS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3414 | PA      | $3403.12       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621633                      | CUSIP: 36290YSW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7278 | PA      | $7372.41       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621646                      | CUSIP: 36290YTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1256 | PA      | $1268.37       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621658                      | CUSIP: 36290YTP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3385 | PA      | $3430.78       | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621662                      | CUSIP: 36290YTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2789 | PA      | $2845.73       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621696                      | CUSIP: 36290YUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1446 | PA      | $1441.35       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621697                      | CUSIP: 36290YUW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10147 | PA      | $10115.58      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621698                      | CUSIP: 36290YUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        365 | PA      | $364.22        | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621772                      | CUSIP: 36290YW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6506 | PA      | $6580.34       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621757                      | CUSIP: 36290YWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5635 | PA      | $5701.77       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621774                      | CUSIP: 36290YXB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        245 | PA      | $247.47        | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621780                      | CUSIP: 36290YXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27483 | PA      | $27749.88      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621781                      | CUSIP: 36290YXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50858 | PA      | $51495.54      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 621793                      | CUSIP: 36290YXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        275 | PA      | $285.36        | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622039                      | CUSIP: 36291ABG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54963 | PA      | $56478.92      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622095                      | CUSIP: 36291AC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1952 | PA      | $1973.45       | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622071                      | CUSIP: 36291ACG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        644 | PA      | $642.56        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622085                      | CUSIP: 36291ACW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        946 | PA      | $953.52        | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622122                      | CUSIP: 36291AD30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19848 | PA      | $20083.51      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622104                      | CUSIP: 36291ADH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        384 | PA      | $383.16        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622105                      | CUSIP: 36291ADJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91039 | PA      | $92170.42      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622107                      | CUSIP: 36291ADL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        425 | PA      | $429.71        | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622154                      | CUSIP: 36291AE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4053 | PA      | $4102.89       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622161                      | CUSIP: 36291AFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40065 | PA      | $40580.33      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622163                      | CUSIP: 36291AFC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2407 | PA      | $2400.09       | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622282                      | CUSIP: 36291AJ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3074 | PA      | $3118.47       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622277                      | CUSIP: 36291AJW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3191 | PA      | $3234.55       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622293                      | CUSIP: 36291AKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4434 | PA      | $4490.20       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622371                      | CUSIP: 36291AMU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3586 | PA      | $3623.05       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622445                      | CUSIP: 36291AP60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59373 | PA      | $60181.07      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622477                      | CUSIP: 36291AQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26630 | PA      | $26952.41      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622512                      | CUSIP: 36291AR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32394 | PA      | $32807.38      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622483                      | CUSIP: 36291ARC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8594 | PA      | $8696.31       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622503                      | CUSIP: 36291ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1609 | PA      | $1666.89       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622543                      | CUSIP: 36291AS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19983 | PA      | $20235.82      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622515                      | CUSIP: 36291ASC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67637 | PA      | $68469.99      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622532                      | CUSIP: 36291ASV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10474 | PA      | $10595.75      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622549                      | CUSIP: 36291ATE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55249 | PA      | $55917.37      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622560                      | CUSIP: 36291ATR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55965 | PA      | $57851.80      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622567                      | CUSIP: 36291ATY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24015 | PA      | $24274.18      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622580                      | CUSIP: 36291AUD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23948 | PA      | $24262.72      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622581                      | CUSIP: 36291AUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14444 | PA      | $14985.93      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622582                      | CUSIP: 36291AUF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15722 | PA      | $15893.75      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622590                      | CUSIP: 36291AUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4177 | PA      | $4334.63       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622593                      | CUSIP: 36291AUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14226 | PA      | $14403.92      | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622612                      | CUSIP: 36291AVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2726 | PA      | $2757.86       | 0.00%             | 2033-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622613                      | CUSIP: 36291AVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4184 | PA      | $4336.69       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622617                      | CUSIP: 36291AVJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1558 | PA      | $1601.38       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622621                      | CUSIP: 36291AVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17191 | PA      | $17710.81      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622670                      | CUSIP: 36291AW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1649 | PA      | $1668.67       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623729                      | CUSIP: 36291B4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2923 | PA      | $2943.58       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623761                      | CUSIP: 36291B5W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3242 | PA      | $3365.23       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 622987                      | CUSIP: 36291BCY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1354 | PA      | $1372.11       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623023                      | CUSIP: 36291BD46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        646 | PA      | $653.85        | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623004                      | CUSIP: 36291BDH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1340 | PA      | $1357.41       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623331                      | CUSIP: 36291BPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7792 | PA      | $7884.54       | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623404                      | CUSIP: 36291BRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1033 | PA      | $1046.32       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623437                      | CUSIP: 36291BS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6634 | PA      | $6724.13       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623416                      | CUSIP: 36291BSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        962 | PA      | $973.43        | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623418                      | CUSIP: 36291BSF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42592 | PA      | $44223.58      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623433                      | CUSIP: 36291BSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3336 | PA      | $3460.32       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623497                      | CUSIP: 36291BUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26096 | PA      | $27045.43      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623557                      | CUSIP: 36291BWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24344 | PA      | $24651.48      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623561                      | CUSIP: 36291BWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30633 | PA      | $30985.50      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623600                      | CUSIP: 36291BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9360 | PA      | $9478.77       | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623602                      | CUSIP: 36291BX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26396 | PA      | $27406.86      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623605                      | CUSIP: 36291BYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20582 | PA      | $21291.52      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623827                      | CUSIP: 36291CA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1150 | PA      | $1153.89       | 0.00%             | 2034-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623862                      | CUSIP: 36291CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5622 | PA      | $5680.10       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623871                      | CUSIP: 36291CCG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23630 | PA      | $23930.71      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623898                      | CUSIP: 36291CDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41016 | PA      | $42572.69      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 623958                      | CUSIP: 36291CE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8429 | PA      | $8553.67       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624165                      | CUSIP: 36291CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75236 | PA      | $76231.84      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624371                      | CUSIP: 36291CT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43083 | PA      | $44535.09      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624381                      | CUSIP: 36291CUE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2143 | PA      | $2171.94       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624393                      | CUSIP: 36291CUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4135 | PA      | $4187.70       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 624395                      | CUSIP: 36291CUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40585 | PA      | $41042.35      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625543                      | CUSIP: 36291D5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1129 | PA      | $1144.40       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625560                      | CUSIP: 36291D5V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9131 | PA      | $9249.05       | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625563                      | CUSIP: 36291D5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6978 | PA      | $7237.89       | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625596                      | CUSIP: 36291D7H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17923 | PA      | $18160.16      | 0.00%             | 2033-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625106                      | CUSIP: 36291DNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10568 | PA      | $10689.48      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625140                      | CUSIP: 36291DPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10382 | PA      | $10527.85      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625149                      | CUSIP: 36291DQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6767 | PA      | $7011.92       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625299                      | CUSIP: 36291DUY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16952 | PA      | $17558.25      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626466                      | CUSIP: 36291E6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83317 | PA      | $86347.76      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626479                      | CUSIP: 36291E6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16081 | PA      | $16665.90      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626491                      | CUSIP: 36291E7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27602 | PA      | $27972.04      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625973                      | CUSIP: 36291EMW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35345 | PA      | $35813.24      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626014                      | CUSIP: 36291EN72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10251 | PA      | $10366.67      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626016                      | CUSIP: 36291EN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20837 | PA      | $21601.54      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625985                      | CUSIP: 36291ENA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1160 | PA      | $1174.51       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 625989                      | CUSIP: 36291ENE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15749 | PA      | $15962.04      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626069                      | CUSIP: 36291EQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15478 | PA      | $15683.05      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626088                      | CUSIP: 36291ERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26409 | PA      | $26748.09      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626093                      | CUSIP: 36291ERN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        621 | PA      | $634.23        | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626114                      | CUSIP: 36291ESB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54621 | PA      | $55287.85      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626208                      | CUSIP: 36291EU90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10961 | PA      | $11126.04      | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627275                      | CUSIP: 36291F2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2458 | PA      | $2465.67       | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627288                      | CUSIP: 36291F2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59062 | PA      | $59795.41      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627318                      | CUSIP: 36291F4B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4333 | PA      | $4392.39       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627324                      | CUSIP: 36291F4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8959 | PA      | $9298.53       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627334                      | CUSIP: 36291F4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11695 | PA      | $11840.06      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627354                      | CUSIP: 36291F5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31028 | PA      | $31448.08      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626512                      | CUSIP: 36291FAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85270 | PA      | $86431.23      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626551                      | CUSIP: 36291FBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30408 | PA      | $30798.60      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626668                      | CUSIP: 36291FFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2837 | PA      | $2871.61       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626676                      | CUSIP: 36291FFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35472 | PA      | $35938.76      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626820                      | CUSIP: 36291FK98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12072 | PA      | $12236.12      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626812                      | CUSIP: 36291FKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40373 | PA      | $40957.19      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626858                      | CUSIP: 36291FMF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67290 | PA      | $68110.93      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626871                      | CUSIP: 36291FMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41879 | PA      | $42449.23      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626876                      | CUSIP: 36291FMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6631 | PA      | $6719.52       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626886                      | CUSIP: 36291FNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3765 | PA      | $3910.81       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626950                      | CUSIP: 36291FQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1186184 | PA      | $1077266.76    | 0.01%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626958                      | CUSIP: 36291FQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     648363 | PA      | $589669.25     | 0.01%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 626967                      | CUSIP: 36291FQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20607 | PA      | $18675.78      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627134                      | CUSIP: 36291FV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3488 | PA      | $3601.99       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627109                      | CUSIP: 36291FVA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11900 | PA      | $12200.58      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627114                      | CUSIP: 36291FVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103550 | PA      | $104891.88     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627150                      | CUSIP: 36291FWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1973 | PA      | $1997.16       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627185                      | CUSIP: 36291FXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27514 | PA      | $27883.01      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627262                      | CUSIP: 36291FZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8833 | PA      | $8948.40       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627252                      | CUSIP: 36291FZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37421 | PA      | $37886.01      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627457                      | CUSIP: 36291GB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42787 | PA      | $43231.23      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627460                      | CUSIP: 36291GB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1088 | PA      | $1109.84       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627462                      | CUSIP: 36291GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9146 | PA      | $9490.38       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627443                      | CUSIP: 36291GBL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2552 | PA      | $2588.20       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627482                      | CUSIP: 36291GCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18716 | PA      | $19448.43      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627655                      | CUSIP: 36291GH82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24710 | PA      | $25017.10      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627780                      | CUSIP: 36291GM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2078 | PA      | $2101.79       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627808                      | CUSIP: 36291GNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2622 | PA      | $2724.35       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627817                      | CUSIP: 36291GPA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4886 | PA      | $5064.77       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627899                      | CUSIP: 36291GRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74258 | PA      | $75235.47      | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627943                      | CUSIP: 36291GS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17640 | PA      | $18315.64      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628003                      | CUSIP: 36291GU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1578 | PA      | $1599.02       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628006                      | CUSIP: 36291GU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34283 | PA      | $34733.88      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627985                      | CUSIP: 36291GUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19632 | PA      | $19882.63      | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 627997                      | CUSIP: 36291GUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1248 | PA      | $1263.14       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628035                      | CUSIP: 36291GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169473 | PA      | $171668.21     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628039                      | CUSIP: 36291GV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31317 | PA      | $31688.58      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628011                      | CUSIP: 36291GVC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23018 | PA      | $23802.94      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628020                      | CUSIP: 36291GVM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8153 | PA      | $8240.96       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628072                      | CUSIP: 36291GW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24844 | PA      | $25141.89      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628042                      | CUSIP: 36291GWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5565 | PA      | $5774.55       | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628061                      | CUSIP: 36291GWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16065 | PA      | $16669.59      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628088                      | CUSIP: 36291GXR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11676 | PA      | $11826.29      | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628091                      | CUSIP: 36291GXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39333 | PA      | $40809.87      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628092                      | CUSIP: 36291GXV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1026 | PA      | $1039.41       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628107                      | CUSIP: 36291GYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13067 | PA      | $13230.27      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628120                      | CUSIP: 36291GYR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14698 | PA      | $14891.59      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629079                      | CUSIP: 36291H2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19294 | PA      | $19545.92      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628869                      | CUSIP: 36291HT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50667 | PA      | $51307.40      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628857                      | CUSIP: 36291HTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1883 | PA      | $1905.43       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628878                      | CUSIP: 36291HUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50302 | PA      | $50927.26      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628881                      | CUSIP: 36291HUE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24519 | PA      | $24803.86      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628886                      | CUSIP: 36291HUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21477 | PA      | $21746.29      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628895                      | CUSIP: 36291HUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     103230 | PA      | $104578.12     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 628913                      | CUSIP: 36291HVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29499 | PA      | $29865.59      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629971                      | CUSIP: 36291J2C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3040 | PA      | $3081.61       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630026                      | CUSIP: 36291J4K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10275 | PA      | $10648.77      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630036                      | CUSIP: 36291J4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31743 | PA      | $32952.05      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630098                      | CUSIP: 36291J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7289 | PA      | $7384.62       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629392                      | CUSIP: 36291JF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24112 | PA      | $24387.06      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629368                      | CUSIP: 36291JFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25280 | PA      | $25615.06      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629369                      | CUSIP: 36291JFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        547 | PA      | $554.06        | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629431                      | CUSIP: 36291JHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13839 | PA      | $14020.12      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629432                      | CUSIP: 36291JHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105155 | PA      | $106472.70     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629461                      | CUSIP: 36291JJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26601 | PA      | $26959.35      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629475                      | CUSIP: 36291JJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47127 | PA      | $47707.01      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629476                      | CUSIP: 36291JJV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6110 | PA      | $6188.07       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629477                      | CUSIP: 36291JJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6321 | PA      | $6407.82       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629493                      | CUSIP: 36291JKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1114 | PA      | $1129.03       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629545                      | CUSIP: 36291JL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1618 | PA      | $1650.39       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629557                      | CUSIP: 36291JME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42185 | PA      | $41996.72      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629588                      | CUSIP: 36291JND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10713 | PA      | $11124.20      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629769                      | CUSIP: 36291JT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22202 | PA      | $22836.67      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629778                      | CUSIP: 36291JUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66076 | PA      | $62229.18      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629877                      | CUSIP: 36291JXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48418 | PA      | $50299.96      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629880                      | CUSIP: 36291JXH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84084 | PA      | $87091.65      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629882                      | CUSIP: 36291JXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134378 | PA      | $139385.58     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629894                      | CUSIP: 36291JXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21040 | PA      | $21863.22      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629939                      | CUSIP: 36291JZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        596 | PA      | $602.35        | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 629950                      | CUSIP: 36291JZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2370 | PA      | $2400.87       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630923                      | CUSIP: 36291K4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44930 | PA      | $45571.40      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630937                      | CUSIP: 36291K4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10895 | PA      | $11305.34      | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630942                      | CUSIP: 36291K5B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        483 | PA      | $489.20        | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630963                      | CUSIP: 36291K5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69234 | PA      | $70176.25      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630102                      | CUSIP: 36291KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35428 | PA      | $35910.21      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630113                      | CUSIP: 36291KAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53243 | PA      | $55257.59      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630117                      | CUSIP: 36291KAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1443 | PA      | $1463.01       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630147                      | CUSIP: 36291KBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2292 | PA      | $2322.44       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630195                      | CUSIP: 36291KC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19319 | PA      | $20047.03      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630168                      | CUSIP: 36291KCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3968 | PA      | $4008.96       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630188                      | CUSIP: 36291KCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1540 | PA      | $1598.15       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630713                      | CUSIP: 36291KVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3906 | PA      | $3959.32       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630715                      | CUSIP: 36291KVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7244 | PA      | $7527.41       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630807                      | CUSIP: 36291KYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3527 | PA      | $3566.23       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 630852                      | CUSIP: 36291KZR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8410 | PA      | $8507.91       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631825                      | CUSIP: 36291L4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15326 | PA      | $15534.95      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631030                      | CUSIP: 36291LA70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12195 | PA      | $12543.07      | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631077                      | CUSIP: 36291LCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11451 | PA      | $11885.93      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631185                      | CUSIP: 36291LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1588 | PA      | $1610.42       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631190                      | CUSIP: 36291LF75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23146 | PA      | $24029.48      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631174                      | CUSIP: 36291LFP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76573 | PA      | $77615.36      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631220                      | CUSIP: 36291LG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9368 | PA      | $9499.15       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631212                      | CUSIP: 36291LGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14308 | PA      | $14841.29      | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631237                      | CUSIP: 36291LHN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1732 | PA      | $1801.01       | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631270                      | CUSIP: 36291LJP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6124 | PA      | $6209.59       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631301                      | CUSIP: 36291LKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43243 | PA      | $43840.80      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631334                      | CUSIP: 36291LLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9041 | PA      | $9170.40       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631336                      | CUSIP: 36291LLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10469 | PA      | $10870.98      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631380                      | CUSIP: 36291LM51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6174 | PA      | $6259.20       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631357                      | CUSIP: 36291LME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2526 | PA      | $2563.44       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631362                      | CUSIP: 36291LMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23786 | PA      | $24120.86      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631401                      | CUSIP: 36291LNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1487 | PA      | $1480.29       | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631484                      | CUSIP: 36291LRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31624 | PA      | $32020.18      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631485                      | CUSIP: 36291LRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75538 | PA      | $76566.56      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631530                      | CUSIP: 36291LST3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15873 | PA      | $16064.62      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631604                      | CUSIP: 36291LU52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4068 | PA      | $4116.70       | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631612                      | CUSIP: 36291LVD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33467 | PA      | $34713.56      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631669                      | CUSIP: 36291LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181933 | PA      | $188711.88     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631671                      | CUSIP: 36291LW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13518 | PA      | $14040.84      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 631693                      | CUSIP: 36291LXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94361 | PA      | $97792.87      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632016                      | CUSIP: 36291MDV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3396 | PA      | $3549.58       | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632080                      | CUSIP: 36291MFV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     311313 | PA      | $308873.03     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632176                      | CUSIP: 36291MJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1178 | PA      | $1223.50       | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632196                      | CUSIP: 36291MKH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19943 | PA      | $20723.62      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632242                      | CUSIP: 36291MLX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4276 | PA      | $4397.11       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632259                      | CUSIP: 36291MMG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17571 | PA      | $17827.59      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632402                      | CUSIP: 36291MRX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24623 | PA      | $25557.87      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633574                      | CUSIP: 36291N2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6940 | PA      | $7030.37       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633625                      | CUSIP: 36291N4J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        474 | PA      | $492.52        | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633690                      | CUSIP: 36291N7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35427 | PA      | $35847.56      | 0.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 632822                      | CUSIP: 36291NAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2294 | PA      | $2325.16       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633178                      | CUSIP: 36291NM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2110 | PA      | $2138.87       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633306                      | CUSIP: 36291NR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42444 | PA      | $44071.96      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633286                      | CUSIP: 36291NRF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23157 | PA      | $23469.05      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633366                      | CUSIP: 36291NTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31518 | PA      | $32779.50      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633552                      | CUSIP: 36291NZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14451 | PA      | $14648.76      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633556                      | CUSIP: 36291NZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9798 | PA      | $10170.24      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634550                      | CUSIP: 36291P5K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19423 | PA      | $19770.86      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633750                      | CUSIP: 36291PBT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28038 | PA      | $29115.12      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633778                      | CUSIP: 36291PCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6571 | PA      | $6655.54       | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 633800                      | CUSIP: 36291PDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42604 | PA      | $44280.08      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634416                      | CUSIP: 36291PYM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3803 | PA      | $3853.12       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635389                      | CUSIP: 36291Q2W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1591 | PA      | $1613.66       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635425                      | CUSIP: 36291Q4J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4058 | PA      | $4216.34       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634631                      | CUSIP: 36291QA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1128 | PA      | $1171.00       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634750                      | CUSIP: 36291QEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76632 | PA      | $79539.77      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634764                      | CUSIP: 36291QFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37725 | PA      | $39183.75      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634819                      | CUSIP: 36291QG40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7941 | PA      | $8176.35       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634803                      | CUSIP: 36291QGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82240 | PA      | $83438.50      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634808                      | CUSIP: 36291QGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17299 | PA      | $17542.64      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634810                      | CUSIP: 36291QGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55268 | PA      | $56082.37      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 634920                      | CUSIP: 36291QK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20074 | PA      | $20557.35      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635237                      | CUSIP: 36291QV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        893 | PA      | $905.21        | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635330                      | CUSIP: 36291QY32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31246 | PA      | $32446.24      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635321                      | CUSIP: 36291QYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26368 | PA      | $27379.52      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636290                      | CUSIP: 36291R2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63933 | PA      | $63739.86      | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636292                      | CUSIP: 36291R2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49693 | PA      | $50386.84      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636294                      | CUSIP: 36291R3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7267 | PA      | $7366.11       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636295                      | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14915 | PA      | $15117.37      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635505                      | CUSIP: 36291RAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25335 | PA      | $26313.98      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635540                      | CUSIP: 36291RBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1860 | PA      | $1928.78       | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635849                      | CUSIP: 36291RL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3789 | PA      | $3819.01       | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635891                      | CUSIP: 36291RNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61678 | PA      | $62494.88      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635972                      | CUSIP: 36291RQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30440 | PA      | $31591.67      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635985                      | CUSIP: 36291RRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19965 | PA      | $20223.72      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635986                      | CUSIP: 36291RRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3111 | PA      | $3154.50       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635987                      | CUSIP: 36291RRG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9984 | PA      | $10122.83      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 635988                      | CUSIP: 36291RRH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6719 | PA      | $6813.51       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636002                      | CUSIP: 36291RRX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20901 | PA      | $21661.63      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636102                      | CUSIP: 36291RU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146223 | PA      | $148117.17     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636080                      | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20621 | PA      | $20954.06      | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636091                      | CUSIP: 36291RUQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426014 | PA      | $431783.43     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636095                      | CUSIP: 36291RUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61596 | PA      | $62420.64      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636168                      | CUSIP: 36291RW57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1175 | PA      | $1190.86       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636236                      | CUSIP: 36291RY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     216998 | PA      | $219920.60     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636250                      | CUSIP: 36291RZP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34894 | PA      | $36274.90      | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636251                      | CUSIP: 36291RZQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98505 | PA      | $102218.86     | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636421                      | CUSIP: 36291SAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32038 | PA      | $33000.21      | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636491                      | CUSIP: 36291SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68130 | PA      | $69978.70      | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636572                      | CUSIP: 36291SFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2076 | PA      | $2104.56       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636774                      | CUSIP: 36291SMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13460 | PA      | $13732.31      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636795                      | CUSIP: 36291SNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4253 | PA      | $4411.77       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636835                      | CUSIP: 36291SPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42543 | PA      | $44090.56      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636877                      | CUSIP: 36291SQ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48271 | PA      | $50136.68      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636856                      | CUSIP: 36291SQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62963 | PA      | $65253.12      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636870                      | CUSIP: 36291SQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36707 | PA      | $38142.80      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 636899                      | CUSIP: 36291SRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14844 | PA      | $15045.23      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637015                      | CUSIP: 36291SVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12753 | PA      | $12937.69      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638113                      | CUSIP: 36291T3W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        851 | PA      | $862.95        | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638131                      | CUSIP: 36291T4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11041 | PA      | $11192.49      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638134                      | CUSIP: 36291T4T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6615 | PA      | $6700.82       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638140                      | CUSIP: 36291T4Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11715 | PA      | $11878.28      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637325                      | CUSIP: 36291TA24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5271 | PA      | $5342.85       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637344                      | CUSIP: 36291TBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40150 | PA      | $41710.97      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637354                      | CUSIP: 36291TBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8549 | PA      | $8617.28       | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637391                      | CUSIP: 36291TC48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86446 | PA      | $87583.82      | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637369                      | CUSIP: 36291TCE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8491 | PA      | $8814.46       | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637842                      | CUSIP: 36291TS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7925 | PA      | $8029.50       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637819                      | CUSIP: 36291TSG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        788 | PA      | $798.13        | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637863                      | CUSIP: 36291TTU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29502 | PA      | $29921.81      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 637915                      | CUSIP: 36291TVG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10160 | PA      | $10557.42      | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638049                      | CUSIP: 36291TZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3885 | PA      | $3923.55       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639071                      | CUSIP: 36291U6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37344 | PA      | $38761.44      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638222                      | CUSIP: 36291UAX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1421 | PA      | $1440.67       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638318                      | CUSIP: 36291UDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25654 | PA      | $26628.29      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638344                      | CUSIP: 36291UER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2304 | PA      | $2337.04       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638421                      | CUSIP: 36291UG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1975 | PA      | $2003.23       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638589                      | CUSIP: 36291UNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2981 | PA      | $2970.39       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638592                      | CUSIP: 36291UNH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5803 | PA      | $5762.19       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638629                      | CUSIP: 36291UPN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4256 | PA      | $4225.11       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638680                      | CUSIP: 36291UQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93549 | PA      | $96154.87      | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638669                      | CUSIP: 36291UQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144511 | PA      | $148506.40     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638707                      | CUSIP: 36291UR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8320 | PA      | $8448.18       | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638683                      | CUSIP: 36291URC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36763 | PA      | $37771.17      | 0.00%             | 2036-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638696                      | CUSIP: 36291URR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3183 | PA      | $3271.72       | 0.00%             | 2036-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638703                      | CUSIP: 36291URY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12706 | PA      | $12892.99      | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638732                      | CUSIP: 36291USV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8456 | PA      | $8587.25       | 0.00%             | 2037-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638734                      | CUSIP: 36291USX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13908 | PA      | $14303.42      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 638755                      | CUSIP: 36291UTL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3285 | PA      | $3379.80       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639141                      | CUSIP: 36291VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8543 | PA      | $8643.27       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 639521                      | CUSIP: 36291VPE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11326 | PA      | $11488.64      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640865                      | CUSIP: 36291W6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8496 | PA      | $8739.14       | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640892                      | CUSIP: 36291W7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5787 | PA      | $5863.78       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640107                      | CUSIP: 36291WDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4964 | PA      | $5029.13       | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640113                      | CUSIP: 36291WDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28499 | PA      | $29522.21      | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640173                      | CUSIP: 36291WFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8420 | PA      | $8541.12       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640221                      | CUSIP: 36291WG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7563 | PA      | $7853.38       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640201                      | CUSIP: 36291WGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6105 | PA      | $6329.25       | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640205                      | CUSIP: 36291WGN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2176 | PA      | $2204.67       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640548                      | CUSIP: 36291WTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9203 | PA      | $9317.40       | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640659                      | CUSIP: 36291WWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9802 | PA      | $9938.52       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641779                      | CUSIP: 36291X6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        657 | PA      | $665.67        | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640931                      | CUSIP: 36291XA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        565 | PA      | $572.81        | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640902                      | CUSIP: 36291XAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1015 | PA      | $1028.75       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640904                      | CUSIP: 36291XAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15068 | PA      | $15280.63      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640962                      | CUSIP: 36291XB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52234 | PA      | $52905.68      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 640946                      | CUSIP: 36291XBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3185 | PA      | $3230.83       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641226                      | CUSIP: 36291XLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2328 | PA      | $2360.79       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641236                      | CUSIP: 36291XLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4622 | PA      | $4689.03       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641244                      | CUSIP: 36291XLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3011 | PA      | $3057.15       | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641275                      | CUSIP: 36291XMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54143 | PA      | $54883.90      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641475                      | CUSIP: 36291XT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1205 | PA      | $1220.06       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641481                      | CUSIP: 36291XUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1015 | PA      | $1026.48       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641489                      | CUSIP: 36291XUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16149 | PA      | $16379.59      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641500                      | CUSIP: 36291XUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5158 | PA      | $5223.08       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641511                      | CUSIP: 36291XVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16408 | PA      | $16596.66      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641515                      | CUSIP: 36291XVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25189 | PA      | $25560.19      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641576                      | CUSIP: 36291XXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4296 | PA      | $4356.22       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641581                      | CUSIP: 36291XXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1399 | PA      | $1419.29       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641582                      | CUSIP: 36291XXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1387 | PA      | $1406.64       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641629                      | CUSIP: 36291XY29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332425 | PA      | $337066.73     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641616                      | CUSIP: 36291XYM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3634 | PA      | $3619.19       | 0.00%             | 2035-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642601                      | CUSIP: 36291Y3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1402 | PA      | $1422.47       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641807                      | CUSIP: 36291YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7991 | PA      | $8098.28       | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641817                      | CUSIP: 36291YAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14677 | PA      | $14856.09      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641922                      | CUSIP: 36291YD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2475 | PA      | $2510.36       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641919                      | CUSIP: 36291YDY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12170 | PA      | $12331.92      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641958                      | CUSIP: 36291YE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36618 | PA      | $38033.99      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 641968                      | CUSIP: 36291YFH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97149 | PA      | $100629.91     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642002                      | CUSIP: 36291YGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5791 | PA      | $5872.58       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642004                      | CUSIP: 36291YGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3993 | PA      | $4146.71       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642213                      | CUSIP: 36291YN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51108 | PA      | $51853.22      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642437                      | CUSIP: 36291YV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17065 | PA      | $17303.95      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642423                      | CUSIP: 36291YVQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32252 | PA      | $32723.88      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642466                      | CUSIP: 36291YW37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3140 | PA      | $3219.09       | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642502                      | CUSIP: 36291YX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15802 | PA      | $16022.58      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 642516                      | CUSIP: 36291YYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32684 | PA      | $33892.45      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643570                      | CUSIP: 36292A6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16278 | PA      | $16485.51      | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643572                      | CUSIP: 36292A6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5036 | PA      | $5104.82       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643581                      | CUSIP: 36292A6S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39523 | PA      | $41060.39      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643292                      | CUSIP: 36292AUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2737 | PA      | $2774.25       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643347                      | CUSIP: 36292AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2929 | PA      | $2971.74       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643362                      | CUSIP: 36292AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        604 | PA      | $612.10        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643363                      | CUSIP: 36292AWY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6230 | PA      | $6321.57       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643364                      | CUSIP: 36292AWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1863 | PA      | $1889.91       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643398                      | CUSIP: 36292AX37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3679 | PA      | $3664.47       | 0.00%             | 2035-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643373                      | CUSIP: 36292AXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23796 | PA      | $24146.75      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643383                      | CUSIP: 36292AXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20411 | PA      | $20682.60      | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643424                      | CUSIP: 36292AYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        532 | PA      | $539.10        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643629                      | CUSIP: 36292BA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34963 | PA      | $36255.04      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643606                      | CUSIP: 36292BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2352 | PA      | $2385.57       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643751                      | CUSIP: 36292BEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53173 | PA      | $54797.05      | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 643815                      | CUSIP: 36292BGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19047 | PA      | $19792.46      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644028                      | CUSIP: 36292BPM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25918 | PA      | $26290.86      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645300                      | CUSIP: 36292C3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22353 | PA      | $22681.01      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644501                      | CUSIP: 36292CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61268 | PA      | $63578.00      | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644523                      | CUSIP: 36292CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74925 | PA      | $77649.72      | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644576                      | CUSIP: 36292CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10061 | PA      | $10418.09      | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644587                      | CUSIP: 36292CCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27217 | PA      | $27593.29      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644631                      | CUSIP: 36292CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212541 | PA      | $215465.72     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644640                      | CUSIP: 36292CEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16898 | PA      | $17562.69      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644683                      | CUSIP: 36292CFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357813 | PA      | $371645.42     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644749                      | CUSIP: 36292CH23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6453 | PA      | $6539.61       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644751                      | CUSIP: 36292CH49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3474 | PA      | $3504.95       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644748                      | CUSIP: 36292CHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2362 | PA      | $2395.56       | 0.00%             | 2035-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644781                      | CUSIP: 36292CJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91093 | PA      | $92382.50      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644788                      | CUSIP: 36292CJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7675 | PA      | $7789.22       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644772                      | CUSIP: 36292CJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22049 | PA      | $22353.95      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644797                      | CUSIP: 36292CKJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14009 | PA      | $14428.49      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644855                      | CUSIP: 36292CMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1807 | PA      | $1831.59       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644856                      | CUSIP: 36292CMD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23547 | PA      | $23858.56      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644894                      | CUSIP: 36292CNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3000 | PA      | $3042.90       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644924                      | CUSIP: 36292CPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114623 | PA      | $116192.00     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644939                      | CUSIP: 36292CPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9484 | PA      | $9845.55       | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644974                      | CUSIP: 36292CQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11870 | PA      | $12021.46      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644958                      | CUSIP: 36292CQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12928 | PA      | $13110.95      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644962                      | CUSIP: 36292CQP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6414 | PA      | $6500.89       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645009                      | CUSIP: 36292CR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47151 | PA      | $47819.01      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 644991                      | CUSIP: 36292CRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20118 | PA      | $20406.90      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646280                      | CUSIP: 36292D6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        898 | PA      | $910.69        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646296                      | CUSIP: 36292D7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9798 | PA      | $9942.51       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645719                      | CUSIP: 36292DK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40004 | PA      | $39862.59      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645697                      | CUSIP: 36292DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90933 | PA      | $90531.27      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645700                      | CUSIP: 36292DKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18916 | PA      | $19186.24      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645799                      | CUSIP: 36292DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19104 | PA      | $19402.79      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645875                      | CUSIP: 36292DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11644 | PA      | $11816.00      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645854                      | CUSIP: 36292DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14724 | PA      | $15289.09      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645867                      | CUSIP: 36292DQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39209 | PA      | $40712.70      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645897                      | CUSIP: 36292DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39502 | PA      | $41027.34      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 645923                      | CUSIP: 36292DSL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27160 | PA      | $28199.72      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646075                      | CUSIP: 36292DXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6557 | PA      | $6656.83       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646093                      | CUSIP: 36292DXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1626 | PA      | $1651.39       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646143                      | CUSIP: 36292DZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40217 | PA      | $40803.19      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646394                      | CUSIP: 36292EC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4927 | PA      | $5001.64       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646378                      | CUSIP: 36292ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3758 | PA      | $3802.56       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646475                      | CUSIP: 36292EFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38671 | PA      | $39241.32      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646496                      | CUSIP: 36292EGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13724 | PA      | $14235.70      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646713                      | CUSIP: 36292EN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18269 | PA      | $18555.90      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646693                      | CUSIP: 36292ENJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26253 | PA      | $26086.83      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646779                      | CUSIP: 36292EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26753 | PA      | $27124.40      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646754                      | CUSIP: 36292EQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4029 | PA      | $4011.06       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646825                      | CUSIP: 36292ESN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48786 | PA      | $48570.91      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646858                      | CUSIP: 36292ETP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        378 | PA      | $377.67        | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646865                      | CUSIP: 36292ETW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3372 | PA      | $3419.50       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646868                      | CUSIP: 36292ETZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51939 | PA      | $51720.24      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646908                      | CUSIP: 36292EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19537 | PA      | $19467.80      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646882                      | CUSIP: 36292EUF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59604 | PA      | $60357.19      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646889                      | CUSIP: 36292EUN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        381 | PA      | $379.78        | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646898                      | CUSIP: 36292EUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18568 | PA      | $18835.28      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646900                      | CUSIP: 36292EUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30814 | PA      | $31244.01      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646920                      | CUSIP: 36292EVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116338 | PA      | $118013.75     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 646928                      | CUSIP: 36292EVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78818 | PA      | $78503.26      | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647996                      | CUSIP: 36292F3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12802 | PA      | $12979.87      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647290                      | CUSIP: 36292FC39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1443 | PA      | $1463.70       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647332                      | CUSIP: 36292FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10825 | PA      | $10789.58      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647382                      | CUSIP: 36292FFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        410 | PA      | $415.47        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647406                      | CUSIP: 36292FGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12326 | PA      | $12493.01      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647471                      | CUSIP: 36292FJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31302 | PA      | $31736.84      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647516                      | CUSIP: 36292FK55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13475 | PA      | $13675.99      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647639                      | CUSIP: 36292FPY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19524 | PA      | $19826.16      | 0.00%             | 2037-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647640                      | CUSIP: 36292FPZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31701 | PA      | $32596.91      | 0.00%             | 2037-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647684                      | CUSIP: 36292FRD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35631 | PA      | $36189.45      | 0.00%             | 2037-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647703                      | CUSIP: 36292FRY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147763 | PA      | $147165.34     | 0.00%             | 2035-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647729                      | CUSIP: 36292FSS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49099 | PA      | $48937.43      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647731                      | CUSIP: 36292FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31525 | PA      | $31979.32      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647732                      | CUSIP: 36292FSV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3743 | PA      | $3796.29       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647734                      | CUSIP: 36292FSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78969 | PA      | $80101.29      | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647769                      | CUSIP: 36292FT23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7258 | PA      | $7230.07       | 0.00%             | 2035-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647770                      | CUSIP: 36292FT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137184 | PA      | $139118.11     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647771                      | CUSIP: 36292FT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15392 | PA      | $15607.18      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647759                      | CUSIP: 36292FTQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10286 | PA      | $10429.91      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647804                      | CUSIP: 36292FU54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2182 | PA      | $2214.28       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647777                      | CUSIP: 36292FUA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29432 | PA      | $29857.32      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647840                      | CUSIP: 36292FV95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6037 | PA      | $6119.07       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647841                      | CUSIP: 36292FWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13560 | PA      | $13748.72      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647843                      | CUSIP: 36292FWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        508 | PA      | $515.28        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 647858                      | CUSIP: 36292FWT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165484 | PA      | $171723.62     | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648137                      | CUSIP: 36292GBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14841 | PA      | $15380.57      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648154                      | CUSIP: 36292GBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        694 | PA      | $701.63        | 0.00%             | 2036-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648253                      | CUSIP: 36292GE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12625 | PA      | $12802.68      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648269                      | CUSIP: 36292GFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17755 | PA      | $18016.68      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648346                      | CUSIP: 36292GHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41320 | PA      | $41132.83      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648347                      | CUSIP: 36292GHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     143864 | PA      | $145919.20     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648371                      | CUSIP: 36292GJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35907 | PA      | $36390.15      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648396                      | CUSIP: 36292GKH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24657 | PA      | $25007.64      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648409                      | CUSIP: 36292GKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90872 | PA      | $94145.38      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648482                      | CUSIP: 36292GM77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19582 | PA      | $19495.96      | 0.00%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648465                      | CUSIP: 36292GMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52479 | PA      | $54359.40      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648490                      | CUSIP: 36292GNF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54768 | PA      | $55566.50      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648500                      | CUSIP: 36292GNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64601 | PA      | $65444.98      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648526                      | CUSIP: 36292GPK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10740 | PA      | $10879.75      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648540                      | CUSIP: 36292GPZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4880 | PA      | $5066.25       | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648611                      | CUSIP: 36292GR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23687 | PA      | $24037.18      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648636                      | CUSIP: 36292GSZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33227 | PA      | $33601.76      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648649                      | CUSIP: 36292GTE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11743 | PA      | $11904.42      | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648749                      | CUSIP: 36292GWJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53375 | PA      | $54109.72      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648756                      | CUSIP: 36292GWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34658 | PA      | $36022.02      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 648850                      | CUSIP: 36292GZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4533 | PA      | $4597.53       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649800                      | CUSIP: 36292H3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5187 | PA      | $5269.67       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649817                      | CUSIP: 36292H4A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20443 | PA      | $21179.58      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649845                      | CUSIP: 36292H5E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11070 | PA      | $11493.58      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649168                      | CUSIP: 36292HFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43370 | PA      | $44960.21      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649247                      | CUSIP: 36292HHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19824 | PA      | $20114.31      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649260                      | CUSIP: 36292HJD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14882 | PA      | $15441.78      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649265                      | CUSIP: 36292HJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18490 | PA      | $18757.79      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649304                      | CUSIP: 36292HKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20696 | PA      | $21354.42      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649380                      | CUSIP: 36292HM59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55355 | PA      | $57582.18      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649403                      | CUSIP: 36292HNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4488 | PA      | $4622.83       | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649441                      | CUSIP: 36292HP23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24899 | PA      | $25251.58      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649426                      | CUSIP: 36292HPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        943 | PA      | $965.34        | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649478                      | CUSIP: 36292HQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42453 | PA      | $44004.67      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649512                      | CUSIP: 36292HR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6545 | PA      | $6600.07       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649481                      | CUSIP: 36292HRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50807 | PA      | $52314.01      | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649539                      | CUSIP: 36292HS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30008 | PA      | $31136.87      | 0.00%             | 2035-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649540                      | CUSIP: 36292HS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9261 | PA      | $9614.77       | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649515                      | CUSIP: 36292HSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28715 | PA      | $28588.58      | 0.00%             | 2035-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649520                      | CUSIP: 36292HSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97392 | PA      | $98800.64      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649524                      | CUSIP: 36292HSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42424 | PA      | $43024.85      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649547                      | CUSIP: 36292HTC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18695 | PA      | $19412.54      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650693                      | CUSIP: 36292J3A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11562 | PA      | $11552.30      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650694                      | CUSIP: 36292J3B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3632 | PA      | $3616.22       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650695                      | CUSIP: 36292J3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6425 | PA      | $6519.68       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650698                      | CUSIP: 36292J3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2282 | PA      | $2368.70       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650704                      | CUSIP: 36292J3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        960 | PA      | $968.77        | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650732                      | CUSIP: 36292J4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148474 | PA      | $154382.52     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650734                      | CUSIP: 36292J4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7454 | PA      | $7743.79       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 649995                      | CUSIP: 36292JC80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7177 | PA      | $7271.84       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650004                      | CUSIP: 36292JDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32895 | PA      | $33344.90      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650031                      | CUSIP: 36292JEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2855 | PA      | $2887.49       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650080                      | CUSIP: 36292JFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32931 | PA      | $33403.69      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650110                      | CUSIP: 36292JGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6746 | PA      | $6845.16       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650146                      | CUSIP: 36292JHX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4645 | PA      | $4714.80       | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650148                      | CUSIP: 36292JHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7779 | PA      | $8047.28       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650166                      | CUSIP: 36292JJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31469 | PA      | $31942.11      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650168                      | CUSIP: 36292JJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86508 | PA      | $89891.75      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650243                      | CUSIP: 36292JLY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14413 | PA      | $14616.20      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650343                      | CUSIP: 36292JP45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20265 | PA      | $20562.82      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650346                      | CUSIP: 36292JP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8986 | PA      | $9118.80       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650357                      | CUSIP: 36292JQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57838 | PA      | $60032.63      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650358                      | CUSIP: 36292JQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67983 | PA      | $70703.84      | 0.00%             | 2035-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650397                      | CUSIP: 36292JRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72958 | PA      | $73962.05      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650399                      | CUSIP: 36292JRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39484 | PA      | $40037.80      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650474                      | CUSIP: 36292JT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74771 | PA      | $75868.57      | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651676                      | CUSIP: 36292K6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17474 | PA      | $18139.99      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651681                      | CUSIP: 36292K6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22672 | PA      | $23569.29      | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651683                      | CUSIP: 36292K6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39617 | PA      | $39438.06      | 0.00%             | 2036-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 650984                      | CUSIP: 36292KFZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18217 | PA      | $18470.39      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651129                      | CUSIP: 36292KLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2732 | PA      | $2771.64       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651131                      | CUSIP: 36292KLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18797 | PA      | $19470.54      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651132                      | CUSIP: 36292KLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22094 | PA      | $22953.46      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651170                      | CUSIP: 36292KMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9612 | PA      | $9740.20       | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651226                      | CUSIP: 36292KPK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7000 | PA      | $7252.08       | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651239                      | CUSIP: 36292KPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19492 | PA      | $20245.50      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652510                      | CUSIP: 36292L3T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12271 | PA      | $12724.32      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652518                      | CUSIP: 36292L4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7592 | PA      | $7892.41       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652527                      | CUSIP: 36292L4L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5202 | PA      | $5280.42       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652560                      | CUSIP: 36292L5V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52080 | PA      | $54021.06      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652595                      | CUSIP: 36292L7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16405 | PA      | $17058.07      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651707                      | CUSIP: 36292LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13182 | PA      | $13375.13      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651717                      | CUSIP: 36292LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37599 | PA      | $37501.72      | 0.00%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651738                      | CUSIP: 36292LBF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3466 | PA      | $3536.02       | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651741                      | CUSIP: 36292LBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        337 | PA      | $340.10        | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651790                      | CUSIP: 36292LC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14187 | PA      | $14123.96      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651791                      | CUSIP: 36292LC44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3603 | PA      | $3645.03       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651777                      | CUSIP: 36292LCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13253 | PA      | $13445.06      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651785                      | CUSIP: 36292LCW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35596 | PA      | $36988.76      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651787                      | CUSIP: 36292LCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14668 | PA      | $14888.22      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651823                      | CUSIP: 36292LD43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5132 | PA      | $5206.87       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651809                      | CUSIP: 36292LDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5313 | PA      | $5517.09       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651870                      | CUSIP: 36292LFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        324 | PA      | $336.73        | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651903                      | CUSIP: 36292LGL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4070 | PA      | $4130.68       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651910                      | CUSIP: 36292LGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54989 | PA      | $57069.19      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651941                      | CUSIP: 36292LHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198668 | PA      | $206661.16     | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651979                      | CUSIP: 36292LJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5734 | PA      | $5950.41       | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652205                      | CUSIP: 36292LR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149947 | PA      | $155980.22     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652209                      | CUSIP: 36292LR63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198453 | PA      | $205563.44     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652223                      | CUSIP: 36292LSL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58526 | PA      | $60676.22      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652234                      | CUSIP: 36292LSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14960 | PA      | $15530.94      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652747                      | CUSIP: 36292MEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10308 | PA      | $10706.61      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652776                      | CUSIP: 36292MFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78299 | PA      | $81414.75      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 652778                      | CUSIP: 36292MFT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14759 | PA      | $14955.57      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653072                      | CUSIP: 36292MQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31306 | PA      | $32226.44      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653160                      | CUSIP: 36292MTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22515 | PA      | $23149.64      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653560                      | CUSIP: 36292NB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4234 | PA      | $4388.83       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653572                      | CUSIP: 36292NCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1842 | PA      | $1893.59       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653640                      | CUSIP: 36292NEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28538 | PA      | $29596.99      | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653747                      | CUSIP: 36292NHY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98309 | PA      | $102109.29     | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653817                      | CUSIP: 36292NK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49602 | PA      | $51508.23      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653800                      | CUSIP: 36292NKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18263 | PA      | $18201.86      | 0.00%             | 2036-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 653823                      | CUSIP: 36292NLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16889 | PA      | $17500.76      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655211                      | CUSIP: 36294N3U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9803 | PA      | $10026.63      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 654442                      | CUSIP: 36294NBK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20019 | PA      | $20311.67      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 654905                      | CUSIP: 36294NR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79746 | PA      | $82865.80      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655132                      | CUSIP: 36294NY51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2118 | PA      | $2180.01       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655146                      | CUSIP: 36294NZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65826 | PA      | $68333.84      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656189                      | CUSIP: 36294P7A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45513 | PA      | $47193.20      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655519                      | CUSIP: 36294PG49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4325 | PA      | $4390.63       | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655715                      | CUSIP: 36294PN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85590 | PA      | $86941.73      | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 655726                      | CUSIP: 36294PPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13858 | PA      | $14063.98      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656029                      | CUSIP: 36294PY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1085 | PA      | $1117.56       | 0.00%             | 2036-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656041                      | CUSIP: 36294PZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        660 | PA      | $675.17        | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656047                      | CUSIP: 36294PZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4653 | PA      | $4721.86       | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656480                      | CUSIP: 36294QJZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1506 | PA      | $1558.13       | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656537                      | CUSIP: 36294QLS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362990 | PA      | $344086.77     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656538                      | CUSIP: 36294QLT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8741 | PA      | $8224.01       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 656539                      | CUSIP: 36294QLU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5793 | PA      | $5458.73       | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 657907                      | CUSIP: 36294R3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        809 | PA      | $830.55        | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 657656                      | CUSIP: 36294RTM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     268910 | PA      | $267047.98     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658878                      | CUSIP: 36294S6P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1275 | PA      | $1291.98       | 0.00%             | 2037-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658093                      | CUSIP: 36294SC62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10039 | PA      | $10193.15      | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658180                      | CUSIP: 36294SFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1971 | PA      | $2001.32       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658330                      | CUSIP: 36294SLK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        351 | PA      | $360.35        | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658360                      | CUSIP: 36294SMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5023 | PA      | $5096.29       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658362                      | CUSIP: 36294SMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11923 | PA      | $12367.50      | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658443                      | CUSIP: 36294SP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20928 | PA      | $21230.32      | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658418                      | CUSIP: 36294SPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         95 | PA      | $96.20         | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658607                      | CUSIP: 36294SU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6255 | PA      | $6430.82       | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658723                      | CUSIP: 36294SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3487 | PA      | $3537.96       | 0.00%             | 2037-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658755                      | CUSIP: 36294SZU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2162 | PA      | $2221.66       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659726                      | CUSIP: 36294T4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7066 | PA      | $7173.51       | 0.00%             | 2036-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 659642                      | CUSIP: 36294TZF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28379 | PA      | $29468.88      | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 660402                      | CUSIP: 36294UU34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17465 | PA      | $16068.59      | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 660420                      | CUSIP: 36294UVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32594 | PA      | $30720.52      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 661505                      | CUSIP: 36294V3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102328 | PA      | $106421.38     | 0.00%             | 2036-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662396                      | CUSIP: 36294W3D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        497 | PA      | $510.84        | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662010                      | CUSIP: 36294WN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         74 | PA      | $74.63         | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662145                      | CUSIP: 36294WTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93800 | PA      | $96373.51      | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662528                      | CUSIP: 36294XA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4170 | PA      | $4234.40       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663099                      | CUSIP: 36294XUY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        942 | PA      | $968.76        | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663136                      | CUSIP: 36294XV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2922 | PA      | $3053.78       | 0.00%             | 2037-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663439                      | CUSIP: 36294YBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7690 | PA      | $7906.13       | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 663447                      | CUSIP: 36294YBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65762 | PA      | $67621.09      | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 665192                      | CUSIP: 36295A7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        382 | PA      | $386.07        | 0.00%             | 2037-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 664551                      | CUSIP: 36295AH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136363 | PA      | $135448.24     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666083                      | CUSIP: 36295B6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4621 | PA      | $4692.97       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 665902                      | CUSIP: 36295BX73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25523 | PA      | $26254.28      | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666104                      | CUSIP: 36295CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2275 | PA      | $2310.12       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666271                      | CUSIP: 36295CFL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11269 | PA      | $10364.16      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666283                      | CUSIP: 36295CFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178212 | PA      | $164288.21     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666321                      | CUSIP: 36295CG62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1963 | PA      | $1827.92       | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666307                      | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58437 | PA      | $51903.63      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666341                      | CUSIP: 36295CHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6921 | PA      | $6350.95       | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666344                      | CUSIP: 36295CHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40453 | PA      | $37119.49      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666372                      | CUSIP: 36295CJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2935 | PA      | $2688.23       | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666391                      | CUSIP: 36295CKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152551 | PA      | $139766.02     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666392                      | CUSIP: 36295CKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11023 | PA      | $10314.46      | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666405                      | CUSIP: 36295CKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151878 | PA      | $139361.56     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666426                      | CUSIP: 36295CLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4252 | PA      | $3933.45       | 0.00%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666427                      | CUSIP: 36295CLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48230 | PA      | $45509.95      | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 666435                      | CUSIP: 36295CLQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273533 | PA      | $258707.46     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667275                      | CUSIP: 36295DJU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55093 | PA      | $56665.96      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667335                      | CUSIP: 36295DLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26930 | PA      | $28204.29      | 0.00%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667414                      | CUSIP: 36295DN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3272 | PA      | $3319.84       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667404                      | CUSIP: 36295DNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     485040 | PA      | $481867.43     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667406                      | CUSIP: 36295DNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     286069 | PA      | $277925.90     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667418                      | CUSIP: 36295DPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3711 | PA      | $3590.83       | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667422                      | CUSIP: 36295DPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5349 | PA      | $5434.50       | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667425                      | CUSIP: 36295DPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32701 | PA      | $32478.18      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667639                      | CUSIP: 36295DV89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79727 | PA      | $77496.77      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 667650                      | CUSIP: 36295DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24042 | PA      | $23890.06      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668028                      | CUSIP: 36295ED95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2713417 | PA      | $2470445.63    | 0.02%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668651                      | CUSIP: 36295EZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5690 | PA      | $5774.90       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668877                      | CUSIP: 36295FCN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130003 | PA      | $131945.44     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 668878                      | CUSIP: 36295FCP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33223 | PA      | $33726.83      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669028                      | CUSIP: 36295FHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9875 | PA      | $10120.98      | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669707                      | CUSIP: 36295GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2296 | PA      | $2400.12       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669712                      | CUSIP: 36295GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47387 | PA      | $48735.71      | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669734                      | CUSIP: 36295GBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2468 | PA      | $2487.71       | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669956                      | CUSIP: 36295GH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292591 | PA      | $266199.37     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669959                      | CUSIP: 36295GJC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80637 | PA      | $73550.06      | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669968                      | CUSIP: 36295GJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     902452 | PA      | $819878.60     | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669980                      | CUSIP: 36295GJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1168801 | PA      | $1061103.95    | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 669995                      | CUSIP: 36295GKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1491886 | PA      | $1361767.46    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670008                      | CUSIP: 36295GKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     505128 | PA      | $458583.71     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670026                      | CUSIP: 36295GLF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100914 | PA      | $91203.19      | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670035                      | CUSIP: 36295GLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179320 | PA      | $162912.34     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670036                      | CUSIP: 36295GLR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     237637 | PA      | $215664.54     | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670112                      | CUSIP: 36295GN57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5206 | PA      | $5273.67       | 0.00%             | 2037-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670288                      | CUSIP: 36295GUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9189 | PA      | $9624.10       | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670351                      | CUSIP: 36295GWL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2157 | PA      | $2190.63       | 0.00%             | 2037-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670362                      | CUSIP: 36295GWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9304 | PA      | $9448.73       | 0.00%             | 2037-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670400                      | CUSIP: 36295GX56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433599 | PA      | $440434.09     | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670380                      | CUSIP: 36295GXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401583 | PA      | $407886.07     | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670389                      | CUSIP: 36295GXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256166 | PA      | $260158.93     | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670390                      | CUSIP: 36295GXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51485 | PA      | $52997.10      | 0.00%             | 2038-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 670435                      | CUSIP: 36295GY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4135 | PA      | $4321.82       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 671480                      | CUSIP: 36295H6R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3802 | PA      | $3927.70       | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673267                      | CUSIP: 36295K6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24032 | PA      | $24382.23      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672459                      | CUSIP: 36295KB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2223 | PA      | $2258.18       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672595                      | CUSIP: 36295KGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4274 | PA      | $4342.21       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672672                      | CUSIP: 36295KJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        715 | PA      | $725.83        | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672674                      | CUSIP: 36295KJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101519 | PA      | $103108.88     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672712                      | CUSIP: 36295KKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59625 | PA      | $60574.62      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672755                      | CUSIP: 36295KMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1478 | PA      | $1500.51       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672886                      | CUSIP: 36295KRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160164 | PA      | $146520.66     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672887                      | CUSIP: 36295KRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11943 | PA      | $11000.93      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 672935                      | CUSIP: 36295KSY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2971 | PA      | $3058.25       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 674114                      | CUSIP: 36295L3X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4343 | PA      | $4408.98       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673303                      | CUSIP: 36295LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     256691 | PA      | $232630.22     | 0.00%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 673315                      | CUSIP: 36295LAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49103 | PA      | $44593.91      | 0.00%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 674282                      | CUSIP: 36295MCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76342 | PA      | $75817.75      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675926                      | CUSIP: 36295N4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6724 | PA      | $6831.44       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675124                      | CUSIP: 36295NAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13053 | PA      | $13430.20      | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675179                      | CUSIP: 36295NCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102427 | PA      | $104034.42     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675182                      | CUSIP: 36295NCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9050 | PA      | $9191.24       | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675304                      | CUSIP: 36295NGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35055 | PA      | $35600.00      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675312                      | CUSIP: 36295NGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16465 | PA      | $16933.34      | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675339                      | CUSIP: 36295NHQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25454 | PA      | $25847.90      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675381                      | CUSIP: 36295NJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24933 | PA      | $25656.26      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675376                      | CUSIP: 36295NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67657 | PA      | $68695.92      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675481                      | CUSIP: 36295NM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17453 | PA      | $17962.10      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 675475                      | CUSIP: 36295NMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122819 | PA      | $124741.95     | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676790                      | CUSIP: 36295P2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40949 | PA      | $41602.60      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676849                      | CUSIP: 36295P5J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182445 | PA      | $185338.61     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676854                      | CUSIP: 36295P5P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35084 | PA      | $35642.93      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676855                      | CUSIP: 36295P5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5622 | PA      | $5788.44       | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676382                      | CUSIP: 36295PM74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3716 | PA      | $3748.60       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676388                      | CUSIP: 36295PND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2632 | PA      | $2672.56       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676434                      | CUSIP: 36295PPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54957 | PA      | $57818.54      | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676509                      | CUSIP: 36295PR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4186 | PA      | $4248.19       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676707                      | CUSIP: 36295PYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4788 | PA      | $4859.64       | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676934                      | CUSIP: 36295QBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49643 | PA      | $50407.40      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676945                      | CUSIP: 36295QBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57040 | PA      | $55174.90      | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676970                      | CUSIP: 36295QCF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3866 | PA      | $3927.37       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 676973                      | CUSIP: 36295QCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115558 | PA      | $117321.84     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677023                      | CUSIP: 36295QD49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42940 | PA      | $43623.97      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677004                      | CUSIP: 36295QDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9263 | PA      | $9408.49       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677097                      | CUSIP: 36295QGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42375 | PA      | $43010.30      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677173                      | CUSIP: 36295QJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25536 | PA      | $25942.28      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677235                      | CUSIP: 36295QLQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     578157 | PA      | $573933.64     | 0.01%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22163 | PA      | $22493.10      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677602                      | CUSIP: 36295QX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18223 | PA      | $18506.04      | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678582                      | CUSIP: 36295R2P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4267 | PA      | $4335.16       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678599                      | CUSIP: 36295R3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16943 | PA      | $17196.28      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678604                      | CUSIP: 36295R3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20838 | PA      | $21149.77      | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678605                      | CUSIP: 36295R3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70792 | PA      | $70262.55      | 0.00%             | 2038-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678614                      | CUSIP: 36295R3X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     242060 | PA      | $240386.37     | 0.00%             | 2038-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678619                      | CUSIP: 36295R4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149465 | PA      | $148295.19     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678633                      | CUSIP: 36295R4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140323 | PA      | $135738.96     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678637                      | CUSIP: 36295R4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77119 | PA      | $74690.29      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678647                      | CUSIP: 36295R5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     493382 | PA      | $477470.35     | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678652                      | CUSIP: 36295R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157341 | PA      | $156010.21     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678658                      | CUSIP: 36295R5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139841 | PA      | $135227.01     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678662                      | CUSIP: 36295R5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6806 | PA      | $6581.73       | 0.00%             | 2040-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678667                      | CUSIP: 36295R6C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     625380 | PA      | $605495.80     | 0.01%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678150                      | CUSIP: 36295RL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185686 | PA      | $188573.90     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678184                      | CUSIP: 36295RM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176381 | PA      | $174950.97     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678189                      | CUSIP: 36295RNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     629646 | PA      | $625070.56     | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678416                      | CUSIP: 36295RVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57574 | PA      | $58475.51      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678534                      | CUSIP: 36295RY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22914 | PA      | $23253.42      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678510                      | CUSIP: 36295RYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4829 | PA      | $4903.61       | 0.00%             | 2037-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678519                      | CUSIP: 36295RYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26390 | PA      | $26808.88      | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678528                      | CUSIP: 36295RYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123184 | PA      | $125137.50     | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678567                      | CUSIP: 36295RZ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      63917 | PA      | $64869.44      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678540                      | CUSIP: 36295RZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61002 | PA      | $61973.09      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678543                      | CUSIP: 36295RZG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59611 | PA      | $60498.08      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678547                      | CUSIP: 36295RZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25284 | PA      | $25603.80      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678552                      | CUSIP: 36295RZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14506 | PA      | $14735.98      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678558                      | CUSIP: 36295RZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28708 | PA      | $29135.44      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 679384                      | CUSIP: 36295SXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1834 | PA      | $1863.08       | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680153                      | CUSIP: 36295TTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9927 | PA      | $10084.70      | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680624                      | CUSIP: 36295UD57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8979 | PA      | $9385.53       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 680632                      | CUSIP: 36295UED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        741 | PA      | $736.42        | 0.00%             | 2037-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681556                      | CUSIP: 36295VE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1658 | PA      | $1684.77       | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681592                      | CUSIP: 36295VF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16538 | PA      | $16779.32      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681618                      | CUSIP: 36295VG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4131 | PA      | $4193.24       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681601                      | CUSIP: 36295VGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66907 | PA      | $67910.87      | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 681728                      | CUSIP: 36295VLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10612 | PA      | $10780.74      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682032                      | CUSIP: 36295VVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9861 | PA      | $10017.97      | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683120                      | CUSIP: 36295W4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     246210 | PA      | $250130.77     | 0.00%             | 2038-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683151                      | CUSIP: 36295W5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78842 | PA      | $79995.58      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682454                      | CUSIP: 36295WE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164731 | PA      | $163528.11     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682459                      | CUSIP: 36295WE86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4530 | PA      | $4498.39       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682444                      | CUSIP: 36295WER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236131 | PA      | $234393.07     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682466                      | CUSIP: 36295WFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187023 | PA      | $185799.89     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682479                      | CUSIP: 36295WFU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403993 | PA      | $401261.86     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682484                      | CUSIP: 36295WFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     329288 | PA      | $318668.82     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682499                      | CUSIP: 36295WGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24465 | PA      | $23725.32      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682529                      | CUSIP: 36295WHE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10916 | PA      | $10826.05      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682536                      | CUSIP: 36295WHM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32224 | PA      | $31928.87      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682557                      | CUSIP: 36295WJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6441 | PA      | $6395.36       | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682559                      | CUSIP: 36295WJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80971 | PA      | $80397.37      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682570                      | CUSIP: 36295WJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76711 | PA      | $74331.36      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682572                      | CUSIP: 36295WJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48545 | PA      | $46994.50      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682756                      | CUSIP: 36295WQH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1277 | PA      | $1296.64       | 0.00%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682909                      | CUSIP: 36295WVA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47932 | PA      | $46315.74      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682915                      | CUSIP: 36295WVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14040 | PA      | $14478.90      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 682929                      | CUSIP: 36295WVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16977 | PA      | $16853.57      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683024                      | CUSIP: 36295WYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24450 | PA      | $25607.22      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683054                      | CUSIP: 36295WZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27636 | PA      | $28044.13      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683227                      | CUSIP: 36295XA47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        996 | PA      | $1010.96       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683230                      | CUSIP: 36295XA70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4420 | PA      | $4488.61       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 683353                      | CUSIP: 36295XE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13089 | PA      | $13297.36      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684131                      | CUSIP: 36295YA86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7779 | PA      | $7902.48       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684113                      | CUSIP: 36295YAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5338 | PA      | $5422.34       | 0.00%             | 2037-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684159                      | CUSIP: 36295YB44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78827 | PA      | $80069.98      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684147                      | CUSIP: 36295YBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73786 | PA      | $74884.98      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684183                      | CUSIP: 36295YCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6756 | PA      | $6860.61       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684254                      | CUSIP: 36295YE33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     394222 | PA      | $370136.93     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684262                      | CUSIP: 36295YFB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     697800 | PA      | $656999.80     | 0.01%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 684334                      | CUSIP: 36295YHK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31724 | PA      | $32209.33      | 0.00%             | 2038-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685815                      | CUSIP: 36296A3Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21332 | PA      | $20653.87      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685816                      | CUSIP: 36296A3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1290444 | PA      | $1249413.25    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685831                      | CUSIP: 36296A4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17501 | PA      | $17359.69      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685839                      | CUSIP: 36296A4Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74623 | PA      | $75768.40      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685472                      | CUSIP: 36296AQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1851 | PA      | $1903.62       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685646                      | CUSIP: 36296AWF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1155 | PA      | $1173.45       | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685697                      | CUSIP: 36296AX25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      51362 | PA      | $52174.71      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686678                      | CUSIP: 36296B2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        712 | PA      | $723.03        | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686689                      | CUSIP: 36296B2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2916 | PA      | $2959.16       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 685995                      | CUSIP: 36296BC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1587 | PA      | $1612.73       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686101                      | CUSIP: 36296BGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7424 | PA      | $7542.48       | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686279                      | CUSIP: 36296BM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15151 | PA      | $15372.20      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686467                      | CUSIP: 36296BTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7927 | PA      | $8163.41       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686872                      | CUSIP: 36296CCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3802 | PA      | $3860.82       | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 686944                      | CUSIP: 36296CER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4073 | PA      | $4188.24       | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687185                      | CUSIP: 36296CNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        334 | PA      | $339.14        | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687187                      | CUSIP: 36296CNC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124989 | PA      | $126902.74     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687188                      | CUSIP: 36296CND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46822 | PA      | $47534.72      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687189                      | CUSIP: 36296CNE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69302 | PA      | $70363.45      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687190                      | CUSIP: 36296CNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40573 | PA      | $41173.06      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687376                      | CUSIP: 36296CT91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42154 | PA      | $42814.55      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687377                      | CUSIP: 36296CUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70427 | PA      | $71505.11      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687378                      | CUSIP: 36296CUB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11023 | PA      | $11184.50      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 687513                      | CUSIP: 36296CYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18572 | PA      | $18844.11      | 0.00%             | 2038-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688013                      | CUSIP: 36296DK23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        176 | PA      | $179.08        | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688012                      | CUSIP: 36296DKZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1682 | PA      | $1709.17       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688083                      | CUSIP: 36296DM88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202446 | PA      | $205637.63     | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688090                      | CUSIP: 36296DNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4007 | PA      | $4066.09       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 688706                      | CUSIP: 36296EDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120787 | PA      | $122583.81     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 689613                      | CUSIP: 36296FDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17924 | PA      | $18734.77      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 689673                      | CUSIP: 36296FFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3832 | PA      | $4005.49       | 0.00%             | 2038-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690059                      | CUSIP: 36296FTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15874 | PA      | $15759.65      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690105                      | CUSIP: 36296FU68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15339 | PA      | $15762.61      | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690137                      | CUSIP: 36296FV67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48806 | PA      | $50285.83      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690653                      | CUSIP: 36296GH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324300 | PA      | $314288.82     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690656                      | CUSIP: 36296GH95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     302110 | PA      | $291693.41     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690636                      | CUSIP: 36296GHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45757 | PA      | $45505.40      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690660                      | CUSIP: 36296GJD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7029 | PA      | $6974.96       | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690849                      | CUSIP: 36296GQA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        832 | PA      | $845.40        | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 690863                      | CUSIP: 36296GQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        809 | PA      | $831.97        | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691645                      | CUSIP: 36296HL23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5532 | PA      | $5696.60       | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691684                      | CUSIP: 36296HM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11166 | PA      | $10805.61      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691712                      | CUSIP: 36296HN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1028739 | PA      | $993895.24     | 0.01%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691713                      | CUSIP: 36296HN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61650 | PA      | $59482.59      | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691714                      | CUSIP: 36296HN70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     301882 | PA      | $291473.95     | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691716                      | CUSIP: 36296HN96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     307766 | PA      | $303783.63     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691690                      | CUSIP: 36296HNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13275 | PA      | $12868.86      | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691698                      | CUSIP: 36296HNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     697956 | PA      | $675870.64     | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691702                      | CUSIP: 36296HNT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324393 | PA      | $313737.41     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691704                      | CUSIP: 36296HNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1295544 | PA      | $1252226.95    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691706                      | CUSIP: 36296HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     666333 | PA      | $644249.33     | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691707                      | CUSIP: 36296HNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     599336 | PA      | $578469.33     | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691708                      | CUSIP: 36296HNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     894199 | PA      | $864826.79     | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 691722                      | CUSIP: 36296HPF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57746 | PA      | $55798.86      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692013                      | CUSIP: 36296HYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3106 | PA      | $3246.66       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692202                      | CUSIP: 36296JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5603 | PA      | $5685.37       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692304                      | CUSIP: 36296JDH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17922 | PA      | $18187.19      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692446                      | CUSIP: 36296JHX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131309 | PA      | $130400.09     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692468                      | CUSIP: 36296JJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235363 | PA      | $233759.24     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692479                      | CUSIP: 36296JJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7663 | PA      | $7775.61       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692493                      | CUSIP: 36296JKE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45451 | PA      | $46122.41      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 692739                      | CUSIP: 36296JS48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2241 | PA      | $2307.83       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694856                      | CUSIP: 36296L5R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9307 | PA      | $9452.23       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694132                      | CUSIP: 36296LED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208912 | PA      | $212219.33     | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694213                      | CUSIP: 36296LGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1463 | PA      | $1485.81       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694352                      | CUSIP: 36296LL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4755 | PA      | $4715.65       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694343                      | CUSIP: 36296LLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165037 | PA      | $163803.49     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694354                      | CUSIP: 36296LMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5839 | PA      | $5794.20       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694358                      | CUSIP: 36296LMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36981 | PA      | $36699.00      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 694487                      | CUSIP: 36296LRG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112063 | PA      | $115315.39     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 695062                      | CUSIP: 36296MFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38852 | PA      | $38599.60      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696010                      | CUSIP: 36296NGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84120 | PA      | $85271.18      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696011                      | CUSIP: 36296NGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52626 | PA      | $53398.23      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697571                      | CUSIP: 36296P6G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68450 | PA      | $69461.55      | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697579                      | CUSIP: 36296P6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2022 | PA      | $2082.53       | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696983                      | CUSIP: 36296PJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211216 | PA      | $209684.92     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696984                      | CUSIP: 36296PJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6641 | PA      | $6739.57       | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 696989                      | CUSIP: 36296PKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2413 | PA      | $2396.19       | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697003                      | CUSIP: 36296PKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73123 | PA      | $70797.97      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697070                      | CUSIP: 36296PMT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9159 | PA      | $9295.08       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697076                      | CUSIP: 36296PMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13108 | PA      | $13015.28      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698371                      | CUSIP: 36296Q2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     645450 | PA      | $655707.58     | 0.01%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698373                      | CUSIP: 36296Q2E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96867 | PA      | $92153.15      | 0.00%             | 2039-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698387                      | CUSIP: 36296Q2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15524 | PA      | $15771.18      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698401                      | CUSIP: 36296Q3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12083 | PA      | $12001.11      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698405                      | CUSIP: 36296Q3N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21455 | PA      | $21797.04      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698479                      | CUSIP: 36296Q6Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9850 | PA      | $9556.76       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698482                      | CUSIP: 36296Q6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155794 | PA      | $154740.92     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697641                      | CUSIP: 36296QBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3375 | PA      | $3426.25       | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697824                      | CUSIP: 36296QG94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3433 | PA      | $3411.80       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697794                      | CUSIP: 36296QGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4389 | PA      | $4454.01       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697850                      | CUSIP: 36296QH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25507 | PA      | $25883.60      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697852                      | CUSIP: 36296QH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5517 | PA      | $5598.28       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697839                      | CUSIP: 36296QHQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1165576 | PA      | $1158338.69    | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697840                      | CUSIP: 36296QHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35397 | PA      | $35175.02      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697848                      | CUSIP: 36296QHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2216 | PA      | $2251.27       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697946                      | CUSIP: 36296QL31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5715 | PA      | $5805.24       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697929                      | CUSIP: 36296QLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        413 | PA      | $407.96        | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2014 | PA      | $2001.05       | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697974                      | CUSIP: 36296QMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38891 | PA      | $39471.02      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698096                      | CUSIP: 36296QRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137514 | PA      | $136645.33     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698104                      | CUSIP: 36296QRZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        507 | PA      | $514.35        | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698117                      | CUSIP: 36296QSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13327 | PA      | $13232.47      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698235                      | CUSIP: 36296QV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115795 | PA      | $117500.13     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698223                      | CUSIP: 36296QVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69527 | PA      | $67479.45      | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698264                      | CUSIP: 36296QWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10170 | PA      | $10320.87      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698287                      | CUSIP: 36296QXQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88364 | PA      | $87742.30      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698334                      | CUSIP: 36296QY78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1272 | PA      | $1234.77       | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698339                      | CUSIP: 36296QZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4453 | PA      | $4424.68       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698340                      | CUSIP: 36296QZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3515 | PA      | $3570.24       | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698342                      | CUSIP: 36296QZF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33882 | PA      | $34377.72      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698558                      | CUSIP: 36296RB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        582 | PA      | $590.56        | 0.00%             | 2038-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700226                      | CUSIP: 36296S4K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5392 | PA      | $5472.11       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700250                      | CUSIP: 36296S5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2449 | PA      | $2436.23       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699859                      | CUSIP: 36296SQL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83544 | PA      | $83043.29      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699860                      | CUSIP: 36296SQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40567 | PA      | $40263.67      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699866                      | CUSIP: 36296SQT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     481071 | PA      | $477479.49     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699870                      | CUSIP: 36296SQX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     322866 | PA      | $320577.14     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 699884                      | CUSIP: 36296SRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64056 | PA      | $63567.69      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701090                      | CUSIP: 36296T2X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30693 | PA      | $32081.47      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 700804                      | CUSIP: 36296TRZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6741 | PA      | $6938.01       | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116678 | PA      | $115902.48     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702029                      | CUSIP: 36296U4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25600 | PA      | $25429.48      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702082                      | CUSIP: 36296U6T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38674 | PA      | $38396.04      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702083                      | CUSIP: 36296U6U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59306 | PA      | $58882.08      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701354                      | CUSIP: 36296UE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3362 | PA      | $3411.60       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701338                      | CUSIP: 36296UEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2331 | PA      | $2368.50       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701345                      | CUSIP: 36296UES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        849 | PA      | $843.40        | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701363                      | CUSIP: 36296UFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85463 | PA      | $84894.98      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701501                      | CUSIP: 36296UKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5146 | PA      | $5228.09       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701503                      | CUSIP: 36296UKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1668 | PA      | $1694.73       | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701582                      | CUSIP: 36296UM72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     739975 | PA      | $761709.80     | 0.01%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701667                      | CUSIP: 36296UQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28237 | PA      | $29085.23      | 0.00%             | 2039-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701738                      | CUSIP: 36296US35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     122722 | PA      | $124675.99     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701742                      | CUSIP: 36296US76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167852 | PA      | $172878.56     | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701730                      | CUSIP: 36296UST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66181 | PA      | $65708.01      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701809                      | CUSIP: 36296UVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120103 | PA      | $119310.58     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701815                      | CUSIP: 36296UVG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4677 | PA      | $4647.93       | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     533905 | PA      | $530383.35     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701962                      | CUSIP: 36296UZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106944 | PA      | $106220.54     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701964                      | CUSIP: 36296UZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40181 | PA      | $39913.57      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701942                      | CUSIP: 36296UZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90095 | PA      | $91532.06      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701958                      | CUSIP: 36296UZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     291627 | PA      | $283086.93     | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702875                      | CUSIP: 36296V2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     423784 | PA      | $410701.22     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702974                      | CUSIP: 36296V6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1129639 | PA      | $1120716.44    | 0.01%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702559                      | CUSIP: 36296VQL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7652 | PA      | $7735.62       | 0.00%             | 2038-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702743                      | CUSIP: 36296VWC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1820 | PA      | $1873.34       | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702867                      | CUSIP: 36296VZ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12536 | PA      | $12155.27      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702851                      | CUSIP: 36296VZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78550 | PA      | $77935.05      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703002                      | CUSIP: 36296WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44961 | PA      | $44608.75      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703035                      | CUSIP: 36296WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296606 | PA      | $287403.50     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703157                      | CUSIP: 36296WE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     860973 | PA      | $833336.71     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703136                      | CUSIP: 36296WEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186672 | PA      | $185210.33     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703141                      | CUSIP: 36296WEN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306753 | PA      | $304429.64     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703146                      | CUSIP: 36296WET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181618 | PA      | $175652.79     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703192                      | CUSIP: 36296WF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34179 | PA      | $31583.43      | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703166                      | CUSIP: 36296WFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13991 | PA      | $13546.05      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703167                      | CUSIP: 36296WFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     168103 | PA      | $166901.98     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703173                      | CUSIP: 36296WFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97609 | PA      | $95209.39      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703183                      | CUSIP: 36296WFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6682 | PA      | $6633.17       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703194                      | CUSIP: 36296WGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53711 | PA      | $49692.20      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703201                      | CUSIP: 36296WGJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31415 | PA      | $30392.38      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703518                      | CUSIP: 36296WSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4075 | PA      | $4046.01       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703525                      | CUSIP: 36296WSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1129 | PA      | $1111.21       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703535                      | CUSIP: 36296WSY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2064 | PA      | $2096.74       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703625                      | CUSIP: 36296WVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139010 | PA      | $141091.07     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704704                      | CUSIP: 36296X3M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10884 | PA      | $11046.58      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704750                      | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146223 | PA      | $145218.14     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704756                      | CUSIP: 36296X5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     814323 | PA      | $826499.88     | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704185                      | CUSIP: 36296XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35547 | PA      | $36594.18      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704187                      | CUSIP: 36296XJ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1671 | PA      | $1697.05       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704169                      | CUSIP: 36296XJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24185 | PA      | $24570.55      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704204                      | CUSIP: 36296XKR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     178525 | PA      | $181149.75     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704259                      | CUSIP: 36296XMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73531 | PA      | $73086.23      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704260                      | CUSIP: 36296XMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410471 | PA      | $407989.92     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704262                      | CUSIP: 36296XMK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44507 | PA      | $45161.54      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704439                      | CUSIP: 36296XS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93675 | PA      | $93078.26      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704418                      | CUSIP: 36296XSF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22173 | PA      | $22028.89      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17604 | PA      | $17123.38      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704489                      | CUSIP: 36296XUN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183249 | PA      | $188765.40     | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704511                      | CUSIP: 36296XVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19839 | PA      | $19715.07      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704577                      | CUSIP: 36296XXE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88015 | PA      | $87478.26      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704621                      | CUSIP: 36296XYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19091 | PA      | $18960.83      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704665                      | CUSIP: 36296XZ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43599 | PA      | $44241.54      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705593                      | CUSIP: 36296Y3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15403 | PA      | $15289.42      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705596                      | CUSIP: 36296Y3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4901 | PA      | $4868.72       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705613                      | CUSIP: 36296Y3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64289 | PA      | $62264.26      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705632                      | CUSIP: 36296Y4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10803 | PA      | $11125.25      | 0.00%             | 2038-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704875                      | CUSIP: 36296YCL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3958 | PA      | $3934.04       | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704984                      | CUSIP: 36296YFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13218 | PA      | $13428.25      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704993                      | CUSIP: 36296YGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3207 | PA      | $3182.45       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705117                      | CUSIP: 36296YK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38763 | PA      | $39361.57      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705145                      | CUSIP: 36296YL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3146 | PA      | $3046.02       | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705121                      | CUSIP: 36296YLA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19222 | PA      | $19068.32      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705125                      | CUSIP: 36296YLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105620 | PA      | $104876.91     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705253                      | CUSIP: 36296YQE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6619 | PA      | $6713.63       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705305                      | CUSIP: 36296YR20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43855 | PA      | $43496.56      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705311                      | CUSIP: 36296YR87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146952 | PA      | $145843.15     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705317                      | CUSIP: 36296YSE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167096 | PA      | $165893.76     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705318                      | CUSIP: 36296YSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169207 | PA      | $167798.81     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705324                      | CUSIP: 36296YSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42910 | PA      | $41565.42      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705429                      | CUSIP: 36296YVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108662 | PA      | $107951.32     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705470                      | CUSIP: 36296YW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308038 | PA      | $306108.57     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705732                      | CUSIP: 36297AA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1560 | PA      | $1583.06       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705750                      | CUSIP: 36297ABT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4914 | PA      | $4985.70       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705889                      | CUSIP: 36297AF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     512272 | PA      | $494921.42     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705878                      | CUSIP: 36297AFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1372558 | PA      | $1326666.39    | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705898                      | CUSIP: 36297AGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     251735 | PA      | $243172.88     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705903                      | CUSIP: 36297AGL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1078257 | PA      | $1040897.87    | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705906                      | CUSIP: 36297AGP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1319721 | PA      | $1273995.05    | 0.01%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705908                      | CUSIP: 36297AGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1450157 | PA      | $1399911.71    | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705911                      | CUSIP: 36297AGU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1707811 | PA      | $1649721.88    | 0.02%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705914                      | CUSIP: 36297AGX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16425 | PA      | $15859.15      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705928                      | CUSIP: 36297AHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2227324 | PA      | $2097637.62    | 0.02%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705932                      | CUSIP: 36297AHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2610895 | PA      | $2460156.47    | 0.02%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705944                      | CUSIP: 36297AHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176845 | PA      | $162645.98     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706626                      | CUSIP: 36297BA35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21092 | PA      | $20957.69      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706728                      | CUSIP: 36297BD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116080 | PA      | $115130.79     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706701                      | CUSIP: 36297BDE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1721 | PA      | $1666.93       | 0.00%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706702                      | CUSIP: 36297BDF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56029 | PA      | $55665.81      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706703                      | CUSIP: 36297BDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171908 | PA      | $170821.38     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706718                      | CUSIP: 36297BDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21161 | PA      | $21011.05      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706719                      | CUSIP: 36297BDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55977 | PA      | $55607.32      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706729                      | CUSIP: 36297BEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77668 | PA      | $77022.24      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706730                      | CUSIP: 36297BEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116679 | PA      | $115847.46     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706784                      | CUSIP: 36297BFZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     396696 | PA      | $393450.98     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706800                      | CUSIP: 36297BGH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109611 | PA      | $108592.20     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706806                      | CUSIP: 36297BGP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102427 | PA      | $101467.09     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706808                      | CUSIP: 36297BGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     313769 | PA      | $311158.19     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706811                      | CUSIP: 36297BGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     324854 | PA      | $321968.93     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706812                      | CUSIP: 36297BGV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24489 | PA      | $24274.63      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706850                      | CUSIP: 36297BH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30836 | PA      | $30562.55      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706826                      | CUSIP: 36297BHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93865 | PA      | $92985.49      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706864                      | CUSIP: 36297BJH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     768853 | PA      | $742922.73     | 0.01%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706871                      | CUSIP: 36297BJQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     300915 | PA      | $291030.50     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706920                      | CUSIP: 36297BK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     691223 | PA      | $667273.22     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706891                      | CUSIP: 36297BKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55972 | PA      | $55447.56      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706892                      | CUSIP: 36297BKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82151 | PA      | $81375.83      | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706893                      | CUSIP: 36297BKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     483884 | PA      | $479277.46     | 0.00%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 706905                      | CUSIP: 36297BKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     581893 | PA      | $562437.46     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707299                      | CUSIP: 36297BX48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     675452 | PA      | $670959.65     | 0.01%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707300                      | CUSIP: 36297BX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277092 | PA      | $275355.62     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707301                      | CUSIP: 36297BX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50454 | PA      | $50107.79      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707302                      | CUSIP: 36297BX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116799 | PA      | $116113.03     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707286                      | CUSIP: 36297BXP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4484 | PA      | $4555.83       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707287                      | CUSIP: 36297BXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31368 | PA      | $31867.00      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707531                      | CUSIP: 36297CA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42886 | PA      | $42601.21      | 0.00%             | 2038-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 707757                      | CUSIP: 36297CJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172063 | PA      | $170937.43     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708005                      | CUSIP: 36297CR27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1463 | PA      | $1485.95       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708121                      | CUSIP: 36297CVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4099 | PA      | $4159.03       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708206                      | CUSIP: 36297CYB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5230 | PA      | $5313.01       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708408                      | CUSIP: 36297DAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3787 | PA      | $3901.16       | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708434                      | CUSIP: 36297DBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6217 | PA      | $6315.51       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708449                      | CUSIP: 36297DBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136818 | PA      | $138848.12     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708465                      | CUSIP: 36297DCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12982 | PA      | $13181.70      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708590                      | CUSIP: 36297DF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4181 | PA      | $4155.34       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708645                      | CUSIP: 36297DHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121454 | PA      | $120573.60     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 708852                      | CUSIP: 36297DQD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42197 | PA      | $42824.83      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709047                      | CUSIP: 36297DWG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106171 | PA      | $102590.64     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709050                      | CUSIP: 36297DWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49362 | PA      | $48956.83      | 0.00%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710145                      | CUSIP: 36297E5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165145 | PA      | $159479.02     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710155                      | CUSIP: 36297E5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89901 | PA      | $86948.32      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709375                      | CUSIP: 36297ECL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        941 | PA      | $954.87        | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709457                      | CUSIP: 36297EE68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        757 | PA      | $778.99        | 0.00%             | 2039-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709517                      | CUSIP: 36297EG25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15560 | PA      | $15437.69      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709512                      | CUSIP: 36297EGV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        646 | PA      | $665.90        | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709549                      | CUSIP: 36297EH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100075 | PA      | $96877.65      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709550                      | CUSIP: 36297EH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48482 | PA      | $48096.90      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709532                      | CUSIP: 36297EHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     366134 | PA      | $363282.83     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709558                      | CUSIP: 36297EJB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149793 | PA      | $144719.85     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709672                      | CUSIP: 36297EMV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8358 | PA      | $8481.75       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709693                      | CUSIP: 36297ENJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        807 | PA      | $819.20        | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709777                      | CUSIP: 36297EQ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1933 | PA      | $1961.43       | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 709791                      | CUSIP: 36297ERL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3595 | PA      | $3705.73       | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710980                      | CUSIP: 36297F2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10672 | PA      | $10603.26      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710982                      | CUSIP: 36297F2P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21735 | PA      | $21582.96      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710988                      | CUSIP: 36297F2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113757 | PA      | $115432.13     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710989                      | CUSIP: 36297F2W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     252861 | PA      | $256646.56     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710995                      | CUSIP: 36297F3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28107 | PA      | $28531.46      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710996                      | CUSIP: 36297F3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     135292 | PA      | $137331.41     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710997                      | CUSIP: 36297F3E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1430823 | PA      | $1451959.82    | 0.01%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711043                      | CUSIP: 36297F5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37084 | PA      | $36819.45      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711046                      | CUSIP: 36297F5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3093 | PA      | $3072.19       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711059                      | CUSIP: 36297F5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54507 | PA      | $55327.46      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711064                      | CUSIP: 36297F5Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77872 | PA      | $77341.15      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711067                      | CUSIP: 36297F6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6880 | PA      | $6983.74       | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711068                      | CUSIP: 36297F6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14751 | PA      | $14974.21      | 0.00%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711072                      | CUSIP: 36297F6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106847 | PA      | $106090.04     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711075                      | CUSIP: 36297F6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     634945 | PA      | $630409.79     | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710322                      | CUSIP: 36297FD33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5408 | PA      | $5492.97       | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710306                      | CUSIP: 36297FDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1142 | PA      | $1135.34       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710367                      | CUSIP: 36297FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13265 | PA      | $13171.58      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710406                      | CUSIP: 36297FGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14854 | PA      | $14754.75      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710454                      | CUSIP: 36297FH70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     495785 | PA      | $481754.31     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710482                      | CUSIP: 36297FJ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6469 | PA      | $6277.54       | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710483                      | CUSIP: 36297FJ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22738 | PA      | $22050.54      | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710518                      | CUSIP: 36297FK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37084 | PA      | $36053.04      | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710496                      | CUSIP: 36297FKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58386 | PA      | $56530.02      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710505                      | CUSIP: 36297FKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26950 | PA      | $26113.97      | 0.00%             | 2039-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710511                      | CUSIP: 36297FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450155 | PA      | $436118.58     | 0.00%             | 2039-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710552                      | CUSIP: 36297FL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24911 | PA      | $25296.76      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710712                      | CUSIP: 36297FR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4753 | PA      | $4721.34       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710683                      | CUSIP: 36297FRC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125642 | PA      | $124721.18     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710714                      | CUSIP: 36297FSB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188692 | PA      | $187436.81     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710716                      | CUSIP: 36297FSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55075 | PA      | $55881.68      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710718                      | CUSIP: 36297FSF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75180 | PA      | $76291.83      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710747                      | CUSIP: 36297FTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1076240 | PA      | $1043183.11    | 0.01%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710777                      | CUSIP: 36297FUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25851 | PA      | $26239.54      | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710794                      | CUSIP: 36297FUT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120287 | PA      | $122063.78     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710832                      | CUSIP: 36297FVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134948 | PA      | $130802.60     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710846                      | CUSIP: 36297FWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110832 | PA      | $110107.31     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710847                      | CUSIP: 36297FWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77449 | PA      | $76929.46      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710852                      | CUSIP: 36297FWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15673 | PA      | $15906.50      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710859                      | CUSIP: 36297FWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450591 | PA      | $457205.60     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710863                      | CUSIP: 36297FWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29874 | PA      | $30316.28      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 710904                      | CUSIP: 36297FX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6418 | PA      | $6218.83       | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711966                      | CUSIP: 36297G6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31653 | PA      | $31450.94      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711136                      | CUSIP: 36297GBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163974 | PA      | $162946.63     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711137                      | CUSIP: 36297GBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     170955 | PA      | $173546.72     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711189                      | CUSIP: 36297GC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94319 | PA      | $93665.76      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711171                      | CUSIP: 36297GCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14401 | PA      | $13945.31      | 0.00%             | 2040-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711186                      | CUSIP: 36297GCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157001 | PA      | $155888.68     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711187                      | CUSIP: 36297GCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22111 | PA      | $21954.65      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711188                      | CUSIP: 36297GCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33196 | PA      | $32964.25      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711228                      | CUSIP: 36297GD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5407 | PA      | $5489.30       | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711244                      | CUSIP: 36297GER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46972 | PA      | $46636.95      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711348                      | CUSIP: 36297GHZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1537 | PA      | $1606.93       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711406                      | CUSIP: 36297GKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35788 | PA      | $32991.41      | 0.00%             | 2042-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711443                      | CUSIP: 36297GLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145094 | PA      | $143938.25     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711470                      | CUSIP: 36297GMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167023 | PA      | $165586.23     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711509                      | CUSIP: 36297GN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     188146 | PA      | $186501.12     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711500                      | CUSIP: 36297GNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     377034 | PA      | $364538.50     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711504                      | CUSIP: 36297GNV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15868 | PA      | $15726.30      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711541                      | CUSIP: 36297GP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     628697 | PA      | $594297.35     | 0.01%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711543                      | CUSIP: 36297GP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3536043 | PA      | $3417815.42    | 0.03%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711527                      | CUSIP: 36297GPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     297292 | PA      | $294527.22     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711537                      | CUSIP: 36297GPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4491456 | PA      | $4343260.53    | 0.04%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711538                      | CUSIP: 36297GPX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50474 | PA      | $50008.55      | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711573                      | CUSIP: 36297GQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1594502 | PA      | $1538719.00    | 0.01%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711574                      | CUSIP: 36297GQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     439051 | PA      | $434871.52     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711579                      | CUSIP: 36297GQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243442 | PA      | $241004.94     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711551                      | CUSIP: 36297GQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12058757 | PA      | $11650328.08   | 0.11%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711552                      | CUSIP: 36297GQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160759 | PA      | $159253.32     | 0.00%             | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711554                      | CUSIP: 36297GQF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     335159 | PA      | $323546.88     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711568                      | CUSIP: 36297GQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460110 | PA      | $455638.88     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711569                      | CUSIP: 36297GQW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62188 | PA      | $63068.59      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711570                      | CUSIP: 36297GQX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     398600 | PA      | $386419.08     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711581                      | CUSIP: 36297GRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312761 | PA      | $295249.45     | 0.00%             | 2041-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711603                      | CUSIP: 36297GRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7835073 | PA      | $7382719.73    | 0.07%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711616                      | CUSIP: 36297GSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152251 | PA      | $143460.81     | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711674                      | CUSIP: 36297GT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34520 | PA      | $31615.51      | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711645                      | CUSIP: 36297GTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315588 | PA      | $296906.75     | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711688                      | CUSIP: 36297GUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7168943 | PA      | $6588246.77    | 0.06%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711697                      | CUSIP: 36297GUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     106766 | PA      | $97929.76      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711709                      | CUSIP: 36297GVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58235 | PA      | $53354.83      | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711754                      | CUSIP: 36297GWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1909349 | PA      | $1745403.27    | 0.02%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711803                      | CUSIP: 36297GX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332683 | PA      | $304802.03     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711793                      | CUSIP: 36297GXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1021578 | PA      | $934557.41     | 0.01%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711829                      | CUSIP: 36297GY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     844193 | PA      | $771993.83     | 0.01%             | 2043-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711811                      | CUSIP: 36297GYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95499 | PA      | $87595.28      | 0.00%             | 2043-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712825                      | CUSIP: 36297H4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5398 | PA      | $5360.71       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712895                      | CUSIP: 36297H7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191282 | PA      | $194327.90     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712028                      | CUSIP: 36297HA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11812 | PA      | $11458.56      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712010                      | CUSIP: 36297HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172453 | PA      | $175003.98     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712346                      | CUSIP: 36297HL30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30178 | PA      | $30624.10      | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712395                      | CUSIP: 36297HNL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3611 | PA      | $3661.48       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712452                      | CUSIP: 36297HQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10830 | PA      | $10966.43      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712699                      | CUSIP: 36297HX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     647870 | PA      | $643597.21     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712738                      | CUSIP: 36297HZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18056 | PA      | $17942.54      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713732                      | CUSIP: 36297J4R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31415 | PA      | $30454.83      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713733                      | CUSIP: 36297J4S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13106 | PA      | $12683.44      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713734                      | CUSIP: 36297J4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10097 | PA      | $9814.84       | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712930                      | CUSIP: 36297JA79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38497 | PA      | $39072.20      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712905                      | CUSIP: 36297JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10220 | PA      | $10178.20      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712909                      | CUSIP: 36297JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147027 | PA      | $149195.35     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712940                      | CUSIP: 36297JBH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27138 | PA      | $26246.85      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712973                      | CUSIP: 36297JCJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2926 | PA      | $2972.00       | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712974                      | CUSIP: 36297JCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45802 | PA      | $46480.88      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713046                      | CUSIP: 36297JET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     711549 | PA      | $707288.17     | 0.01%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713049                      | CUSIP: 36297JEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31039 | PA      | $30838.99      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713050                      | CUSIP: 36297JEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248224 | PA      | $246628.00     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713051                      | CUSIP: 36297JEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235528 | PA      | $234169.86     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713471                      | CUSIP: 36297JT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     721873 | PA      | $716953.14     | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713457                      | CUSIP: 36297JTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2535 | PA      | $2460.43       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 714583                      | CUSIP: 36297K2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46887 | PA      | $47252.48      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714590                      | CUSIP: 36297K2X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     511164 | PA      | $507764.26     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714594                      | CUSIP: 36297K3B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19451 | PA      | $19357.01      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713866                      | CUSIP: 36297KCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14918 | PA      | $15137.27      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 713877                      | CUSIP: 36297KCN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38828 | PA      | $37659.95      | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714008                      | CUSIP: 36297KGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27958 | PA      | $28375.55      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714010                      | CUSIP: 36297KGT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     319210 | PA      | $323958.83     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714036                      | CUSIP: 36297KHM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28904 | PA      | $29340.48      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714109                      | CUSIP: 36297KKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17949 | PA      | $17829.84      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714127                      | CUSIP: 36297KLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25092 | PA      | $24922.55      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714177                      | CUSIP: 36297KM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6057 | PA      | $6243.14       | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714183                      | CUSIP: 36297KM81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2940 | PA      | $2938.23       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714189                      | CUSIP: 36297KNE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1489 | PA      | $1512.19       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714343                      | CUSIP: 36297KS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43553 | PA      | $43222.93      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714472                      | CUSIP: 36297KW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67930 | PA      | $67501.03      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 714450                      | CUSIP: 36297KWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15097 | PA      | $14992.92      | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2009-42 TX                 | CUSIP: 38374UC74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     232525 | PA      | $232627.27     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2009-40 PE                 | CUSIP: 38374VAA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     788455 | PA      | $778660.43     | 0.01%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2012-103 CL                | CUSIP: 38375GUS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10635083 | PA      | $9798515.67    | 0.09%             | 2042-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2007-6 FB                  | CUSIP: 38375JHW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     821082 | PA      | $808879.03     | 0.01%             | 2037-02-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2007-38 CK                 | CUSIP: 38375KEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2425181 | PA      | $2416889.76    | 0.02%             | 2037-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-37 LZ                 | CUSIP: 38376MKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7327310 | PA      | $6167539.52    | 0.06%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-63 AP                 | CUSIP: 38376UJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3669755 | PA      | $3336436.09    | 0.03%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-56 LZ                 | CUSIP: 38376UJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13023701 | PA      | $10108687.86   | 0.09%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-56 AZ                 | CUSIP: 38376ULV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9422083 | PA      | $7869417.66    | 0.07%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-9 PA                  | CUSIP: 38378FDU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6416731 | PA      | $5832313.51    | 0.05%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-184 KA                | CUSIP: 38378PJB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3732233 | PA      | $3528163.66    | 0.03%             | 2043-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-79 BZ                 | CUSIP: 38378THG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6916371 | PA      | $6265880.49    | 0.06%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-88 LZ                 | CUSIP: 38378TK41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7218474 | PA      | $6417566.67    | 0.06%             | 2043-06-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-144 ZX                | CUSIP: 38378UZQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7975696 | PA      | $7176222.93    | 0.07%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-99 AX                 | CUSIP: 38378VPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2329285 | PA      | $2137972.07    | 0.02%             | 2043-07-20      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-2 GC                  | CUSIP: 38378YH44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1894359 | PA      | $1729266.92    | 0.02%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-56 BP                 | CUSIP: 38379BCS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2335538 | PA      | $2224282.19    | 0.02%             | 2039-12-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-56 PZ                 | CUSIP: 38379BCW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2518232 | PA      | $2326250.37    | 0.02%             | 2039-12-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-58 P                  | CUSIP: 38379BRJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4160327 | PA      | $3856695.91    | 0.04%             | 2044-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-83 ZP                 | CUSIP: 38379CD86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8479033 | PA      | $7278191.78    | 0.07%             | 2040-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-99 CW                 | CUSIP: 38379DFZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4573653 | PA      | $3735336.25    | 0.03%             | 2044-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-116 DA                | CUSIP: 38379ENP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2850606 | PA      | $2662319.44    | 0.02%             | 2044-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-116 ZT                | CUSIP: 38379ERU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8332098 | PA      | $6868362.53    | 0.06%             | 2044-08-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-162 BY                | CUSIP: 38379FPC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2059383 | PA      | $1857699.39    | 0.02%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-141 AB                | CUSIP: 38379GAX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7510934 | PA      | $6804802.88    | 0.06%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2014-142 ZA                | CUSIP: 38379GME4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4940070 | PA      | $4651253.29    | 0.04%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-3 ZD                  | CUSIP: 38379H8G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29509225 | PA      | $28169004.48   | 0.26%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-42 DK                 | CUSIP: 38379LDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2183254 | PA      | $2043163.74    | 0.02%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-110 MA                | CUSIP: 38379MTN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4306595 | PA      | $3898174.43    | 0.04%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2015-63 ZP                 | CUSIP: 38379PEA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10975260 | PA      | $9923055.16    | 0.09%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-44 AD                 | CUSIP: 38379RPP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1235969 | PA      | $1199297.35    | 0.01%             | 2048-11-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-4 B                   | CUSIP: 38379TU49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3082331 | PA      | $2860451.69    | 0.03%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-4 MA                  | CUSIP: 38379TU64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2104583 | PA      | $1964804.41    | 0.02%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-23 GP                 | CUSIP: 38379VTZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1979682 | PA      | $1848603.14    | 0.02%             | 2039-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-46 JE                 | CUSIP: 38379WAW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     994634 | PA      | $920017.75     | 0.01%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-91 WP                 | CUSIP: 38379XYB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1761012 | PA      | $1637058.44    | 0.01%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-81 CA                 | CUSIP: 38379YNX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3538960 | PA      | $3270425.25    | 0.03%             | 2045-03-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-81 PD                 | CUSIP: 38379YQW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1550980 | PA      | $1431902.11    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2016-136 A                 | CUSIP: 38380BNN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18016625 | PA      | $16344446.20   | 0.15%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-34 GZ                 | CUSIP: 38380C5F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8876390 | PA      | $6582501.08    | 0.06%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-101 PW                | CUSIP: 38380FE85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3752638 | PA      | $2922980.77    | 0.03%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-101 PY                | CUSIP: 38380FF27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2269477 | PA      | $1668741.67    | 0.02%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-134 BY                | CUSIP: 38380GA87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3094430 | PA      | $2171041.57    | 0.02%             | 2047-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-133 BT                | CUSIP: 38380HCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2178394 | PA      | $2009864.17    | 0.02%             | 2047-09-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-163 YA                | CUSIP: 38380KLU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5416274 | PA      | $4565878.90    | 0.04%             | 2047-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-163 PY                | CUSIP: 38380KMQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2140761 | PA      | $1535892.62    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-186 DT                | CUSIP: 38380T6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6391462 | PA      | $5715578.82    | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-6 CY                  | CUSIP: 38380U4T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3204438 | PA      | $2283850.39    | 0.02%             | 2048-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2017-189 CZ                | CUSIP: 38380UHS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15914446 | PA      | $14021263.47   | 0.13%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-11 PA                 | CUSIP: 38380UWQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2159471 | PA      | $1966948.12    | 0.02%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-83 CZ                 | CUSIP: 38380XAX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9211701 | PA      | $8296295.27    | 0.08%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-21 MZ                 | CUSIP: 38381B5K6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1738254 | PA      | $1384123.32    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-18 PT                 | CUSIP: 38381BZ64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7701959 | PA      | $7025861.23    | 0.06%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-20 BZ                 | CUSIP: 38381RAM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2839204 | PA      | $2424617.01    | 0.02%             | 2049-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-23 ZM                 | CUSIP: 38381RVG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5793297 | PA      | $4520796.75    | 0.04%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-78 BA                 | CUSIP: 38381WWR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8627351 | PA      | $7800424.90    | 0.07%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-84 B                  | CUSIP: 38381XDL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8120135 | PA      | $7306171.42    | 0.07%             | 2048-10-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2019-85 GE                 | CUSIP: 38381XRE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2732203 | PA      | $2476910.47    | 0.02%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-47 AC                 | CUSIP: 38382EAJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8490498 | PA      | $6870012.83    | 0.06%             | 2050-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-115 YA                | CUSIP: 38382HG20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9466639 | PA      | $7142273.56    | 0.06%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-116 U                 | CUSIP: 38382HXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4391462 | PA      | $2952126.95    | 0.03%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-193 BE                | CUSIP: 38383DUD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6463892 | PA      | $5430349.59    | 0.05%             | 2049-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-215 KA                | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53801519 | PA      | $48017296.15   | 0.44%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-34 NT                 | CUSIP: 38383MDF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4827497 | PA      | $4391716.57    | 0.04%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-29 QD                 | CUSIP: 38383MHV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4607037 | PA      | $4120668.47    | 0.04%             | 2052-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-22 PE                 | CUSIP: 38383MNW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5058422 | PA      | $4511717.02    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-83 GZ                 | CUSIP: 38383RZD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7170979 | PA      | $5821720.37    | 0.05%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-124 HA                | CUSIP: 38383T4H3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18522027 | PA      | $18164372.09   | 0.17%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2023-53 L                  | CUSIP: 38383XK29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13800000 | PA      | $13461203.10   | 0.12%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2022-193 A                 | CUSIP: 38383Y7M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10440424 | PA      | $8002807.61    | 0.07%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2023-98 ZG                 | CUSIP: 38384BYL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8093000 | PA      | $7514851.52    | 0.07%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2024-30 JZ                 | CUSIP: 38384JQP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17963943 | PA      | $15114764.42   | 0.14%             | 2054-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2024-127 KE                | CUSIP: 38384USJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8045468 | PA      | $7660927.43    | 0.07%             | 2044-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2024-199 BZ                | CUSIP: 38385AJN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33399550 | PA      | $31162384.37   | 0.28%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2025-60 AC                 | CUSIP: 38385FK42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12777314 | PA      | $12770708.48   | 0.12%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2025-70 DA                 | CUSIP: 38385FSC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24319313 | PA      | $24320986.60   | 0.22%             | 2050-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US LONG BOND(CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1083 | NC      | $-5126957.87   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | US 10yr Ultra Fut Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -238 | NC      | $743412.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Securities LLC                                      | JPM TRIPARTY TREAS FICC        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   15000000 | PA      | $15000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                 | HSBC TRIPARTY MTGE             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                         | NOM TSY FICC                   | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |   15000000 | PA      | $15000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BK AMER TSY FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   15000000 | PA      | $15000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis SA                                                    | NATIXIS TRIPARTY TR            | CUSIP: N/A<br>LEI: KX1WK48MPD4Y2NCUIZ63       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Securities (USA) LLC                                       | TD TRIPARTY MORTGAGE           | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Long             | RA               | CORP              | US        |   15000000 | PA      | $15000000.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BK AMER MTG FICC               | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                 | CITI TREAS TRI-PARTY           | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |   14100000 | PA      | $14100000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA                                                 | HSBC TRIPARTY TREAS            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | RA               | CORP              | US        |   19000000 | PA      | $19000000.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                              | SOCGEN TRIPARTY TSY            | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |   11800000 | PA      | $11800000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Securities, LLC                                   | WELLS FARGO TRIPARTY MTGE      | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                         | BZW TRIPARTY TREASURY          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   22600000 | PA      | $22600000.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole                                               | CREDIT AGRICOLE TRIPARTY TSY   | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | RA               | CORP              | US        |   10200000 | PA      | $10200000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                           | SCOTIA TRIPARTY TREASURY       | CUSIP: N/A<br>LEI: L3I9ZG2KFGXZ61BMYR72       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                               | BOA-MTG TRIPARTY REPO          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | US ULTRA BOND CBT Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         86 | NC      | $-464400.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** VANGUARD FIXED INCOME SECURITIES FUNDS

**Signature:** My Trieu-Gatt

**Name of Signer:** My Trieu-Gatt

**Title:** Treasurer